BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,858 COMMITMENTS 0 0 0 3,029 3,524 3,029 3,524 829 334 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 78.5 91.3 78.5 91.3 21.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 8 14 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,238 COMMITMENTS 4,685 4,258 542 29,934 25,683 35,161 30,483 4,077 8,755 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,783) -30 595 38 1,823 1,525 1,831 2,158 -48 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 10.9 1.4 76.3 65.5 89.6 77.7 10.4 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 13 11 24 26 40 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,926 COMMITMENTS 43,988 28,089 54,142 104,820 112,657 202,950 194,888 21,976 30,038 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -4,318) -2,861 -7,060 -875 -16 1,235 -3,752 -6,700 -566 2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 12.5 24.1 46.6 50.1 90.2 86.6 9.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 70 68 81 36 59 167 164 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,356 COMMITMENTS 72,047 57,865 41,197 139,739 120,246 252,983 219,308 18,373 52,048 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -4,218) -2,324 313 -80 -337 -2,964 -2,741 -2,731 -1,477 -1,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 21.3 15.2 51.5 44.3 93.2 80.8 6.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 75 84 75 63 139 182 267 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,238 COMMITMENTS 3,852 3,713 2,498 5,170 5,822 11,520 12,033 1,718 1,205 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,148) -365 -317 -448 1 -28 -812 -793 -336 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 28.0 18.9 39.1 44.0 87.0 90.9 13.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 34 29 18 19 27 64 66 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,905 COMMITMENTS 11,658 7,605 7,803 8,588 6,776 28,049 22,184 4,856 10,721 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -686) -731 1,019 73 -313 -1,015 -971 77 285 -763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 23.1 23.7 26.1 20.6 85.2 67.4 14.8 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 30 34 30 27 33 76 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 116,253 COMMITMENTS 33,329 49,093 4,366 50,528 35,142 88,223 88,601 28,030 27,652 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -10,612) -5,312 -17,633 -172 -7,895 8,045 -13,379 -9,760 2,767 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 42.2 3.8 43.5 30.2 75.9 76.2 24.1 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 27 6 23 21 46 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,910 COMMITMENTS 12,148 25,477 51 42,756 23,949 54,955 49,477 10,955 16,433 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 3,829) 2,465 2,392 -437 4,181 2,772 6,209 4,727 -2,380 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 38.7 0.1 64.9 36.3 83.4 75.1 16.6 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 11 22 1 15 14 26 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 107,142 COMMITMENTS 59,399 5,531 1,028 33,846 92,737 94,273 99,296 12,869 7,846 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 895) 251 -3,302 268 519 11,103 1,038 8,069 -143 -7,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 5.2 1.0 31.6 86.6 88.0 92.7 12.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 51 15 6 9 19 63 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 115,174 COMMITMENTS 16,211 61,320 1,614 83,264 20,109 101,089 83,043 14,085 32,131 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 5,253) 1,375 2,756 674 6,002 2,010 8,051 5,440 -2,798 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 53.2 1.4 72.3 17.5 87.8 72.1 12.2 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 11 40 8 21 17 37 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 209,138 COMMITMENTS 40,103 60,073 568 146,975 124,878 187,646 185,519 21,492 23,619 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -3,844) -830 -3,998 29 -1,481 6,416 -2,282 2,447 -1,562 -6,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 28.7 0.3 70.3 59.7 89.7 88.7 10.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 28 4 26 22 58 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 154,444 COMMITMENTS 36,026 69,804 3,328 72,360 34,980 111,714 108,112 42,730 46,332 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 976) -3,932 9,482 -332 17,074 1,191 12,810 10,341 -11,834 -9,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 45.2 2.2 46.9 22.6 72.3 70.0 27.7 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 34 51 13 31 30 74 85 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,713 COMMITMENTS 9,849 10,312 0 15,871 12,853 25,720 23,165 993 3,548 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,424) -418 -552 0 665 -923 247 -1,475 -1,671 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 38.6 0.0 59.4 48.1 96.3 86.7 3.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 7 0 14 12 21 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,943,484 COMMITMENTS 1802130 638,392 684,102 6410196 7641289 8896428 8963783 1047056 979,701 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -26,170) 11,317 19,331 39,156 -26,646 -15,435 23,827 43,052 -49,997 -69,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 6.4 6.9 64.5 76.8 89.5 90.1 10.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 73 35 81 117 123 223 218 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 564,672 COMMITMENTS 72,614 51,645 12,687 376,232 377,706 461,533 442,038 103,139 122,634 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 546) 1,537 -3,675 63 938 -1,522 2,538 -5,134 -1,992 5,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 9.1 2.2 66.6 66.9 81.7 78.3 18.3 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 38 36 20 74 63 122 109 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,444,920 COMMITMENTS 439,539 637,193 71,161 1500199 1534204 2010899 2242558 434,021 202,362 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -35,197) -39,374 -11,354 1,996 23,999 -25,410 -13,379 -34,768 -21,818 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 26.1 2.9 61.4 62.8 82.2 91.7 17.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 86 109 45 104 106 218 232 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 109,555 COMMITMENTS 18,544 31,478 329 75,239 74,141 94,112 105,948 15,443 3,607 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 2,250) 926 1,635 0 1,231 270 2,157 1,905 93 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 28.7 0.3 68.7 67.7 85.9 96.7 14.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 14 19 2 38 31 53 51 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,310 COMMITMENTS 3,784 2,322 0 18,660 19,572 22,444 21,894 7,866 8,416 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,745) -1,191 -682 0 441 735 -750 53 -995 -1,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 7.7 0.0 61.6 64.6 74.0 72.2 26.0 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 9 0 20 21 26 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 322,022 COMMITMENTS 114,990 121,240 6,769 155,717 166,955 277,476 294,964 44,546 27,058 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -20,277) -14,324 -6,004 3,039 -3,465 -14,064 -14,750 -17,029 -5,527 -3,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 37.6 2.1 48.4 51.8 86.2 91.6 13.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 66 77 25 53 54 133 143 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 78,479 COMMITMENTS 31,820 30,443 165 30,550 32,763 62,535 63,371 15,944 15,108 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 2,112) 804 5,377 -190 3,722 207 4,336 5,394 -2,224 -3,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 38.8 0.2 38.9 41.7 79.7 80.7 20.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 18 2 17 15 30 35 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,570 COMMITMENTS 1,449 8,163 0 26,810 19,479 28,259 27,642 3,311 3,928 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 715) 400 -353 0 823 951 1,223 598 -508 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 25.9 0.0 84.9 61.7 89.5 87.6 10.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 9 0 17 20 19 29 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 573,659 COMMITMENTS 87,007 176,206 8,890 462,957 371,572 558,854 556,668 14,805 16,991 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,344) 5,919 -8,518 3,242 -6,609 8,785 2,552 3,509 -1,208 -2,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 30.7 1.5 80.7 64.8 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 43 98 12 58 78 107 182 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 78,451 COMMITMENTS 10,929 39,146 13 59,576 32,307 70,518 71,466 7,933 6,985 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 346) 57 769 -2 1,266 1,061 1,321 1,828 -975 -1,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 49.9 0.0 75.9 41.2 89.9 91.1 10.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 14 18 2 17 22 32 41 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,739 COMMITMENTS 15,469 13,993 277 24,685 48,396 40,431 62,666 28,308 6,073 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,508) 1,828 5,225 44 1,881 892 3,753 6,161 -2,245 -4,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 20.4 0.4 35.9 70.4 58.8 91.2 41.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 14 12 4 19 18 36 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 22,692 COMMITMENTS 4,174 12,834 1,330 15,531 7,213 21,035 21,377 1,657 1,315 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,438) -192 415 1,330 474 -433 1,612 1,312 -174 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 56.6 5.9 68.4 31.8 92.7 94.2 7.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 7 1 10 7 19 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,964 COMMITMENTS 5,227 1,139 2 7,815 12,138 13,044 13,279 920 685 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 55) 83 -171 0 -16 353 67 182 -12 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 8.2 0.0 56.0 86.9 93.4 95.1 6.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 4 1 5 5 18 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 15,236 COMMITMENTS 1,266 812 7 9,302 10,744 10,575 11,563 4,661 3,673 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 550) 186 -1,234 -7 -189 385 -10 -856 560 1,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 5.3 0.0 61.1 70.5 69.4 75.9 30.6 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 1 14 15 19 18
Updated August 29, 2008