MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,455 COMMITMENTS 4,715 3,663 504 28,111 24,158 33,330 28,325 4,125 9,130 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,898) -149 918 92 2,677 818 2,620 1,828 278 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 9.8 1.3 75.1 64.5 89.0 75.6 11.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 13 15 12 21 24 37 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,244 COMMITMENTS 46,849 35,149 55,017 104,836 111,422 206,702 201,588 22,542 27,656 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -5,864) 60 -845 159 -5,426 -4,000 -5,207 -4,686 -657 -1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 15.3 24.0 45.7 48.6 90.2 87.9 9.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 77 60 78 39 55 172 155 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,574 COMMITMENTS 74,371 57,552 41,277 140,076 123,210 255,724 222,039 19,850 53,535 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -725) -905 2,250 561 688 -4,565 344 -1,754 -1,069 1,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 20.9 15.0 50.8 44.7 92.8 80.6 7.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 78 85 77 66 137 189 270 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,386 COMMITMENTS 4,217 4,030 2,946 5,169 5,850 12,332 12,826 2,054 1,560 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -409) -148 -614 -197 -101 594 -446 -217 37 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 28.0 20.5 35.9 40.7 85.7 89.2 14.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 30 27 18 18 29 64 63 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,591 COMMITMENTS 12,389 6,586 7,730 8,901 7,791 29,020 22,107 4,571 11,484 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,039) 19 642 -64 -331 -393 -376 185 -663 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 19.6 23.0 26.5 23.2 86.4 65.8 13.6 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 30 31 29 26 35 77 81 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,865 COMMITMENTS 38,641 66,726 4,538 58,423 27,097 101,602 98,361 25,263 28,504 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 5,711) 4,991 7,747 -1,066 2,503 -2,664 6,428 4,017 -717 1,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 52.6 3.6 46.1 21.4 80.1 77.5 19.9 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 24 29 7 24 20 52 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,081 COMMITMENTS 9,683 23,085 488 38,575 21,177 48,746 44,750 13,335 17,331 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 3,769) -3,872 1,147 332 5,495 556 1,955 2,035 1,814 1,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 37.2 0.8 62.1 34.1 78.5 72.1 21.5 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 20 2 13 12 25 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 106,247 COMMITMENTS 59,148 8,833 760 33,327 81,634 93,235 91,227 13,012 15,020 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 551) -899 -690 58 646 -6,261 -195 -6,893 746 7,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 8.3 0.7 31.4 76.8 87.8 85.9 12.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 53 17 3 10 16 63 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 109,921 COMMITMENTS 14,836 58,564 940 77,262 18,099 93,038 77,603 16,883 32,318 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 10,102) -4,050 6,732 382 12,211 -460 8,543 6,654 1,559 3,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 53.3 0.9 70.3 16.5 84.6 70.6 15.4 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 40 6 20 16 35 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 212,982 COMMITMENTS 40,933 64,071 539 148,456 118,462 189,928 183,072 23,054 29,910 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,360) -5,231 4,658 -8 7,379 -3,185 2,140 1,465 2,220 2,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 30.1 0.3 69.7 55.6 89.2 86.0 10.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 30 30 4 29 21 62 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 153,468 COMMITMENTS 39,958 60,322 3,660 55,286 33,789 98,904 97,771 54,564 55,697 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 7,233) 136 1,073 -492 1,147 -1,241 791 -660 6,442 7,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 39.3 2.4 36.0 22.0 64.4 63.7 35.6 36.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 35 46 13 25 30 69 80 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,137 COMMITMENTS 10,267 10,864 0 15,206 13,776 25,473 24,640 2,664 3,497 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -3,571) -372 -1,226 0 -3,596 -3,495 -3,968 -4,721 397 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 38.6 0.0 54.0 49.0 90.5 87.6 9.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 8 0 12 11 21 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,969,654 COMMITMENTS 1790813 619,061 644,946 6436842 7656724 8872601 8920731 1097053 1048923 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 119,043) 52,265 19,450 -52,510 48,997 32,147 48,752 -913 70,291 119,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 6.2 6.5 64.6 76.8 89.0 89.5 11.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 76 36 82 120 123 228 216 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 564,126 COMMITMENTS 71,077 55,320 12,624 375,294 379,228 458,995 447,172 105,131 116,954 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -8,731) -1,937 6,228 -629 -5,035 -6,105 -7,601 -506 -1,130 -8,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 9.8 2.2 66.5 67.2 81.4 79.3 18.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 38 38 18 73 64 120 111 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,480,117 COMMITMENTS 478,913 648,547 69,165 1476200 1559614 2024278 2277326 455,839 202,791 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 15,925) 11,568 29,109 6,048 22,190 -9,656 39,806 25,501 -23,881 -9,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 26.1 2.8 59.5 62.9 81.6 91.8 18.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 84 131 46 102 106 215 254 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,305 COMMITMENTS 17,618 29,843 329 74,008 73,871 91,955 104,043 15,350 3,262 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,335) 1,366 170 0 271 1,324 1,637 1,494 698 841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 27.8 0.3 69.0 68.8 85.7 97.0 14.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 16 2 35 30 50 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,055 COMMITMENTS 4,975 3,004 0 18,219 18,837 23,194 21,841 8,861 10,214 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,996) 1,503 -1,683 0 -1,959 1,047 -456 -636 2,452 2,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 9.4 0.0 56.8 58.8 72.4 68.1 27.6 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 8 0 20 21 27 29 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,299 COMMITMENTS 129,314 127,244 3,730 159,182 181,019 292,226 311,993 50,073 30,306 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 7,520) 6,315 -13,232 -2,958 -8,080 18,771 -4,723 2,581 12,243 4,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 37.2 1.1 46.5 52.9 85.4 91.1 14.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 62 76 20 52 57 127 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 76,367 COMMITMENTS 31,016 25,066 355 26,828 32,556 58,199 57,977 18,168 18,390 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,562) 3,302 6,405 -14 3,896 -10,692 7,184 -4,301 -5,622 5,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 32.8 0.5 35.1 42.6 76.2 75.9 23.8 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 17 2 14 13 29 32 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,855 COMMITMENTS 1,049 8,516 0 25,987 18,528 27,036 27,044 3,819 3,811 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 769) 0 -148 0 454 200 454 52 315 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 27.6 0.0 84.2 60.0 87.6 87.6 12.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 10 0 17 21 19 31 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 572,315 COMMITMENTS 81,088 184,724 5,648 469,566 362,787 556,302 553,159 16,013 19,156 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -3,349) 8,153 -23,833 3,987 15,537 31,181 27,677 11,335 -31,026 -14,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 32.3 1.0 82.0 63.4 97.2 96.7 2.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 41 99 14 61 75 110 180 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 78,105 COMMITMENTS 10,872 38,377 15 58,310 31,246 69,197 69,638 8,908 8,467 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,461) -1,951 383 0 2,596 133 645 516 816 945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 49.1 0.0 74.7 40.0 88.6 89.2 11.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 17 2 18 20 34 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,231 COMMITMENTS 13,641 8,768 233 22,804 47,504 36,678 56,505 30,553 10,726 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 8,654) 4,570 -831 20 -191 5,189 4,399 4,378 4,255 4,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 13.0 0.3 33.9 70.7 54.6 84.0 45.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 12 9 4 19 17 34 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 21,254 COMMITMENTS 4,366 12,419 0 15,057 7,646 19,423 20,065 1,831 1,189 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,320) -708 437 0 1,889 847 1,181 1,284 139 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 58.4 0.0 70.8 36.0 91.4 94.4 8.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 7 0 10 7 19 14 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,909 COMMITMENTS 5,144 1,310 2 7,831 11,785 12,977 13,097 932 812 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -3,601) -746 97 -387 -71 -719 -1,204 -1,009 -2,397 -2,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 9.4 0.0 56.3 84.7 93.3 94.2 6.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 5 1 5 5 17 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 14,686 COMMITMENTS 1,080 2,046 14 9,491 10,359 10,585 12,419 4,101 2,267 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,086) 0 523 0 581 -56 581 467 505 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 13.9 0.1 64.6 70.5 72.1 84.6 27.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 2 14 13 19 18
Updated August 22, 2008