MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,145 COMMITMENTS 7,933 729 8,369 26,426 31,983 42,729 41,081 8,415 10,064 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,650) -565 -79 326 1,700 1,489 1,461 1,737 188 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 1.4 16.4 51.7 62.5 83.5 80.3 16.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 22 7 17 28 29 56 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,232 COMMITMENTS 32,871 39,848 44,845 85,014 68,922 162,731 153,615 19,501 28,617 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -4,693) -8,204 765 2,646 2,223 -12,291 -3,336 -8,880 -1,358 4,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 21.9 24.6 46.7 37.8 89.3 84.3 10.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 59 81 82 32 37 146 159 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,386 COMMITMENTS 190 325 111 338 358 639 794 747 593 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 23.4 8.0 24.4 25.8 46.1 57.2 53.9 42.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 10 4 4 3 12 13 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,378 COMMITMENTS 53,752 27,843 57,539 119,117 114,986 230,408 200,367 18,970 49,011 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -13,067) -6,410 2,686 -2,018 -2,623 -10,747 -11,051 -10,080 -2,016 -2,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 11.2 23.1 47.8 46.1 92.4 80.3 7.6 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 76 77 80 77 127 202 243 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,542 COMMITMENTS 2,845 2,103 1,195 2,442 3,054 6,483 6,352 2,059 2,190 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -373) 82 -47 -294 139 54 -73 -288 -300 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 24.6 14.0 28.6 35.7 75.9 74.4 24.1 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 23 13 23 27 54 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,367 COMMITMENTS 7,893 4,489 3,709 8,895 4,941 20,497 13,140 4,869 12,227 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 880) 0 103 341 226 -111 568 333 312 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 17.7 14.6 35.1 19.5 80.8 51.8 19.2 48.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 36 25 19 37 49 81 88 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,793 COMMITMENTS 81,550 12,901 7,751 29,853 107,861 119,154 128,514 34,639 25,280 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -102,001) -10,341 -20,692 -1,626 -89,030 -58,736 -100,996 -81,054 -1,005 -20,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.0 8.4 5.0 19.4 70.1 77.5 83.6 22.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 41 17 13 22 21 70 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 104,808 COMMITMENTS 8,307 66,906 1,181 86,901 11,426 96,389 79,513 8,419 25,295 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -8,405) 1,262 -19,059 234 -9,534 7,866 -8,038 -10,959 -366 2,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 63.8 1.1 82.9 10.9 92.0 75.9 8.0 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 37 2 10 7 20 45 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,588 COMMITMENTS 53,758 11,778 651 30,833 79,525 85,242 91,954 9,346 2,634 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -10,086) -15,738 6,855 183 5,081 -16,945 -10,474 -9,907 388 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.8 12.5 0.7 32.6 84.1 90.1 97.2 9.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 58 12 4 10 19 69 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,481 COMMITMENTS 119,382 22,959 5,278 11,895 119,439 136,555 147,676 32,926 21,804 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 27,726) 26,515 1,929 479 -3,448 24,001 23,546 26,409 4,180 1,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.4 13.5 3.1 7.0 70.5 80.6 87.1 19.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 45 16 10 14 22 65 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 387,561 COMMITMENTS 43,304 237,420 14,688 287,681 96,790 345,673 348,898 41,888 38,663 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 44,794) 3,132 30,881 2,274 37,631 12,418 43,037 45,572 1,757 -779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 61.3 3.8 74.2 25.0 89.2 90.0 10.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 39 71 16 32 25 76 107 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 211,559 COMMITMENTS 92,799 25,568 15,034 47,645 132,819 155,478 173,422 56,081 38,137 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,935) 7,915 -13,690 1,100 -7,227 13,210 1,788 620 1,147 2,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.9 12.1 7.1 22.5 62.8 73.5 82.0 26.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 52 35 24 25 33 90 79 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,393 COMMITMENTS 26,627 2,753 421 11,141 36,751 38,189 39,925 3,204 1,468 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 280) 241 683 24 -389 -101 -124 606 404 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 6.7 1.0 26.9 88.8 92.3 96.5 7.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 7 2 8 9 25 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 82,522 COMMITMENTS 9,798 29,511 2,093 64,360 48,611 76,251 80,215 6,271 2,307 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,528) 3,342 2,424 -18 10,859 11,092 14,183 13,498 -655 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 35.8 2.5 78.0 58.9 92.4 97.2 7.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 2 19 15 26 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,773,469 COMMITMENTS 1243535 864,822 6284670 10128301 10173058 17656505 17322551 1116964 1450918 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 451,336) 165,196 -158,828 136,234 184,530 561,053 485,961 538,459 -34,625 -87,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 4.6 33.5 54.0 54.2 94.1 92.3 5.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 78 69 123 176 179 313 319 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 751,242 COMMITMENTS 53,038 89,825 106,178 457,817 443,234 617,032 639,237 134,210 112,006 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 45,047) 3,370 9,259 29,961 3,460 12,227 36,792 51,447 8,255 -6,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 12.0 14.1 60.9 59.0 82.1 85.1 17.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 49 52 73 91 66 180 151 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,762,642 COMMITMENTS 386,935 471,232 105,902 994,171 1010182 1487008 1587316 275,633 175,326 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 107,010) 503 38,758 42,624 9,251 8,579 52,378 89,961 54,632 17,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 26.7 6.0 56.4 57.3 84.4 90.1 15.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 99 96 75 92 93 228 227 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 86,716 COMMITMENTS 11,082 29,001 3 64,146 54,086 75,231 83,090 11,485 3,626 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -2,857) -1,819 634 3 -1,076 -4,358 -2,892 -3,721 35 864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 33.4 0.0 74.0 62.4 86.8 95.8 13.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 16 1 36 38 51 55 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,432 COMMITMENTS 5,396 16,091 153 39,673 32,492 45,221 48,736 11,211 7,696 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 4,130) -614 590 60 1,884 632 1,330 1,282 2,799 2,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 28.5 0.3 70.3 57.6 80.1 86.4 19.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 18 5 24 21 36 41 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 374,980 COMMITMENTS 123,678 96,790 9,453 216,256 234,465 349,387 340,708 25,593 34,272 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,525) -18,287 -745 1,215 27,374 2,161 10,302 2,631 3,223 10,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 25.8 2.5 57.7 62.5 93.2 90.9 6.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 80 61 23 43 51 137 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,363 COMMITMENTS 73,314 6,561 1,025 5,066 93,283 79,405 100,869 33,958 12,494 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -3,620) -1,873 -3,642 -595 -2,717 -1,941 -5,185 -6,178 1,566 2,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.7 5.8 0.9 4.5 82.3 70.0 89.0 30.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 40 9 3 7 14 48 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,629 COMMITMENTS 248 7,746 0 27,475 19,863 27,723 27,609 4,906 5,020 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,086) -495 107 0 2,295 2,264 1,800 2,371 286 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 23.7 0.0 84.2 60.9 85.0 84.6 15.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 17 0 20 19 21 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 541,428 COMMITMENTS 72,786 241,750 15,240 434,947 259,088 522,974 516,078 18,454 25,349 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,595) -4,000 10,780 1,998 7,356 -6,573 5,354 6,205 1,240 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 44.7 2.8 80.3 47.9 96.6 95.3 3.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 43 129 57 57 78 145 219 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 50,595 COMMITMENTS 12,295 14,521 2 27,511 23,435 39,808 37,958 10,787 12,637 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 145) 2,214 -392 -0 -2,407 -1,060 -193 -1,452 338 1,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 28.7 0.0 54.4 46.3 78.7 75.0 21.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 24 16 3 19 17 45 34 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,165 COMMITMENTS 19,415 1,122 231 13,165 19,019 32,811 20,372 8,354 20,793 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,424) 1,214 91 106 -997 4,765 323 4,962 2,101 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 2.7 0.6 32.0 46.2 79.7 49.5 20.3 50.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 24 4 2 12 15 36 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,203 COMMITMENTS 5,609 955 270 13,614 18,464 19,493 19,689 710 514 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -286) -88 29 0 -199 -217 -287 -188 1 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 4.7 1.3 67.4 91.4 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 5 1 7 4 16 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 37,579 COMMITMENTS 3,152 8,224 3,222 19,238 16,388 25,612 27,834 11,967 9,745 CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,438) 863 67 318 875 -436 2,056 -51 -618 1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 21.9 8.6 51.2 43.6 68.2 74.1 31.8 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 11 7 24 24 36 40
Updated June 29, 2007