MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,814 COMMITMENTS 6,210 1,831 463 21,926 23,108 28,599 25,402 4,215 7,412 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -3,152) -903 114 -156 -2,210 -2,484 -3,269 -2,526 117 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 5.6 1.4 66.8 70.4 87.2 77.4 12.8 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 13 11 14 23 22 41 42 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,697 COMMITMENTS 45,098 46,795 51,468 117,090 111,969 213,656 210,232 28,041 31,465 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -5,965) 3,436 1,473 -3,322 100 2,007 214 158 -6,179 -6,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 19.4 21.3 48.4 46.3 88.4 87.0 11.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 83 87 98 42 56 188 194 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,106 COMMITMENTS 715 662 41 375 801 1,131 1,504 975 602 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -47) -147 196 -41 81 -137 -107 18 60 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 31.4 1.9 17.8 38.0 53.7 71.4 46.3 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 7 1 7 4 17 12 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 305,885 COMMITMENTS 89,092 34,121 50,744 140,517 156,656 280,353 241,521 25,532 64,364 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,717) -2,242 1,031 -283 -5,291 -7,704 -7,816 -6,956 1,099 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 11.2 16.6 45.9 51.2 91.7 79.0 8.3 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 113 72 96 54 152 226 278 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,662 COMMITMENTS 4,043 5,413 2,541 6,129 4,832 12,713 12,786 1,949 1,876 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -151) -439 7 154 144 -41 -141 120 -10 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 36.9 17.3 41.8 33.0 86.7 87.2 13.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 29 30 12 20 30 56 69 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,405 COMMITMENTS 9,499 7,548 6,580 11,701 7,264 27,780 21,392 4,625 11,013 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -226) 701 1,022 -1,298 141 432 -456 156 230 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 23.3 20.3 36.1 22.4 85.7 66.0 14.3 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 31 38 26 33 39 87 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 91,389 COMMITMENTS 30,183 36,135 2,426 30,157 29,263 62,766 67,824 28,623 23,565 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 4,182) 5,451 1,613 210 902 2,816 6,563 4,639 -2,381 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 39.5 2.7 33.0 32.0 68.7 74.2 31.3 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 20 4 21 16 49 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,188 COMMITMENTS 18,085 22,782 29 12,400 17,810 30,514 40,621 21,674 11,567 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -4,450) -7,955 3,349 29 4,041 -8,059 -3,885 -4,681 -565 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 43.7 0.1 23.8 34.1 58.5 77.8 41.5 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 15 16 1 11 8 26 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 100,375 COMMITMENTS 82,780 10,590 310 9,303 81,655 92,393 92,555 7,982 7,820 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 170) 2,418 4,163 28 -1,315 -4,736 1,131 -545 -961 715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.5 10.6 0.3 9.3 81.3 92.0 92.2 8.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 60 16 1 8 16 68 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 83,736 COMMITMENTS 31,256 39,554 324 32,537 18,549 64,117 58,427 19,619 25,309 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,114) -6,928 -1,261 28 171 -3,355 -6,729 -4,588 615 -1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 47.2 0.4 38.9 22.2 76.6 69.8 23.4 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 15 28 4 13 14 31 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 175,428 COMMITMENTS 40,519 35,194 529 107,907 117,123 148,955 152,846 26,473 22,582 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -170) -4,670 6,010 -17 3,927 -5,108 -760 885 590 -1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 20.1 0.3 61.5 66.8 84.9 87.1 15.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 25 2 25 18 51 43 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 176,211 COMMITMENTS 81,210 57,203 2,883 44,165 69,916 128,258 130,002 47,953 46,209 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -3,674) -6,952 -3,276 626 4,152 -3,534 -2,174 -6,184 -1,500 2,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 32.5 1.6 25.1 39.7 72.8 73.8 27.2 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 51 34 10 26 27 82 66 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,523 COMMITMENTS 12,212 10,071 0 14,092 18,605 26,304 28,676 4,219 1,847 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 3,668) 224 1,249 0 2,058 1,978 2,282 3,227 1,386 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 33.0 0.0 46.2 61.0 86.2 93.9 13.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 9 0 12 8 24 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,459,399 COMMITMENTS 1592406 802,779 645,764 6176124 7060163 8414294 8508706 1045105 950,693 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 196,185) 90,265 6,490 14,652 61,866 160,398 166,783 181,540 29,402 14,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 8.5 6.8 65.3 74.6 89.0 89.9 11.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 75 30 86 117 121 228 214 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 536,308 COMMITMENTS 74,999 52,926 10,686 348,389 354,357 434,074 417,969 102,234 118,339 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 19,719) 3,795 -906 1,447 11,795 1,242 17,037 1,783 2,682 17,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 9.9 2.0 65.0 66.1 80.9 77.9 19.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 41 47 18 74 56 128 108 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,305,626 COMMITMENTS 353,265 646,519 60,853 1466342 1418769 1880460 2126141 425,166 179,485 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 177,503) 29,060 49,834 -6,372 90,570 169,426 113,258 212,888 64,245 -35,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 28.0 2.6 63.6 61.5 81.6 92.2 18.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 90 130 49 103 104 221 255 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,675 COMMITMENTS 13,035 26,995 60 68,180 61,254 81,275 88,309 11,400 4,366 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,143) -2,003 1,725 -244 2,409 -1,291 162 190 981 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 29.1 0.1 73.6 66.1 87.7 95.3 12.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 15 1 35 28 52 43 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,327 COMMITMENTS 3,722 7,211 0 15,509 14,378 19,231 21,589 7,096 4,738 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,033) -1,133 450 0 1,834 1,460 701 1,910 332 -877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 27.4 0.0 58.9 54.6 73.0 82.0 27.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 8 0 18 20 25 28 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,726 COMMITMENTS 102,531 112,371 4,409 179,013 161,410 285,953 278,190 20,773 28,536 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 8,104) -4,916 3,761 -1,331 22,390 3,462 16,143 5,892 -8,039 2,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 36.6 1.4 58.4 52.6 93.2 90.7 6.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 59 73 16 53 49 123 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,165 COMMITMENTS 59,766 10,460 676 6,929 67,189 67,371 78,325 29,794 18,840 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 736) -1,146 957 0 359 -1,513 -787 -556 1,523 1,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 10.8 0.7 7.1 69.1 69.3 80.6 30.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 28 11 2 9 14 38 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,842 COMMITMENTS 860 15,273 0 26,025 14,243 26,885 29,516 6,957 4,326 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,185) -20 2,298 0 1,825 -978 1,805 1,320 380 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 45.1 0.0 76.9 42.1 79.4 87.2 20.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 13 0 18 19 20 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 653,235 COMMITMENTS 82,399 279,260 1,522 555,580 330,501 639,501 611,283 13,734 41,952 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 17,393) -1,694 11,346 -2,586 25,516 5,984 21,236 14,744 -3,843 2,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 42.8 0.2 85.1 50.6 97.9 93.6 2.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 29 113 11 65 68 101 185 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 68,868 COMMITMENTS 11,125 31,035 5 48,892 29,808 60,022 60,848 8,846 8,020 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -2,570) -1,058 -1,322 0 -807 1,139 -1,865 -183 -705 -2,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 45.1 0.0 71.0 43.3 87.2 88.4 12.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 23 1 13 19 27 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,401 COMMITMENTS 5,775 5,078 474 20,385 34,374 26,634 39,926 20,767 7,475 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 5,794) -1,569 -1,144 108 3,069 6,488 1,608 5,452 4,186 342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 10.7 1.0 43.0 72.5 56.2 84.2 43.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 9 3 17 19 31 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 18,473 COMMITMENTS 4,437 11,284 52 12,070 5,898 16,559 17,234 1,914 1,239 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 388) 227 -300 0 70 560 297 260 91 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 61.1 0.3 65.3 31.9 89.6 93.3 10.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 8 1 9 6 18 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,206 COMMITMENTS 6,343 574 181 7,659 14,068 14,183 14,823 2,023 1,383 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 700) -88 2 181 -38 69 55 252 645 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 3.5 1.1 47.3 86.8 87.5 91.5 12.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 3 2 5 5 17 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,723 COMMITMENTS 1,280 1,185 14 7,841 8,550 9,135 9,749 3,588 2,974 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 702) -492 -61 0 -142 -221 -634 -282 1,336 984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 9.3 0.1 61.6 67.2 71.8 76.6 28.2 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 2 12 11 18 15
Updated July 11, 2008