MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,886 COMMITMENTS 10,066 1,147 514 19,618 26,436 30,198 28,097 6,688 8,789 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,305) 305 117 -94 230 818 441 841 864 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 3.1 1.4 53.2 71.7 81.9 76.2 18.1 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 3 9 23 19 43 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,056 COMMITMENTS 31,555 23,093 39,511 78,994 86,664 150,060 149,268 22,996 23,788 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,885) -5,438 -758 -2,995 3,181 147 -5,252 -3,606 1,367 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 13.3 22.8 45.6 50.1 86.7 86.3 13.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 73 54 78 30 37 149 145 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,813 COMMITMENTS 63,804 41,925 60,960 115,423 113,177 240,187 216,062 24,626 48,751 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,236) 1,244 3,275 -3,454 -746 -959 -2,956 -1,138 -280 -2,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 15.8 23.0 43.6 42.7 90.7 81.6 9.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 87 55 80 60 123 205 219 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,817 COMMITMENTS 2,914 3,977 955 2,556 1,669 6,425 6,601 2,392 2,216 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 107) -38 108 2 200 41 164 151 -57 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 45.1 10.8 29.0 18.9 72.9 74.9 27.1 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 26 10 16 18 46 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,283 COMMITMENTS 8,918 3,504 1,706 8,705 7,162 19,329 12,372 4,954 11,911 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,570) -47 -402 -167 -1,540 -1,647 -1,754 -2,216 -816 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 14.4 7.0 35.8 29.5 79.6 50.9 20.4 49.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 39 20 11 33 46 80 72 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,029 COMMITMENTS 52,582 43,731 2,873 49,392 67,864 104,847 114,468 33,182 23,561 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 16,243) 13,565 3,083 -168 1,008 13,156 14,405 16,071 1,838 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 31.7 2.1 35.8 49.2 76.0 82.9 24.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 32 31 6 20 20 55 54 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,989 COMMITMENTS 16,669 47,839 654 46,332 19,270 63,655 67,763 16,334 12,226 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,033) -6,560 7,759 424 10,044 -5,571 3,908 2,612 -1,875 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 59.8 0.8 57.9 24.1 79.6 84.7 20.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 18 23 2 8 14 28 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 107,566 COMMITMENTS 50,776 24,209 1,143 46,442 78,404 98,361 103,756 9,205 3,810 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 26,764) 22,723 1,885 489 2,423 24,561 25,635 26,935 1,129 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 22.5 1.1 43.2 72.9 91.4 96.5 8.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 52 18 2 12 18 66 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 144,051 COMMITMENTS 88,457 24,464 82 22,501 97,649 111,040 122,195 33,011 21,856 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,955) -7,508 -1,435 -63 2,879 -1,547 -4,692 -3,045 737 -910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 17.0 0.1 15.6 67.8 77.1 84.8 22.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 47 16 2 17 22 66 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 279,868 COMMITMENTS 47,618 166,400 813 188,716 78,461 237,147 245,674 42,721 34,194 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 44,337) 9,718 46,728 4 30,473 -3,849 40,195 42,883 4,142 1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 59.5 0.3 67.4 28.0 84.7 87.8 15.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 32 60 4 28 18 61 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 235,249 COMMITMENTS 135,399 28,711 1,056 31,403 166,590 167,858 196,357 67,391 38,892 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,937) -1,923 2,671 204 4,629 435 2,910 3,310 27 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 12.2 0.4 13.3 70.8 71.4 83.5 28.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 77 29 11 29 35 110 71 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,253 COMMITMENTS 18,777 1,254 0 3,592 22,385 22,369 23,639 2,884 1,614 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,838) -4,024 -444 0 1,408 -2,304 -2,616 -2,748 -222 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.4 5.0 0.0 14.2 88.6 88.6 93.6 11.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 3 0 9 13 27 16 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 68,340 COMMITMENTS 12,617 0 209 52,636 65,495 65,462 65,704 2,878 2,636 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 3,887) -794 0 89 5,925 3,516 5,220 3,605 -1,333 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.0 0.3 77.0 95.8 95.8 96.1 4.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 1 15 12 20 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,710,345 COMMITMENTS 1132056 832,876 1261406 8007010 7983848 10400472 10078130 1309873 1632215 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 337,556) 42,882 131,458 44,232 159,815 48,275 246,929 223,965 90,627 113,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 7.1 10.8 68.4 68.2 88.8 86.1 11.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 72 65 109 153 169 278 303 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 645,212 COMMITMENTS 59,798 52,439 5,408 453,351 448,984 518,557 506,831 126,655 138,381 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 414) 987 14,974 845 -2,166 -12,265 -334 3,554 748 -3,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 8.1 0.8 70.3 69.6 80.4 78.6 19.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 42 34 17 82 56 133 98 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,993,806 COMMITMENTS 376,405 560,286 26,876 1131967 1232396 1535248 1819558 458,558 174,248 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -41,609) 15,565 -87,829 -984 -66,140 36,926 -51,559 -51,887 9,950 10,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 28.1 1.3 56.8 61.8 77.0 91.3 23.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 73 98 30 84 90 171 204 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 8,937 COMMITMENTS 917 0 57 5,249 6,598 6,223 6,655 2,714 2,282 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 615) -114 0 57 572 448 515 505 100 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.6 58.7 73.8 69.6 74.5 30.4 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 11 10 13 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 91,590 COMMITMENTS 11,730 26,338 0 67,251 59,919 78,981 86,257 12,609 5,333 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,763) -820 -543 0 2,534 2,247 1,714 1,704 49 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 28.8 0.0 73.4 65.4 86.2 94.2 13.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 15 0 39 36 53 51 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,354 COMMITMENTS 7,411 13,512 89 39,286 29,278 46,786 42,879 7,568 11,475 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 27) -269 223 -13 437 1,074 155 1,284 -128 -1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 24.9 0.2 72.3 53.9 86.1 78.9 13.9 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 12 16 3 23 25 37 42 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 459,779 COMMITMENTS 155,351 163,933 11,360 230,128 248,544 396,839 423,837 62,940 35,942 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 29,827) 42,129 -15,259 2,504 -15,147 39,489 29,486 26,734 341 3,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 35.7 2.5 50.1 54.1 86.3 92.2 13.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 95 60 8 51 57 151 120 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,911 COMMITMENTS 72,663 8,818 0 6,652 86,586 79,315 95,404 28,596 12,507 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -15,226) -12,528 104 0 -679 -14,819 -13,207 -14,715 -2,019 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 8.2 0.0 6.2 80.2 73.5 88.4 26.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 42 9 0 11 18 53 27 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,687 COMMITMENTS 2,791 6,458 0 34,769 30,818 37,560 37,276 4,127 4,411 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -430) -1 283 0 1,314 1,832 1,313 2,115 -1,743 -2,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 15.5 0.0 83.4 73.9 90.1 89.4 9.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 15 0 22 21 26 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 476,587 COMMITMENTS 68,618 222,644 2,311 383,670 227,655 454,599 452,610 21,988 23,977 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 20,615) -3,466 9,153 657 25,121 10,956 22,312 20,766 -1,697 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 46.7 0.5 80.5 47.8 95.4 95.0 4.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 37 81 10 50 70 93 155 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,067 COMMITMENTS 9,799 19,110 532 35,478 22,726 45,809 42,368 10,258 13,699 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,724) 426 1,124 0 2,143 1,633 2,569 2,757 155 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 34.1 0.9 63.3 40.5 81.7 75.6 18.3 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 20 2 24 30 45 51 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,722 COMMITMENTS 26,321 3,358 425 22,496 30,967 49,242 34,750 6,480 20,972 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,511) 1,003 -60 122 1,560 2,048 2,685 2,110 -174 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 6.0 0.8 40.4 55.6 88.4 62.4 11.6 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 27 5 2 21 18 48 25 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,297 COMMITMENTS 4,948 1,101 270 14,278 17,981 19,496 19,352 801 945 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 104) 48 24 0 107 37 155 61 -51 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 5.4 1.3 70.3 88.6 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 5 1 8 3 19 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 05/01/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 55,467 COMMITMENTS 3,141 16,493 4,305 21,797 25,383 29,243 46,181 26,224 9,286 CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 506) 50 998 91 549 -1,617 690 -528 -184 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 29.7 7.8 39.3 45.8 52.7 83.3 47.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 22 9 21 26 35 49
Updated April 27, 2007