MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,293
COMMITMENTS
   2,894    2,284    1,181   21,911   19,536   25,986   23,001    5,307    8,292

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        228)
  -1,436     -180       54    1,802      289      420      163     -192       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.3      3.8     70.0     62.4     83.0     73.5     17.0     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      12       11       11       27       26       48       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      206,123
COMMITMENTS
  41,435   47,309   49,144   95,211   74,636  185,790  171,089   20,333   35,034

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        -50)
     -92    1,817      166      830     -760      904    1,223     -954   -1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     23.0     23.8     46.2     36.2     90.1     83.0      9.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      55       76       73       31       48      141      157
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      240,200
COMMITMENTS
  57,673   53,794   39,637  123,657   97,043  220,967  190,474   19,233   49,726

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -2,664)
      99    1,315     -716     -843   -2,607   -1,460   -2,008   -1,204     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     22.4     16.5     51.5     40.4     92.0     79.3      8.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      46      107       68       61      123      156      263
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,348
COMMITMENTS
   4,007    4,416      782    2,688    1,996    7,477    7,194    1,871    2,154

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        312)
     130       78      135      132       39      397      252      -85       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     47.2      8.4     28.8     21.4     80.0     77.0     20.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      25       26       10       17       22       46       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,662
COMMITMENTS
  16,881    5,817    3,052    8,011    7,412   27,944   16,281    3,718   15,381

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,100)
   1,412      675     -355        4      193    1,061      513       39      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     18.4      9.6     25.3     23.4     88.3     51.4     11.7     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      34       29       25       26       43       76       89
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       77,357
COMMITMENTS
  29,959   15,236    1,405   18,913   45,440   50,277   62,081   27,080   15,276

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -43,937)
  -4,936    3,628   -1,504  -35,477  -43,427  -41,917  -41,303   -2,020   -2,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     19.7      1.8     24.4     58.7     65.0     80.3     35.0     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      22       13        5       19       19       45       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       60,681
COMMITMENTS
  12,643   24,140        0   29,969   27,583   42,612   51,723   18,069    8,958

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        435)
  -2,034    2,479        0    3,611     -386    1,577    2,093   -1,142   -1,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     39.8      0.0     49.4     45.5     70.2     85.2     29.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       14        0       10       11       22       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,387
COMMITMENTS
  75,331    3,523      251   12,174   88,800   87,756   92,574    6,631    1,813

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      4,450)
   4,621     -298       69     -753    4,883    3,937    4,654      513     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.8      3.7      0.3     12.9     94.1     93.0     98.1      7.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      55       10        2        6       18       61       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       74,898
COMMITMENTS
  34,590   25,464      329   22,055   28,048   56,974   53,841   17,924   21,057

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      8,371)
   2,473    4,884     -165    4,487      755    6,795    5,474    1,576    2,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     34.0      0.4     29.4     37.4     76.1     71.9     23.9     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       22        2       14       14       28       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      180,033
COMMITMENTS
  46,961   42,948      979  105,179  117,336  153,119  161,263   26,914   18,770

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      3,413)
  -7,114    2,230      146   12,769     -688    5,801    1,688   -2,388    1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     23.9      0.5     58.4     65.2     85.1     89.6     14.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       27        5       29       21       64       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      157,379
COMMITMENTS
  68,111   37,470    1,272   44,647   87,263  114,030  126,005   43,349   31,374

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      7,214)
     715    1,223      -56   10,724    8,525   11,383    9,692   -4,169   -2,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     23.8      0.8     28.4     55.4     72.5     80.1     27.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       36        6       29       27       69       65
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,826
COMMITMENTS
  14,098    1,851       81    4,190   17,818   18,369   19,750    2,457    1,076

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,746)
   1,542   -1,079        0      990    1,827    2,532      748     -786      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7      8.9      0.4     20.1     85.6     88.2     94.8     11.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        4        1        7       12       19       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,658,712
COMMITMENTS
 1285722  467,227  1039496  6096286  6965121  8421504  8471844  1237208  1186868

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -268,751)
  -3,259   21,215   51,064  -84,402 -116,321  -36,597  -44,042 -232,154 -224,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      4.8     10.8     63.1     72.1     87.2     87.7     12.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      56       32       82      117      118      214      207
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      526,318
COMMITMENTS
  48,021   56,415    5,008  357,482  364,704  410,511  426,127  115,807  100,191

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -175,091)
  -3,996  -14,050  -19,428 -110,465  -91,548 -133,889 -125,026  -41,202  -50,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     10.7      1.0     67.9     69.3     78.0     81.0     22.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      38       28       13       73       54      118       88
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,747,039
COMMITMENTS
 324,073  408,214   23,678  1151766  1162913  1499517  1594805  247,522  152,234

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -1,010,360)
 -28,829 -115,149  -93,572 -622,791 -665,643 -745,192 -874,364 -265,168 -135,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     23.4      1.4     65.9     66.6     85.8     91.3     14.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      58       86       22       98       90      169      185
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,347
COMMITMENTS
  10,545   26,857        0   81,328   77,263   91,873  104,120   15,474    3,227

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -17,009)
   2,007      317   -1,542  -18,329  -14,229  -17,864  -15,454      855   -1,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     25.0      0.0     75.8     72.0     85.6     97.0     14.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       10        0       35       33       48       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       36,789
COMMITMENTS
   4,363    9,861       68   23,206   20,239   27,637   30,168    9,152    6,621

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -31,314)
  -4,492   -5,644   -2,068  -21,940  -17,376  -28,500  -25,088   -2,814   -6,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     26.8      0.2     63.1     55.0     75.1     82.0     24.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       11        1       21       15       30       27
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      282,512
COMMITMENTS
  77,853  127,795    7,737  160,266  126,851  245,856  262,383   36,656   20,129

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -263,145)
 -26,443  -54,650  -31,103 -165,242 -159,942 -222,788 -245,695  -40,357  -17,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     45.2      2.7     56.7     44.9     87.0     92.9     13.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      74       51       11       53       53      131      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       57,131
COMMITMENTS
  24,100   10,560      190   11,152   39,267   35,442   50,017   21,689    7,114

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,162)
   4,735    2,232       18   -2,804      498    1,949    2,748      213     -586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     18.5      0.3     19.5     68.7     62.0     87.5     38.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        9        1        7       13       25       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,066
COMMITMENTS
   1,215   11,339       12   23,634   18,246   24,861   29,597    9,205    4,469

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -23,873)
    -612   -3,795     -196  -15,406  -17,341  -16,214  -21,332   -7,659   -2,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     33.3      0.0     69.4     53.6     73.0     86.9     27.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       16        1       18       22       22       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      564,344
COMMITMENTS
  58,400  234,214    2,432  490,983  277,141  551,815  513,787   12,529   50,557

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -266,732)
 -11,516   -4,042  -23,734 -215,385 -189,966 -250,635 -217,742  -16,097  -48,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     41.5      0.4     87.0     49.1     97.8     91.0      2.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      21      122       13       60       75       89      202
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       62,612
COMMITMENTS
  13,353   36,475       80   41,181   19,770   54,614   56,325    7,998    6,287

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -196)
     898    1,958     -109      346     -564    1,135    1,285   -1,331   -1,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     58.3      0.1     65.8     31.6     87.2     90.0     12.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       14        1       14       18       27       33
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,541
COMMITMENTS
  18,896    3,025       49   12,428   35,301   31,373   38,375   17,168   10,166

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      3,894)
   1,032    2,050        9    1,446     -189    2,487    1,870    1,407    2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      6.2      0.1     25.6     72.7     64.6     79.1     35.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        3        2       14       10       25       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,178
COMMITMENTS
   5,878      783        0   14,179   20,064   20,057   20,847    1,121      331

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -261)
      94       74        0      -44      140       50      214     -311     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      3.7      0.0     67.0     94.7     94.7     98.4      5.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        3        0        6        5       16        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       23,567
COMMITMENTS
   6,577    3,481    1,977   11,822   10,500   20,376   15,958    3,191    7,609

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        -70)
     462     -400       47     -600      500      -91      147       21     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     14.8      8.4     50.2     44.6     86.5     67.7     13.5     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        3        6       16       19       25       27
 

Updated December 28, 2007