MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,227 COMMITMENTS 2,987 3,958 8,533 36,448 30,211 47,968 42,702 6,259 11,525 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -5,121) -672 -439 -590 -4,204 -4,117 -5,465 -5,145 344 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 7.3 15.7 67.2 55.7 88.5 78.7 11.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 18 22 27 33 53 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,398 COMMITMENTS 40,308 27,820 68,611 109,597 109,801 218,517 206,233 23,882 36,165 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -4,264) -2,029 958 1,675 -3,967 -9,635 -4,321 -7,002 57 2,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 11.5 28.3 45.2 45.3 90.1 85.1 9.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 75 81 101 46 59 182 197 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,026 COMMITMENTS 73,416 60,284 63,773 150,361 128,520 287,549 252,576 23,477 58,450 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -7,422) -6 5,664 -5,010 -3,193 -8,827 -8,209 -8,173 787 751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 19.4 20.5 48.3 41.3 92.5 81.2 7.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 82 99 102 97 140 242 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,916 COMMITMENTS 3,996 4,773 2,161 4,715 3,878 10,871 10,812 2,045 2,103 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -317) 286 881 -224 -385 -1,406 -323 -750 7 433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 37.0 16.7 36.5 30.0 84.2 83.7 15.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 32 37 19 20 28 62 78 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,697 COMMITMENTS 9,448 8,512 6,576 8,044 4,209 24,069 19,297 5,628 10,400 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -2,012) -823 717 -2,376 623 -858 -2,576 -2,517 564 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 28.7 22.1 27.1 14.2 81.0 65.0 19.0 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 36 40 33 22 87 84 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,923 COMMITMENTS 36,952 46,373 11,424 76,281 65,728 124,657 123,525 26,265 27,398 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 13,399) -3,435 -8,430 510 18,819 24,694 15,893 16,773 -2,494 -3,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 30.7 7.6 50.5 43.6 82.6 81.8 17.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 28 12 31 22 58 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,216 COMMITMENTS 12,238 26,045 4,062 48,321 28,921 64,621 59,029 12,595 18,187 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,596) -499 1,145 -2,383 5,145 2,541 2,263 1,303 334 1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 33.7 5.3 62.6 37.5 83.7 76.4 16.3 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 21 5 17 11 28 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,227 COMMITMENTS 32,756 7,275 1,496 43,466 72,493 77,718 81,264 10,509 6,963 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -16,620) -18,248 -240 -67 3,707 -14,750 -14,609 -15,057 -2,012 -1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 8.2 1.7 49.3 82.2 88.1 92.1 11.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 32 22 7 14 18 48 46 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,617 COMMITMENTS 16,067 62,807 13,803 87,778 29,122 117,649 105,733 24,969 36,885 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,903) 3,152 3,418 -3,901 -3,060 -2,315 -3,809 -2,798 1,906 895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 44.0 9.7 61.5 20.4 82.5 74.1 17.5 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 18 39 14 19 20 41 70 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 241,493 COMMITMENTS 35,277 24,540 12,268 168,358 182,816 215,903 219,624 25,590 21,869 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -7,233) 3,362 -17,132 -8,513 -3,045 21,135 -8,196 -4,509 964 -2,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 10.2 5.1 69.7 75.7 89.4 90.9 10.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 28 27 13 28 26 63 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 226,974 COMMITMENTS 37,478 76,451 32,791 106,789 69,135 177,057 178,377 49,916 48,597 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,286) -4,156 -1,852 -10,177 12,830 16,110 -1,504 4,082 2,790 -2,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 33.7 14.4 47.0 30.5 78.0 78.6 22.0 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 44 51 36 33 33 93 104 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,411 COMMITMENTS 8,773 11,723 0 18,656 13,985 27,429 25,708 982 2,703 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,468) -592 544 0 1,800 678 1,208 1,222 260 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 41.3 0.0 65.7 49.2 96.5 90.5 3.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 11 0 18 11 24 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,882,069 COMMITMENTS 1060744 344,530 5873958 8851071 9648012 15785773 15866500 1096296 1015569 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 279,259) 27,792 -9,712 182,959 103,893 89,979 314,643 263,226 -35,385 16,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 2.0 34.8 52.4 57.1 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 93 39 111 130 127 264 244 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 735,293 COMMITMENTS 79,220 66,431 100,527 422,490 436,332 602,238 603,290 133,055 132,003 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 52,049) 3,084 11,106 28,145 6,147 8,857 37,375 48,108 14,674 3,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 9.0 13.7 57.5 59.3 81.9 82.0 18.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 56 44 63 80 67 164 146 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,807,088 COMMITMENTS 483,860 665,174 229,321 1639804 1687645 2352985 2582141 454,102 224,947 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 188,223) 47,966 24,804 57,684 87,374 105,886 193,025 188,374 -4,802 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 23.7 8.2 58.4 60.1 83.8 92.0 16.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 109 116 99 127 123 282 292 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,478 COMMITMENTS 18,333 30,018 949 78,155 77,558 97,438 108,525 15,039 3,952 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,392) -713 -1,932 201 2,300 1,824 1,787 93 604 2,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 26.7 0.8 69.5 69.0 86.6 96.5 13.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 12 18 6 37 35 50 58 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 31,151 COMMITMENTS 4,745 4,463 109 19,719 20,497 24,574 25,069 6,577 6,082 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,506) 1,115 2,169 37 766 1,474 1,919 3,680 -413 -2,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 14.3 0.4 63.3 65.8 78.9 80.5 21.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 8 2 20 26 27 35 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,335 COMMITMENTS 114,401 151,705 10,493 219,771 189,312 344,665 351,509 19,669 12,825 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 36,388) 5,156 20,578 -229 50,944 23,099 55,871 43,448 -19,483 -7,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 41.6 2.9 60.3 52.0 94.6 96.5 5.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 66 84 32 60 64 142 165 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,724 COMMITMENTS 33,763 30,466 2,087 46,917 47,771 82,767 80,323 16,957 19,400 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 7,127) -1,348 -1,684 -1,645 12,311 10,771 9,317 7,442 -2,190 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 30.6 2.1 47.0 47.9 83.0 80.5 17.0 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 20 5 16 19 28 41 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,175 COMMITMENTS 1,449 8,596 0 27,002 19,767 28,451 28,363 3,725 3,812 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -10) 0 -46 0 -1,051 127 -1,051 81 1,041 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 26.7 0.0 83.9 61.4 88.4 88.2 11.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 11 0 18 21 20 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 554,679 COMMITMENTS 85,469 175,120 16,462 443,646 346,225 545,578 537,807 9,101 16,872 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -17,374) -1,486 -8,121 2,891 -17,485 -13,236 -16,081 -18,466 -1,293 1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 31.6 3.0 80.0 62.4 98.4 97.0 1.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 48 103 32 56 81 120 200 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 104,549 COMMITMENTS 13,625 41,210 1,869 71,865 44,292 87,358 87,371 17,191 17,178 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 22,039) 1,804 -829 1,169 10,420 12,168 13,393 12,508 8,646 9,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 39.4 1.8 68.7 42.4 83.6 83.6 16.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 17 8 22 29 43 53 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,780 COMMITMENTS 10,311 19,138 2,307 35,207 62,833 47,825 84,278 46,955 10,502 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 21,253) -5,624 4,230 1,872 5,827 10,152 2,075 16,254 19,178 4,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 20.2 2.4 37.1 66.3 50.5 88.9 49.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 13 7 24 22 43 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,024 COMMITMENTS 2,571 13,430 798 17,121 7,447 20,490 21,675 2,534 1,349 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 362) -1,412 705 -580 1,717 79 -275 204 637 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 58.3 3.5 74.4 32.3 89.0 94.1 11.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 8 2 10 9 16 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,510 COMMITMENTS 5,335 1,213 5 7,926 12,447 13,266 13,665 2,244 1,845 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,223) -84 -69 5 79 191 0 127 1,223 1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 7.8 0.0 51.1 80.3 85.5 88.1 14.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 5 1 6 5 16 11 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,882 COMMITMENTS 1,437 1,021 7 8,575 11,036 10,019 12,064 3,863 1,818 CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 248) 71 -224 0 -597 244 -526 20 774 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.4 0.1 61.8 79.5 72.2 86.9 27.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 3 1 14 15 20 18
Updated September 12, 2008