Behavior of traders including investors and speculators in commodity future markets are studied before and after the subprime mortgage crisis. We put our attention on quantity of traders hold positions instead of price volatility or capital return rate of commodity future markets. By standardize correlation coefficients of net positions we try to quantify the impact of speculative funds on behalf of international hot money in international commodity futures markets in the subprime mortgage crisis. Parametric and non-parametric tests are used in this paper. The empirical results reveal that investment directions of speculators do change in crisis and they connect more tightly with markets compared with investors for that their find more opportunities and higher return rate during the Subprime mortgage crisis.