BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,788 COMMITMENTS 107 54 33 3,493 4,604 3,633 4,691 1,155 97 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 277) 40 54 33 3 163 76 250 201 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.1 0.7 73.0 96.2 75.9 98.0 24.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 13 9 18 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,023 COMMITMENTS 9,731 1,577 462 21,894 28,384 32,087 30,423 5,936 7,600 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 210) 94 125 -186 450 151 358 90 -148 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 4.1 1.2 57.6 74.6 84.4 80.0 15.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 21 5 11 25 22 50 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,688 COMMITMENTS 33,824 40,504 34,856 89,413 66,087 158,093 141,447 15,595 32,241 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -218) 1,605 -120 -3,471 2,998 3,003 1,132 -588 -1,350 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 23.3 20.1 51.5 38.0 91.0 81.4 9.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 58 70 67 29 40 133 146 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,378 COMMITMENTS 61,272 38,490 43,419 115,405 111,167 220,096 193,076 21,282 48,302 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,883) 938 -581 1,807 2,294 2,801 5,039 4,027 -156 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 15.9 18.0 47.8 46.1 91.2 80.0 8.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 87 64 78 62 128 199 233 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,904 COMMITMENTS 2,574 1,897 984 1,988 2,211 5,546 5,092 1,358 1,812 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -42) -50 135 97 149 -260 196 -28 -238 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 27.5 14.3 28.8 32.0 80.3 73.8 19.7 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 20 19 6 13 24 36 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,124 COMMITMENTS 11,254 4,851 5,187 8,575 5,888 25,016 15,926 6,108 15,198 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,944) 176 -142 1,177 266 65 1,619 1,100 325 844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 15.6 16.7 27.6 18.9 80.4 51.2 19.6 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 49 21 29 31 35 98 78 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,948 COMMITMENTS 94,483 17,519 2,833 25,054 118,037 122,370 138,389 36,578 20,559 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 8,426) 9,202 -490 1,296 -1,947 7,725 8,551 8,531 -125 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.4 11.0 1.8 15.8 74.3 77.0 87.1 23.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 45 15 6 21 19 70 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 115,383 COMMITMENTS 21,909 64,786 188 78,675 34,685 100,772 99,659 14,611 15,724 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,805) -2,280 5,043 0 7,249 1,810 4,969 6,853 -164 -2,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 56.1 0.2 68.2 30.1 87.3 86.4 12.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 19 27 1 10 13 30 40 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,205 COMMITMENTS 62,055 14,327 1,240 30,175 84,936 93,470 100,503 9,735 2,702 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,523) -3,991 6,448 37 4,839 -5,116 885 1,369 638 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 13.9 1.2 29.2 82.3 90.6 97.4 9.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 55 16 3 14 19 71 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 158,955 COMMITMENTS 107,615 24,111 539 16,700 110,055 124,854 134,705 34,101 24,250 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -14,267) -15,837 -975 -146 121 -13,980 -15,862 -15,101 1,595 834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 15.2 0.3 10.5 69.2 78.5 84.7 21.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 53 21 4 19 18 74 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 284,669 COMMITMENTS 51,088 143,503 1,243 188,343 106,993 240,674 251,739 43,995 32,930 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -18,926) 657 -33,701 749 -24,212 15,336 -22,806 -17,616 3,880 -1,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 50.4 0.4 66.2 37.6 84.5 88.4 15.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 40 49 6 28 28 70 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 225,781 COMMITMENTS 126,890 30,475 2,015 31,658 162,016 160,563 194,506 65,218 31,275 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,544) 3,526 6,296 -40 562 -1,645 4,048 4,611 496 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 13.5 0.9 14.0 71.8 71.1 86.1 28.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 66 38 7 28 31 98 72 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,589 COMMITMENTS 30,047 2,203 0 13,182 42,066 43,229 44,269 3,360 2,320 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,377) 3,755 297 -255 31 3,059 3,531 3,101 -154 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 4.7 0.0 28.3 90.3 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 7 0 10 11 27 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 72,174 COMMITMENTS 10,539 26,337 2,163 57,380 41,894 70,082 70,394 2,092 1,780 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 9,367) 888 1,568 161 9,618 7,431 10,667 9,160 -1,300 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 36.5 3.0 79.5 58.0 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 1 20 13 27 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,425,238 COMMITMENTS 1858116 766,064 901,898 7581220 8447282 10341234 10115244 1084004 1309994 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 165,568) 116,470 -44,173 -21,973 80,261 327,682 174,758 261,536 -9,190 -95,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 6.7 7.9 66.4 73.9 90.5 88.5 9.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 73 55 88 153 162 265 274 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 606,064 COMMITMENTS 42,705 88,341 7,482 436,279 423,457 486,466 519,280 119,598 86,784 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -794) -2,033 -486 -185 -2,772 3,213 -4,990 2,542 4,196 -3,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 14.6 1.2 72.0 69.9 80.3 85.7 19.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 33 44 16 83 58 124 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,787,275 COMMITMENTS 342,610 640,676 28,975 1225428 940,886 1597013 1610537 190,262 176,738 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 85,224) -12,413 48,854 2,557 105,613 11,743 95,757 63,154 -10,533 22,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 35.8 1.6 68.6 52.6 89.4 90.1 10.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 74 108 33 97 95 188 219 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,742 COMMITMENTS 11,144 29,013 41 79,897 68,952 91,082 98,006 10,660 3,736 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,197) -1,563 345 41 437 -1,758 -1,085 -1,372 -112 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 28.5 0.0 78.5 67.8 89.5 96.3 10.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 18 1 38 40 50 59 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,896 COMMITMENTS 7,689 19,747 44 52,277 36,965 60,010 56,756 7,886 11,140 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,569) -1,047 2,429 24 6,876 859 5,853 3,312 -1,284 1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 29.1 0.1 77.0 54.4 88.4 83.6 11.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 10 13 3 27 20 38 35 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 442,654 COMMITMENTS 176,869 100,138 12,120 199,162 311,493 388,151 423,751 54,503 18,903 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 26,204) 19,061 -11,153 2,653 -9,575 41,838 12,139 33,338 14,065 -7,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 22.6 2.7 45.0 70.4 87.7 95.7 12.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 86 54 16 46 52 143 111 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,608 COMMITMENTS 75,651 8,808 1,727 9,799 94,630 87,177 105,165 31,431 13,443 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,901) -2,371 -958 633 -173 -2,861 -1,911 -3,186 10 1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.8 7.4 1.5 8.3 79.8 73.5 88.7 26.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 40 10 4 7 13 48 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,661 COMMITMENTS 213 8,302 0 34,441 28,265 34,654 36,567 7,007 5,094 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,118) -67 174 0 947 1,897 880 2,071 1,238 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 19.9 0.0 82.7 67.8 83.2 87.8 16.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 16 0 21 20 22 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 615,885 COMMITMENTS 76,068 268,680 2,530 522,383 313,159 600,981 584,369 14,904 31,516 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 37,752) -4,681 5,878 335 40,096 24,294 35,750 30,507 2,002 7,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 43.6 0.4 84.8 50.8 97.6 94.9 2.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 35 109 12 53 85 96 198 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 51,530 COMMITMENTS 11,621 13,503 1 28,701 27,341 40,323 40,845 11,207 10,685 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 352) 350 -222 -1 -700 1,116 -351 893 703 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 26.2 0.0 55.7 53.1 78.3 79.3 21.7 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 23 13 1 20 22 44 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,857 COMMITMENTS 18,878 5,186 151 19,347 20,410 38,376 25,747 5,481 18,110 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,663) -310 1,592 -5 2,522 -20 2,207 1,567 -544 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 11.8 0.3 44.1 46.5 87.5 58.7 12.5 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 22 10 1 16 15 38 26 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,751 COMMITMENTS 5,767 1,148 271 13,636 18,788 19,674 20,207 1,077 544 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,061) 11 -602 1 -651 -118 -639 -719 -422 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 5.5 1.3 65.7 90.5 94.8 97.4 5.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 2 7 3 16 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 07/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 45,444 COMMITMENTS 11,287 8,284 3,189 19,046 18,758 33,522 30,231 11,922 15,213 CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,211) 2,098 -290 150 211 910 2,459 770 1,752 3,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 18.2 7.0 41.9 41.3 73.8 66.5 26.2 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 12 7 22 22 36 38
Updated July 27, 2007