MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,876 COMMITMENTS 7,538 493 622 18,640 23,065 26,800 24,180 6,076 8,696 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,217) 221 120 24 360 506 605 650 612 567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 1.5 1.9 56.7 70.2 81.5 73.5 18.5 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 15 3 8 24 22 40 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,857 COMMITMENTS 33,687 22,814 38,556 78,015 87,849 150,258 149,219 23,599 24,638 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -3,022) 872 543 -3,555 -838 798 -3,521 -2,214 499 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 13.1 22.2 44.9 50.5 86.4 85.8 13.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 58 60 62 27 37 128 129 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,301 COMMITMENTS 74,068 43,347 71,762 120,023 121,321 265,853 236,430 28,448 57,871 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -4,181) -122 -3,627 -3,328 -892 2,655 -4,342 -4,300 161 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 14.7 24.4 40.8 41.2 90.3 80.3 9.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 110 54 96 71 137 245 251 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,491 COMMITMENTS 2,531 3,993 1,043 2,364 1,422 5,938 6,458 2,553 2,033 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -530) 8 -18 -338 46 -19 -284 -375 -246 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 47.0 12.3 27.8 16.7 69.9 76.1 30.1 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 24 30 16 17 19 53 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,968 COMMITMENTS 9,907 4,375 2,173 11,524 9,897 23,604 16,445 6,364 13,523 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -1,655) 521 -748 -1,661 -790 -36 -1,930 -2,445 275 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 14.6 7.3 38.5 33.0 78.8 54.9 21.2 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 42 19 23 30 58 89 91 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,266 COMMITMENTS 23,062 38,626 2,729 56,080 43,876 81,871 85,231 28,395 25,035 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -2,830) 994 -18,607 497 -3,160 14,737 -1,669 -3,373 -1,161 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 35.0 2.5 50.9 39.8 74.2 77.3 25.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 23 29 4 19 20 44 51 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,718 COMMITMENTS 13,453 36,659 12 31,840 10,012 45,305 46,683 13,413 12,035 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,052) 3,159 -900 12 2,346 1,735 5,517 847 -4,465 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 62.4 0.0 54.2 17.1 77.2 79.5 22.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 19 1 5 12 21 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,108 COMMITMENTS 30,440 16,696 654 36,719 54,854 67,813 72,204 7,295 2,904 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,006) 6,991 -4,970 0 -3,746 9,263 3,245 4,293 -1,239 -2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 22.2 0.9 48.9 73.0 90.3 96.1 9.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 40 15 1 13 16 53 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 120,468 COMMITMENTS 70,095 21,678 124 22,147 77,490 92,366 99,292 28,102 21,176 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -2,464) -3,248 4,178 59 3,710 -6,548 521 -2,311 -2,985 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 18.0 0.1 18.4 64.3 76.7 82.4 23.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 37 16 3 14 17 52 35 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 230,370 COMMITMENTS 42,718 107,559 2,672 141,946 82,979 187,336 193,210 43,034 37,160 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 8,622) 5,873 6,856 295 1,134 1,624 7,302 8,775 1,320 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 46.7 1.2 61.6 36.0 81.3 83.9 18.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 37 39 5 26 18 64 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 212,087 COMMITMENTS 126,947 22,553 866 22,579 152,751 150,392 176,170 61,695 35,917 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 13,719) 8,568 -748 206 4,254 9,413 13,028 8,871 691 4,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.9 10.6 0.4 10.6 72.0 70.9 83.1 29.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 74 27 7 27 28 103 60 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,383 COMMITMENTS 21,068 1,001 0 1,916 22,835 22,984 23,836 2,399 1,547 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -1,642) -2,293 165 0 4 -1,606 -2,289 -1,441 647 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.0 3.9 0.0 7.5 90.0 90.5 93.9 9.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 16 1 0 6 14 22 15 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 78,840 COMMITMENTS 13,712 7,219 630 60,889 67,604 75,231 75,453 3,609 3,387 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,583) -396 855 155 3,538 237 3,297 1,247 -714 1,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 9.2 0.8 77.2 85.7 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 1 18 15 23 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,436,033 COMMITMENTS 901,740 526,170 1148778 7393255 7469139 9443773 9144087 992,260 1291946 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 114,929) 200,619 42,548 -180,767 156,035 220,137 175,887 81,918 -60,958 33,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 5.0 11.0 70.8 71.6 90.5 87.6 9.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 64 62 95 152 168 266 287 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 633,015 COMMITMENTS 56,332 31,658 2,319 450,487 455,524 509,138 489,501 123,877 143,514 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 5,052) -4,343 -910 -125 6,077 1,668 1,609 633 3,443 4,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 5.0 0.4 71.2 72.0 80.4 77.3 19.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 52 28 18 82 54 141 93 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,887,175 COMMITMENTS 301,481 626,479 29,530 1079771 1083339 1410782 1739348 476,393 147,827 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 13,244) 1,791 -20,419 7,930 29,779 36,954 39,500 24,465 -26,256 -11,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 33.2 1.6 57.2 57.4 74.8 92.2 25.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 69 95 29 78 88 166 193 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 7,717 COMMITMENTS 1,060 0 0 4,208 5,748 5,268 5,748 2,449 1,969 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 329) 39 0 0 240 291 279 291 50 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 0.0 0.0 54.5 74.5 68.3 74.5 31.7 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 9 13 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,997 COMMITMENTS 11,585 25,564 0 64,866 56,895 76,451 82,459 11,546 5,538 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 274) 933 -424 0 -474 -451 459 -875 -185 1,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 29.1 0.0 73.7 64.7 86.9 93.7 13.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 15 13 0 37 31 52 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,724 COMMITMENTS 6,765 14,117 86 34,601 24,566 41,452 38,769 7,272 9,955 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,557) 1,250 -160 0 1,028 348 2,278 188 279 2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 29.0 0.2 71.0 50.4 85.1 79.6 14.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 15 3 24 24 38 40 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,259 COMMITMENTS 74,384 149,764 2,590 260,138 207,133 337,112 359,487 42,147 19,772 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 29,070) -14,100 12,744 -1,178 34,158 16,911 18,880 28,477 10,190 593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 39.5 0.7 68.6 54.6 88.9 94.8 11.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 68 61 10 48 54 124 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,562 COMMITMENTS 80,577 6,222 1,340 5,038 95,867 86,955 103,429 30,607 14,133 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -4,307) -7,226 250 50 579 -7,227 -6,597 -6,927 2,290 2,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 5.3 1.1 4.3 81.5 74.0 88.0 26.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 45 8 1 11 17 56 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,572 COMMITMENTS 1,485 6,522 0 28,459 23,121 29,944 29,643 3,628 3,929 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 193) 51 -336 0 928 2,229 979 1,893 -786 -1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 19.4 0.0 84.8 68.9 89.2 88.3 10.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 15 0 24 21 27 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 425,655 COMMITMENTS 66,835 201,899 2,356 337,571 205,010 406,762 409,265 18,893 16,390 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 8,909) 2,938 7,412 -534 5,181 3,332 7,585 10,210 1,324 -1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 47.4 0.6 79.3 48.2 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 34 83 8 49 67 90 151 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 48,007 COMMITMENTS 9,920 15,861 240 27,620 18,145 37,780 34,246 10,227 13,761 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -3,155) 472 -1,518 -17 -3,384 -706 -2,929 -2,241 -226 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 33.0 0.5 57.5 37.8 78.7 71.3 21.3 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 16 2 18 25 37 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,281 COMMITMENTS 21,054 1,515 271 17,656 27,071 38,981 28,857 8,300 18,424 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 72) 969 -502 -364 -576 3,261 29 2,395 43 -2,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 3.2 0.6 37.3 57.3 82.4 61.0 17.6 39.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 20 5 1 16 19 36 25 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 21,320 COMMITMENTS 5,271 1,678 289 14,033 18,204 19,593 20,171 1,727 1,149 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 561) -159 209 9 -83 261 -233 479 794 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 7.9 1.4 65.8 85.4 91.9 94.6 8.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 2 8 5 18 11 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 50,840 COMMITMENTS 3,303 11,654 3,629 21,139 28,741 28,071 44,024 22,769 6,816 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 902) 432 489 38 60 167 530 694 372 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 22.9 7.1 41.6 56.5 55.2 86.6 44.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 20 7 21 27 33 47
Updated April 13, 2007