MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,065
COMMITMENTS
   4,330    2,464    1,127   20,109   19,247   25,566   22,838    5,499    8,227

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        940)
     -90     -395       -3      805    1,028      712      630      228      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      7.9      3.6     64.7     62.0     82.3     73.5     17.7     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11       12       11       26       26       47       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      206,173
COMMITMENTS
  41,527   45,492   48,978   94,381   75,396  184,886  169,866   21,287   36,307

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        328)
    -414    7,267      210     -128   -5,758     -332    1,719      660   -1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     22.1     23.8     45.8     36.6     89.7     82.4     10.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      52       76       72       32       47      139      158
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,864
COMMITMENTS
  57,574   52,479   40,353  124,500   99,650  222,427  192,482   20,437   50,382

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -2,925)
  -1,305    5,028    1,284   -2,007   -8,261   -2,028   -1,949     -897     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     21.6     16.6     51.3     41.0     91.6     79.3      8.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      48      109       70       62      122      160      264
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,036
COMMITMENTS
   3,877    4,338      647    2,556    1,957    7,080    6,942    1,956    2,094

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -1,331)
     -88       13   -1,028       35     -115   -1,081   -1,130     -250     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     48.0      7.2     28.3     21.7     78.4     76.8     21.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       29       10       16       23       43       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,562
COMMITMENTS
  15,469    5,142    3,407    8,007    7,219   26,883   15,768    3,679   14,794

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      2,074)
     758      426      778      528       67    2,064    1,271       10      803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     16.8     11.1     26.2     23.6     88.0     51.6     12.0     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      31       35       24       27       46       73       95
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,294
COMMITMENTS
  34,895   11,608    2,909   54,390   88,867   92,194  103,384   29,100   17,910

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      2,343)
   3,960     -663     -478    1,822    2,969    5,304    1,828   -2,961      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      9.6      2.4     44.8     73.3     76.0     85.2     24.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      29       11        8       22       19       56       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       60,246
COMMITMENTS
  14,677   21,661        0   26,358   27,969   41,035   49,630   19,211   10,616

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -26,546)
 -12,007   -3,090     -536  -13,355  -24,867  -25,898  -28,493     -648    1,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     36.0      0.0     43.8     46.4     68.1     82.4     31.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15       12        0       11       12       26       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       89,937
COMMITMENTS
  70,710    3,821      182   12,927   83,917   83,819   87,920    6,118    2,017

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -36,840)
  12,510  -15,476     -737  -49,647  -20,781  -37,874  -36,994    1,034      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.6      4.2      0.2     14.4     93.3     93.2     97.8      6.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      56        9        1        6       18       63       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       66,527
COMMITMENTS
  32,117   20,580      494   17,568   27,293   50,179   48,367   16,348   18,160

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -91,305)
 -44,734      727     -561  -45,312  -90,871  -90,607  -90,705     -698     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     30.9      0.7     26.4     41.0     75.4     72.7     24.6     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       20        2       12       14       27       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      176,620
COMMITMENTS
  54,075   40,718      833   92,410  118,024  147,318  159,575   29,302   17,045

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -41,994)
 -14,482    3,064   -2,904  -18,024  -41,764  -35,410  -41,604   -6,584     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     23.1      0.5     52.3     66.8     83.4     90.3     16.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      34       20        4       29       20       64       43
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      150,165
COMMITMENTS
  67,396   36,247    1,328   33,923   78,738  102,647  116,313   47,518   33,852

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:   -109,312)
 -23,616    8,609   -6,035  -76,375 -107,321 -106,026 -104,747   -3,286   -4,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     24.1      0.9     22.6     52.4     68.4     77.5     31.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       31        8       26       25       69       59
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,080
COMMITMENTS
  12,556    2,930       81    3,200   15,991   15,837   19,002    3,243       78

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -8,378)
  -1,491      224     -369   -6,086   -6,392   -7,946   -6,537     -432   -1,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8     15.4      0.4     16.8     83.8     83.0     99.6     17.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        5        1        6       10       17       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,927,463
COMMITMENTS
 1288981  446,012  988,432  6180688  7081442  8458101  8515886  1469362  1411577

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,276,704)
-431,861 -184,116 -274,186 -675,884 -937,543 -1381931 -1395845  105,227  119,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      4.5     10.0     62.3     71.3     85.2     85.8     14.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      54       34       78      122      123      218      208
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      701,409
COMMITMENTS
  52,017   70,465   24,436  467,947  456,252  544,400  551,153  157,009  150,256

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     17,726)
  -7,835  -15,844    5,452    4,377   40,001    1,994   29,609   15,732  -11,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     10.0      3.5     66.7     65.0     77.6     78.6     22.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      46       40       39       85       59      151      119
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,757,399
COMMITMENTS
 352,902  523,363  117,250  1774557  1828556  2244709  2469169  512,690  288,230

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    414,416)
  66,242  -47,122   51,738  342,923  321,771  460,903  326,387  -46,487   88,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     19.0      4.3     64.4     66.3     81.4     89.5     18.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      77      108       76      119      115      240      256
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,356
COMMITMENTS
   8,538   26,540    1,542   99,657   91,492  109,737  119,574   14,619    4,782

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     19,414)
   1,099   -7,358    1,418   17,613   27,318   20,130   21,378     -716   -1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     21.3      1.2     80.1     73.6     88.2     96.2     11.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       9       12        3       41       36       53       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,103
COMMITMENTS
   8,855   15,505    2,136   45,146   37,615   56,137   55,256   11,966   12,847

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     11,687)
  -1,560    1,335    1,675    9,518   11,240    9,633   14,250    2,054   -2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     22.8      3.1     66.3     55.2     82.4     81.1     17.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       15       10       30       27       50       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      545,657
COMMITMENTS
 104,296  182,445   38,840  325,508  286,793  468,644  508,078   77,013   37,579

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    102,072)
  -8,857   -4,699   21,278   92,935   69,928  105,356   86,507   -3,284   15,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     33.4      7.1     59.7     52.6     85.9     93.1     14.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      78       60       27       71       65      163      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       54,969
COMMITMENTS
  19,365    8,328      172   13,956   38,769   33,493   47,269   21,476    7,700

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -20,778)
 -16,783    5,145      172   -3,656  -25,640  -20,267  -20,323     -511     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     15.2      0.3     25.4     70.5     60.9     86.0     39.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        8        1        8       13       22       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       57,939
COMMITMENTS
   1,827   15,134      208   39,040   35,587   41,075   50,929   16,864    7,010

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     19,521)
     933      935      -23   15,148   16,769   16,058   17,681    3,463    1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     26.1      0.4     67.4     61.4     70.9     87.9     29.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4       20        4       28       33       36       54
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      831,076
COMMITMENTS
  69,916  238,256   26,166  706,368  467,107  802,450  731,529   28,626   99,547

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    155,947)
   3,335     -174   22,477  117,742  105,786  143,554  128,089   12,393   27,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     28.7      3.1     85.0     56.2     96.6     88.0      3.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      33      126       31       64       94      115      234
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       62,808
COMMITMENTS
  12,455   34,517      189   40,835   20,334   53,479   55,040    9,329    7,768

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -34,344)
   1,648    1,055  -11,456  -21,272  -19,790  -31,080  -30,191   -3,264   -4,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     55.0      0.3     65.0     32.4     85.1     87.6     14.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       13        1       15       19       29       33
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,647
COMMITMENTS
  17,864      975       40   10,982   35,490   28,886   36,505   15,761    8,142

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -22,120)
    -754   -2,463     -583  -25,503    2,807  -26,840     -239    4,720  -21,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      2.2      0.1     24.6     79.5     64.7     81.8     35.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        2        1       10       11       19       14
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,439
COMMITMENTS
   5,784      709        0   14,223   19,924   20,007   20,633    1,432      806

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        -37)
     274      425        0       -6     -341      268       84     -305     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      3.3      0.0     66.3     92.9     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        3        0        6        4       16        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 12/18/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       23,637
COMMITMENTS
   6,115    3,881    1,930   12,422   10,000   20,467   15,811    3,170    7,826

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -15,898)
  -3,598   -1,274   -2,049   -4,577  -11,237  -10,224  -14,560   -5,674   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     16.4      8.2     52.6     42.3     86.6     66.9     13.4     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        3        6       15       19       24       27
 

Updated December 21, 2007