BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,977 COMMITMENTS 0 0 0 3,028 3,859 3,028 3,859 949 118 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -343) 0 0 0 -284 -287 -284 -287 -59 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 76.1 97.0 76.1 97.0 23.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 9 14 9 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,320 COMMITMENTS 6,234 2,074 360 22,840 23,351 29,434 25,785 3,886 7,535 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 506) 24 243 -103 914 243 835 383 -329 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 6.2 1.1 68.5 70.1 88.3 77.4 11.7 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 13 13 14 23 21 42 42 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,248 COMMITMENTS 55,538 45,579 45,199 114,617 121,477 215,354 212,255 28,894 31,993 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 2,551) 10,440 -1,216 -6,269 -2,473 9,508 1,698 2,023 853 528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 18.7 18.5 46.9 49.7 88.2 86.9 11.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 89 87 92 41 55 189 192 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,960 COMMITMENTS 752 605 82 300 679 1,134 1,366 826 594 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -146) 37 -57 41 -75 -122 3 -138 -149 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 30.9 4.2 15.3 34.6 57.9 69.7 42.1 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 8 2 7 3 18 11 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,372 COMMITMENTS 82,033 39,320 52,363 135,165 140,135 269,561 231,818 24,811 62,554 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -11,513) -7,059 5,199 1,619 -5,352 -16,521 -10,792 -9,703 -721 -1,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 13.4 17.8 45.9 47.6 91.6 78.8 8.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 108 68 95 58 153 218 282 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,997 COMMITMENTS 3,895 5,442 2,250 5,964 4,495 12,109 12,187 1,888 1,810 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -665) -148 29 -291 -165 -337 -604 -599 -61 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 38.9 16.1 42.6 32.1 86.5 87.1 13.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 29 31 9 18 26 52 65 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,531 COMMITMENTS 9,756 7,824 7,033 11,558 6,803 28,347 21,660 5,184 11,871 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,126) 257 276 453 -143 -461 567 268 559 858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 23.3 21.0 34.5 20.3 84.5 64.6 15.5 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 29 35 27 29 36 79 82 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,365 COMMITMENTS 39,972 27,113 2,162 25,494 48,159 67,628 77,434 29,737 19,931 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 5,976) 9,789 -9,022 -264 -4,663 18,896 4,862 9,610 1,114 -3,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 27.8 2.2 26.2 49.5 69.5 79.5 30.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 16 4 17 21 47 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,754 COMMITMENTS 32,874 17,830 29 6,877 36,637 39,780 54,496 23,974 9,258 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 11,566) 14,789 -4,952 0 -5,523 18,827 9,266 13,875 2,300 -2,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 28.0 0.0 10.8 57.5 62.4 85.5 37.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 24 15 1 7 16 31 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 107,156 COMMITMENTS 87,130 14,789 322 12,336 89,986 99,788 105,097 7,368 2,059 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 6,781) 4,350 4,199 12 3,033 8,331 7,395 12,542 -614 -5,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.3 13.8 0.3 11.5 84.0 93.1 98.1 6.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 60 15 1 8 15 68 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,703 COMMITMENTS 50,345 43,922 453 37,035 41,007 87,833 85,382 20,870 23,321 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 24,967) 19,089 4,368 129 4,498 22,458 23,716 26,955 1,251 -1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 40.4 0.4 34.1 37.7 80.8 78.5 19.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 31 6 12 18 37 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 213,992 COMMITMENTS 77,600 27,495 384 103,912 166,517 181,896 194,396 32,096 19,596 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 38,564) 37,081 -7,699 -145 -3,995 49,394 32,941 41,550 5,623 -2,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 12.8 0.2 48.6 77.8 85.0 90.8 15.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 40 20 2 22 25 64 45 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,536 COMMITMENTS 85,052 62,003 3,365 45,934 78,687 134,351 144,055 49,185 39,481 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 7,325) 3,842 4,800 482 1,769 8,771 6,093 14,053 1,232 -6,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 33.8 1.8 25.0 42.9 73.2 78.5 26.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 54 43 11 27 33 88 80 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,068 COMMITMENTS 13,581 8,254 0 12,655 19,023 26,236 27,277 2,832 1,791 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,455) 1,369 -1,817 0 -1,437 418 -68 -1,399 -1,387 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 28.4 0.0 43.5 65.4 90.3 93.8 9.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 16 4 0 11 12 27 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,679,243 COMMITMENTS 1712998 621,712 739,549 6209993 7354157 8662540 8715418 1016703 963,825 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 219,844) 120,592 -181,067 93,785 33,869 293,994 248,246 206,712 -28,402 13,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 6.4 7.6 64.2 76.0 89.5 90.0 10.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 74 29 79 117 122 226 208 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 557,329 COMMITMENTS 80,235 51,679 12,493 359,635 366,467 452,363 430,639 104,966 126,690 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 21,021) 5,236 -1,247 1,807 11,246 12,110 18,289 12,670 2,732 8,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 9.3 2.2 64.5 65.8 81.2 77.3 18.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 46 47 23 75 58 139 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,551,139 COMMITMENTS 432,921 626,986 72,873 1541883 1650049 2047677 2349908 503,462 201,231 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 245,513) 79,656 -19,533 12,020 75,541 231,280 167,217 223,767 78,296 21,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 24.6 2.9 60.4 64.7 80.3 92.1 19.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 103 113 49 108 109 233 249 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,321 COMMITMENTS 13,143 29,365 60 71,668 64,095 84,871 93,520 12,450 3,801 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,646) 108 2,370 0 3,488 2,841 3,596 5,211 1,050 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 30.2 0.1 73.6 65.9 87.2 96.1 12.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 13 18 1 40 28 54 46 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,081 COMMITMENTS 3,825 7,326 0 19,433 17,256 23,258 24,582 6,823 5,499 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 3,754) 103 115 0 3,924 2,878 4,027 2,993 -273 761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 24.4 0.0 64.6 57.4 77.3 81.7 22.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 8 0 19 17 27 25 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 303,235 COMMITMENTS 103,710 112,870 7,064 172,613 159,059 283,387 278,993 19,848 24,242 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -3,491) 1,179 499 2,655 -6,400 -2,351 -2,566 803 -925 -4,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 37.2 2.3 56.9 52.5 93.5 92.0 6.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 59 71 16 53 57 119 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,902 COMMITMENTS 69,126 13,058 643 6,361 82,907 76,130 96,608 29,772 9,294 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 8,737) 9,360 2,598 -33 -568 15,718 8,759 18,283 -22 -9,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.3 12.3 0.6 6.0 78.3 71.9 91.2 28.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 31 12 1 12 18 44 30 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,040 COMMITMENTS 993 18,090 0 28,542 16,329 29,535 34,419 8,505 3,621 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,198) 133 2,817 0 2,517 2,086 2,650 4,903 1,548 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 47.6 0.0 75.0 42.9 77.6 90.5 22.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 17 0 17 19 19 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 674,114 COMMITMENTS 92,573 294,371 1,038 565,066 330,980 658,677 626,389 15,437 47,725 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 20,879) 10,174 15,111 -484 9,486 479 19,176 15,106 1,703 5,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 43.7 0.2 83.8 49.1 97.7 92.9 2.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 34 117 10 61 68 102 188 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 73,754 COMMITMENTS 13,449 35,060 402 51,541 30,548 65,392 66,010 8,362 7,744 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,886) 2,324 4,025 397 2,649 740 5,370 5,162 -484 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 47.5 0.5 69.9 41.4 88.7 89.5 11.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 17 22 3 13 21 33 43 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,567 COMMITMENTS 8,118 7,021 421 22,137 38,897 30,676 46,339 22,891 7,228 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 6,166) 2,343 1,943 -53 1,752 4,523 4,042 6,413 2,124 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 13.1 0.8 41.3 72.6 57.3 86.5 42.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 12 2 17 22 32 34 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 18,698 COMMITMENTS 4,441 11,080 52 12,052 6,163 16,545 17,295 2,153 1,403 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 225) 4 -204 0 -18 265 -14 61 239 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 59.3 0.3 64.5 33.0 88.5 92.5 11.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 7 1 8 6 17 14 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,371 COMMITMENTS 6,511 693 44 7,889 14,188 14,444 14,925 1,927 1,446 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 165) 168 119 -137 230 120 261 102 -96 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 4.2 0.3 48.2 86.7 88.2 91.2 11.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 4 2 7 6 19 12 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 07/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 11,524 COMMITMENTS 1,080 279 14 8,104 8,865 9,198 9,158 2,326 2,366 CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,199) -200 -906 0 263 315 63 -591 -1,262 -608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.4 0.1 70.3 76.9 79.8 79.5 20.2 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 2 12 11 17 14
Updated July 18, 2008