MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,081 COMMITMENTS 9,687 1,131 637 19,706 25,992 30,030 27,760 6,051 8,321 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -805) -379 -16 123 88 -444 -168 -337 -637 -468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 3.1 1.8 54.6 72.0 83.2 76.9 16.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 19 4 10 23 20 45 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,564 COMMITMENTS 32,762 25,803 38,185 79,890 84,393 150,837 148,381 22,727 25,183 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 508) 1,207 2,710 -1,326 896 -2,271 777 -887 -269 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 14.9 22.0 46.0 48.6 86.9 85.5 13.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 62 72 78 32 38 144 161 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,456 COMMITMENTS 62,977 39,919 48,577 117,061 115,015 228,615 203,511 24,841 49,945 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -11,357) -827 -2,006 -12,383 1,638 1,838 -11,572 -12,551 215 1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 15.7 19.2 46.2 45.4 90.2 80.3 9.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 81 56 69 62 127 192 218 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,192 COMMITMENTS 2,961 4,136 517 2,595 1,717 6,073 6,370 2,119 1,822 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -625) 47 159 -438 39 48 -352 -231 -273 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 50.5 6.3 31.7 21.0 74.1 77.8 25.9 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 24 29 11 17 20 47 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,075 COMMITMENTS 8,051 3,376 1,465 7,885 6,429 17,401 11,270 4,674 10,805 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -2,208) -867 -128 -241 -820 -733 -1,928 -1,102 -280 -1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 15.3 6.6 35.7 29.1 78.8 51.1 21.2 48.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 38 20 12 30 44 75 71 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,311 COMMITMENTS 65,117 47,298 2,702 46,655 72,121 114,474 122,121 31,837 24,190 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 8,282) 12,535 3,567 -171 -2,737 4,257 9,627 7,653 -1,345 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 32.3 1.8 31.9 49.3 78.2 83.5 21.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 31 27 4 21 21 55 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,736 COMMITMENTS 14,860 49,212 622 51,567 17,780 67,049 67,614 14,687 14,122 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,747) -1,809 1,373 -32 5,235 -1,490 3,394 -149 -1,647 1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 60.2 0.8 63.1 21.8 82.0 82.7 18.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 22 2 8 12 25 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,677 COMMITMENTS 69,338 21,011 1,722 47,025 101,074 118,085 123,807 8,592 2,870 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 19,111) 18,562 -3,198 579 583 22,670 19,724 20,051 -613 -940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 16.6 1.4 37.1 79.8 93.2 97.7 6.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 60 20 3 12 19 74 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 134,140 COMMITMENTS 74,982 22,985 56 26,075 91,768 101,113 114,809 33,027 19,331 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -9,911) -13,475 -1,479 -26 3,574 -5,881 -9,927 -7,386 16 -2,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 17.1 0.0 19.4 68.4 75.4 85.6 24.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 39 17 2 15 23 55 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 284,780 COMMITMENTS 51,213 163,472 1,402 190,671 84,855 243,286 249,729 41,494 35,051 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,912) 3,595 -2,928 589 1,955 6,394 6,139 4,055 -1,227 857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 57.4 0.5 67.0 29.8 85.4 87.7 14.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 32 61 6 28 20 63 84 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,364 COMMITMENTS 130,342 25,072 2,072 30,399 160,424 162,813 187,568 60,551 35,796 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -11,885) -5,057 -3,639 1,016 -1,004 -6,166 -5,045 -8,789 -6,840 -3,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 11.2 0.9 13.6 71.8 72.9 84.0 27.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 73 27 12 29 36 105 72 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,617 COMMITMENTS 16,416 1,161 0 4,251 20,934 20,667 22,095 2,950 1,522 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -1,636) -2,361 -93 0 659 -1,451 -1,702 -1,544 66 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 4.9 0.0 18.0 88.6 87.5 93.6 12.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 2 0 9 13 27 15 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 76,690 COMMITMENTS 13,417 3,905 409 60,788 69,778 74,614 74,092 2,076 2,598 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 8,350) 800 3,905 200 8,152 4,283 9,152 8,388 -802 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 5.1 0.5 79.3 91.0 97.3 96.6 2.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 1 16 12 22 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,859,280 COMMITMENTS 1149528 890,985 1267651 8147863 8079067 10565042 10237703 1294238 1621577 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 148,935) 17,472 58,109 6,245 140,853 95,219 164,570 159,573 -15,635 -10,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 7.5 10.7 68.7 68.1 89.1 86.3 10.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 76 58 111 156 170 281 304 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 652,078 COMMITMENTS 60,192 51,483 7,126 459,120 450,324 526,438 508,933 125,640 143,145 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 6,866) 394 -956 1,718 5,769 1,340 7,881 2,102 -1,015 4,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 7.9 1.1 70.4 69.1 80.7 78.0 19.3 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 45 37 15 87 57 140 101 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,008,221 COMMITMENTS 407,570 592,589 23,607 1104011 1238888 1535188 1855084 473,033 153,137 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 14,415) 31,165 32,303 -3,269 -27,956 6,492 -60 35,526 14,475 -21,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 29.5 1.2 55.0 61.7 76.4 92.4 23.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 82 94 31 83 100 181 209 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 8,705 COMMITMENTS 918 0 0 5,310 6,600 6,228 6,600 2,477 2,105 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -232) 1 0 -57 61 2 5 -55 -237 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.0 61.0 75.8 71.5 75.8 28.5 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 11 10 13 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 89,583 COMMITMENTS 12,740 27,938 45 65,309 57,060 78,094 85,043 11,489 4,540 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -2,007) 1,010 1,600 45 -1,942 -2,859 -887 -1,214 -1,120 -793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 31.2 0.1 72.9 63.7 87.2 94.9 12.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 17 17 1 37 36 55 53 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,824 COMMITMENTS 8,240 13,187 85 39,763 30,916 48,088 44,188 7,736 11,636 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,470) 829 -325 -4 477 1,638 1,302 1,309 168 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 23.6 0.2 71.2 55.4 86.1 79.2 13.9 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 12 16 3 23 28 37 45 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 473,906 COMMITMENTS 162,777 171,709 11,863 236,782 263,366 411,422 446,938 62,484 26,968 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 14,127) 7,426 7,776 503 6,654 14,822 14,583 23,101 -456 -8,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 36.2 2.5 50.0 55.6 86.8 94.3 13.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 90 58 12 53 55 149 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,679 COMMITMENTS 81,980 8,354 343 5,933 92,016 88,256 100,713 26,423 13,966 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 6,768) 9,317 -464 343 -719 5,430 8,941 5,309 -2,173 1,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.5 7.3 0.3 5.2 80.2 77.0 87.8 23.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 41 8 2 10 18 51 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,942 COMMITMENTS 2,787 6,351 0 34,755 30,643 37,542 36,994 4,400 4,948 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 255) -4 -107 0 -14 -175 -18 -282 273 537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 15.1 0.0 82.9 73.1 89.5 88.2 10.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 15 0 23 21 27 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 495,128 COMMITMENTS 68,086 233,599 2,825 402,176 232,966 473,087 469,390 22,041 25,738 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 18,541) -532 10,955 514 18,506 5,311 18,488 16,780 53 1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 47.2 0.6 81.2 47.1 95.5 94.8 4.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 39 85 9 54 76 99 164 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 57,913 COMMITMENTS 9,551 18,545 742 35,662 23,960 45,955 43,247 11,958 14,666 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,846) -248 -565 210 184 1,234 146 879 1,700 967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 32.0 1.3 61.6 41.4 79.4 74.7 20.6 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 20 3 19 25 40 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,515 COMMITMENTS 27,516 4,128 429 23,370 32,054 51,315 36,611 8,200 22,904 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 3,793) 1,195 770 4 874 1,087 2,073 1,861 1,720 1,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 6.9 0.7 39.3 53.9 86.2 61.5 13.8 38.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 27 7 2 20 18 47 27 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,974 COMMITMENTS 4,550 771 277 14,105 18,072 18,932 19,120 2,042 1,854 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 677) -398 -330 7 -173 91 -564 -232 1,241 909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 3.7 1.3 67.2 86.2 90.3 91.2 9.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 2 7 3 16 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 05/08/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 60,038 COMMITMENTS 2,968 18,808 4,654 25,768 26,596 33,390 50,058 26,648 9,980 CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,571) -173 2,315 349 3,971 1,213 4,147 3,877 424 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 31.3 7.8 42.9 44.3 55.6 83.4 44.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 24 8 22 27 35 51
Updated May 11, 2007