BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,268 COMMITMENTS 158 0 0 2,268 3,131 2,426 3,131 842 137 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -59) -20 0 0 -42 -56 -62 -56 3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 69.4 95.8 74.2 95.8 25.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 14 11 16 11 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,340 COMMITMENTS 5,565 2,267 586 19,757 21,239 25,908 24,092 5,432 7,248 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 141) -33 4 152 126 -221 245 -65 -104 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 7.2 1.9 63.0 67.8 82.7 76.9 17.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 10 14 24 23 45 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,936 COMMITMENTS 34,763 37,153 34,576 85,027 66,264 154,366 137,993 16,570 32,943 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -8,316) -3,855 -470 -214 -3,307 -6,338 -7,376 -7,022 -940 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 21.7 20.2 49.7 38.8 90.3 80.7 9.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 52 79 74 30 54 137 168 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,483 COMMITMENTS 80 788 93 763 130 936 1,011 547 472 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 134) 0 42 9 29 62 38 113 96 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 53.1 6.3 51.4 8.8 63.1 68.2 36.9 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 17 2 5 2 9 19 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,179 COMMITMENTS 53,405 40,166 39,501 121,374 106,259 214,280 185,926 17,899 46,253 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -108) 596 1,620 -576 74 871 94 1,915 -202 -2,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 17.3 17.0 52.3 45.8 92.3 80.1 7.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 61 89 81 57 108 173 238 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,192 COMMITMENTS 4,349 4,280 658 2,154 1,602 7,161 6,540 2,031 2,652 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -560) 213 233 -452 -43 -183 -282 -402 -278 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 46.6 7.2 23.4 17.4 77.9 71.1 22.1 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 28 28 10 16 20 50 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,741 COMMITMENTS 11,893 3,325 2,443 7,693 5,276 22,029 11,044 3,712 14,697 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -272) -829 -127 377 436 -111 -16 139 -256 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 12.9 9.5 29.9 20.5 85.6 42.9 14.4 57.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 41 21 21 33 39 87 73 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,428 COMMITMENTS 90,940 13,991 2,115 18,037 109,362 111,092 125,468 36,336 21,960 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -10,200) -8,677 -2,625 68 -2,266 -10,553 -10,875 -13,110 675 2,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 9.5 1.4 12.2 74.2 75.4 85.1 24.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 41 19 6 16 22 60 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,520 COMMITMENTS 26,550 34,739 0 28,198 28,959 54,748 63,698 21,772 12,822 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,323) -1,635 2,463 0 9,616 1,365 7,981 3,828 -1,658 2,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 45.4 0.0 36.9 37.8 71.5 83.2 28.5 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 21 15 0 6 9 27 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 84,626 COMMITMENTS 37,570 7,376 485 40,431 73,888 78,486 81,749 6,140 2,877 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,143) 11,691 -7,783 -89 -7,264 11,426 4,338 3,554 -195 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 8.7 0.6 47.8 87.3 92.7 96.6 7.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 56 15 4 12 16 70 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,213 COMMITMENTS 56,067 20,363 984 25,165 68,929 82,216 90,276 25,997 17,937 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -528) 1,930 -3,286 657 -4,361 2,275 -1,774 -354 1,246 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 18.8 0.9 23.3 63.7 76.0 83.4 24.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 24 3 15 18 40 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 228,334 COMMITMENTS 45,607 84,220 1,290 149,731 117,750 196,628 203,260 31,706 25,074 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 3,987) 9,286 2,142 34 -4,671 608 4,649 2,784 -662 1,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 36.9 0.6 65.6 51.6 86.1 89.0 13.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 33 45 6 25 20 61 68 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 208,345 COMMITMENTS 116,748 30,144 1,911 32,931 141,380 151,590 173,435 56,755 34,910 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,152) -1,146 -584 166 6,380 5,154 5,400 4,736 -1,248 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 14.5 0.9 15.8 67.9 72.8 83.2 27.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 59 30 11 27 31 91 67 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,684 COMMITMENTS 25,591 3,206 105 2,407 25,560 28,103 28,871 2,581 1,813 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,426) 1,353 53 0 162 -1 1,515 52 -89 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.4 10.4 0.3 7.8 83.3 91.6 94.1 8.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 6 1 6 13 20 20 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 47,995 COMMITMENTS 4,987 12,554 564 37,968 31,365 43,519 44,483 4,476 3,512 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -49,484) -11,295 -4,602 -1,811 -32,309 -43,264 -45,415 -49,677 -4,069 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 26.2 1.2 79.1 65.4 90.7 92.7 9.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 14 12 17 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,654,107 COMMITMENTS 1206589 400,584 973,976 6295944 7055010 8476509 8429570 1177598 1224537 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -178,493) -69,873 -9,799 -44,603 -91,330 -147,270 -205,806 -201,672 27,313 23,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 4.1 10.1 65.2 73.1 87.8 87.3 12.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 67 36 79 142 143 246 232 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 590,512 COMMITMENTS 50,417 85,722 6,176 418,251 365,109 474,844 457,007 115,668 133,505 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,656) -2,203 -3,902 2,083 2,544 11,768 2,424 9,949 232 -7,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 14.5 1.0 70.8 61.8 80.4 77.4 19.6 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 38 47 21 79 56 130 111 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,000,172 COMMITMENTS 328,769 517,493 29,582 1206237 1302813 1564588 1849888 435,584 150,284 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 49,230) 1,824 -24,679 7,041 29,210 70,005 38,075 52,367 11,155 -3,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 25.9 1.5 60.3 65.1 78.2 92.5 21.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 71 111 26 87 101 171 225 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,805 COMMITMENTS 13,099 25,812 24 74,563 72,543 87,686 98,379 15,119 4,426 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -1,283) 978 527 24 -316 1,861 686 2,412 -1,969 -3,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 25.1 0.0 72.5 70.6 85.3 95.7 14.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 11 1 38 35 54 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,908 COMMITMENTS 13,796 10,465 213 24,903 22,394 38,912 33,072 9,996 15,836 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,155) 491 712 213 222 1,236 926 2,161 229 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 21.4 0.4 50.9 45.8 79.6 67.6 20.4 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 11 1 24 17 43 28 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,054 COMMITMENTS 175,111 124,606 3,660 165,418 276,074 344,189 404,340 76,865 16,714 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 14,374) 15,956 -2,052 -5,030 3,261 24,993 14,187 17,911 187 -3,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 29.6 0.9 39.3 65.6 81.7 96.0 18.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 93 57 11 50 54 146 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 96,797 COMMITMENTS 64,754 9,165 331 7,431 79,191 72,516 88,687 24,281 8,110 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,504) 3,700 -2,838 82 -1,621 2,957 2,161 201 -657 1,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 9.5 0.3 7.7 81.8 74.9 91.6 25.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 34 10 2 10 17 45 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,572 COMMITMENTS 2,436 10,981 8 18,064 14,347 20,508 25,336 11,064 6,236 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -38) 217 -118 0 -917 -266 -700 -384 662 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 34.8 0.0 57.2 45.4 65.0 80.2 35.0 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 20 2 18 18 23 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 572,777 COMMITMENTS 65,580 235,811 2,584 490,684 281,527 558,848 519,922 13,929 52,855 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,008) 4,317 -4,515 -678 893 10,944 4,532 5,751 1,476 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 41.2 0.5 85.7 49.2 97.6 90.8 2.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 26 118 8 55 79 87 199 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 69,437 COMMITMENTS 12,400 32,804 195 48,580 24,391 61,175 57,390 8,262 12,047 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 528) -490 811 -340 1,818 -113 988 358 -460 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 47.2 0.3 70.0 35.1 88.1 82.7 11.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 22 2 17 20 32 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,419 COMMITMENTS 28,903 4,997 100 29,760 23,429 58,763 28,526 6,656 36,893 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 260) 76 351 0 60 -985 136 -634 124 894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 7.6 0.2 45.5 35.8 89.8 43.6 10.2 56.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 6 1 18 18 36 25 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 22,108 COMMITMENTS 6,575 1,784 0 14,315 19,942 20,890 21,726 1,218 382 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -301) 270 1 0 -71 -8 199 -7 -500 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 8.1 0.0 64.8 90.2 94.5 98.3 5.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 5 0 6 4 18 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 31,124 COMMITMENTS 4,524 7,526 3,513 11,458 15,829 19,495 26,868 11,629 4,256 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -2,475) -116 -1,023 -804 -2,430 -925 -3,350 -2,752 875 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 24.2 11.3 36.8 50.9 62.6 86.3 37.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 12 7 18 23 29 39
Updated October 19, 2007