BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, June 1, 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 : 4,493: 60 78 0 3,420 4,173 3,480 4,251: 1,013 242 Old : 4,493: 60 78 0 3,420 4,173 3,480 4,251: 1,013 242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 164: 0 -34 0 128 196 128 162: 36 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 1.7 0.0 76.1 92.9 77.5 94.6: 22.5 5.4 Old : 100.0: 1.3 1.7 0.0 76.1 92.9 77.5 94.6: 22.5 5.4 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 : 21: 1 1 0 14 7 15 8: Old : 21: 1 1 0 14 7 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 : 50.6 89.7 65.8 94.6 50.6 89.2 65.4 93.7 Old : 50.6 89.7 65.8 94.6 50.6 89.2 65.4 93.7 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 1, 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 : 31,681: 561 9,772 654 26,894 15,825 28,109 26,251: 3,572 5,430 Old : 31,681: 561 9,772 654 26,894 15,825 28,109 26,251: 3,572 5,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 820: -134 541 204 377 269 447 1,014: 373 -194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 30.8 2.1 84.9 50.0 88.7 82.9: 11.3 17.1 Old : 100.0: 1.8 30.8 2.1 84.9 50.0 88.7 82.9: 11.3 17.1 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 : 64: 4 18 8 29 23 38 45: Old : 64: 4 18 8 29 23 38 45: 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 36.3 63.6 53.9 53.0 34.3 63.3 52.0 Old : 53.0 36.3 63.6 53.9 53.0 34.3 63.3 52.0 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 1, 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 : 205,114: 53,391 24,970 35,393 92,701 108,636 181,485 168,999: 23,629 36,115 Old : 168,487: 42,524 26,553 26,044 82,520 88,348 151,088 140,945: 17,399 27,542 Other: 36,627: 17,546 5,096 2,670 10,181 20,288 30,397 28,054: 6,230 8,573 : : : : : Changes in Commitments from: May 25, 2010 : : -1,894: -364 1,870 -1,085 845 -1,190 -604 -405: -1,290 -1,489 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 12.2 17.3 45.2 53.0 88.5 82.4: 11.5 17.6 Old : 100.0: 25.2 15.8 15.5 49.0 52.4 89.7 83.7: 10.3 16.3 Other: 100.0: 47.9 13.9 7.3 27.8 55.4 83.0 76.6: 17.0 23.4 : : : :# Traders : Number of Traders in Each Category : All : 241: 94 54 100 52 63 206 176: Old : 237: 96 58 90 42 60 186 170: Other: 117: 31 25 21 31 43 80 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 : 21.5 29.3 35.3 36.8 20.2 29.1 32.4 34.6 Old : 24.1 30.7 38.9 39.6 22.3 30.5 36.3 37.4 Other: 33.8 27.7 47.6 36.6 33.6 26.2 47.4 34.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, June 1, 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 : 342,241: 133,662 50,136 52,753 129,705 176,009 316,120 278,898: 26,121 63,343 Old : 342,241: 133,662 50,136 52,753 129,705 176,009 316,120 278,898: 26,121 63,343 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -5,648: -6,366 740 103 1,756 -4,027 -4,507 -3,184: -1,141 -2,464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 14.6 15.4 37.9 51.4 92.4 81.5: 7.6 18.5 Old : 100.0: 39.1 14.6 15.4 37.9 51.4 92.4 81.5: 7.6 18.5 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 : 383: 130 57 101 80 168 254 293: Old : 383: 130 57 101 80 168 254 293: 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 : 18.0 15.6 30.3 23.3 17.2 13.4 28.9 20.8 Old : 18.0 15.6 30.3 23.3 17.2 13.4 28.9 20.8 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 1, 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 : 8,988: 3,232 1,963 1,384 2,530 3,868 7,146 7,215: 1,842 1,773 Old : 8,988: 3,232 1,963 1,384 2,530 3,868 7,146 7,215: 1,842 1,773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 1,382: 81 397 466 372 169 919 1,032: 463 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 21.8 15.4 28.1 43.0 79.5 80.3: 20.5 19.7 Old : 100.0: 36.0 21.8 15.4 28.1 43.0 79.5 80.3: 20.5 19.7 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 : 68: 18 20 14 15 16 43 48: Old : 68: 18 20 14 15 16 43 48: 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 : 37.8 26.1 53.4 40.5 37.8 26.1 49.3 38.9 Old : 37.8 26.1 53.4 40.5 37.8 26.1 49.3 38.9 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 1, 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 : 32,500: 14,815 6,379 2,085 9,575 7,359 26,475 15,823: 6,025 16,677 Old : 32,500: 14,815 6,379 2,085 9,575 7,359 26,475 15,823: 6,025 16,677 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -2,338: -672 1,217 -1,005 -83 -841 -1,760 -629: -578 -1,709 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.6 19.6 6.4 29.5 22.6 81.5 48.7: 18.5 51.3 Old : 100.0: 45.6 19.6 6.4 29.5 22.6 81.5 48.7: 18.5 51.3 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 : 137: 36 23 19 36 47 82 81: Old : 137: 36 23 19 36 47 82 81: 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 : 20.2 14.6 36.1 22.2 20.1 12.5 35.6 19.6 Old : 20.2 14.6 36.1 22.2 20.1 12.5 35.6 19.6 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 1, 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 : 31,052: 3,810 1,042 717 20,938 28,815 25,465 30,574: 5,587 478 Old : 31,052: 3,810 1,042 717 20,938 28,815 25,465 30,574: 5,587 478 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 2,292: 659 257 0 1,573 2,085 2,232 2,342: 60 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 3.4 2.3 67.4 92.8 82.0 98.5: 18.0 1.5 Old : 100.0: 12.3 3.4 2.3 67.4 92.8 82.0 98.5: 18.0 1.5 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 : 29: 7 5 3 14 13 23 19: Old : 29: 7 5 3 14 13 23 19: 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 : 52.3 72.3 67.4 88.3 35.9 61.6 44.9 65.2 Old : 52.3 72.3 67.4 88.3 35.9 61.6 44.9 65.2 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 1, 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 : 117,450: 37,262 15,108 2,230 40,741 82,665 80,233 100,003: 37,217 17,447 Old : 117,450: 37,262 15,108 2,230 40,741 82,665 80,233 100,003: 37,217 17,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -5,192: -2,851 -1,133 736 -1,106 -5,870 -3,221 -6,267: -1,971 1,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 12.9 1.9 34.7 70.4 68.3 85.1: 31.7 14.9 Old : 100.0: 31.7 12.9 1.9 34.7 70.4 68.3 85.1: 31.7 14.9 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 : 73: 21 18 7 24 18 50 39: Old : 73: 21 18 7 24 18 50 39: 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 : 34.5 39.6 46.0 60.5 34.5 39.2 44.5 56.5 Old : 34.5 39.6 46.0 60.5 34.5 39.2 44.5 56.5 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 1, 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 : 49,959: 11,139 25,863 787 29,143 3,466 41,069 30,116: 8,890 19,843 Old : 49,959: 11,139 25,863 787 29,143 3,466 41,069 30,116: 8,890 19,843 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 1,796: -350 1,755 352 2,065 -1,980 2,067 127: -271 1,669 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 51.8 1.6 58.3 6.9 82.2 60.3: 17.8 39.7 Old : 100.0: 22.3 51.8 1.6 58.3 6.9 82.2 60.3: 17.8 39.7 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 : 40: 6 19 3 11 8 19 29: Old : 40: 6 19 3 11 8 19 29: 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 : 43.0 29.2 65.9 41.0 42.7 29.2 63.2 41.0 Old : 43.0 29.2 65.9 41.0 42.7 29.2 63.2 41.0 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 1, 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 : 79,114: 26,142 6,369 0 48,892 70,442 75,034 76,811: 4,080 2,303 Old : 79,114: 26,142 6,369 0 48,892 70,442 75,034 76,811: 4,080 2,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -6,124: -8,061 1,023 -141 2,719 -6,644 -5,483 -5,762: -641 -362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 8.1 0.0 61.8 89.0 94.8 97.1: 5.2 2.9 Old : 100.0: 33.0 8.1 0.0 61.8 89.0 94.8 97.1: 5.2 2.9 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 : 75: 23 16 0 23 19 46 35: Old : 75: 23 16 0 23 19 46 35: 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 : 49.3 72.9 67.6 85.1 49.3 70.5 67.5 81.9 Old : 49.3 72.9 67.6 85.1 49.3 70.5 67.5 81.9 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 1, 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 : 149,216: 11,809 82,263 1,052 123,405 29,748 136,266 113,063: 12,950 36,153 Old : 149,216: 11,809 82,263 1,052 123,405 29,748 136,266 113,063: 12,950 36,153 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -1,996: 847 -3,778 363 -3,261 260 -2,051 -3,155: 55 1,159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 55.1 0.7 82.7 19.9 91.3 75.8: 8.7 24.2 Old : 100.0: 7.9 55.1 0.7 82.7 19.9 91.3 75.8: 8.7 24.2 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 : 96: 18 43 7 21 26 43 72: Old : 96: 18 43 7 21 26 43 72: 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 : 55.9 29.7 70.5 40.3 54.8 29.4 68.6 38.9 Old : 55.9 29.7 70.5 40.3 54.8 29.4 68.6 38.9 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 1, 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 : 133,365: 33,215 39,699 273 79,929 66,438 113,417 106,410: 19,948 26,955 Old : 133,365: 33,215 39,699 273 79,929 66,438 113,417 106,410: 19,948 26,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -7,404: 1,221 -2,533 176 -9,491 -2,266 -8,094 -4,623: 690 -2,781 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 29.8 0.2 59.9 49.8 85.0 79.8: 15.0 20.2 Old : 100.0: 24.9 29.8 0.2 59.9 49.8 85.0 79.8: 15.0 20.2 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 : 96: 23 32 4 24 26 50 59: Old : 96: 23 32 4 24 26 50 59: 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 : 42.1 37.3 55.2 51.0 40.7 32.3 51.9 44.4 Old : 42.1 37.3 55.2 51.0 40.7 32.3 51.9 44.4 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 1, 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 : 275,266: 45,006 138,331 3,249 176,197 79,109 224,452 220,689: 50,814 54,577 Old : 275,266: 45,006 138,331 3,249 176,197 79,109 224,452 220,689: 50,814 54,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -6,700: -624 -14,035 1,136 -14,010 6,155 -13,498 -6,744: 6,798 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 50.3 1.2 64.0 28.7 81.5 80.2: 18.5 19.8 Old : 100.0: 16.4 50.3 1.2 64.0 28.7 81.5 80.2: 18.5 19.8 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 : 184: 38 76 20 40 44 89 130: Old : 184: 38 76 20 40 44 89 130: 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 : 37.9 26.9 50.6 34.1 36.0 26.2 48.6 33.3 Old : 37.9 26.9 50.6 34.1 36.0 26.2 48.6 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 1, 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 : 15,586: 7,622 5,418 39 6,403 8,285 14,064 13,742: 1,522 1,844 Old : 15,586: 7,622 5,418 39 6,403 8,285 14,064 13,742: 1,522 1,844 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -2,174: -3,720 1,738 39 1,058 -3,804 -2,623 -2,027: 449 -147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.9 34.8 0.3 41.1 53.2 90.2 88.2: 9.8 11.8 Old : 100.0: 48.9 34.8 0.3 41.1 53.2 90.2 88.2: 9.8 11.8 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 : 34: 10 10 1 9 9 19 20: Old : 34: 10 10 1 9 9 19 20: 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 : 55.7 59.7 73.8 79.4 55.7 58.4 73.5 77.9 Old : 55.7 59.7 73.8 79.4 55.7 58.4 73.5 77.9 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 1, 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 : 7,511,710: 615,262 497,902 774,243 5,415,941 5,310,069 6,805,446 6,582,214: 706,264 929,496 Old : 7,511,710: 615,262 497,902 774,243 5,415,941 5,310,069 6,805,446 6,582,214: 706,264 929,496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -196,455: -106,983 -42,466 -123,185 67,614 -49,077 -162,554 -214,728: -33,901 18,273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 6.6 10.3 72.1 70.7 90.6 87.6: 9.4 12.4 Old : 100.0: 8.2 6.6 10.3 72.1 70.7 90.6 87.6: 9.4 12.4 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 : 261: 49 52 81 133 144 232 237: Old : 261: 49 52 81 133 144 232 237: 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 : 39.2 31.8 49.9 39.7 38.6 26.9 45.5 33.4 Old : 39.2 31.8 49.9 39.7 38.6 26.9 45.5 33.4 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 1, 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 : 331,651: 22,841 39,145 5,982 225,047 225,924 253,870 271,051: 77,781 60,600 Old : 331,651: 22,841 39,145 5,982 225,047 225,924 253,870 271,051: 77,781 60,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 3,440: -241 2,925 1,441 1,820 6,426 3,020 10,792: 420 -7,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 11.8 1.8 67.9 68.1 76.5 81.7: 23.5 18.3 Old : 100.0: 6.9 11.8 1.8 67.9 68.1 76.5 81.7: 23.5 18.3 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 : 137: 19 23 11 64 62 89 90: Old : 137: 19 23 11 64 62 89 90: 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 : 23.0 20.7 33.8 35.8 20.7 20.7 30.5 35.1 Old : 23.0 20.7 33.8 35.8 20.7 20.7 30.5 35.1 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 1, 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 : 2,820,119: 342,021 352,724 44,921 2,122,285 2,182,134 2,509,227 2,579,779: 310,892 240,340 Old : 2,820,119: 342,021 352,724 44,921 2,122,285 2,182,134 2,509,227 2,579,779: 310,892 240,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 84,607: -16,574 14,289 3,034 126,102 41,657 112,562 58,980: -27,955 25,627 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 12.5 1.6 75.3 77.4 89.0 91.5: 11.0 8.5 Old : 100.0: 12.1 12.5 1.6 75.3 77.4 89.0 91.5: 11.0 8.5 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 : 487: 93 107 37 178 192 293 315: Old : 487: 93 107 37 178 192 293 315: 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 : 20.4 14.1 30.8 21.6 17.3 9.6 26.5 16.8 Old : 20.4 14.1 30.8 21.6 17.3 9.6 26.5 16.8 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 1, 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 : 98,378: 11,766 8,890 13 76,714 82,881 88,493 91,784: 9,885 6,594 Old : 98,378: 11,766 8,890 13 76,714 82,881 88,493 91,784: 9,885 6,594 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 1,932: -2,823 792 -65 2,796 -1,970 -92 -1,243: 2,024 3,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 9.0 0.0 78.0 84.2 90.0 93.3: 10.0 6.7 Old : 100.0: 12.0 9.0 0.0 78.0 84.2 90.0 93.3: 10.0 6.7 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 : 81: 11 3 1 45 35 56 39: Old : 81: 11 3 1 45 35 56 39: 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 : 35.1 49.7 52.6 65.6 30.3 41.0 44.3 56.8 Old : 35.1 49.7 52.6 65.6 30.3 41.0 44.3 56.8 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 1, 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 : 24,043: 4,065 1,468 149 15,384 10,136 19,598 11,753: 4,445 12,290 Old : 24,043: 4,065 1,468 149 15,384 10,136 19,598 11,753: 4,445 12,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 2,402: -154 176 149 1,395 1,653 1,390 1,978: 1,012 424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 6.1 0.6 64.0 42.2 81.5 48.9: 18.5 51.1 Old : 100.0: 16.9 6.1 0.6 64.0 42.2 81.5 48.9: 18.5 51.1 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 : 26: 2 2 1 13 11 16 13: Old : 26: 2 2 1 13 11 16 13: 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 : 52.8 31.4 70.0 43.1 52.0 31.4 67.1 40.7 Old : 52.8 31.4 70.0 43.1 52.0 31.4 67.1 40.7 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 1, 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 : 347,424: 60,660 89,216 4,287 209,726 235,565 274,673 329,068: 72,751 18,356 Old : 347,424: 60,660 89,216 4,287 209,726 235,565 274,673 329,068: 72,751 18,356 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -3,467: -18,632 8,721 -1,397 15,259 -16,043 -4,770 -8,719: 1,303 5,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 25.7 1.2 60.4 67.8 79.1 94.7: 20.9 5.3 Old : 100.0: 17.5 25.7 1.2 60.4 67.8 79.1 94.7: 20.9 5.3 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 : 216: 52 39 13 66 75 124 121: Old : 216: 52 39 13 66 75 124 121: 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 : 16.7 21.5 28.2 38.1 15.1 21.3 25.3 37.1 Old : 16.7 21.5 28.2 38.1 15.1 21.3 25.3 37.1 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 1, 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 : 110,772: 37,021 21,976 2,898 52,653 65,964 92,572 90,838: 18,200 19,934 Old : 110,772: 37,021 21,976 2,898 52,653 65,964 92,572 90,838: 18,200 19,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 4,299: -2,346 2,132 1,746 7,335 -3,002 6,735 876: -2,436 3,423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 19.8 2.6 47.5 59.5 83.6 82.0: 16.4 18.0 Old : 100.0: 33.4 19.8 2.6 47.5 59.5 83.6 82.0: 16.4 18.0 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 : 77: 26 18 7 21 20 49 43: Old : 77: 26 18 7 21 20 49 43: 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 : 36.8 40.4 52.2 56.3 33.4 37.2 45.5 49.0 Old : 36.8 40.4 52.2 56.3 33.4 37.2 45.5 49.0 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 1, 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 : 42,503: 13,664 7,902 6 19,276 21,871 32,946 29,779: 9,557 12,724 Old : 42,503: 13,664 7,902 6 19,276 21,871 32,946 29,779: 9,557 12,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -3,969: -535 -502 6 -1,606 941 -2,135 445: -1,834 -4,414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 18.6 0.0 45.4 51.5 77.5 70.1: 22.5 29.9 Old : 100.0: 32.1 18.6 0.0 45.4 51.5 77.5 70.1: 22.5 29.9 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 : 56: 15 12 1 14 20 29 33: Old : 56: 15 12 1 14 20 29 33: 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 : 32.6 32.9 48.2 41.8 31.6 27.6 45.9 36.6 Old : 32.6 32.9 48.2 41.8 31.6 27.6 45.9 36.6 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 1, 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 : 61,213: 7,891 13,463 738 33,529 37,372 42,158 51,573: 19,055 9,640 Old : 61,213: 7,891 13,463 738 33,529 37,372 42,158 51,573: 19,055 9,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 4,401: -7,655 2,035 -80 11,795 -1,526 4,060 429: 341 3,972 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 22.0 1.2 54.8 61.1 68.9 84.3: 31.1 15.7 Old : 100.0: 12.9 22.0 1.2 54.8 61.1 68.9 84.3: 31.1 15.7 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 : 68: 11 15 3 23 26 35 43: Old : 68: 11 15 3 23 26 35 43: 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 : 28.6 30.9 40.8 43.5 28.6 28.5 40.8 39.8 Old : 28.6 30.9 40.8 43.5 28.6 28.5 40.8 39.8 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 1, 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 : 36,472: 7,551 0 80 25,060 34,386 32,691 34,466: 3,781 2,006 Old : 36,472: 7,551 0 80 25,060 34,386 32,691 34,466: 3,781 2,006 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 4,144: 3,266 0 0 1,168 3,959 4,434 3,959: -290 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 0.0 0.2 68.7 94.3 89.6 94.5: 10.4 5.5 Old : 100.0: 20.7 0.0 0.2 68.7 94.3 89.6 94.5: 10.4 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 25 21 33 22: Old : 46: 8 0 1 25 21 33 22: 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 : 52.4 61.8 64.0 77.3 50.8 59.1 62.4 74.6 Old : 52.4 61.8 64.0 77.3 50.8 59.1 62.4 74.6 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 1, 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 : 23,705: 6,846 235 0 11,101 21,043 17,947 21,278: 5,758 2,427 Old : 23,705: 6,846 235 0 11,101 21,043 17,947 21,278: 5,758 2,427 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 875: 694 0 0 -155 708 539 708: 336 167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 1.0 0.0 46.8 88.8 75.7 89.8: 24.3 10.2 Old : 100.0: 28.9 1.0 0.0 46.8 88.8 75.7 89.8: 24.3 10.2 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 : 34: 13 1 0 11 13 24 14: Old : 34: 13 1 0 11 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 : 41.1 69.2 55.4 83.5 40.1 69.2 54.4 83.1 Old : 41.1 69.2 55.4 83.5 40.1 69.2 54.4 83.1 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 1, 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 : 17,159: 3,445 7,535 0 10,080 8,648 13,525 16,183: 3,634 976 Old : 17,159: 3,445 7,535 0 10,080 8,648 13,525 16,183: 3,634 976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 50: -198 330 -135 43 -119 -290 76: 340 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 43.9 0.0 58.7 50.4 78.8 94.3: 21.2 5.7 Old : 100.0: 20.1 43.9 0.0 58.7 50.4 78.8 94.3: 21.2 5.7 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 : 21: 9 6 0 5 1 14 7: Old : 21: 9 6 0 5 1 14 7: 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 : 58.8 91.0 69.1 94.3 58.8 91.0 69.1 94.3 Old : 58.8 91.0 69.1 94.3 58.8 91.0 69.1 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010