BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,100 COMMITMENTS 0 0 0 3,113 3,966 3,113 3,966 987 134 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 123) 0 0 0 85 107 85 107 38 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 75.9 96.7 75.9 96.7 24.1 3.3 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 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,414 COMMITMENTS 5,908 2,001 539 22,783 23,486 29,230 26,026 4,184 7,388 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 94) -326 -73 179 -57 135 -204 241 298 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 6.0 1.6 68.2 70.3 87.5 77.9 12.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 13 13 17 24 21 46 42 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,818 COMMITMENTS 51,467 37,376 49,485 110,029 118,833 210,981 205,694 26,837 32,124 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -6,430) -4,071 -8,203 4,286 -4,588 -2,644 -4,373 -6,561 -2,057 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 15.7 20.8 46.3 50.0 88.7 86.5 11.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 94 72 93 39 54 190 185 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,802 COMMITMENTS 584 684 12 411 490 1,007 1,186 795 616 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -158) -168 79 -70 111 -189 -127 -180 -31 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 38.0 0.7 22.8 27.2 55.9 65.8 44.1 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 7 1 5 3 14 10 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,308 COMMITMENTS 83,028 51,263 54,611 136,613 130,871 274,252 236,745 24,056 61,563 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 3,936) 995 11,943 2,248 1,448 -9,264 4,691 4,927 -755 -991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 17.2 18.3 45.8 43.9 91.9 79.4 8.1 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 108 74 97 68 143 226 284 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,253 COMMITMENTS 3,850 5,708 2,530 6,035 4,298 12,415 12,536 1,838 1,717 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 256) -45 266 280 71 -197 306 349 -50 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 40.0 17.8 42.3 30.2 87.1 88.0 12.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 35 35 17 19 26 62 74 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,364 COMMITMENTS 11,056 7,159 7,437 10,073 6,817 28,566 21,413 5,798 12,951 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 833) 1,300 -665 404 -1,485 14 219 -247 614 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 20.8 21.6 29.3 19.8 83.1 62.3 16.9 37.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 33 33 30 30 37 86 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 99,845 COMMITMENTS 43,572 21,683 3,280 22,765 53,058 69,617 78,021 30,228 21,824 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,480) 3,600 -5,430 1,118 -2,729 4,899 1,989 587 491 1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 21.7 3.3 22.8 53.1 69.7 78.1 30.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 30 14 6 18 21 51 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,791 COMMITMENTS 17,900 19,566 0 12,680 19,115 30,580 38,681 21,211 13,110 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -11,963) -14,974 1,736 -29 5,803 -17,522 -9,200 -15,815 -2,763 3,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 37.8 0.0 24.5 36.9 59.0 74.7 41.0 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 14 0 11 11 26 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,592 COMMITMENTS 97,975 7,838 1,449 5,575 100,316 104,999 109,603 6,593 1,989 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 4,436) 10,845 -6,951 1,127 -6,761 10,330 5,211 4,506 -775 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.8 7.0 1.3 5.0 89.9 94.1 98.2 5.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 65 13 2 9 17 75 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,323 COMMITMENTS 48,513 45,191 478 37,520 36,779 86,511 82,448 20,812 24,875 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,380) -1,832 1,269 25 485 -4,228 -1,322 -2,934 -58 1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 42.1 0.4 35.0 34.3 80.6 76.8 19.4 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 33 6 12 19 37 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 187,785 COMMITMENTS 48,433 37,909 644 114,167 130,431 163,244 168,984 24,541 18,801 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -26,207) -29,167 10,414 260 10,255 -36,086 -18,652 -25,412 -7,555 -795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 20.2 0.3 60.8 69.5 86.9 90.0 13.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 36 22 3 25 23 63 46 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 171,505 COMMITMENTS 70,588 66,517 3,238 52,550 58,424 126,376 128,179 45,129 43,326 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -12,031) -14,464 4,514 -127 6,616 -20,263 -7,975 -15,876 -4,056 3,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 38.8 1.9 30.6 34.1 73.7 74.7 26.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 46 46 12 29 30 81 82 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,932 COMMITMENTS 13,384 8,400 0 11,894 18,096 25,278 26,496 2,654 1,436 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,136) -197 146 0 -761 -927 -958 -781 -178 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 30.1 0.0 42.6 64.8 90.5 94.9 9.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 6 0 11 12 26 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,723,326 COMMITMENTS 1614549 602,938 756,227 6359312 7374839 8730088 8734004 993,238 989,322 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 44,083) -98,449 -18,774 16,678 149,319 20,682 67,548 18,586 -23,465 25,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 6.2 7.8 65.4 75.8 89.8 89.8 10.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 72 33 90 114 116 228 210 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 562,988 COMMITMENTS 77,107 45,089 12,339 368,210 370,204 457,656 427,632 105,332 135,356 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 5,659) -3,128 -6,590 -154 8,575 3,737 5,293 -3,007 366 8,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 8.0 2.2 65.4 65.8 81.3 76.0 18.7 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 46 38 20 76 56 136 100 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,435,264 COMMITMENTS 441,917 664,265 64,421 1444497 1515496 1950835 2244182 484,429 191,082 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -115,875) 8,996 37,279 -8,452 -97,386 -134,553 -96,842 -105,726 -19,033 -10,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 27.3 2.6 59.3 62.2 80.1 92.2 19.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 107 115 50 104 109 240 245 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,987 COMMITMENTS 12,363 30,103 361 69,381 61,980 82,105 92,444 13,882 3,543 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,334) -780 738 301 -2,287 -2,115 -2,766 -1,076 1,432 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 31.4 0.4 72.3 64.6 85.5 96.3 14.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 13 17 3 36 30 51 48 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,437 COMMITMENTS 2,951 8,030 0 19,674 15,847 22,625 23,877 5,812 4,560 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,644) -874 704 0 241 -1,409 -633 -705 -1,011 -939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 28.2 0.0 69.2 55.7 79.6 84.0 20.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 11 0 19 15 23 26 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,721 COMMITMENTS 94,154 143,502 9,691 192,802 143,925 296,647 297,118 28,074 27,603 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 21,486) -9,556 30,632 2,627 20,189 -15,134 13,260 18,125 8,226 3,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 44.2 3.0 59.4 44.3 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 67 69 18 56 53 135 129 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,776 COMMITMENTS 67,105 13,517 779 10,242 81,410 78,126 95,706 29,650 12,070 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,874) -2,021 459 136 3,881 -1,497 1,996 -902 -122 2,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 12.5 0.7 9.5 75.5 72.5 88.8 27.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 28 11 3 13 15 44 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,842 COMMITMENTS 1,024 15,629 0 27,458 16,186 28,482 31,815 7,360 4,027 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -2,198) 31 -2,461 0 -1,084 -143 -1,053 -2,604 -1,145 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 43.6 0.0 76.6 45.2 79.5 88.8 20.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 14 0 17 21 19 35 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 630,143 COMMITMENTS 83,775 281,077 1,090 533,759 300,609 618,624 582,776 11,519 47,367 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -43,971) -8,798 -13,294 52 -31,307 -30,371 -40,053 -43,613 -3,918 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 44.6 0.2 84.7 47.7 98.2 92.5 1.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 32 116 10 59 73 97 193 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 75,267 COMMITMENTS 14,107 36,448 5 52,553 31,569 66,665 68,022 8,602 7,245 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,513) 658 1,388 -397 1,012 1,021 1,273 2,012 240 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 48.4 0.0 69.8 41.9 88.6 90.4 11.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 21 1 13 22 32 43 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,053 COMMITMENTS 7,655 6,553 339 19,461 38,267 27,455 45,159 24,598 6,894 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,514) -463 -468 -82 -2,676 -630 -3,221 -1,180 1,707 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 12.6 0.7 37.4 73.5 52.7 86.8 47.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 9 2 23 17 41 26 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 18,907 COMMITMENTS 4,906 10,753 52 12,544 6,603 17,502 17,408 1,405 1,499 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 209) 465 -327 0 492 440 957 113 -748 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 56.9 0.3 66.3 34.9 92.6 92.1 7.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 6 1 9 8 19 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,707 COMMITMENTS 6,034 784 0 7,735 13,149 13,769 13,933 938 774 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,664) -477 91 -44 -154 -1,039 -675 -992 -989 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 5.3 0.0 52.6 89.4 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 5 0 6 6 17 11 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,488 COMMITMENTS 1,080 727 14 8,230 9,193 9,324 9,934 3,164 2,554 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 964) 0 448 0 126 328 126 776 838 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 5.8 0.1 65.9 73.6 74.7 79.5 25.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 2 12 11 17 15
Updated July 25, 2008