MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,581 COMMITMENTS 9,761 1,030 608 19,388 25,618 29,757 27,256 5,824 8,325 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,953) 1,172 548 -265 1,487 2,157 2,394 2,440 -441 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 2.9 1.7 54.5 72.0 83.6 76.6 16.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 4 9 24 23 44 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 176,941 COMMITMENTS 36,993 23,851 42,506 75,813 86,517 155,312 152,874 21,629 24,067 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 6,566) 63 -1,090 5,273 1,086 1,850 6,422 6,033 144 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 13.5 24.0 42.8 48.9 87.8 86.4 12.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 69 59 73 28 36 148 139 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,049 COMMITMENTS 62,560 38,650 64,414 116,169 114,136 243,143 217,200 24,906 50,849 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -9,857) -2,595 764 -3,302 -1,783 -4,099 -7,680 -6,637 -2,177 -3,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 14.4 24.0 43.3 42.6 90.7 81.0 9.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 89 52 77 65 128 206 222 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,710 COMMITMENTS 2,952 3,869 953 2,356 1,628 6,261 6,450 2,449 2,260 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 243) 81 -130 102 148 179 331 151 -88 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 44.4 10.9 27.0 18.7 71.9 74.1 28.1 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 29 13 18 19 50 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,853 COMMITMENTS 8,965 3,906 1,873 10,245 8,809 21,083 14,588 5,770 12,265 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -22) 298 338 35 -320 -329 13 44 -35 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 14.5 7.0 38.2 32.8 78.5 54.3 21.5 45.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 41 22 18 35 55 88 88 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,786 COMMITMENTS 39,017 40,648 3,041 48,384 54,708 90,442 98,397 31,344 23,389 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 7,176) 13,468 -892 -140 -7,669 8,758 5,659 7,726 1,517 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 33.4 2.5 39.7 44.9 74.3 80.8 25.7 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 25 28 4 20 22 47 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,956 COMMITMENTS 23,229 40,080 230 36,288 24,841 59,747 65,151 18,209 12,805 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 10,391) 5,322 -199 -12 3,457 9,317 8,767 9,106 1,624 1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 51.4 0.3 46.5 31.9 76.6 83.6 23.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 22 21 1 6 14 29 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 80,802 COMMITMENTS 28,053 22,324 654 44,019 53,843 72,726 76,821 8,076 3,981 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 3,250) -313 3,717 0 2,883 -1,447 2,570 2,270 680 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 27.6 0.8 54.5 66.6 90.0 95.1 10.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 43 17 1 16 15 59 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 148,006 COMMITMENTS 95,965 25,899 145 19,622 99,196 115,732 125,240 32,274 22,766 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 13,053) 12,536 2,137 -224 718 14,035 13,030 15,948 23 -2,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.8 17.5 0.1 13.3 67.0 78.2 84.6 21.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 50 17 4 15 21 67 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 235,531 COMMITMENTS 37,900 119,672 809 158,243 82,310 196,952 202,791 38,579 32,740 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 735) -5,381 5,872 -74 7,552 -941 2,097 4,857 -1,362 -4,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 50.8 0.3 67.2 34.9 83.6 86.1 16.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 28 53 5 26 19 57 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 232,312 COMMITMENTS 137,322 26,040 852 26,774 166,155 164,948 193,047 67,364 39,265 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 14,865) 8,278 3,766 111 3,814 7,241 12,203 11,118 2,662 3,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 11.2 0.4 11.5 71.5 71.0 83.1 29.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 78 27 6 29 33 109 64 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,091 COMMITMENTS 22,801 1,698 0 2,184 24,689 24,985 26,387 3,106 1,704 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -581) -1,397 597 0 412 -1,303 -985 -706 404 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.2 6.0 0.0 7.8 87.9 88.9 93.9 11.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 3 0 7 14 23 17 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 64,453 COMMITMENTS 13,411 0 120 46,711 61,979 60,242 62,099 4,211 2,354 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 4,592) 230 0 -430 4,266 5,028 4,066 4,598 526 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 0.2 72.5 96.2 93.5 96.3 6.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 1 13 14 18 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,372,789 COMMITMENTS 1089174 701,418 1217174 7847195 7935573 10153543 9854165 1219246 1518624 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 652,386) 10,750 -95,480 134,163 357,200 490,654 502,113 529,337 150,273 123,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 6.2 10.7 69.0 69.8 89.3 86.6 10.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 72 59 112 156 172 281 307 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 644,798 COMMITMENTS 58,811 37,465 4,563 455,517 461,249 518,891 503,277 125,907 141,521 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 17,427) 435 2,272 2,429 14,069 3,743 16,933 8,444 494 8,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 5.8 0.7 70.6 71.5 80.5 78.1 19.5 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 41 31 15 84 55 132 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,035,415 COMMITMENTS 360,840 648,115 27,860 1198107 1195470 1586807 1871445 448,608 163,970 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 90,223) 58,929 14,912 -6,957 38,418 94,732 90,390 102,687 -167 -12,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 31.8 1.4 58.9 58.7 78.0 91.9 22.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 76 105 26 87 91 176 209 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 8,322 COMMITMENTS 1,031 0 0 4,677 6,150 5,708 6,150 2,614 2,172 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 411) -34 0 0 477 467 443 467 -32 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 0.0 56.2 73.9 68.6 73.9 31.4 26.1 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 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 89,827 COMMITMENTS 12,550 26,881 0 64,717 57,672 77,267 84,553 12,560 5,274 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -1,296) -614 780 0 -902 -2,141 -1,516 -1,361 220 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 29.9 0.0 72.0 64.2 86.0 94.1 14.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 16 0 35 31 48 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,327 COMMITMENTS 7,680 13,289 102 38,849 28,204 46,631 41,595 7,696 12,732 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 2,161) 1,542 -814 12 647 847 2,201 45 -40 2,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 24.5 0.2 71.5 51.9 85.8 76.6 14.2 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 15 4 22 25 36 41 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 429,952 COMMITMENTS 113,222 179,192 8,856 245,275 209,055 367,353 397,103 62,599 32,849 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 37,406) 21,136 17,026 4,479 -3,606 5,693 22,009 27,198 15,397 10,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 41.7 2.1 57.0 48.6 85.4 92.4 14.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 74 71 12 46 56 130 129 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,137 COMMITMENTS 85,191 8,714 0 7,331 101,405 92,522 110,119 30,615 13,018 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -331) -3,533 -1,693 -259 2,351 1,383 -1,441 -569 1,110 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 7.1 0.0 6.0 82.4 75.1 89.4 24.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 47 10 0 10 18 57 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,117 COMMITMENTS 2,792 6,175 0 33,455 28,986 36,247 35,161 5,870 6,956 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 5,293) 713 -643 0 2,863 4,063 3,576 3,420 1,717 1,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 14.7 0.0 79.4 68.8 86.1 83.5 13.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 14 0 23 20 27 34 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 455,972 COMMITMENTS 72,084 213,491 1,654 358,549 216,699 432,287 431,844 23,685 24,128 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 14,488) 4,097 4,869 -2,168 8,402 7,349 10,331 10,050 4,157 4,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 46.8 0.4 78.6 47.5 94.8 94.7 5.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 34 79 9 51 69 91 151 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,343 COMMITMENTS 9,373 17,986 532 33,335 21,093 43,240 39,611 10,103 13,732 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 905) 103 630 -81 917 897 939 1,446 -34 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 33.7 1.0 62.5 39.5 81.1 74.3 18.9 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 17 2 21 28 41 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,211 COMMITMENTS 25,318 3,418 303 20,936 28,919 46,557 32,640 6,654 20,571 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 485) 2,059 2,008 5 1,338 854 3,402 2,867 -2,917 -2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 6.4 0.6 39.3 54.3 87.5 61.3 12.5 38.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 28 6 2 19 16 47 24 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,193 COMMITMENTS 4,900 1,077 270 14,171 17,944 19,341 19,291 852 902 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -1,106) -646 -580 -24 -334 73 -1,004 -531 -102 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 5.3 1.3 70.2 88.9 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 5 1 8 3 20 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 54,961 COMMITMENTS 3,091 15,495 4,214 21,248 27,000 28,553 46,709 26,408 8,252 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,066) -42 1,306 61 -548 -2,171 -529 -804 1,595 1,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 28.2 7.7 38.7 49.1 52.0 85.0 48.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 22 8 21 26 34 49
Updated April 27, 2007