MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,550 COMMITMENTS 11,794 937 1,222 21,525 30,557 34,541 32,716 7,009 8,834 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,389) -673 -70 146 1,556 1,285 1,029 1,361 360 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 2.3 2.9 51.8 73.5 83.1 78.7 16.9 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 4 14 24 25 51 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,505 COMMITMENTS 32,385 42,822 37,154 81,968 63,274 151,507 143,250 17,998 26,255 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -7,223) -7,951 559 1,678 773 -13,282 -5,500 -11,045 -1,723 3,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 25.3 21.9 48.4 37.3 89.4 84.5 10.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 48 89 76 28 37 135 157 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,332 COMMITMENTS 192 321 81 338 358 611 760 721 572 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 24.1 6.1 25.4 26.9 45.9 57.1 54.1 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 9 3 4 3 12 12 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,375 COMMITMENTS 53,000 35,221 44,032 112,639 102,154 209,671 181,407 17,704 45,968 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -14,053) -6,227 1,781 -1,924 -3,737 -11,101 -11,888 -11,244 -2,165 -2,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 15.5 19.4 49.5 44.9 92.2 79.8 7.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 62 83 67 55 123 164 234 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,935 COMMITMENTS 2,841 2,274 824 2,306 2,775 5,971 5,873 1,964 2,062 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -304) 88 -28 -283 132 84 -63 -227 -241 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 28.7 10.4 29.1 35.0 75.2 74.0 24.8 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 24 11 21 25 50 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,777 COMMITMENTS 7,988 5,700 1,707 8,682 4,337 18,377 11,744 4,400 11,033 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 766) 91 168 183 212 -135 486 216 280 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 25.0 7.5 38.1 19.0 80.7 51.6 19.3 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 28 17 31 41 72 77 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,879 COMMITMENTS 82,053 13,190 1,479 25,696 103,754 109,228 118,423 30,651 21,456 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -103,472) -10,268 -20,335 -2,154 -89,495 -59,503 -101,917 -81,992 -1,555 -21,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 9.4 1.1 18.4 74.2 78.1 84.7 21.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 43 13 2 19 20 64 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 101,945 COMMITMENTS 8,303 67,134 0 85,894 10,089 94,197 77,223 7,748 24,722 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -8,611) 1,621 -18,879 -11 -9,693 7,883 -8,083 -11,007 -528 2,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 65.9 0.0 84.3 9.9 92.4 75.7 7.6 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 38 0 9 7 17 45 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,588 COMMITMENTS 53,758 11,778 651 30,833 79,525 85,242 91,954 9,346 2,634 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -10,086) -15,738 6,855 183 5,081 -16,945 -10,474 -9,907 388 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 12.5 0.7 32.6 84.1 90.1 97.2 9.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 58 12 4 10 19 69 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 159,791 COMMITMENTS 119,328 23,194 412 9,501 117,340 129,241 140,946 30,550 18,845 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 26,756) 26,385 1,944 147 -3,528 23,953 23,004 26,044 3,752 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 14.5 0.3 5.9 73.4 80.9 88.2 19.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 43 17 2 12 21 56 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 352,299 COMMITMENTS 49,411 237,488 468 264,063 77,604 313,942 315,560 38,357 36,739 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 42,216) 4,193 30,909 -47 36,754 11,625 40,900 42,487 1,316 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 67.4 0.1 75.0 22.0 89.1 89.6 10.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 34 70 4 29 21 65 93 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,893 COMMITMENTS 92,876 25,443 688 38,856 125,552 132,420 151,683 51,473 32,210 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 118) 7,703 -13,389 -238 -8,690 12,405 -1,225 -1,222 1,343 1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 13.8 0.4 21.1 68.3 72.0 82.5 28.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 49 29 6 22 31 73 64 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,393 COMMITMENTS 26,627 2,753 421 11,141 36,751 38,189 39,925 3,204 1,468 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 280) 241 683 24 -389 -101 -124 606 404 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 6.7 1.0 26.9 88.8 92.3 96.5 7.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 7 2 8 9 25 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 82,522 COMMITMENTS 9,798 29,511 2,093 64,360 48,611 76,251 80,215 6,271 2,307 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,528) 3,342 2,424 -18 10,859 11,092 14,183 13,498 -655 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 35.8 2.5 78.0 58.9 92.4 97.2 7.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 2 19 15 26 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,547,044 COMMITMENTS 1546078 729,120 813,309 7193985 7648952 9553372 9191381 993,672 1355663 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 80,228) 200,615 -174,302 -67,091 -30,947 399,146 102,577 157,753 -22,349 -77,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 6.9 7.7 68.2 72.5 90.6 87.1 9.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 74 48 91 153 164 264 277 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 604,067 COMMITMENTS 44,980 82,570 7,459 435,009 419,939 487,448 509,968 116,619 94,099 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 9,925) 2,742 5,796 3,790 1,537 6,361 8,069 15,947 1,856 -6,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 13.7 1.2 72.0 69.5 80.7 84.4 19.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 34 41 20 81 63 127 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,642,944 COMMITMENTS 390,155 475,032 24,486 967,142 980,706 1381783 1480224 261,161 162,720 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 65,359) 1,344 43,117 12,704 4,859 -7,364 18,907 48,457 46,452 16,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 28.9 1.5 58.9 59.7 84.1 90.1 15.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 84 99 34 87 91 189 206 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 86,716 COMMITMENTS 11,082 29,001 3 64,146 54,086 75,231 83,090 11,485 3,626 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -2,857) -1,819 634 3 -1,076 -4,358 -2,892 -3,721 35 864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 33.4 0.0 74.0 62.4 86.8 95.8 13.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 16 1 36 38 51 55 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,043 COMMITMENTS 5,351 16,079 24 39,631 32,467 45,006 48,570 11,037 7,473 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 4,049) -595 576 0 1,885 628 1,290 1,204 2,759 2,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 28.7 0.0 70.7 57.9 80.3 86.7 19.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 14 2 24 20 34 35 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,787 COMMITMENTS 123,529 96,965 4,225 215,780 233,839 343,534 335,029 25,253 33,758 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 11,623) -18,102 -695 -577 27,215 2,041 8,536 769 3,087 10,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 26.3 1.1 58.5 63.4 93.2 90.8 6.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 80 58 10 43 51 128 114 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,504 COMMITMENTS 73,314 6,339 799 4,639 93,141 78,752 100,279 32,752 11,225 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -3,614) -1,873 -3,635 -603 -2,715 -1,940 -5,191 -6,178 1,577 2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 5.7 0.7 4.2 83.5 70.6 89.9 29.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 40 9 2 7 14 47 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,620 COMMITMENTS 248 7,745 0 27,474 19,863 27,722 27,608 4,898 5,012 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,085) -495 107 0 2,295 2,264 1,800 2,371 285 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 23.7 0.0 84.2 60.9 85.0 84.6 15.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 15 0 20 19 21 34 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 523,396 COMMITMENTS 73,012 242,134 1,725 432,323 256,646 507,060 500,505 16,336 22,891 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,164) -1,638 12,659 -541 8,396 -6,983 6,217 5,135 -53 1,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 46.3 0.3 82.6 49.0 96.9 95.6 3.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 36 98 7 57 78 97 179 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 50,585 COMMITMENTS 12,288 14,518 2 27,508 23,428 39,798 37,948 10,787 12,637 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 145) 2,214 -392 0 -2,407 -1,060 -193 -1,452 338 1,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.7 0.0 54.4 46.3 78.7 75.0 21.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 13 2 19 16 43 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,165 COMMITMENTS 19,415 1,122 231 13,165 19,019 32,811 20,372 8,354 20,793 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,424) 1,214 91 106 -997 4,765 323 4,962 2,101 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 2.7 0.6 32.0 46.2 79.7 49.5 20.3 50.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 24 4 2 12 15 36 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,203 COMMITMENTS 5,609 955 270 13,614 18,464 19,493 19,689 710 514 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -286) -88 29 0 -199 -217 -287 -188 1 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 4.7 1.3 67.4 91.4 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 5 1 7 4 16 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 37,579 COMMITMENTS 3,152 8,224 3,222 19,238 16,388 25,612 27,834 11,967 9,745 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,438) 863 67 318 875 -436 2,056 -51 -618 1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 21.9 8.6 51.2 43.6 68.2 74.1 31.8 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 11 7 24 24 36 40
Updated June 29, 2007