BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 3,933 COMMITMENTS 0 0 0 3,068 3,573 3,068 3,573 864 360 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 78.0 90.9 78.0 90.9 22.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 8 14 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 58,004 COMMITMENTS 3,688 4,022 8,608 39,976 33,493 52,272 46,123 5,732 11,881 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 2,507) -349 352 552 2,189 1,970 2,393 2,874 114 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.9 14.8 68.9 57.7 90.1 79.5 9.9 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 18 19 30 33 53 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 247,057 COMMITMENTS 47,003 23,859 64,961 111,483 124,509 223,447 213,329 23,610 33,728 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -5,175) -1,100 -5,040 -3,035 -339 540 -4,474 -7,535 -702 2,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 9.7 26.3 45.1 50.4 90.4 86.3 9.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 83 64 92 44 62 186 175 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 316,437 COMMITMENTS 72,240 49,380 68,149 155,369 141,043 295,758 258,573 20,679 57,865 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -2,221) -1,148 1,255 -152 535 -2,316 -765 -1,213 -1,456 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 15.6 21.5 49.1 44.6 93.5 81.7 6.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 88 82 95 93 149 234 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 13,712 COMMITMENTS 3,900 3,564 2,801 5,238 6,035 11,938 12,400 1,774 1,312 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,165) -331 -281 -480 1 -42 -810 -803 -354 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 26.0 20.4 38.2 44.0 87.1 90.4 12.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 38 27 22 21 30 71 70 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 35,405 COMMITMENTS 11,555 6,825 9,727 8,809 7,095 30,091 23,647 5,313 11,757 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,078) -679 1,245 -328 -384 -1,137 -1,390 -220 312 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 19.3 27.5 24.9 20.0 85.0 66.8 15.0 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 33 35 37 35 37 91 91 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 129,633 COMMITMENTS 37,311 49,320 8,278 52,692 41,368 98,281 98,967 31,352 30,666 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -10,371) -5,001 -17,653 -154 -7,848 8,218 -13,003 -9,588 2,632 -782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 38.0 6.4 40.6 31.9 75.8 76.3 24.2 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 22 28 13 25 22 52 59 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 76,101 COMMITMENTS 13,231 25,234 5,609 45,093 27,623 63,933 58,466 12,168 17,635 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 4,705) 2,682 2,287 42 4,292 3,202 7,016 5,530 -2,311 -826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 33.2 7.4 59.3 36.3 84.0 76.8 16.0 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 12 21 4 15 15 28 39 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 107,218 COMMITMENTS 59,414 5,537 1,042 33,852 92,737 94,307 99,316 12,911 7,903 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 891) 266 -3,302 282 519 11,103 1,067 8,083 -176 -7,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 5.2 1.0 31.6 86.5 88.0 92.6 12.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 51 16 6 9 19 63 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 133,467 COMMITMENTS 16,145 60,303 13,646 85,981 24,903 115,771 98,852 17,696 34,615 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 7,587) 1,200 2,738 2,310 6,534 2,648 10,044 7,696 -2,457 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 45.2 10.2 64.4 18.7 86.7 74.1 13.3 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 38 15 21 17 42 65 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 253,075 COMMITMENTS 34,916 59,722 19,187 175,241 147,262 229,344 226,171 23,731 26,904 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -3,417) 45 -3,163 -251 -1,598 6,419 -1,805 3,005 -1,613 -6,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 23.6 7.6 69.2 58.2 90.6 89.4 9.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 30 28 11 29 24 62 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 211,514 COMMITMENTS 37,776 71,143 39,910 84,058 48,341 161,744 159,394 49,770 52,120 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 5,360) -3,560 8,234 2,337 17,939 4,026 16,715 14,597 -11,355 -9,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 33.6 18.9 39.7 22.9 76.5 75.4 23.5 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 54 50 47 33 33 104 113 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 16,257,409 COMMITMENTS 1011637 343,499 5475382 8632970 9390940 15119988 15209821 1137421 1047589 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 45,894) -7,545 -932 85,928 27,842 33,060 106,225 118,056 -60,331 -72,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.1 33.7 53.1 57.8 93.0 93.6 7.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 85 46 111 136 131 269 248 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 676,803 COMMITMENTS 75,985 55,806 67,839 412,412 411,232 556,236 534,876 120,567 141,926 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -5,824) 1,001 -4,106 -4,914 903 -2,661 -3,010 -11,680 -2,815 5,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 8.2 10.0 60.9 60.8 82.2 79.0 17.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 54 39 56 82 68 159 140 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,593,961 COMMITMENTS 433,285 633,727 169,960 1541566 1572202 2144811 2375889 449,151 218,072 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -25,758) -42,034 -13,654 9,908 28,912 -22,977 -3,214 -26,723 -22,544 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 24.4 6.6 59.4 60.6 82.7 91.6 17.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 90 113 83 110 107 249 254 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 109,605 COMMITMENTS 18,542 31,478 361 75,240 74,143 94,143 105,982 15,462 3,623 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 2,244) 925 1,635 -10 1,231 270 2,147 1,895 98 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 28.7 0.3 68.6 67.6 85.9 96.7 14.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 19 4 39 31 55 53 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 30,500 COMMITMENTS 3,771 2,306 63 18,684 19,600 22,518 21,969 7,983 8,532 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,757) -1,200 -682 -10 434 752 -775 61 -982 -1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 7.6 0.2 61.3 64.3 73.8 72.0 26.2 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 8 2 20 21 27 31 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 326,531 COMMITMENTS 114,999 120,485 9,710 156,583 168,534 281,292 298,729 45,240 27,803 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -19,985) -14,206 -5,879 3,120 -3,518 -14,030 -14,604 -16,790 -5,381 -3,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 36.9 3.0 48.0 51.6 86.1 91.5 13.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 68 77 31 53 56 138 148 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 86,026 COMMITMENTS 33,405 30,442 3,071 31,752 35,718 68,228 69,231 17,798 16,796 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 2,584) 859 5,186 -40 3,735 378 4,554 5,524 -1,970 -2,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 35.4 3.6 36.9 41.5 79.3 80.5 20.7 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 18 3 17 16 31 36 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED 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: 31,575 COMMITMENTS 1,449 8,163 0 26,811 19,479 28,260 27,642 3,315 3,932 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 718) 400 -353 0 823 951 1,223 598 -505 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 25.9 0.0 84.9 61.7 89.5 87.5 10.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 10 0 17 20 19 30 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 579,517 COMMITMENTS 86,671 175,691 13,904 463,778 372,370 564,353 561,965 15,164 17,552 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 597) 5,631 -8,814 2,950 -6,748 8,755 1,833 2,891 -1,236 -2,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 30.3 2.4 80.0 64.3 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 47 101 31 59 79 123 194 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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: 78,459 COMMITMENTS 10,931 39,146 16 59,579 32,312 70,526 71,474 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 TRADER 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: 71) 17 18 5 17 23 35 45 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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