BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,963 COMMITMENTS 0 0 0 3,050 3,582 3,050 3,582 913 381 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 105) 0 0 0 21 58 21 58 84 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 77.0 90.4 77.0 90.4 23.0 9.6 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 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,761 COMMITMENTS 4,750 4,444 656 30,209 26,364 35,615 31,464 4,146 8,297 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 523) 65 186 114 275 681 454 981 69 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 11.2 1.6 76.0 66.3 89.6 79.1 10.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 13 15 11 25 27 41 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,941 COMMITMENTS 39,727 29,370 56,313 106,168 108,703 202,208 194,386 21,733 29,555 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -985) -4,261 1,281 2,171 1,348 -3,954 -742 -502 -243 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 13.1 25.1 47.4 48.5 90.3 86.8 9.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 64 78 91 39 57 173 180 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,222 COMMITMENTS 73,827 64,245 42,149 139,057 116,676 255,033 223,070 20,189 52,152 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 3,866) 1,780 6,380 952 -682 -3,570 2,050 3,762 1,816 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 23.3 15.3 50.5 42.4 92.7 81.1 7.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 74 94 83 63 124 187 266 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,831 COMMITMENTS 3,613 3,983 2,191 5,031 5,096 10,835 11,270 1,996 1,561 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -407) -239 270 -307 -139 -726 -685 -763 278 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 31.0 17.1 39.2 39.7 84.4 87.8 15.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 31 31 19 19 27 61 69 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,026 COMMITMENTS 10,312 8,372 7,671 7,380 4,943 25,363 20,986 4,663 9,040 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -2,879) -1,346 767 -132 -1,208 -1,833 -2,686 -1,198 -193 -1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 27.9 25.5 24.6 16.5 84.5 69.9 15.5 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 25 40 35 23 25 76 81 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,277 COMMITMENTS 37,205 54,779 5,813 54,447 34,106 97,465 94,698 24,812 27,579 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 6,024) 3,876 5,686 1,447 3,919 -1,036 9,242 6,097 -3,218 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 44.8 4.8 44.5 27.9 79.7 77.4 20.3 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 31 8 24 18 51 55 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,084 COMMITMENTS 12,059 25,322 13 40,707 22,659 52,779 47,994 11,305 16,090 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,826) -89 -155 -38 -2,049 -1,290 -2,176 -1,483 350 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 39.5 0.0 63.5 35.4 82.4 74.9 17.6 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 21 1 13 15 23 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,660 COMMITMENTS 51,004 7,427 1,560 39,669 87,243 92,233 96,230 12,427 8,430 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -2,482) -8,395 1,896 532 5,823 -5,494 -2,040 -3,066 -442 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 7.1 1.5 37.9 83.4 88.1 91.9 11.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 40 19 4 11 18 54 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 120,499 COMMITMENTS 12,504 59,789 1,812 86,685 25,622 101,001 87,223 19,498 33,276 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 5,325) -3,707 -1,531 198 3,421 5,513 -88 4,180 5,413 1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 49.6 1.5 71.9 21.3 83.8 72.4 16.2 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 13 38 6 20 19 35 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,813 COMMITMENTS 38,405 43,425 943 143,631 139,542 182,979 183,910 22,834 21,903 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -3,325) -1,698 -16,648 375 -3,344 14,664 -4,667 -1,609 1,342 -1,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 21.1 0.5 69.8 67.8 88.9 89.4 11.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 28 30 5 24 23 56 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,458 COMMITMENTS 37,997 76,620 3,701 81,688 38,194 123,386 118,515 40,072 44,943 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 9,014) 1,971 6,816 373 9,328 3,214 11,672 10,403 -2,658 -1,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 46.9 2.3 50.0 23.4 75.5 72.5 24.5 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 38 51 14 33 32 82 86 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,943 COMMITMENTS 9,365 11,179 0 16,856 13,307 26,221 24,486 722 2,457 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 230) -484 867 0 985 454 501 1,321 -271 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 41.5 0.0 62.6 49.4 97.3 90.9 2.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 9 0 15 13 23 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,038,652 COMMITMENTS 1791730 639,603 761,610 6448349 7706768 9001689 9107981 1036963 930,671 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 95,168) -10,400 1,211 77,508 38,153 65,479 105,261 144,198 -10,093 -49,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 6.4 7.6 64.2 76.8 89.7 90.7 10.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 74 34 79 116 120 222 214 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 564,871 COMMITMENTS 73,161 52,293 11,655 379,392 392,045 464,208 455,993 100,663 108,878 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 199) 547 648 -1,032 3,160 14,339 2,675 13,955 -2,476 -13,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 9.3 2.1 67.2 69.4 82.2 80.7 17.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 41 35 19 75 64 126 108 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,459,817 COMMITMENTS 443,143 644,189 66,120 1507299 1541722 2016562 2252031 443,255 207,786 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 14,897) 3,604 6,996 -5,041 7,100 7,518 5,663 9,473 9,234 5,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 26.2 2.7 61.3 62.7 82.0 91.6 18.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 89 107 46 108 108 222 236 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,028 COMMITMENTS 19,047 31,949 712 75,851 75,732 95,610 108,393 14,418 1,635 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 473) 503 471 383 612 1,591 1,498 2,445 -1,025 -1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 29.0 0.6 68.9 68.8 86.9 98.5 13.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 13 20 4 39 30 54 52 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 29,402 COMMITMENTS 3,655 2,310 0 18,931 18,987 22,586 21,297 6,816 8,105 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -908) -129 -12 0 271 -585 142 -597 -1,050 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 7.9 0.0 64.4 64.6 76.8 72.4 23.2 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 8 0 22 21 27 29 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,205 COMMITMENTS 109,196 131,593 7,844 167,903 164,585 284,943 304,022 38,262 19,183 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,183) -5,794 10,353 1,075 12,186 -2,370 7,467 9,058 -6,284 -7,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 40.7 2.4 51.9 50.9 88.2 94.1 11.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 73 79 23 62 55 147 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 84,673 COMMITMENTS 33,552 32,041 142 33,360 34,324 67,054 66,507 17,619 18,166 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 6,194) 1,732 1,598 -23 2,810 1,561 4,519 3,136 1,675 3,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 37.8 0.2 39.4 40.5 79.2 78.5 20.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 17 1 17 17 32 35 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,181 COMMITMENTS 1,449 8,642 0 28,052 19,640 29,501 28,282 2,680 3,899 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 611) 0 479 0 1,242 161 1,242 640 -631 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 26.9 0.0 87.2 61.0 91.7 87.9 8.3 12.1 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 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 565,408 COMMITMENTS 86,583 183,032 8,758 460,131 358,670 555,472 550,460 9,936 14,948 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -8,251) -424 6,826 -132 -2,826 -12,902 -3,382 -6,208 -4,869 -2,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 32.4 1.5 81.4 63.4 98.2 97.4 1.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 43 102 11 57 80 107 186 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 82,503 COMMITMENTS 11,819 42,039 697 61,442 32,120 73,958 74,856 8,545 7,647 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 4,052) 890 2,893 684 1,866 -187 3,440 3,390 612 662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 51.0 0.8 74.5 38.9 89.6 90.7 10.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 20 4 20 22 38 44 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,527 COMMITMENTS 15,935 14,908 435 29,380 52,681 45,750 68,024 27,777 5,503 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 4,788) 466 915 158 4,695 4,285 5,319 5,358 -531 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 20.3 0.6 40.0 71.6 62.2 92.5 37.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 12 5 21 19 38 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 22,662 COMMITMENTS 3,983 12,725 1,378 15,404 7,368 20,765 21,471 1,897 1,191 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -30) -191 -109 48 -127 155 -270 94 240 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 56.2 6.1 68.0 32.5 91.6 94.7 8.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 8 2 10 7 19 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,287 COMMITMENTS 5,419 1,282 0 7,847 12,256 13,266 13,538 1,021 749 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 323) 192 143 -2 32 118 222 259 101 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 9.0 0.0 54.9 85.8 92.9 94.8 7.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 5 0 5 5 16 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,634 COMMITMENTS 1,366 1,245 7 9,172 10,792 10,545 12,044 3,089 1,590 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,602) 100 433 0 -130 48 -30 481 -1,572 -2,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 9.1 0.1 67.3 79.2 77.3 88.3 22.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 3 1 14 15 20 18
Updated September 5, 2008