MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,711 COMMITMENTS 6,261 1,329 633 19,167 21,319 26,061 23,281 4,650 7,430 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,116) 438 326 -65 314 392 687 653 429 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 4.3 2.1 62.4 69.4 84.9 75.8 15.1 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 20 5 14 26 22 48 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,068 COMMITMENTS 41,813 42,258 62,457 119,956 116,629 224,226 221,344 27,842 30,724 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -293) -1,656 155 1,533 -1,287 -2,220 -1,410 -532 1,117 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 16.8 24.8 47.6 46.3 89.0 87.8 11.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 73 91 103 32 52 183 189 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,887 COMMITMENTS 574 352 16 544 979 1,134 1,347 753 540 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -39) 120 20 -52 -79 -21 -11 -53 -28 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 18.7 0.8 28.8 51.9 60.1 71.4 39.9 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 9 1 6 3 15 12 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,598 COMMITMENTS 97,971 39,382 42,104 134,464 150,737 274,539 232,223 23,059 65,375 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,215) -5,618 845 1,203 2,262 -2,545 -2,153 -497 938 -718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 13.2 14.1 45.2 50.7 92.3 78.0 7.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 110 72 90 74 169 220 303 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,681 COMMITMENTS 4,924 4,917 2,143 5,656 5,801 12,723 12,861 1,958 1,820 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -219) 259 205 -343 -197 14 -281 -124 62 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 33.5 14.6 38.5 39.5 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 32 31 15 17 27 58 67 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,702 COMMITMENTS 11,588 7,119 6,826 10,347 6,692 28,761 20,637 3,941 12,065 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 265) 470 -1,493 1,120 -715 576 875 203 -610 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 21.8 20.9 31.6 20.5 87.9 63.1 12.1 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 33 41 28 29 47 83 101 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,665 COMMITMENTS 53,118 21,700 2,029 26,201 73,244 81,348 96,973 34,317 18,692 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 7,138) 6,872 4,863 -341 -3,440 2,164 3,091 6,686 4,047 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 18.8 1.8 22.7 63.3 70.3 83.8 29.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 34 13 5 20 24 56 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,984 COMMITMENTS 19,037 23,980 0 24,695 27,624 43,732 51,604 19,252 11,380 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -6,204) 5,279 -7,214 0 -13,679 2,977 -8,400 -4,237 2,196 -1,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 38.1 0.0 39.2 43.9 69.4 81.9 30.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 17 16 0 9 12 26 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,535 COMMITMENTS 97,539 6,940 723 14,543 103,896 112,805 111,559 3,730 4,976 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -2,310) -7,294 1,135 161 6,795 -6,470 -338 -5,174 -1,972 2,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.7 6.0 0.6 12.5 89.2 96.8 95.7 3.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 63 19 6 13 17 80 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 160,094 COMMITMENTS 22,233 47,573 113 122,488 87,829 144,834 135,515 15,260 24,579 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -5,749) -3,640 -3,104 6 -681 1,500 -4,315 -1,598 -1,434 -4,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 29.7 0.1 76.5 54.9 90.5 84.6 9.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 16 31 3 19 20 36 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 165,388 COMMITMENTS 65,203 25,155 1,636 69,969 121,168 136,808 147,959 28,580 17,429 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -9,035) 2,994 -3,238 161 -15,496 -5,408 -12,341 -8,485 3,306 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 15.2 1.0 42.3 73.3 82.7 89.5 17.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 38 25 9 22 21 64 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 212,882 COMMITMENTS 70,240 63,399 3,481 94,653 104,525 168,374 171,405 44,508 41,477 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 5,536) 14,831 -1,509 412 -12,179 5,846 3,064 4,749 2,472 787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 29.8 1.6 44.5 49.1 79.1 80.5 20.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 56 41 10 30 35 91 81 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,921 COMMITMENTS 12,274 7,733 0 16,327 21,836 28,601 29,569 2,320 1,352 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 544) 1,081 -16 -24 -50 497 1,007 457 -463 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 25.0 0.0 52.8 70.6 92.5 95.6 7.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 7 0 8 11 24 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,230,299 COMMITMENTS 1820321 758,041 740,746 5602973 6826603 8164040 8325390 1066259 904,909 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -33,486) 9,522 -78,143 -10,156 -42,192 104,168 -42,826 15,869 9,340 -49,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 8.2 8.0 60.7 74.0 88.4 90.2 11.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 75 29 83 130 131 238 220 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 565,457 COMMITMENTS 66,741 86,674 9,402 371,939 363,235 448,082 459,311 117,375 106,146 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 8,673) 4,213 3,200 1,213 -684 -2,915 4,742 1,498 3,931 7,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 15.3 1.7 65.8 64.2 79.2 81.2 20.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 36 42 19 77 62 124 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,225,222 COMMITMENTS 391,253 616,037 46,810 1412445 1338440 1850508 2001287 374,714 223,935 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 96,018) 26,334 46,454 -4,588 29,236 16,271 50,982 58,137 45,036 37,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 27.7 2.1 63.5 60.1 83.2 89.9 16.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 79 114 42 100 98 202 231 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,442 COMMITMENTS 8,641 41,278 64 70,131 44,033 78,836 85,375 11,606 5,067 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 298) 1,309 399 -6 -1,095 423 208 816 90 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 45.6 0.1 77.5 48.7 87.2 94.4 12.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 12 17 1 40 25 53 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,186 COMMITMENTS 6,014 8,679 16 23,772 17,204 29,802 25,899 7,384 11,287 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -485) 32 649 0 -469 -1 -437 648 -48 -1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 23.3 0.0 63.9 46.3 80.1 69.6 19.9 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 10 1 26 19 35 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,819 COMMITMENTS 83,403 148,611 10,900 221,793 192,720 316,096 352,231 56,723 20,588 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -7,497) -26,453 -142 3,679 15,854 -9,530 -6,920 -5,993 -577 -1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 39.9 2.9 59.5 51.7 84.8 94.5 15.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 60 69 21 49 53 119 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,047 COMMITMENTS 72,418 11,117 914 8,600 89,280 81,932 101,311 29,115 9,736 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 9,531) 2,625 -1,222 114 1,639 9,928 4,378 8,820 5,153 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.2 10.0 0.8 7.7 80.4 73.8 91.2 26.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 37 9 2 8 19 46 29 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,170 COMMITMENTS 6,528 13,705 12 18,511 21,942 25,051 35,659 15,119 4,511 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 867) -10 -298 0 596 699 586 401 281 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 34.1 0.0 46.1 54.6 62.4 88.8 37.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 17 1 15 22 19 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 711,598 COMMITMENTS 65,771 301,687 5,568 627,369 323,198 698,708 630,453 12,890 81,145 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 10,360) -6,597 9,858 592 15,904 -2,100 9,899 8,350 461 2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 42.4 0.8 88.2 45.4 98.2 88.6 1.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 29 120 18 65 82 106 208 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 90,528 COMMITMENTS 11,502 51,293 725 68,307 30,532 80,534 82,550 9,994 7,978 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 84) -1,525 -991 115 1,708 486 298 -390 -214 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 56.7 0.8 75.5 33.7 89.0 91.2 11.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 22 2 16 21 35 43 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,109 COMMITMENTS 23,277 5,383 635 18,606 36,710 42,518 42,728 17,591 17,381 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 647) -1,136 -185 -170 -271 -910 -1,577 -1,265 2,224 1,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 9.0 1.1 31.0 61.1 70.7 71.1 29.3 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 9 2 16 14 30 25 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 17,499 COMMITMENTS 3,114 11,196 97 12,376 4,812 15,587 16,105 1,912 1,394 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 429) 367 199 0 33 292 400 491 29 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 64.0 0.6 70.7 27.5 89.1 92.0 10.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 5 1 8 7 13 13 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,170 COMMITMENTS 6,378 344 0 8,598 15,256 14,976 15,600 1,194 570 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,786) -431 128 0 -402 -1,057 -833 -929 -953 -857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 2.1 0.0 53.2 94.3 92.6 96.5 7.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 2 0 5 5 17 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 26,426 COMMITMENTS 4,081 2,455 39 20,600 13,902 24,720 16,396 1,706 10,030 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -126) 103 -970 0 1,866 202 1,969 -768 -2,095 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 9.3 0.1 78.0 52.6 93.5 62.0 6.5 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 3 2 15 18 23 22
Updated May 23, 2008