BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,733 COMMITMENTS 234 92 15 2,720 3,430 2,969 3,537 764 196 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 181) -5 92 13 218 51 226 156 -45 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.5 0.4 72.9 91.9 79.5 94.7 20.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 3 15 11 20 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,819 COMMITMENTS 7,815 1,745 518 20,214 24,988 28,547 27,251 6,272 7,568 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,295) 10 352 36 1,022 854 1,068 1,242 227 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 5.0 1.5 58.1 71.8 82.0 78.3 18.0 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 18 8 12 25 23 49 37 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,884 COMMITMENTS 33,648 28,238 34,111 90,495 79,840 158,254 142,189 17,630 33,695 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 4,062) -19 375 3,218 455 -1,117 3,654 2,476 408 1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 16.1 19.4 51.5 45.4 90.0 80.8 10.0 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 55 66 76 28 48 135 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 231,028 COMMITMENTS 56,766 34,237 41,326 113,872 107,742 211,964 183,305 19,064 47,723 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 3,920) -3,053 1,428 5,201 335 -2,006 2,483 4,623 1,437 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 14.8 17.9 49.3 46.6 91.7 79.3 8.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 76 64 80 61 113 192 221 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,049 COMMITMENTS 2,469 3,343 329 1,772 420 4,570 4,092 1,479 1,957 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 241) 132 333 95 4 -273 231 155 10 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 55.3 5.4 29.3 6.9 75.5 67.6 24.5 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 19 21 5 10 8 31 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,314 COMMITMENTS 12,558 3,247 3,743 7,299 5,659 23,600 12,649 4,714 15,665 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -2,124) -525 639 -876 -596 -891 -1,997 -1,128 -127 -996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 11.5 13.2 25.8 20.0 83.4 44.7 16.6 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 48 22 22 28 37 90 74 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,680 COMMITMENTS 88,758 8,930 7,683 33,172 125,869 129,613 142,482 38,067 25,198 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 22,292) 10,609 -10,465 3,637 2,577 22,527 16,823 15,699 5,469 6,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 5.3 4.6 19.8 75.1 77.3 85.0 22.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 43 10 13 24 18 73 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,122 COMMITMENTS 28,647 23,158 3 16,440 34,060 45,090 57,221 21,032 8,901 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -69,923) 2,120 -708 -1,873 -73,718 -62,827 -73,471 -65,408 3,548 -4,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 35.0 0.0 24.9 51.5 68.2 86.5 31.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 23 14 2 9 10 34 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 72,554 COMMITMENTS 9,948 38,020 0 58,397 31,056 68,345 69,076 4,209 3,478 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -56,293) -6,857 8,082 -2,624 -45,375 -61,445 -54,856 -55,987 -1,437 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 52.4 0.0 80.5 42.8 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 20 34 0 14 12 34 46 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 78,793 COMMITMENTS 38,917 25,524 1,084 17,150 36,868 57,151 63,476 21,642 15,317 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -64,395) -23,152 5,046 -3,525 -34,079 -62,687 -60,756 -61,166 -3,639 -3,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 32.4 1.4 21.8 46.8 72.5 80.6 27.5 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 24 6 11 15 33 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,189 COMMITMENTS 41,534 62,601 1,078 93,739 84,116 136,351 147,795 31,838 20,394 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -131,349) -21,199 5,453 -127 -101,513 -130,694 -122,839 -125,368 -8,510 -5,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 37.2 0.6 55.7 50.0 81.1 87.9 18.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 31 34 6 26 15 61 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 203,437 COMMITMENTS 123,169 37,120 1,320 25,057 136,525 149,546 174,965 53,891 28,472 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -31,732) 36,693 8,858 -1,109 -68,039 -37,163 -32,455 -29,414 723 -2,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 18.2 0.6 12.3 67.1 73.5 86.0 26.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 68 30 8 24 27 96 61 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,015 COMMITMENTS 14,444 3,272 154 2,553 14,342 17,151 17,768 1,864 1,247 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -14,383) 431 -1,067 -138 -14,367 -12,820 -14,074 -14,025 -309 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 17.2 0.8 13.4 75.4 90.2 93.4 9.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 7 2 6 9 16 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 85,358 COMMITMENTS 13,246 16,408 2,541 63,693 61,457 79,480 80,406 5,878 4,952 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -2,208) -6,580 -7,027 -764 2,128 2,007 -5,216 -5,784 3,008 3,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 19.2 3.0 74.6 72.0 93.1 94.2 6.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 16 15 20 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,039,755 COMMITMENTS 1352278 547,796 1175302 6397645 7180154 8925225 8903252 1114530 1136503 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -1,551,566) -359,712 93,611 -427,939 -676,161 -1164388 -1463812 -1498716 -87,754 -52,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 5.5 11.7 63.7 71.5 88.9 88.7 11.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 77 38 88 145 145 258 245 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 774,772 COMMITMENTS 57,067 104,905 20,989 491,717 490,930 569,773 616,824 204,999 157,948 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 71,266) -1,816 279 2,119 16,284 22,298 16,587 24,696 54,679 46,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 13.5 2.7 63.5 63.4 73.5 79.6 26.5 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 46 43 30 90 65 151 123 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,851,893 COMMITMENTS 297,650 693,183 177,005 1951008 1445312 2425663 2315500 426,230 536,393 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 587,029) 2,790 -10,330 103,224 262,869 240,716 368,883 333,610 218,146 253,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 24.3 6.2 68.4 50.7 85.1 81.2 14.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 67 120 71 110 123 222 270 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,777 COMMITMENTS 340 234 229 4,206 5,361 4,775 5,824 5,002 3,953 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 2.4 2.3 43.0 54.8 48.8 59.6 51.2 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 12 9 14 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 131,666 COMMITMENTS 8,540 26,596 2,125 101,223 85,146 111,888 113,867 19,778 17,799 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 43,196) 1,704 909 2,125 27,897 27,112 31,726 30,146 11,470 13,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 20.2 1.6 76.9 64.7 85.0 86.5 15.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 14 13 4 47 43 62 60 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,375 COMMITMENTS 7,091 26,060 170 67,025 41,599 74,286 67,829 14,089 20,546 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 15,874) 875 571 149 8,160 8,418 9,184 9,138 6,690 6,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 29.5 0.2 75.8 47.1 84.1 76.8 15.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 15 4 32 24 49 40 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 573,788 COMMITMENTS 130,320 105,712 28,084 336,203 413,985 494,607 547,781 79,181 26,007 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 84,925) 12,749 -1,373 15,413 48,859 64,721 77,021 78,761 7,904 6,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 18.4 4.9 58.6 72.1 86.2 95.5 13.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 86 60 28 62 64 161 139 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 59,950 COMMITMENTS 34,512 11,396 249 2,703 41,350 37,464 52,995 22,486 6,955 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -46,724) -5,407 1,924 -915 -40,795 -43,274 -47,117 -42,265 393 -4,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 19.0 0.4 4.5 69.0 62.5 88.4 37.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 20 9 1 4 16 24 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 68,701 COMMITMENTS 350 13,448 820 52,957 44,208 54,127 58,476 14,574 10,225 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 8,342) -2 59 745 2,046 2,521 2,789 3,325 5,553 5,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 19.6 1.2 77.1 64.3 78.8 85.1 21.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 20 4 26 22 31 44 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 728,843 COMMITMENTS 77,800 267,611 13,738 607,605 375,875 699,143 657,224 29,700 71,619 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 73,220) 4,182 9,292 7,901 40,564 28,526 52,647 45,719 20,573 27,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 36.7 1.9 83.4 51.6 95.9 90.2 4.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 34 116 28 61 85 108 218 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 68,937 COMMITMENTS 8,149 32,044 300 50,654 21,963 59,103 54,307 9,834 14,630 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -53,841) -4,360 9,096 -18,025 -22,221 -40,488 -44,606 -49,417 -9,235 -4,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 46.5 0.4 73.5 31.9 85.7 78.8 14.3 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 25 1 18 15 31 41 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,323 COMMITMENTS 32,258 4,194 101 31,552 20,058 63,911 24,353 6,412 45,970 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -22,715) 13,438 457 -16,696 -4,988 -19,647 -8,246 -35,886 -14,469 13,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 6.0 0.1 44.9 28.5 90.9 34.6 9.1 65.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 6 2 17 10 35 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 24,097 COMMITMENTS 6,235 2,803 0 16,742 20,664 22,977 23,467 1,120 630 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 2,559) 501 -135 -7 2,798 3,135 3,292 2,993 -733 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 11.6 0.0 69.5 85.8 95.4 97.4 4.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 5 0 7 4 17 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 09/18/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 27,857 COMMITMENTS 4,493 7,045 4,657 11,487 13,148 20,637 24,850 7,220 3,007 CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -20,020) -5,507 758 -531 -13,032 -5,365 -19,070 -5,138 -950 -14,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 25.3 16.7 41.2 47.2 74.1 89.2 25.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 15 7 18 22 30 40
Updated September 21, 2007