MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,205 COMMITMENTS 3,624 1,306 7,617 25,331 23,300 36,572 32,223 5,634 9,982 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,409) 61 245 406 -1,637 -1,532 -1,169 -881 -240 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 3.1 18.0 60.0 55.2 86.7 76.3 13.3 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 6 15 27 26 53 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,519 COMMITMENTS 44,075 34,557 73,774 128,992 133,719 246,841 242,050 29,678 34,470 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 5,328) 632 -492 2,978 1,119 2,496 4,729 4,982 599 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 12.5 26.7 46.6 48.4 89.3 87.5 10.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 70 85 111 40 50 183 192 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,971 COMMITMENTS 367 303 181 691 1,029 1,239 1,513 732 458 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -52) 50 -10 -14 -13 -34 23 -58 -75 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 15.4 9.2 35.1 52.2 62.9 76.8 37.1 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 7 3 7 3 17 13 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,425 COMMITMENTS 114,789 41,286 69,752 148,789 171,316 333,330 282,354 23,095 74,071 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 6,983) 4,607 -1,928 2,092 -1,244 4,550 5,454 4,713 1,528 2,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 11.6 19.6 41.7 48.1 93.5 79.2 6.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 102 87 97 101 181 254 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,816 COMMITMENTS 4,346 4,465 2,257 6,006 5,906 12,609 12,628 2,207 2,187 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -679) 96 274 -198 -705 -641 -807 -566 129 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 30.1 15.2 40.5 39.9 85.1 85.2 14.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 29 25 16 25 29 62 68 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,393 COMMITMENTS 12,352 7,366 6,010 11,067 7,188 29,428 20,564 4,965 13,830 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,850) -2,590 68 -423 774 -658 -2,239 -1,013 389 -836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 21.4 17.5 32.2 20.9 85.6 59.8 14.4 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 36 34 33 43 49 97 102 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,695 COMMITMENTS 52,904 15,959 7,269 35,987 84,583 96,160 107,811 34,536 22,884 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 17,088) 16,825 -7,623 -242 -4,768 22,104 11,816 14,240 5,273 2,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 12.2 5.6 27.5 64.7 73.6 82.5 26.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 27 15 10 26 28 59 47 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,377 COMMITMENTS 17,861 20,602 7,751 31,648 30,186 57,260 58,539 17,117 15,838 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 3,802) -7,870 3,503 439 11,151 -2,829 3,720 1,113 82 2,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 27.7 10.4 42.6 40.6 77.0 78.7 23.0 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 17 13 6 10 11 28 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 122,815 COMMITMENTS 108,564 7,053 700 6,278 113,095 115,542 120,848 7,273 1,967 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 6,345) 8,005 -2,710 65 -437 11,708 7,633 9,063 -1,288 -2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.4 5.7 0.6 5.1 92.1 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 69 15 4 9 20 80 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 163,951 COMMITMENTS 14,508 41,854 12,521 121,245 83,003 148,275 137,378 15,676 26,573 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 12,937) -8,838 -4,053 1,309 19,332 16,333 11,803 13,589 1,134 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 25.5 7.6 74.0 50.6 90.4 83.8 9.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 29 10 22 24 42 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 223,519 COMMITMENTS 65,319 20,966 24,281 104,617 155,465 194,217 200,712 29,303 22,808 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 3,411) -4,837 2,738 860 8,513 -2,111 4,536 1,487 -1,125 1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 9.4 10.9 46.8 69.6 86.9 89.8 13.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 32 20 25 25 77 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 260,908 COMMITMENTS 55,773 62,429 44,833 110,418 104,965 211,024 212,227 49,884 48,681 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 16,914) 4,852 -4,777 7,746 4,775 20,992 17,372 23,961 -458 -7,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 23.9 17.2 42.3 40.2 80.9 81.3 19.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 51 66 50 34 37 120 118 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,946 COMMITMENTS 11,449 5,112 24 9,248 17,547 20,721 22,683 3,225 1,263 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 322) 651 -197 -8 -1,172 16 -529 -189 851 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 21.3 0.1 38.6 73.3 86.5 94.7 13.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 16 6 1 9 12 26 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 15,800,279 COMMITMENTS 920,351 570,048 5697877 8015135 8497904 14633362 14765828 1166917 1034451 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 309,775) 4,769 40,645 62,758 199,242 159,694 266,769 263,098 43,005 46,677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 3.6 36.1 50.7 53.8 92.6 93.5 7.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 87 40 103 139 138 260 251 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 676,643 COMMITMENTS 65,620 74,820 77,090 403,584 396,396 546,294 548,305 130,349 128,338 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 14,725) 2,190 4,773 7,012 658 1,838 9,860 13,623 4,864 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 11.1 11.4 59.6 58.6 80.7 81.0 19.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 46 56 67 86 67 174 149 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,293,248 COMMITMENTS 371,840 537,877 157,483 1374816 1357634 1904139 2052994 389,109 240,254 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 75,430) 53,404 -811 14,135 13,848 21,873 81,387 35,198 -5,957 40,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 23.5 6.9 60.0 59.2 83.0 89.5 17.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 82 120 79 111 99 242 249 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,761 COMMITMENTS 6,163 41,988 65 72,211 41,942 78,439 83,995 10,323 4,767 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -814) -716 -27 64 -555 -85 -1,207 -48 392 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 47.3 0.1 81.4 47.3 88.4 94.6 11.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 11 18 1 44 27 56 45 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 36,912 COMMITMENTS 4,655 8,166 100 24,004 16,633 28,759 24,899 8,153 12,013 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 3,378) 88 -29 84 1,307 2,860 1,479 2,915 1,899 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 22.1 0.3 65.0 45.1 77.9 67.5 22.1 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 10 3 25 19 35 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,091 COMMITMENTS 97,721 140,128 12,605 215,701 205,313 326,027 358,045 56,064 24,046 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 34,689) 22,145 10,944 -1,277 12,972 24,948 33,840 34,616 849 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 36.7 3.3 56.5 53.7 85.3 93.7 14.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 65 71 27 51 52 133 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,484 COMMITMENTS 75,286 10,320 2,598 2,094 86,190 79,978 99,108 29,506 10,376 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 10,011) 14,450 -358 946 -5,643 9,375 9,752 9,963 258 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 9.4 2.4 1.9 78.7 73.0 90.5 27.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 33 9 3 7 19 42 29 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,055 COMMITMENTS 4,125 14,009 1,346 19,934 20,415 25,406 35,770 14,649 4,284 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,463) 2,990 157 134 -2,146 730 978 1,021 485 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 35.0 3.4 49.8 51.0 63.4 89.3 36.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 22 6 16 22 24 48 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 689,765 COMMITMENTS 69,894 273,530 14,727 592,426 324,478 677,047 612,735 12,718 77,030 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 6,960) 4,181 4,920 -1,324 3,222 -1,117 6,079 2,479 880 4,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 39.7 2.1 85.9 47.0 98.2 88.8 1.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 38 131 42 64 86 136 225 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 88,725 COMMITMENTS 13,591 51,467 266 65,251 30,523 79,108 82,255 9,617 6,470 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 5,716) 2,587 6,408 -0 2,482 341 5,069 6,749 647 -1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 58.0 0.3 73.5 34.4 89.2 92.7 10.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 20 22 2 18 24 40 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,187 COMMITMENTS 24,380 4,134 596 18,538 36,575 43,514 41,305 15,673 17,882 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,794) 5,643 1,606 -348 2,652 -1,372 7,947 -114 -6,153 1,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 7.0 1.0 31.3 61.8 73.5 69.8 26.5 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 9 2 14 15 30 26 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 17,424 COMMITMENTS 2,350 10,898 97 12,775 4,982 15,222 15,977 2,202 1,447 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 803) 69 162 -33 482 875 518 1,004 285 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 62.5 0.6 73.3 28.6 87.4 91.7 12.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 5 1 8 7 13 13 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,447 COMMITMENTS 6,956 216 34 9,220 16,518 16,210 16,768 1,237 679 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -571) 83 77 34 120 90 237 201 -808 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 1.2 0.2 52.8 94.7 92.9 96.1 7.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 13 1 1 6 5 19 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 26,544 COMMITMENTS 4,182 3,425 39 18,666 13,198 22,887 16,662 3,657 9,882 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 2,191) 408 -100 0 774 -86 1,182 -186 1,009 2,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 12.9 0.1 70.3 49.7 86.2 62.8 13.8 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 4 2 15 18 23 23
Updated May 14, 2008