MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,676 COMMITMENTS 6,990 1,520 600 19,204 21,790 26,794 23,910 4,882 7,766 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 965) 729 191 -33 37 471 733 629 232 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 4.8 1.9 60.6 68.8 84.6 75.5 15.4 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 22 5 14 28 22 51 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,638 COMMITMENTS 42,691 42,571 65,854 121,939 120,734 230,484 229,159 28,154 29,479 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 6,570) 878 313 3,397 1,983 4,105 6,258 7,815 312 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 16.5 25.5 47.1 46.7 89.1 88.6 10.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 77 86 104 31 54 183 190 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,011 COMMITMENTS 574 445 85 521 945 1,180 1,475 831 536 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 124) 0 93 69 -23 -34 46 128 78 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 22.1 4.2 25.9 47.0 58.7 73.3 41.3 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 11 2 6 3 16 14 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,795 COMMITMENTS 94,441 36,360 43,500 135,667 150,619 273,608 230,479 23,187 66,316 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -803) -3,530 -3,022 1,396 1,203 -118 -931 -1,744 128 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 12.3 14.7 45.7 50.7 92.2 77.7 7.8 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 116 74 94 70 164 231 297 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,434 COMMITMENTS 4,611 4,479 2,704 5,989 6,431 13,304 13,614 2,130 1,820 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 753) -313 -438 561 333 630 581 753 172 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 29.0 17.5 38.8 41.7 86.2 88.2 13.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 27 31 16 20 27 59 67 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,077 COMMITMENTS 10,463 5,268 7,013 9,679 6,810 27,155 19,091 3,922 11,986 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,625) -1,125 -1,851 187 -668 118 -1,606 -1,546 -19 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 17.0 22.6 31.1 21.9 87.4 61.4 12.6 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 35 32 23 23 44 75 89 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,620 COMMITMENTS 69,636 19,511 1,851 21,937 87,714 93,424 109,076 34,196 18,544 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 11,955) 16,518 -2,189 -178 -4,264 14,470 12,076 12,103 -121 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 15.3 1.5 17.2 68.7 73.2 85.5 26.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 41 12 3 20 24 63 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,571 COMMITMENTS 18,907 28,756 2 31,423 29,391 50,332 58,149 19,239 11,422 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 6,587) -130 4,776 2 6,728 1,767 6,600 6,545 -13 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 41.3 0.0 45.2 42.2 72.3 83.6 27.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 16 16 1 8 16 25 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,338 COMMITMENTS 100,428 5,672 482 12,118 112,378 113,028 118,532 7,310 1,806 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,803) 2,889 -1,268 -241 -2,425 8,482 223 6,973 3,580 -3,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.5 4.7 0.4 10.1 93.4 93.9 98.5 6.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 67 13 3 11 20 81 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,058 COMMITMENTS 22,471 47,359 39 126,653 92,447 149,163 139,845 14,895 24,213 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,964) 238 -214 -74 4,165 4,618 4,329 4,330 -365 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 28.9 0.0 77.2 56.4 90.9 85.2 9.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 13 29 4 20 21 36 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 171,688 COMMITMENTS 62,907 29,603 1,147 79,024 123,067 143,078 153,817 28,610 17,871 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 6,300) -2,296 4,448 -489 9,055 1,899 6,270 5,858 30 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 17.2 0.7 46.0 71.7 83.3 89.6 16.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 36 26 10 25 22 64 55 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 222,241 COMMITMENTS 64,503 67,893 3,506 108,565 110,485 176,574 181,884 45,667 40,357 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 9,359) -5,737 4,494 25 13,912 5,960 8,200 10,479 1,159 -1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 30.5 1.6 48.9 49.7 79.5 81.8 20.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 60 41 13 30 34 95 83 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,124 COMMITMENTS 12,903 7,939 19 16,861 22,857 29,783 30,815 2,341 1,309 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,203) 629 206 19 534 1,021 1,182 1,246 21 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 24.7 0.1 52.5 71.2 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 7 1 8 16 24 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,362,061 COMMITMENTS 1752184 802,091 777,347 5798340 6843279 8327871 8422717 1034190 939,344 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 131,762) -68,137 44,050 36,601 195,367 16,676 163,831 97,327 -32,069 34,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 8.6 8.3 61.9 73.1 89.0 90.0 11.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 74 32 84 127 129 234 221 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 561,322 COMMITMENTS 65,058 89,094 10,072 370,923 356,986 446,053 456,152 115,269 105,170 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -4,135) -1,683 2,420 670 -1,016 -6,249 -2,029 -3,159 -2,106 -976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 15.9 1.8 66.1 63.6 79.5 81.3 20.5 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 36 43 18 75 60 122 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,290,268 COMMITMENTS 425,620 639,482 52,937 1450053 1404764 1928610 2097183 361,658 193,085 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 65,046) 34,367 23,445 6,127 37,608 66,324 78,102 95,896 -13,056 -30,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 27.9 2.3 63.3 61.3 84.2 91.6 15.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 82 123 47 97 98 207 240 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 94,118 COMMITMENTS 11,312 42,104 64 70,777 47,840 82,153 90,008 11,965 4,110 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,676) 2,671 826 0 646 3,807 3,317 4,633 359 -957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 44.7 0.1 75.2 50.8 87.3 95.6 12.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 17 1 38 28 54 45 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,653 COMMITMENTS 4,842 9,545 0 25,519 19,607 30,361 29,152 7,292 8,501 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 467) -1,172 866 -16 1,747 2,403 559 3,253 -92 -2,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 25.3 0.0 67.8 52.1 80.6 77.4 19.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 12 0 24 18 31 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,400 COMMITMENTS 118,652 133,691 6,829 214,467 220,951 339,948 361,471 42,452 20,929 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 9,581) 35,249 -14,920 -4,071 -7,326 28,231 23,852 9,240 -14,271 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 35.0 1.8 56.1 57.8 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 76 61 19 48 51 131 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,884 COMMITMENTS 67,200 9,908 1,074 8,929 87,302 77,203 98,284 30,681 9,600 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -3,163) -5,218 -1,209 160 329 -1,978 -4,729 -3,027 1,566 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 9.2 1.0 8.3 80.9 71.6 91.1 28.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 36 8 3 8 18 45 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,350 COMMITMENTS 7,248 13,355 12 18,059 22,506 25,319 35,873 15,031 4,477 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 180) 720 -350 0 -452 564 268 214 -88 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 33.1 0.0 44.8 55.8 62.7 88.9 37.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 16 1 14 23 19 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 725,597 COMMITMENTS 75,221 297,144 7,155 630,280 339,220 712,656 643,519 12,941 82,078 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 13,999) 9,450 -4,543 1,587 2,911 16,022 13,948 13,066 51 933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 41.0 1.0 86.9 46.8 98.2 88.7 1.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 36 116 19 65 86 116 206 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 90,755 COMMITMENTS 11,546 51,361 394 69,544 30,781 81,484 82,536 9,271 8,219 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 227) 44 68 -331 1,237 249 950 -14 -723 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 56.6 0.4 76.6 33.9 89.8 90.9 10.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 17 24 3 17 20 36 45 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,789 COMMITMENTS 22,302 5,781 756 19,586 38,312 42,644 44,849 20,145 17,940 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,680) -975 398 121 980 1,602 126 2,121 2,554 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 9.2 1.2 31.2 61.0 67.9 71.4 32.1 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 9 3 18 14 34 25 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 16,823 COMMITMENTS 3,479 11,107 97 11,259 4,122 14,835 15,326 1,988 1,497 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -676) 365 -89 0 -1,117 -690 -752 -779 76 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 66.0 0.6 66.9 24.5 88.2 91.1 11.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 1 8 5 14 10 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,093 COMMITMENTS 6,280 204 0 8,531 15,131 14,811 15,335 1,282 758 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -77) -98 -140 0 -67 -125 -165 -265 88 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 1.3 0.0 53.0 94.0 92.0 95.3 8.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 1 0 5 5 17 6 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 27,098 COMMITMENTS 4,859 2,721 39 20,267 13,830 25,165 16,590 1,933 10,508 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 672) 778 266 0 -333 -72 445 194 227 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 10.0 0.1 74.8 51.0 92.9 61.2 7.1 38.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 3 2 15 17 25 21
Updated May 30,2008