MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,544 COMMITMENTS 8,047 1,165 439 18,910 22,751 27,396 24,355 4,148 7,189 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,350) 921 -380 -24 410 1,619 1,307 1,215 43 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 3.7 1.4 59.9 72.1 86.9 77.2 13.1 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 8 14 28 25 48 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,936 COMMITMENTS 41,328 43,560 58,333 116,325 111,598 215,986 213,491 26,950 29,445 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -17,137) -1,847 -2,981 -3,996 -10,475 -9,154 -16,318 -16,131 -819 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 17.9 24.0 47.9 45.9 88.9 87.9 11.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 84 75 90 33 47 170 172 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,220 COMMITMENTS 760 535 182 419 958 1,361 1,675 859 545 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 98) 69 52 31 -71 18 29 101 69 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 24.1 8.2 18.9 43.2 61.3 75.5 38.7 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 12 3 5 3 19 16 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,678 COMMITMENTS 90,131 31,005 40,209 142,097 155,019 272,437 226,233 23,241 69,445 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -1,869) -680 -3,352 -4,590 3,818 4,880 -1,452 -3,062 -417 1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 10.5 13.6 48.1 52.4 92.1 76.5 7.9 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 117 69 84 64 164 223 286 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,741 COMMITMENTS 4,851 5,183 2,233 5,563 5,288 12,647 12,704 2,094 2,037 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -87) 293 528 -240 302 -102 355 186 -442 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 35.2 15.1 37.7 35.9 85.8 86.2 14.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 38 30 17 18 28 59 74 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,266 COMMITMENTS 9,660 5,287 7,718 10,883 7,142 28,261 20,147 4,005 12,119 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 243) 227 324 457 -112 -429 572 352 -329 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 16.4 23.9 33.7 22.1 87.6 62.4 12.4 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 35 31 28 27 44 84 88 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,950 COMMITMENTS 43,276 25,697 4,755 32,551 62,810 80,582 93,262 43,368 30,688 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,131) -20,549 7,610 2,018 9,415 -12,921 -9,116 -3,293 10,247 4,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 20.7 3.8 26.3 50.7 65.0 75.2 35.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 26 14 7 22 23 50 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,666 COMMITMENTS 15,820 19,552 2,157 31,843 31,292 49,820 53,001 18,846 15,665 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 3,349) 1,692 -1,847 1,457 -1,251 4,991 1,898 4,601 1,451 -1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 28.5 3.1 46.4 45.6 72.6 77.2 27.4 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 14 5 12 13 31 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 148,568 COMMITMENTS 90,984 6,822 1,436 43,767 131,369 136,187 139,627 12,381 8,941 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -2,134) -13,852 821 -799 12,876 -554 -1,775 -532 -359 -1,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.2 4.6 1.0 29.5 88.4 91.7 94.0 8.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 62 13 7 11 17 76 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,947 COMMITMENTS 28,040 49,091 1,615 130,137 101,916 159,792 152,622 17,155 24,325 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 14,300) 9,460 1,483 1,262 6,246 11,229 16,968 13,974 -2,668 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 27.7 0.9 73.5 57.6 90.3 86.3 9.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 32 6 19 18 39 54 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 202,372 COMMITMENTS 43,391 35,675 821 132,747 133,166 176,959 169,662 25,413 32,710 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 37,918) -11,618 4,031 278 50,442 32,875 39,102 37,184 -1,184 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 17.6 0.4 65.6 65.8 87.4 83.8 12.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 26 4 25 20 54 48 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 254,812 COMMITMENTS 57,544 65,084 11,537 148,879 135,196 217,960 211,817 36,852 42,995 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 24,179) 1,699 -5,215 8,068 20,030 29,820 29,797 32,673 -5,618 -8,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 25.5 4.5 58.4 53.1 85.5 83.1 14.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 45 43 13 30 35 81 85 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,876 COMMITMENTS 11,677 8,477 81 22,045 21,652 33,803 30,210 3,073 6,666 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 3,922) -2,288 840 48 5,522 2,902 3,282 3,790 640 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 23.0 0.2 59.8 58.7 91.7 81.9 8.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 9 2 12 14 25 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,742,168 COMMITMENTS 1656850 849,079 780,899 6209715 7075147 8647464 8705125 1094704 1037043 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 251,045) -148,301 27,092 63,731 300,834 84,104 216,264 174,927 34,781 76,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 8.7 8.0 63.7 72.6 88.8 89.4 11.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 65 38 82 128 128 232 219 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 572,324 COMMITMENTS 64,847 107,011 7,799 386,133 355,483 458,779 470,293 113,545 102,031 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 13,261) 1,977 12,392 -2,100 17,035 1,723 16,912 12,015 -3,651 1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 18.7 1.4 67.5 62.1 80.2 82.2 19.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 37 47 20 80 67 129 122 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,452,965 COMMITMENTS 478,175 662,406 75,297 1608307 1500505 2161779 2238208 291,186 214,757 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 104,104) 26,797 40,871 6,649 100,411 47,015 133,857 94,535 -29,753 9,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 27.0 3.1 65.6 61.2 88.1 91.2 11.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 77 122 51 102 107 210 250 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,524 COMMITMENTS 13,868 41,925 324 73,729 53,261 87,921 95,510 12,603 5,014 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 4,060) 831 -297 -29 2,143 3,456 2,945 3,130 1,115 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 41.7 0.3 73.3 53.0 87.5 95.0 12.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 14 18 3 40 30 55 50 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,719 COMMITMENTS 3,876 8,042 0 26,953 18,725 30,829 26,767 6,890 10,952 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 438) -1,312 418 0 2,102 -677 790 -259 -352 697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 21.3 0.0 71.5 49.6 81.7 71.0 18.3 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 11 0 28 20 37 31 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 391,735 COMMITMENTS 90,747 146,281 13,721 220,617 197,032 325,085 357,034 66,650 34,701 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 19,109) 794 -1,749 3,564 -1,830 7,327 2,528 9,142 16,581 9,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 37.3 3.5 56.3 50.3 83.0 91.1 17.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 64 75 22 52 58 128 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,214 COMMITMENTS 57,536 10,039 1,375 16,770 71,084 75,681 82,498 30,533 23,716 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -2,842) -6,137 -327 649 5,016 -5,575 -472 -5,253 -2,370 2,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 9.5 1.3 15.8 66.9 71.3 77.7 28.7 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 29 9 4 9 17 40 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,631 COMMITMENTS 7,043 13,788 12 17,432 24,094 24,487 37,894 17,144 3,737 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 466) 299 197 0 -119 805 180 1,002 286 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 33.1 0.0 41.9 57.9 58.8 91.0 41.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 16 1 16 25 20 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 739,161 COMMITMENTS 82,113 310,572 6,499 636,864 337,044 725,476 654,115 13,685 85,046 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,834) 6,526 2,751 714 -7,092 -3,890 148 -425 1,686 2,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 42.0 0.9 86.2 45.6 98.1 88.5 1.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 42 112 19 69 81 123 200 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 105,962 COMMITMENTS 10,285 50,901 1,728 80,676 41,586 92,689 94,215 13,273 11,747 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 12,480) -340 -397 1,001 8,953 8,826 9,614 9,430 2,866 3,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 48.0 1.6 76.1 39.2 87.5 88.9 12.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 14 29 9 21 28 43 59 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 80,398 COMMITMENTS 22,014 6,030 1,052 25,175 49,296 48,241 56,378 32,157 24,020 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 14,670) -230 2 14 3,016 7,891 2,800 7,907 11,870 6,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 7.5 1.3 31.3 61.3 60.0 70.1 40.0 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 19 7 6 21 23 41 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 17,419 COMMITMENTS 4,626 10,563 161 10,570 5,016 15,357 15,740 2,062 1,679 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,121) 1,084 -74 99 -177 949 1,006 974 115 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 60.6 0.9 60.7 28.8 88.2 90.4 11.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 2 7 6 17 11 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 06/10/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,124 COMMITMENTS 4,037 4,327 450 22,891 12,601 27,378 17,378 1,746 11,746 CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -283) 0 486 0 -934 -1,360 -934 -874 651 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 14.9 1.5 78.6 43.3 94.0 59.7 6.0 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 5 4 18 17 29 23
Updated June 13, 2008