MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,474 COMMITMENTS 5,215 1,771 423 23,389 22,838 29,027 25,032 3,447 7,442 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,884) -869 -184 -203 -282 -1,819 -1,354 -2,206 -530 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 5.5 1.3 72.0 70.3 89.4 77.1 10.6 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 9 10 21 22 37 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,308 COMMITMENTS 46,889 39,065 55,576 109,735 113,448 212,200 208,089 26,108 30,219 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 6,070) 2,109 237 4,987 -72 2,281 7,024 7,505 -954 -1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 16.4 23.3 46.0 47.6 89.0 87.3 11.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 87 63 89 39 54 177 174 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,992 COMMITMENTS 75,636 56,708 55,199 141,274 128,362 272,109 240,269 24,883 56,723 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,611) -3,063 -2,449 4,655 -550 1,706 1,042 3,912 1,569 -1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 19.1 18.6 47.6 43.2 91.6 80.9 8.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 84 82 98 76 141 219 286 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,036 COMMITMENTS 3,957 4,716 2,765 5,474 4,939 12,196 12,420 1,840 1,616 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -526) 122 -580 96 -538 253 -320 -231 -206 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 33.6 19.7 39.0 35.2 86.9 88.5 13.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 37 32 16 20 27 66 68 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,329 COMMITMENTS 12,705 6,465 6,896 10,302 8,159 29,903 21,520 5,426 13,809 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,868) 793 -428 -299 1,783 1,250 2,277 523 591 2,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 18.3 19.5 29.2 23.1 84.6 60.9 15.4 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 33 31 29 28 36 83 82 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 116,660 COMMITMENTS 35,442 54,214 4,270 50,256 32,458 89,968 90,942 26,692 25,718 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 19,595) 5,760 22,286 700 14,725 -7,923 21,185 15,063 -1,590 4,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 46.5 3.7 43.1 27.8 77.1 78.0 22.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 26 6 26 20 53 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,128 COMMITMENTS 14,986 23,969 0 30,179 19,451 45,165 43,420 13,963 15,708 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,679) -2,415 1,913 0 7,905 884 5,490 2,797 -2,811 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 40.5 0.0 51.0 32.9 76.4 73.4 23.6 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 18 0 14 12 28 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,239 COMMITMENTS 82,217 9,924 929 19,775 97,961 102,921 108,814 10,318 4,425 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 8,688) -8,328 -1,853 624 14,082 6,945 6,378 5,716 2,310 2,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 8.8 0.8 17.5 86.5 90.9 96.1 9.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 68 15 4 10 17 79 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,022 COMMITMENTS 21,707 47,582 796 55,110 19,669 77,613 68,047 15,409 24,975 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -9,715) -21,562 5,773 223 15,355 -16,395 -5,984 -10,399 -3,731 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 51.2 0.9 59.2 21.1 83.4 73.2 16.6 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 12 39 4 19 16 34 56 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,818 COMMITMENTS 45,898 57,979 633 130,875 119,020 177,406 177,632 23,412 23,186 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 21,859) 6,736 12,537 -20 13,271 9,574 19,987 22,091 1,872 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 28.9 0.3 65.2 59.3 88.3 88.5 11.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 30 34 6 28 22 62 58 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 160,311 COMMITMENTS 55,538 64,985 2,778 59,169 45,026 117,485 112,789 42,826 47,522 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 10,378) 3,953 -2,818 250 4,657 9,652 8,860 7,084 1,518 3,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 40.5 1.7 36.9 28.1 73.3 70.4 26.7 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 41 46 12 26 32 73 84 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,162 COMMITMENTS 11,583 12,964 0 17,983 16,893 29,566 29,857 2,596 2,305 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,167) -66 2,899 0 3,316 -223 3,250 2,676 -83 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 40.3 0.0 55.9 52.5 91.9 92.8 8.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 13 0 13 9 24 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,719,739 COMMITMENTS 1668214 640,976 726,581 6364511 7425753 8759306 8793310 960,433 926,429 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 45,485) 80,746 6,069 -40,037 6,636 68,427 47,345 34,459 -1,860 11,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 6.6 7.5 65.5 76.4 90.1 90.5 9.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 78 31 91 116 122 230 219 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 562,504 COMMITMENTS 72,981 48,045 12,198 374,182 376,832 459,361 437,075 103,143 125,429 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,668) 2,657 1,581 896 -2,089 4,218 1,464 6,695 -5,132 -10,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 8.5 2.2 66.5 67.0 81.7 77.7 18.3 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 45 41 21 74 61 132 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,492,891 COMMITMENTS 481,194 641,628 60,602 1485386 1589598 2027182 2291828 465,709 201,063 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 4,833) 10,651 -1,941 -1,587 13,939 -173 23,003 -3,701 -18,170 8,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 25.7 2.4 59.6 63.8 81.3 91.9 18.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 107 112 53 104 107 240 243 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 104,675 COMMITMENTS 15,776 30,107 345 73,321 70,553 89,442 101,005 15,233 3,670 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -632) -300 -418 -296 -856 -429 -1,452 -1,143 820 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 28.8 0.3 70.0 67.4 85.4 96.5 14.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 16 3 33 29 46 46 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,635 COMMITMENTS 2,876 5,807 0 21,691 17,816 24,567 23,623 6,068 7,012 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 534) -252 -383 0 755 213 503 -170 31 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 19.0 0.0 70.8 58.2 80.2 77.1 19.8 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 10 0 18 19 22 29 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,577 COMMITMENTS 111,418 138,101 4,370 163,576 140,756 279,364 283,227 29,213 25,350 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -17,997) 7,110 -2,274 -1,952 -21,577 -13,703 -16,419 -17,929 -1,578 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 44.8 1.4 53.0 45.6 90.5 91.8 9.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 65 69 19 53 52 132 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 80,980 COMMITMENTS 33,288 18,541 370 23,249 49,210 56,907 68,121 24,073 12,859 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,706) -7,467 6,705 -386 6,395 -15,269 -1,458 -8,950 -3,248 4,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 22.9 0.5 28.7 60.8 70.3 84.1 29.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 23 15 2 16 15 41 30 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,823 COMMITMENTS 1,299 11,363 0 25,277 15,969 26,576 27,332 4,247 3,491 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -639) -21 -111 0 -876 -250 -897 -361 258 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 36.9 0.0 82.0 51.8 86.2 88.7 13.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 14 0 18 19 21 33 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 581,480 COMMITMENTS 73,979 243,236 1,092 494,754 310,457 569,825 554,785 11,655 26,695 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -14,275) -9,713 -18,557 681 -4,917 472 -13,949 -17,404 -326 3,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 41.8 0.2 85.1 53.4 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 37 102 11 61 73 106 178 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 78,107 COMMITMENTS 14,199 38,131 5 55,254 32,607 69,458 70,743 8,649 7,364 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 1,120) 60 261 0 1,127 1,407 1,187 1,668 -67 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 48.8 0.0 70.7 41.7 88.9 90.6 11.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 19 1 16 20 34 39 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,794 COMMITMENTS 8,261 12,478 473 22,749 44,298 31,483 57,249 34,311 8,545 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 5,884) 309 3,812 85 2,407 2,704 2,801 6,601 3,083 -717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 19.0 0.7 34.6 67.3 47.9 87.0 52.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 14 12 3 20 19 36 32 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 19,530 COMMITMENTS 5,442 11,747 0 12,251 6,765 17,693 18,512 1,837 1,018 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -211) 220 376 -52 -584 150 -416 474 205 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 60.1 0.0 62.7 34.6 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 7 0 8 7 19 14 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,082 COMMITMENTS 6,249 1,750 2 7,839 12,564 14,090 14,316 992 766 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 233) -39 260 2 121 -62 84 200 149 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 11.6 0.0 52.0 83.3 93.4 94.9 6.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 6 1 6 6 19 12 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,415 COMMITMENTS 1,080 1,341 14 8,910 10,409 10,004 11,764 3,411 1,651 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -270) 0 214 0 0 0 0 214 -270 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 10.0 0.1 66.4 77.6 74.6 87.7 25.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 2 14 13 19 18
Updated August 8, 2008