BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,437 COMMITMENTS 0 0 0 2,611 3,140 2,611 3,140 825 297 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -599) 0 0 0 -476 -484 -476 -484 -122 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 76.0 91.4 76.0 91.4 24.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 9 15 9 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,354 COMMITMENTS 3,077 4,725 8,838 37,892 30,960 49,807 44,523 6,547 11,831 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,126) 90 767 305 1,444 748 1,839 1,820 288 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 8.4 15.7 67.2 54.9 88.4 79.0 11.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 18 22 26 33 52 58 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 231,033 COMMITMENTS 41,951 29,960 56,525 106,293 107,077 204,770 193,562 26,263 37,471 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -11,365) 1,643 2,140 -12,086 -3,304 -2,724 -13,747 -12,670 2,382 1,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 13.0 24.5 46.0 46.3 88.6 83.8 11.4 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 86 73 98 49 58 183 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,184 COMMITMENTS 71,516 62,143 66,075 152,377 128,250 289,968 256,468 27,216 60,716 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 6,158) -1,899 1,860 2,302 2,016 -270 2,419 3,892 3,739 2,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 19.6 20.8 48.0 40.4 91.4 80.9 8.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 80 98 100 99 147 239 301 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,505 COMMITMENTS 4,281 5,129 1,662 4,644 3,400 10,588 10,192 1,917 2,313 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -411) 286 356 -499 -70 -478 -283 -621 -127 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 41.0 13.3 37.1 27.2 84.7 81.5 15.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 37 17 17 23 53 73 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,177 COMMITMENTS 9,104 9,350 5,501 8,965 3,469 23,570 18,320 5,607 10,857 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -519) -344 838 -1,075 921 -739 -498 -976 -21 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 32.0 18.9 30.7 11.9 80.8 62.8 19.2 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 33 40 33 39 22 89 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,940 COMMITMENTS 34,300 43,303 9,738 82,924 73,636 126,963 126,677 27,977 28,263 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 4,017) -2,651 -3,070 -1,686 6,643 7,908 2,305 3,152 1,712 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 27.9 6.3 53.5 47.5 81.9 81.8 18.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 23 14 29 20 56 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,986 COMMITMENTS 8,605 20,972 4,691 23,169 4,801 36,465 30,465 10,521 16,521 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -30,230) -3,633 -5,073 629 -25,152 -24,120 -28,155 -28,564 -2,074 -1,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 44.6 10.0 49.3 10.2 77.6 64.8 22.4 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 22 6 9 7 20 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,224 COMMITMENTS 24,814 7,506 3 21,117 40,100 45,934 47,609 4,290 2,615 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -38,002) -7,942 231 -1,493 -22,349 -32,393 -31,784 -33,655 -6,219 -4,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 14.9 0.0 42.0 79.8 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 33 20 1 10 12 44 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,457 COMMITMENTS 18,234 66,590 11,471 77,479 16,384 107,184 94,445 15,273 28,012 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -20,160) 2,167 3,783 -2,333 -10,299 -12,738 -10,465 -11,288 -9,695 -8,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 54.4 9.4 63.3 13.4 87.5 77.1 12.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 40 11 18 17 34 65 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,222 COMMITMENTS 47,457 24,513 13,985 82,821 110,170 144,263 148,667 25,959 21,555 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -71,271) 12,179 -27 1,717 -85,536 -72,647 -71,640 -70,957 369 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 14.4 8.2 48.7 64.7 84.7 87.3 15.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 31 30 17 20 19 61 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 192,925 COMMITMENTS 31,754 74,988 42,727 77,852 31,483 152,334 149,198 40,591 43,727 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -34,049) -5,724 -1,464 9,937 -28,937 -37,652 -24,724 -29,179 -9,325 -4,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 38.9 22.1 40.4 16.3 79.0 77.3 21.0 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 39 44 31 27 30 77 95 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,338 COMMITMENTS 7,744 11,644 0 10,869 4,698 18,613 16,342 725 2,996 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -9,073) -1,029 -79 0 -7,787 -9,287 -8,816 -9,366 -257 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 60.2 0.0 56.2 24.3 96.3 84.5 3.7 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 12 0 11 7 16 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,346,695 COMMITMENTS 1071200 407,855 4476381 7685280 8503292 13232862 13387529 1113834 959,166 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,535,374) 10,456 63,325 -1397577 -1165791 -1144720 -2552911 -2478971 17,537 -56,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.8 31.2 53.6 59.3 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 71 46 103 118 117 239 224 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 873,906 COMMITMENTS 82,471 63,729 136,242 490,101 498,591 708,813 698,562 165,093 175,344 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 138,614) 3,250 -2,702 35,715 67,610 62,259 106,576 95,273 32,038 43,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 7.3 15.6 56.1 57.1 81.1 79.9 18.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 60 45 76 89 71 183 159 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,482,963 COMMITMENTS 547,876 653,317 347,292 2108279 2215634 3003447 3216244 479,515 266,719 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 675,875) 64,016 -11,857 117,971 468,475 527,989 650,462 634,103 25,413 41,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 18.8 10.0 60.5 63.6 86.2 92.3 13.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 123 128 136 138 133 327 331 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 129,127 COMMITMENTS 19,916 29,570 1,952 90,402 92,893 112,270 124,415 16,856 4,712 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 16,649) 1,583 -448 1,002 12,247 15,335 14,832 15,890 1,817 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 22.9 1.5 70.0 71.9 86.9 96.4 13.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 17 9 44 41 60 63 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 40,060 COMMITMENTS 5,799 4,431 325 25,251 26,615 31,376 31,371 8,684 8,689 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 8,909) 1,054 -32 216 5,532 6,118 6,802 6,302 2,107 2,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 11.1 0.8 63.0 66.4 78.3 78.3 21.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 10 3 25 26 34 37 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 443,257 COMMITMENTS 115,649 120,198 28,295 252,192 255,657 396,135 404,149 47,122 39,108 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 78,923) 1,247 -31,507 17,802 32,421 66,345 51,470 52,640 27,453 26,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 27.1 6.4 56.9 57.7 89.4 91.2 10.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 61 78 39 66 72 146 170 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 60,797 COMMITMENTS 10,674 25,902 2,857 29,672 12,535 43,203 41,295 17,594 19,503 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -38,926) -23,089 -4,563 770 -17,245 -35,235 -39,564 -39,029 637 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 42.6 4.7 48.8 20.6 71.1 67.9 28.9 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 20 6 9 15 19 38 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,634 COMMITMENTS 1,075 5,761 0 26,775 21,240 27,850 27,001 1,784 2,633 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,541) -374 -2,835 0 -227 1,473 -601 -1,362 -1,940 -1,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 19.4 0.0 90.4 71.7 94.0 91.1 6.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 7 0 15 24 17 31 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 506,451 COMMITMENTS 66,391 128,840 15,099 421,684 352,723 503,175 496,663 3,276 9,788 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -48,228) -19,078 -46,280 -1,363 -21,962 6,498 -42,402 -41,144 -5,825 -7,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 25.4 3.0 83.3 69.6 99.4 98.1 0.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 30 69 24 56 90 102 169 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 54,893 COMMITMENTS 11,507 25,242 3 33,842 22,017 45,352 47,262 9,541 7,631 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -49,656) -2,117 -15,968 -1,866 -38,023 -22,275 -42,006 -40,109 -7,650 -9,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 46.0 0.0 61.7 40.1 82.6 86.1 17.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 14 1 14 17 33 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,680 COMMITMENTS 7,330 12,946 1,094 28,960 19,693 37,384 33,733 15,296 18,947 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -42,100) -2,981 -6,192 -1,213 -6,247 -43,140 -10,441 -50,545 -31,659 8,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 24.6 2.1 55.0 37.4 71.0 64.0 29.0 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 14 2 17 16 25 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,800 COMMITMENTS 3,135 12,964 844 17,874 8,395 21,853 22,203 1,947 1,597 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 776) 564 -466 46 753 948 1,363 528 -587 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 54.5 3.5 75.1 35.3 91.8 93.3 8.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 8 2 8 9 16 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,983 COMMITMENTS 6,353 1,583 151 8,069 12,899 14,573 14,633 1,410 1,350 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 473) 1,018 370 146 143 452 1,307 968 -834 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 9.9 0.9 50.5 80.7 91.2 91.6 8.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 7 1 6 5 17 13
Updated September 19, 2008