BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,272 COMMITMENTS 198 0 0 3,071 4,121 3,269 4,121 1,003 151 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 35) -116 0 -1 31 -22 -86 -23 121 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.0 71.9 96.5 76.5 96.5 23.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 14 9 16 9 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,344 COMMITMENTS 9,099 1,137 688 20,828 26,501 30,615 28,326 5,729 8,018 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 613) 45 21 -12 256 444 289 453 324 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 3.1 1.9 57.3 72.9 84.2 77.9 15.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 20 7 15 26 24 53 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,910 COMMITMENTS 33,177 27,052 37,078 90,133 82,746 160,388 146,876 15,522 29,034 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 4,065) 2,090 141 -52 1,651 2,870 3,689 2,959 376 1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 15.4 21.1 51.2 47.0 91.2 83.5 8.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 58 52 63 32 48 135 138 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,259 COMMITMENTS 57,952 34,442 40,652 112,285 107,520 210,889 182,614 17,370 45,645 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 4,576) 8,718 -4,057 1,110 -3,609 3,414 6,219 467 -1,643 4,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 15.1 17.8 49.2 47.1 92.4 80.0 7.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 77 59 66 50 115 164 212 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,830 COMMITMENTS 2,431 2,579 516 2,189 1,889 5,136 4,984 1,694 1,846 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -788) 202 519 -712 -309 -393 -819 -586 31 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 37.8 7.6 32.0 27.7 75.2 73.0 24.8 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 21 9 12 18 35 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,356 COMMITMENTS 11,879 3,276 4,092 8,130 5,449 24,101 12,817 5,255 16,539 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,834) 660 -493 603 406 329 1,669 439 165 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 11.2 13.9 27.7 18.6 82.1 43.7 17.9 56.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 44 22 23 31 38 89 73 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,856 COMMITMENTS 68,013 22,919 2,516 36,520 88,212 107,049 113,647 26,807 20,209 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 5,265) 7,969 2,908 -1,244 -1,812 3,152 4,913 4,816 352 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 17.1 1.9 27.3 65.9 80.0 84.9 20.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 32 15 8 25 20 60 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 118,870 COMMITMENTS 17,923 36,046 2 89,323 69,527 107,248 105,575 11,622 13,295 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 7,135) 3,281 4,125 -76 4,168 1,877 7,373 5,926 -238 1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 30.3 0.0 75.1 58.5 90.2 88.8 9.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 15 16 1 9 16 25 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,179 COMMITMENTS 10,761 30,963 568 84,807 65,280 96,136 96,811 5,043 4,368 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -325) 1,087 -2,845 365 -1,973 1,986 -521 -494 196 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 30.6 0.6 83.8 64.5 95.0 95.7 5.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 31 4 17 11 39 45 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 123,570 COMMITMENTS 55,525 20,954 1,237 45,882 85,074 102,644 107,265 20,926 16,305 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 6,002) 6,695 1,263 -751 2,669 6,672 8,613 7,184 -2,611 -1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 17.0 1.0 37.1 68.8 83.1 86.8 16.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 24 22 5 18 19 46 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 276,995 COMMITMENTS 66,128 56,282 2,144 173,334 195,871 241,606 254,297 35,389 22,698 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,987) 4,910 -3,420 -490 -216 8,038 4,204 4,128 -217 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 20.3 0.8 62.6 70.7 87.2 91.8 12.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 37 36 6 26 24 67 62 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 221,098 COMMITMENTS 74,495 31,669 5,085 98,326 152,882 177,906 189,636 43,192 31,462 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 5,072) 458 -3,905 -413 9,793 5,510 9,838 1,192 -4,766 3,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 14.3 2.3 44.5 69.1 80.5 85.8 19.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 53 35 16 31 30 92 73 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,236 COMMITMENTS 8,429 4,604 105 18,194 22,069 26,728 26,778 2,508 2,458 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -306) -3,483 1,577 0 3,005 -2,862 -478 -1,285 172 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 15.7 0.4 62.2 75.5 91.4 91.6 8.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 5 1 13 12 24 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 61,216 COMMITMENTS 19,573 19,606 3,772 34,918 34,208 58,263 57,586 2,953 3,630 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 12,204) 10,710 4,428 -2,300 4,543 9,186 12,953 11,314 -749 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 32.0 6.2 57.0 55.9 95.2 94.1 4.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 2 15 9 20 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,107,037 COMMITMENTS 1609016 499,321 1268215 7075473 8133400 9952704 9900936 1154333 1206101 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -115,038) -86,251 -134,849 4,990 22,746 53,998 -58,515 -75,861 -56,523 -39,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 4.5 11.4 63.7 73.2 89.6 89.1 10.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 82 42 87 166 161 285 259 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 675,892 COMMITMENTS 53,115 97,669 10,011 489,584 465,574 552,710 573,254 123,182 102,638 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 26,880) 643 254 3,201 21,607 16,251 25,451 19,706 1,429 7,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 14.5 1.5 72.4 68.9 81.8 84.8 18.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 41 43 23 90 61 144 114 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,115,440 COMMITMENTS 332,784 697,934 60,877 1500344 1172578 1894005 1931389 221,435 184,051 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 29,859) 3,577 -9,354 20,936 -16,562 1,234 7,951 12,816 21,908 17,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 33.0 2.9 70.9 55.4 89.5 91.3 10.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 63 121 36 99 110 183 246 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,978 COMMITMENTS 6,372 27,076 49 71,127 53,714 77,548 80,839 7,430 4,139 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 725) -705 -560 49 2,334 94 1,678 -417 -953 1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 31.9 0.1 83.7 63.2 91.3 95.1 8.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 7 16 2 34 38 43 54 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,903 COMMITMENTS 3,424 24,660 7 58,133 33,717 61,564 58,384 6,339 9,519 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 247) 414 1,009 4 155 -484 573 529 -326 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 36.3 0.0 85.6 49.7 90.7 86.0 9.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 14 1 27 19 39 33 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,512 COMMITMENTS 124,741 131,035 13,576 234,893 248,291 373,210 392,902 37,302 17,610 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -7,518) -4,182 2,599 2,005 183 -12,371 -1,994 -7,767 -5,524 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 31.9 3.3 57.2 60.5 90.9 95.7 9.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 71 65 16 51 52 130 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 96,642 COMMITMENTS 23,209 11,250 264 53,347 72,862 76,820 84,376 19,822 12,266 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 741) -988 -7,971 -834 2,168 6,364 346 -2,441 395 3,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 11.6 0.3 55.2 75.4 79.5 87.3 20.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 10 1 14 12 30 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,341 COMMITMENTS 0 10,297 112 50,180 42,278 50,292 52,687 8,049 5,654 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 250) -562 -175 94 795 78 327 -3 -77 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.6 0.2 86.0 72.5 86.2 90.3 13.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 20 3 23 20 26 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 598,964 COMMITMENTS 62,708 229,658 3,451 521,130 329,309 587,289 562,418 11,675 36,546 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 9,107) 1,941 7,440 697 8,879 5,389 11,517 13,526 -2,410 -4,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 38.3 0.6 87.0 55.0 98.1 93.9 1.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 27 119 19 55 93 93 221 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 61,116 COMMITMENTS 13,619 23,851 8 38,050 28,751 51,677 52,610 9,439 8,506 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,611) 830 4,845 7 3,205 1,258 4,042 6,110 -1,431 -3,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 39.0 0.0 62.3 47.0 84.6 86.1 15.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 24 2 22 21 42 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,715 COMMITMENTS 21,660 6,299 202 28,064 30,882 49,926 37,383 7,789 20,332 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 162) 4,024 -630 6 -4,440 1,127 -410 503 572 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 10.9 0.3 48.6 53.5 86.5 64.8 13.5 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 8 2 19 18 42 27 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,513 COMMITMENTS 5,073 2,343 270 14,531 17,436 19,874 20,049 639 464 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 851) 155 -58 0 732 777 887 719 -36 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 11.4 1.3 70.8 85.0 96.9 97.7 3.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 5 1 8 4 17 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/28/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 51,793 COMMITMENTS 12,221 7,887 4,603 25,396 19,894 42,220 32,384 9,573 19,409 CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 511) -1,167 1,148 251 1,334 4 418 1,403 93 -892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 15.2 8.9 49.0 38.4 81.5 62.5 18.5 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 12 7 23 28 37 44
Updated August 31, 2007