MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,927 COMMITMENTS 10,692 1,090 578 20,465 27,726 31,735 29,394 6,192 8,533 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,846) 1,005 -41 -59 759 1,734 1,705 1,634 141 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 2.9 1.5 54.0 73.1 83.7 77.5 16.3 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 20 3 9 24 20 46 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,823 COMMITMENTS 32,677 27,615 43,118 78,285 80,776 154,080 151,509 21,743 24,314 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,259) -85 1,812 4,933 -1,605 -3,617 3,243 3,128 -984 -869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 15.7 24.5 44.5 45.9 87.6 86.2 12.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 65 65 82 28 33 145 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,875 COMMITMENTS 66,057 41,341 50,108 120,292 118,923 236,457 210,372 25,418 51,503 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 8,419) 3,080 1,422 1,531 3,231 3,908 7,842 6,861 577 1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 15.8 19.1 45.9 45.4 90.3 80.3 9.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 81 62 86 76 136 224 240 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,181 COMMITMENTS 2,654 3,986 429 2,134 937 5,217 5,352 1,964 1,829 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -1,011) -307 -150 -88 -461 -780 -856 -1,018 -155 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 55.5 6.0 29.7 13.0 72.7 74.5 27.3 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 28 11 17 18 47 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,694 COMMITMENTS 8,291 2,596 1,807 7,787 6,352 17,885 10,755 4,809 11,939 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 619) 240 -780 342 -98 -77 484 -515 135 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 11.4 8.0 34.3 28.0 78.8 47.4 21.2 52.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 42 19 16 32 47 86 74 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,888 COMMITMENTS 82,619 39,522 1,358 50,330 102,977 134,307 143,857 34,581 25,031 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 22,577) 17,502 -7,776 -1,344 3,675 30,856 19,833 21,736 2,744 841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 23.4 0.8 29.8 61.0 79.5 85.2 20.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 38 22 2 19 23 58 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,328 COMMITMENTS 17,093 51,838 482 51,673 14,385 69,248 66,705 12,080 14,623 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -408) 2,233 2,626 -140 106 -3,395 2,199 -909 -2,607 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 63.7 0.6 63.5 17.7 85.1 82.0 14.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 24 2 7 14 26 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,943 COMMITMENTS 85,844 22,782 1,363 46,229 115,506 133,436 139,651 9,507 3,292 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 16,266) 16,506 1,771 -359 -796 14,432 15,351 15,844 915 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 15.9 1.0 32.3 80.8 93.3 97.7 6.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 66 19 4 14 19 82 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 126,092 COMMITMENTS 64,011 22,933 273 32,792 82,193 97,076 105,399 29,016 20,693 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -8,048) -10,971 -52 217 6,717 -9,575 -4,037 -9,410 -4,011 1,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 18.2 0.2 26.0 65.2 77.0 83.6 23.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 36 17 3 14 22 52 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 297,263 COMMITMENTS 46,650 174,546 1,435 204,220 85,983 252,305 261,964 44,958 35,299 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 12,483) -4,563 11,074 33 13,549 1,128 9,019 12,235 3,464 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 58.7 0.5 68.7 28.9 84.9 88.1 15.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 33 63 5 29 20 64 86 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 236,773 COMMITMENTS 146,922 27,384 2,594 28,486 170,028 178,002 200,006 58,771 36,767 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 13,409) 16,580 2,312 522 -1,913 9,604 15,189 12,438 -1,780 971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 11.6 1.1 12.0 71.8 75.2 84.5 24.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 78 28 12 31 35 113 72 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,331 COMMITMENTS 20,095 856 6 3,430 23,794 23,531 24,656 2,800 1,675 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,714) 3,679 -305 6 -821 2,860 2,864 2,561 -150 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.3 3.3 0.0 13.0 90.4 89.4 93.6 10.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 17 2 1 8 14 25 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,978,719 COMMITMENTS 1323043 960,013 1235493 8249541 8305382 10808077 10500888 1170642 1477831 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 119,439) 173,515 69,028 -32,158 101,678 226,315 243,035 263,185 -123,596 -143,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 8.0 10.3 68.9 69.3 90.2 87.7 9.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 76 56 102 158 173 276 298 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 660,594 COMMITMENTS 58,608 57,166 7,914 461,243 450,068 527,765 515,148 132,829 145,446 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 8,516) -1,584 5,683 788 2,123 -256 1,327 6,215 7,189 2,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 8.7 1.2 69.8 68.1 79.9 78.0 20.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 44 40 11 86 57 136 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,010,006 COMMITMENTS 425,206 599,999 21,997 1070133 1212170 1517336 1834166 492,670 175,840 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,785) 17,636 7,410 -1,610 -33,878 -26,718 -17,852 -20,918 19,637 22,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 29.9 1.1 53.2 60.3 75.5 91.3 24.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 89 90 28 81 99 186 201 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,294 COMMITMENTS 919 0 0 5,934 7,165 6,853 7,165 2,441 2,129 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 589) 1 0 0 624 565 625 565 -36 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.0 63.8 77.1 73.7 77.1 26.3 22.9 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 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,696 COMMITMENTS 14,265 28,413 0 65,193 57,733 79,458 86,146 11,238 4,550 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,113) 1,525 475 -45 -116 673 1,364 1,103 -251 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 31.3 0.0 71.9 63.7 87.6 95.0 12.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 18 0 38 35 53 53 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,255 COMMITMENTS 6,476 14,897 96 44,100 32,333 50,672 47,326 7,583 10,929 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,431) -1,764 1,710 11 4,337 1,417 2,584 3,138 -153 -707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 25.6 0.2 75.7 55.5 87.0 81.2 13.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 20 4 25 25 41 46 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 458,310 COMMITMENTS 149,707 180,772 7,588 243,873 245,536 401,168 433,896 57,142 24,414 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -15,596) -13,070 9,063 -4,275 7,091 -17,830 -10,254 -13,042 -5,342 -2,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 39.4 1.7 53.2 53.6 87.5 94.7 12.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 88 71 12 50 51 145 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,784 COMMITMENTS 83,700 8,562 374 4,597 94,056 88,671 102,992 26,113 11,792 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 105) 1,720 208 31 -1,336 2,040 415 2,279 -310 -2,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 7.5 0.3 4.0 81.9 77.3 89.7 22.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 45 9 1 10 18 55 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,755 COMMITMENTS 2,821 8,531 0 38,003 32,924 40,824 41,455 4,931 4,300 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 3,813) 34 2,180 0 3,248 2,281 3,282 4,461 531 -648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 18.6 0.0 83.1 72.0 89.2 90.6 10.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 16 0 23 20 27 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 537,523 COMMITMENTS 65,009 249,730 1,765 455,243 263,320 522,017 514,815 15,506 22,708 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 42,395) -3,077 16,131 -1,060 53,067 30,354 48,930 45,425 -6,535 -3,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 46.5 0.3 84.7 49.0 97.1 95.8 2.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 41 92 9 56 77 103 172 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,893 COMMITMENTS 11,736 16,669 941 32,452 25,711 45,129 43,321 11,764 13,572 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -1,020) 2,185 -1,876 199 -3,210 1,751 -826 74 -194 -1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 29.3 1.7 57.0 45.2 79.3 76.1 20.7 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 20 4 20 27 42 49 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,311 COMMITMENTS 25,413 4,753 664 23,174 34,481 49,251 39,898 10,060 19,413 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -204) -2,103 625 235 -196 2,427 -2,064 3,287 1,860 -3,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 8.0 1.1 39.1 58.1 83.0 67.3 17.0 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 27 6 2 17 18 44 26 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 21,441 COMMITMENTS 5,002 701 270 14,616 18,715 19,888 19,686 1,553 1,755 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 467) 452 -70 -7 511 643 956 566 -489 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 3.3 1.3 68.2 87.3 92.8 91.8 7.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 3 1 9 5 19 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 05/15/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 62,401 COMMITMENTS 2,968 18,708 5,389 25,401 26,915 33,758 51,012 28,643 11,389 CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,363) 0 -100 735 -367 319 368 954 1,995 1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 30.0 8.6 40.7 43.1 54.1 81.7 45.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 24 10 24 26 39 50
Updated May 18, 2007