JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 70,654 COMMITMENTS 24,019 23,195 31 29,869 24,996 53,919 48,222 16,735 22,432 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,447) -4,250 5,541 -2 791 -21,408 -3,461 -15,869 -5,986 6,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 32.8 0.0 42.3 35.4 76.3 68.3 23.7 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 17 20 4 17 17 36 39 ------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 79,101 COMMITMENTS 24,119 22,595 4,535 31,574 27,376 60,228 54,506 18,873 24,594 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,965) -3,943 4,819 -650 270 -20,640 -4,323 -16,472 -5,641 6,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 28.6 5.7 39.9 34.6 76.1 68.9 23.9 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 19 25 12 21 19 47 49 ----------------------------------------------------------------------------------