MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,574 COMMITMENTS 9,812 898 1,027 20,210 27,115 31,049 29,040 6,525 8,534 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,764) -1,070 -81 103 -715 -1,888 -1,682 -1,866 -82 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 2.4 2.7 53.8 72.2 82.6 77.3 17.4 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 18 6 14 25 20 49 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,131 COMMITMENTS 39,508 38,712 40,807 82,471 80,552 162,786 160,071 21,345 24,060 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,019) 3,567 6,206 -3,156 2,081 -604 2,492 2,446 -473 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 21.0 22.2 44.8 43.7 88.4 86.9 11.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 71 83 85 27 32 155 156 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,058 COMMITMENTS 59,638 32,893 47,285 120,256 119,257 227,179 199,435 23,879 51,623 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -14,848) -5,975 -6,175 -4,324 -2,018 -2,157 -12,317 -12,656 -2,531 -2,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 13.1 18.8 47.9 47.5 90.5 79.4 9.5 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 75 64 80 73 130 206 239 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,005 COMMITMENTS 2,661 2,745 1,451 1,917 1,891 6,029 6,087 1,976 1,918 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 346) -83 -519 736 -190 152 463 369 -117 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 34.3 18.1 23.9 23.6 75.3 76.0 24.7 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 23 26 18 17 25 55 60 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,007 COMMITMENTS 7,993 3,786 1,004 7,611 5,342 16,608 10,132 4,399 10,875 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1) -199 671 -123 794 -513 472 35 -471 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 18.0 4.8 36.2 25.4 79.1 48.2 20.9 51.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 37 20 16 27 43 74 70 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,722 COMMITMENTS 85,481 41,623 2,771 60,498 113,313 148,750 157,707 35,972 27,015 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,053) -6,669 1,493 414 7,215 -4,458 960 -2,551 -3,013 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 22.5 1.5 32.8 61.3 80.5 85.4 19.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 44 22 6 23 21 72 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 99,547 COMMITMENTS 11,536 69,788 525 76,290 9,178 88,351 79,491 11,196 20,056 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,030) 1,892 936 513 -661 1,919 1,744 3,368 286 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 70.1 0.5 76.6 9.2 88.8 79.9 11.2 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 30 3 10 11 23 43 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,432 COMMITMENTS 97,365 6,309 3,295 30,603 127,721 131,263 137,325 10,169 4,107 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,467) 2,625 -2,294 1,804 -3,278 1,127 1,151 637 316 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 4.5 2.3 21.6 90.3 92.8 97.1 7.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 75 13 4 13 20 90 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,314 COMMITMENTS 85,999 24,139 514 22,388 97,239 108,901 121,892 33,413 20,422 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 12,786) 16,051 1,601 463 -5,243 9,418 11,271 11,482 1,515 1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 17.0 0.4 15.7 68.3 76.5 85.7 23.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 36 21 7 16 23 59 44 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 311,288 COMMITMENTS 53,781 177,787 1,097 209,829 97,812 264,707 276,696 46,581 34,592 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,760) 2,480 -19,757 -95 -12,896 14,506 -10,511 -5,346 2,751 -2,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 57.1 0.4 67.4 31.4 85.0 88.9 15.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 39 70 11 31 25 75 101 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 214,948 COMMITMENTS 119,341 34,376 2,729 33,497 136,957 155,567 174,062 59,381 40,886 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,077) -4,865 4,489 -238 2,952 -9,299 -2,151 -5,048 3,228 6,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 16.0 1.3 15.6 63.7 72.4 81.0 27.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 65 36 16 33 35 106 79 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,528 COMMITMENTS 21,210 1,292 6 3,823 24,816 25,039 26,114 2,489 1,414 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,732) 5,503 496 0 -1,775 3,286 3,728 3,782 4 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 4.7 0.0 13.9 90.1 91.0 94.9 9.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 3 1 9 16 29 20 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 57,033 COMMITMENTS 6,112 22,947 2,424 45,078 27,514 53,614 52,885 3,419 4,148 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 4,462) -458 17,853 2,159 2,067 -16,845 3,768 3,167 694 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 40.2 4.3 79.0 48.2 94.0 92.7 6.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 3 14 10 18 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,017,363 COMMITMENTS 1444435 1219297 1186482 8181821 8136698 10812738 10542477 1204625 1474886 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -10,094) -44,122 78,667 49,520 -121,496 -164,754 -116,098 -36,567 106,004 26,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 10.1 9.9 68.1 67.7 90.0 87.7 10.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 72 64 100 158 175 276 306 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 703,534 COMMITMENTS 60,986 64,349 22,765 475,234 476,773 558,985 563,887 144,549 139,647 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 27,152) 4,072 -866 11,695 2,015 13,499 17,782 24,328 9,370 2,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 9.1 3.2 67.5 67.8 79.5 80.2 20.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 44 37 25 86 63 145 111 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,405,114 COMMITMENTS 494,616 759,244 32,320 1478461 1436618 2005397 2228182 399,717 176,932 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 204,587) 38,786 37,479 4,144 217,106 161,639 260,036 203,262 -55,449 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 31.6 1.3 61.5 59.7 83.4 92.6 16.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 88 107 38 92 101 204 223 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,650 COMMITMENTS 891 0 0 6,144 7,203 7,035 7,203 2,615 2,447 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 302) -17 0 0 275 -52 258 -52 44 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 0.0 63.7 74.6 72.9 74.6 27.1 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 13 10 15 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 96,681 COMMITMENTS 12,631 27,176 0 71,254 65,873 83,885 93,049 12,796 3,632 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 5,620) 84 -179 0 3,944 6,394 4,028 6,215 1,592 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 28.1 0.0 73.7 68.1 86.8 96.2 13.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 16 13 0 43 39 59 52 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,701 COMMITMENTS 7,032 13,957 27 47,353 37,144 54,412 51,128 7,289 10,573 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -652) 1,427 -585 -6 -1,863 -1,261 -442 -1,852 -210 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 22.6 0.0 76.7 60.2 88.2 82.9 11.8 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 18 3 27 26 39 45 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 477,255 COMMITMENTS 163,399 196,888 3,376 265,325 254,092 432,100 454,356 45,155 22,899 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 21,763) 17,446 21,738 -1,357 8,140 4,144 24,229 24,525 -2,466 -2,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 41.3 0.7 55.6 53.2 90.5 95.2 9.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 87 69 17 52 58 150 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,120 COMMITMENTS 85,106 7,850 398 6,599 101,954 92,103 110,202 30,017 11,918 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 24,330) 23,560 -14,358 -197 -4,326 39,603 19,037 25,048 5,293 -718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.7 6.4 0.3 5.4 83.5 75.4 90.2 24.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 40 10 2 11 18 52 29 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 51,150 COMMITMENTS 2,408 8,191 500 43,585 36,974 46,493 45,665 4,657 5,485 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,726) -365 -362 500 3,041 2,569 3,176 2,707 -450 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 16.0 1.0 85.2 72.3 90.9 89.3 9.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 15 1 25 23 29 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 600,762 COMMITMENTS 72,191 265,033 2,821 511,826 309,447 586,838 577,301 13,924 23,461 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 31,917) 5,688 4,249 -385 26,751 29,566 32,054 33,430 -137 -1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 44.1 0.5 85.2 51.5 97.7 96.1 2.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 44 87 11 57 81 106 175 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 83,435 COMMITMENTS 13,152 16,608 5,191 48,322 41,049 66,665 62,848 16,770 20,587 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 25,181) 746 73 4,480 15,455 15,630 20,681 20,183 4,500 4,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 19.9 6.2 57.9 49.2 79.9 75.3 20.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 20 14 29 32 61 59 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,787 COMMITMENTS 23,701 4,800 1,232 28,582 35,824 53,515 41,856 17,272 28,931 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 12,838) -1,180 -137 730 2,310 2,393 1,860 2,986 10,978 9,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 6.8 1.7 40.4 50.6 75.6 59.1 24.4 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 7 5 25 24 50 35 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,420 COMMITMENTS 5,048 1,038 270 14,409 18,503 19,727 19,811 693 609 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 912) 576 187 0 289 604 865 791 47 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 5.1 1.3 70.6 90.6 96.6 97.0 3.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 5 1 7 5 16 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 06/05/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 60,595 COMMITMENTS 2,162 18,345 5,510 24,786 26,965 32,458 50,820 28,137 9,775 CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,054) -1 -620 -1,018 -266 -255 -1,285 -1,893 231 839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 30.3 9.1 40.9 44.5 53.6 83.9 46.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 20 11 24 24 39 47
Updated June 8, 2007