BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 4,101: 60 0 0 3,096 3,932 3,156 3,932: 945 169 Old : 4,101: 60 0 0 3,096 3,932 3,156 3,932: 945 169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -392: 0 -78 0 -324 -241 -324 -319: -68 -73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.0 75.5 95.9 77.0 95.9: 23.0 4.1 Old : 100.0: 1.5 0.0 0.0 75.5 95.9 77.0 95.9: 23.0 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 14 8 15 8: Old : 21: 1 0 0 14 8 15 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 90.7 65.8 95.9 49.5 90.1 65.2 94.6 Old : 50.1 90.7 65.8 95.9 49.5 90.1 65.2 94.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 27,761: 301 8,354 310 23,888 13,900 24,499 22,564: 3,262 5,197 Old : 27,761: 301 8,354 310 23,888 13,900 24,499 22,564: 3,262 5,197 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -3,920: -260 -1,418 -344 -3,006 -1,925 -3,610 -3,687: -310 -233 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 30.1 1.1 86.0 50.1 88.2 81.3: 11.8 18.7 Old : 100.0: 1.1 30.1 1.1 86.0 50.1 88.2 81.3: 11.8 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 2 18 4 29 22 35 40: Old : 60: 2 18 4 29 22 35 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 38.4 64.1 55.5 52.9 36.0 63.8 53.1 Old : 52.9 38.4 64.1 55.5 52.9 36.0 63.8 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 184,250: 43,250 26,528 28,722 90,690 95,503 162,662 150,753: 21,588 33,497 Old : 143,496: 33,744 28,957 17,902 76,886 72,537 128,532 119,396: 14,964 24,100 Other: 40,754: 16,817 4,882 3,509 13,804 22,966 34,130 31,357: 6,624 9,397 : : : : : Changes in Commitments from: June 1, 2010 : : -20,864: -10,141 1,558 -6,671 -2,011 -13,133 -18,823 -18,246: -2,041 -2,618 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 14.4 15.6 49.2 51.8 88.3 81.8: 11.7 18.2 Old : 100.0: 23.5 20.2 12.5 53.6 50.5 89.6 83.2: 10.4 16.8 Other: 100.0: 41.3 12.0 8.6 33.9 56.4 83.7 76.9: 16.3 23.1 : : : :# Traders : Number of Traders in Each Category : All : 228: 74 69 92 47 60 173 182: Old : 223: 70 77 80 38 54 155 170: Other: 120: 31 27 24 33 41 84 78: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.3 29.0 37.7 36.8 22.0 28.0 35.7 34.1 Old : 26.5 31.3 43.1 40.5 24.4 30.5 40.9 38.9 Other: 31.8 25.8 46.6 34.1 31.8 23.7 46.1 30.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 330,824: 117,449 47,691 55,012 132,756 166,119 305,217 268,822: 25,607 62,002 Old : 330,824: 117,449 47,691 55,012 132,756 166,119 305,217 268,822: 25,607 62,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -11,417: -16,213 -2,445 2,259 3,051 -9,890 -10,903 -10,076: -514 -1,341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 14.4 16.6 40.1 50.2 92.3 81.3: 7.7 18.7 Old : 100.0: 35.5 14.4 16.6 40.1 50.2 92.3 81.3: 7.7 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 371: 124 59 91 75 160 233 286: Old : 371: 124 59 91 75 160 233 286: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.3 14.3 31.3 22.3 18.3 12.8 29.5 20.0 Old : 19.3 14.3 31.3 22.3 18.3 12.8 29.5 20.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 9,656: 3,377 2,242 1,694 2,797 3,679 7,868 7,615: 1,788 2,041 Old : 9,656: 3,377 2,242 1,694 2,797 3,679 7,868 7,615: 1,788 2,041 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 668: 145 279 310 267 -189 722 400: -54 268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 23.2 17.5 29.0 38.1 81.5 78.9: 18.5 21.1 Old : 100.0: 35.0 23.2 17.5 29.0 38.1 81.5 78.9: 18.5 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 17 27 15 17 14 47 50: Old : 73: 17 27 15 17 14 47 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.9 23.5 51.3 36.9 35.9 22.6 47.3 34.5 Old : 35.9 23.5 51.3 36.9 35.9 22.6 47.3 34.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 32,539: 14,255 6,800 2,033 10,105 7,104 26,393 15,937: 6,146 16,602 Old : 32,539: 14,255 6,800 2,033 10,105 7,104 26,393 15,937: 6,146 16,602 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 39: -560 421 -52 530 -255 -82 114: 121 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.8 20.9 6.2 31.1 21.8 81.1 49.0: 18.9 51.0 Old : 100.0: 43.8 20.9 6.2 31.1 21.8 81.1 49.0: 18.9 51.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 136: 34 24 20 35 49 81 83: Old : 136: 34 24 20 35 49 81 83: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.9 15.0 35.6 22.8 20.9 12.9 35.1 20.1 Old : 20.9 15.0 35.6 22.8 20.9 12.9 35.1 20.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 29,262: 3,699 965 717 19,222 27,196 23,638 28,878: 5,624 384 Old : 29,262: 3,699 965 717 19,222 27,196 23,638 28,878: 5,624 384 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -1,790: -111 -77 0 -1,716 -1,619 -1,827 -1,696: 37 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 3.3 2.5 65.7 92.9 80.8 98.7: 19.2 1.3 Old : 100.0: 12.6 3.3 2.5 65.7 92.9 80.8 98.7: 19.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 6 3 2 14 12 21 16: Old : 26: 6 3 2 14 12 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 71.6 66.2 89.2 28.5 58.8 39.8 62.1 Old : 50.7 71.6 66.2 89.2 28.5 58.8 39.8 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 121,438: 36,775 14,265 4,671 44,943 88,477 86,389 107,413: 35,049 14,025 Old : 121,438: 36,775 14,265 4,671 44,943 88,477 86,389 107,413: 35,049 14,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 3,988: -487 -843 2,441 4,202 5,812 6,156 7,410: -2,168 -3,422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 11.7 3.8 37.0 72.9 71.1 88.5: 28.9 11.5 Old : 100.0: 30.3 11.7 3.8 37.0 72.9 71.1 88.5: 28.9 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 22 15 8 23 22 49 41: Old : 70: 22 15 8 23 22 49 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 38.5 50.2 62.5 34.2 38.2 44.2 56.8 Old : 36.5 38.5 50.2 62.5 34.2 38.2 44.2 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 59,622: 14,111 25,526 344 36,100 15,984 50,555 41,854: 9,067 17,768 Old : 59,622: 14,111 25,526 344 36,100 15,984 50,555 41,854: 9,067 17,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 9,663: 2,972 -337 -443 6,957 12,518 9,486 11,738: 177 -2,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 42.8 0.6 60.5 26.8 84.8 70.2: 15.2 29.8 Old : 100.0: 23.7 42.8 0.6 60.5 26.8 84.8 70.2: 15.2 29.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 9 17 2 14 14 24 32: Old : 44: 9 17 2 14 14 24 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 36.2 61.9 47.0 30.5 27.9 46.5 37.0 Old : 42.6 36.2 61.9 47.0 30.5 27.9 46.5 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 88,262: 24,249 6,823 451 59,623 78,990 84,323 86,264: 3,939 1,998 Old : 88,262: 24,249 6,823 451 59,623 78,990 84,323 86,264: 3,939 1,998 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 9,148: -1,893 454 451 10,731 8,548 9,289 9,453: -141 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 7.7 0.5 67.6 89.5 95.5 97.7: 4.5 2.3 Old : 100.0: 27.5 7.7 0.5 67.6 89.5 95.5 97.7: 4.5 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 20 17 2 24 21 44 40: Old : 73: 20 17 2 24 21 44 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 66.6 71.8 83.6 44.2 61.4 60.9 72.1 Old : 53.8 66.6 71.8 83.6 44.2 61.4 60.9 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 167,076: 14,146 88,826 3,024 134,423 37,212 151,593 129,062: 15,483 38,014 Old : 167,076: 14,146 88,826 3,024 134,423 37,212 151,593 129,062: 15,483 38,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 17,860: 2,337 6,563 1,972 11,018 7,464 15,327 15,999: 2,533 1,861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 53.2 1.8 80.5 22.3 90.7 77.2: 9.3 22.8 Old : 100.0: 8.5 53.2 1.8 80.5 22.3 90.7 77.2: 9.3 22.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 96: 12 47 8 23 24 40 74: Old : 96: 12 47 8 23 24 40 74: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 26.1 66.8 38.8 51.0 25.2 63.3 35.7 Old : 51.6 26.1 66.8 38.8 51.0 25.2 63.3 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 133,010: 28,519 41,066 234 85,012 63,595 113,765 104,895: 19,245 28,115 Old : 133,010: 28,519 41,066 234 85,012 63,595 113,765 104,895: 19,245 28,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -355: -4,696 1,367 -39 5,083 -2,843 348 -1,515: -703 1,160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 30.9 0.2 63.9 47.8 85.5 78.9: 14.5 21.1 Old : 100.0: 21.4 30.9 0.2 63.9 47.8 85.5 78.9: 14.5 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 93: 19 31 5 24 31 45 65: Old : 93: 19 31 5 24 31 45 65: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 37.1 57.3 49.4 42.5 32.8 52.2 43.9 Old : 45.3 37.1 57.3 49.4 42.5 32.8 52.2 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 305,060: 45,938 157,883 9,895 198,558 87,172 254,391 254,950: 50,669 50,110 Old : 305,060: 45,938 157,883 9,895 198,558 87,172 254,391 254,950: 50,669 50,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 29,794: 932 19,552 6,646 22,361 8,063 29,939 34,261: -145 -4,467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 51.8 3.2 65.1 28.6 83.4 83.6: 16.6 16.4 Old : 100.0: 15.1 51.8 3.2 65.1 28.6 83.4 83.6: 16.6 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 175: 38 70 27 42 43 94 128: Old : 175: 38 70 27 42 43 94 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 24.8 49.9 35.3 35.6 24.2 47.2 33.3 Old : 38.0 24.8 49.9 35.3 35.6 24.2 47.2 33.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 17,962: 6,230 7,099 39 10,301 8,902 16,570 16,040: 1,392 1,922 Old : 17,962: 6,230 7,099 39 10,301 8,902 16,570 16,040: 1,392 1,922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 2,376: -1,392 1,681 0 3,898 617 2,506 2,298: -130 78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 39.5 0.2 57.3 49.6 92.3 89.3: 7.7 10.7 Old : 100.0: 34.7 39.5 0.2 57.3 49.6 92.3 89.3: 7.7 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 10 11 1 11 12 21 24: Old : 36: 10 11 1 11 12 21 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 50.8 72.2 75.2 43.7 49.6 64.6 69.3 Old : 51.1 50.8 72.2 75.2 43.7 49.6 64.6 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 7,620,858: 719,056 488,463 761,415 5,376,496 5,444,773 6,856,967 6,694,651: 763,891 926,207 Old : 7,620,858: 719,056 488,463 761,415 5,376,496 5,444,773 6,856,967 6,694,651: 763,891 926,207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 109,148: 103,794 -9,439 -12,828 -39,445 134,704 51,521 112,437: 57,627 -3,289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 6.4 10.0 70.5 71.4 90.0 87.8: 10.0 12.2 Old : 100.0: 9.4 6.4 10.0 70.5 71.4 90.0 87.8: 10.0 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 260: 53 50 82 124 141 227 233: Old : 260: 53 50 82 124 141 227 233: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 31.9 50.2 40.2 38.9 26.8 46.4 33.6 Old : 39.4 31.9 50.2 40.2 38.9 26.8 46.4 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 377,242: 21,949 50,016 9,025 268,275 252,334 299,249 311,375: 77,993 65,867 Old : 377,242: 21,949 50,016 9,025 268,275 252,334 299,249 311,375: 77,993 65,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 45,591: -892 10,871 3,043 43,228 26,410 45,379 40,324: 212 5,267 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 13.3 2.4 71.1 66.9 79.3 82.5: 20.7 17.5 Old : 100.0: 5.8 13.3 2.4 71.1 66.9 79.3 82.5: 20.7 17.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 139: 19 23 15 66 63 94 92: Old : 139: 19 23 15 66 63 94 92: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 21.1 37.8 38.3 21.2 20.9 31.6 37.2 Old : 25.2 21.1 37.8 38.3 21.2 20.9 31.6 37.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 3,046,422: 411,950 361,212 47,116 2,229,364 2,347,016 2,688,430 2,755,344: 357,992 291,078 Old : 3,046,422: 411,950 361,212 47,116 2,229,364 2,347,016 2,688,430 2,755,344: 357,992 291,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 226,303: 69,929 8,488 2,195 107,079 164,882 179,203 175,565: 47,100 50,738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 11.9 1.5 73.2 77.0 88.2 90.4: 11.8 9.6 Old : 100.0: 13.5 11.9 1.5 73.2 77.0 88.2 90.4: 11.8 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 496: 105 101 41 178 203 303 326: Old : 496: 105 101 41 178 203 303 326: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.3 13.5 29.5 20.4 16.3 8.8 25.6 15.4 Old : 19.3 13.5 29.5 20.4 16.3 8.8 25.6 15.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 99,418: 13,656 9,043 200 78,353 86,138 92,209 95,381: 7,209 4,037 Old : 99,418: 13,656 9,043 200 78,353 86,138 92,209 95,381: 7,209 4,037 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 1,040: 1,890 153 187 1,639 3,257 3,716 3,597: -2,676 -2,557 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 9.1 0.2 78.8 86.6 92.7 95.9: 7.3 4.1 Old : 100.0: 13.7 9.1 0.2 78.8 86.6 92.7 95.9: 7.3 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 83: 10 4 1 44 37 54 42: Old : 83: 10 4 1 44 37 54 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.1 51.0 51.1 68.5 28.2 43.3 44.0 59.6 Old : 32.1 51.0 51.1 68.5 28.2 43.3 44.0 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 25,787: 3,811 1,839 149 18,190 11,535 22,150 13,523: 3,637 12,264 Old : 25,787: 3,811 1,839 149 18,190 11,535 22,150 13,523: 3,637 12,264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 1,744: -254 371 0 2,806 1,399 2,552 1,770: -808 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 7.1 0.6 70.5 44.7 85.9 52.4: 14.1 47.6 Old : 100.0: 14.8 7.1 0.6 70.5 44.7 85.9 52.4: 14.1 47.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 1 15 10 18 12: Old : 27: 2 2 1 15 10 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 38.6 71.2 48.8 52.3 38.6 68.6 45.7 Old : 53.0 38.6 71.2 48.8 52.3 38.6 68.6 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 368,180: 57,240 82,777 1,387 232,893 268,489 291,520 352,653: 76,660 15,527 Old : 368,180: 57,240 82,777 1,387 232,893 268,489 291,520 352,653: 76,660 15,527 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 20,756: -3,420 -6,439 -2,900 23,167 32,924 16,847 23,585: 3,909 -2,829 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 22.5 0.4 63.3 72.9 79.2 95.8: 20.8 4.2 Old : 100.0: 15.5 22.5 0.4 63.3 72.9 79.2 95.8: 20.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 211: 55 29 10 68 77 127 112: Old : 211: 55 29 10 68 77 127 112: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 22.4 32.5 39.7 18.0 22.2 30.0 39.5 Old : 18.6 22.4 32.5 39.7 18.0 22.2 30.0 39.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 108,956: 29,746 21,311 485 57,197 69,578 87,428 91,374: 21,528 17,582 Old : 108,956: 29,746 21,311 485 57,197 69,578 87,428 91,374: 21,528 17,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : -1,816: -7,275 -665 -2,413 4,544 3,614 -5,144 536: 3,328 -2,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 19.6 0.4 52.5 63.9 80.2 83.9: 19.8 16.1 Old : 100.0: 27.3 19.6 0.4 52.5 63.9 80.2 83.9: 19.8 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 19 16 5 25 20 47 38: Old : 69: 19 16 5 25 20 47 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 41.5 48.9 59.0 30.5 38.1 41.5 51.5 Old : 37.3 41.5 48.9 59.0 30.5 38.1 41.5 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 54,674: 16,272 6,418 1,946 21,661 26,689 39,879 35,053: 14,795 19,621 Old : 54,674: 16,272 6,418 1,946 21,661 26,689 39,879 35,053: 14,795 19,621 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 12,171: 2,608 -1,484 1,940 2,385 4,818 6,933 5,274: 5,238 6,897 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 11.7 3.6 39.6 48.8 72.9 64.1: 27.1 35.9 Old : 100.0: 29.8 11.7 3.6 39.6 48.8 72.9 64.1: 27.1 35.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 17 9 6 17 21 36 36: Old : 61: 17 9 6 17 21 36 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 31.5 43.5 40.7 29.9 26.9 40.8 36.1 Old : 31.0 31.5 43.5 40.7 29.9 26.9 40.8 36.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 76,437: 5,384 17,290 980 39,550 46,708 45,914 64,978: 30,523 11,459 Old : 76,437: 5,384 17,290 980 39,550 46,708 45,914 64,978: 30,523 11,459 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 15,224: -2,507 3,827 242 6,021 9,336 3,756 13,405: 11,468 1,819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 22.6 1.3 51.7 61.1 60.1 85.0: 39.9 15.0 Old : 100.0: 7.0 22.6 1.3 51.7 61.1 60.1 85.0: 39.9 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 9 17 6 25 31 38 50: Old : 70: 9 17 6 25 31 38 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.8 26.4 36.8 41.6 22.6 22.7 31.7 34.8 Old : 24.8 26.4 36.8 41.6 22.6 22.7 31.7 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 39,789: 7,783 0 80 28,254 37,517 36,117 37,597: 3,672 2,192 Old : 39,789: 7,783 0 80 28,254 37,517 36,117 37,597: 3,672 2,192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 3,317: 232 0 0 3,194 3,131 3,426 3,131: -109 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 0.0 0.2 71.0 94.3 90.8 94.5: 9.2 5.5 Old : 100.0: 19.6 0.0 0.2 71.0 94.3 90.8 94.5: 9.2 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 8 0 1 24 22 32 23: Old : 46: 8 0 1 24 22 32 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 62.1 65.1 76.6 51.7 59.5 63.4 73.8 Old : 53.1 62.1 65.1 76.6 51.7 59.5 63.4 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI INDEX X $50) : : : : All : 24,773: 6,015 235 0 12,905 21,985 18,920 22,220: 5,853 2,553 Old : 24,773: 6,015 235 0 12,905 21,985 18,920 22,220: 5,853 2,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 1,068: -831 0 0 1,804 942 973 942: 95 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 0.9 0.0 52.1 88.7 76.4 89.7: 23.6 10.3 Old : 100.0: 24.3 0.9 0.0 52.1 88.7 76.4 89.7: 23.6 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 11 1 0 13 13 24 14: Old : 34: 11 1 0 13 13 24 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 67.6 57.2 83.3 39.4 67.6 56.2 82.8 Old : 40.4 67.6 57.2 83.3 39.4 67.6 56.2 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, June 8, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 18,761: 3,790 8,073 1 10,244 8,661 14,035 16,735: 4,726 2,026 Old : 18,761: 3,790 8,073 1 10,244 8,661 14,035 16,735: 4,726 2,026 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2010 : : 1,602: 345 538 1 164 13 510 552: 1,092 1,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 43.0 0.0 54.6 46.2 74.8 89.2: 25.2 10.8 Old : 100.0: 20.2 43.0 0.0 54.6 46.2 74.8 89.2: 25.2 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 10 8 1 6 1 17 9: Old : 25: 10 8 1 6 1 17 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 83.4 63.3 88.6 54.0 83.4 63.3 88.6 Old : 54.0 83.4 63.3 88.6 54.0 83.4 63.3 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010