MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    39,786:     3,684      1,426      6,053     23,686     22,230     33,424     29,709:     6,363     10,078
Old  :    39,786:     3,684      1,426      6,053     23,686     22,230     33,424     29,709:     6,363     10,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :       754:      -301       -849         96        856      1,230        651        477:       104        277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        3.6       15.2       59.5       55.9       84.0       74.7:      16.0       25.3
Old  :     100.0:       9.3        3.6       15.2       59.5       55.9       84.0       74.7:      16.0       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        14         11         14         30         32         54         47:
Old  :        65:        14         11         14         30         32         54         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       25.8       51.7       37.4       37.4       23.6       49.2       33.4
Old  :                 37.5       25.8       51.7       37.4       37.4       23.6       49.2       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   225,008:    42,934     42,703     58,643    100,970     84,210    202,547    185,557:    22,461     39,451
Old  :   216,161:    40,271     47,838     53,206    100,911     76,739    194,388    177,783:    21,773     38,378
Other:     8,847:     8,036        238         65         59      7,471      8,160      7,774:       687      1,073
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -2,362:       145      6,730     -2,173       -878     -4,969     -2,906       -412:       544     -1,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       19.0       26.1       44.9       37.4       90.0       82.5:      10.0       17.5
Old  :     100.0:      18.6       22.1       24.6       46.7       35.5       89.9       82.2:      10.1       17.8
Other:     100.0:      90.8        2.7        0.7        0.7       84.4       92.2       87.9:       7.8       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        54         77         77         33         50        143        164:
Old  :       213:        52         79         77         33         50        143        164:
Other:        44:        16          6          3          1         21         19         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       20.1       36.6       29.6       20.4       11.9       30.7       18.3
Old  :                 23.9       18.4       36.5       28.2       21.2       13.3       31.8       19.8
Other:                 62.8       69.3       84.8       77.1       62.8       69.3       84.8       77.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   260,724:    59,560     47,524     50,845    128,684    108,490    239,089    206,860:    21,635     53,864
Old  :   260,724:    59,560     47,524     50,845    128,684    108,490    239,089    206,860:    21,635     53,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -1,485:    -1,135      4,106      2,736     -2,156     -7,490       -555       -648:      -930       -837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       18.2       19.5       49.4       41.6       91.7       79.3:       8.3       20.7
Old  :     100.0:      22.8       18.2       19.5       49.4       41.6       91.7       79.3:       8.3       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        62        103         79         85        128        194        276:
Old  :       324:        62        103         79         85        128        194        276:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       12.3       36.7       19.0       24.4       11.3       36.5       16.4
Old  :                 24.4       12.3       36.7       19.0       24.4       11.3       36.5       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     9,488:     3,923      4,340        817      2,637      2,103      7,376      7,260:     2,111      2,227
Old  :     9,488:     3,923      4,340        817      2,637      2,103      7,376      7,260:     2,111      2,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -1,298:      -130         24     -1,009         52       -131     -1,087     -1,115:      -211       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       45.7        8.6       27.8       22.2       77.7       76.5:      22.3       23.5
Old  :     100.0:      41.3       45.7        8.6       27.8       22.2       77.7       76.5:      22.3       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        26         29         11         17         24         47         61:
Old  :        87:        26         29         11         17         24         47         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       28.0       48.4       37.5       30.9       28.0       48.4       37.5
Old  :                 30.9       28.0       48.4       37.5       30.9       28.0       48.4       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    33,627:    15,519      4,059      5,502      8,463      7,647     29,483     17,208:     4,144     16,419
Old  :    33,627:    15,519      4,059      5,502      8,463      7,647     29,483     17,208:     4,144     16,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     2,310:       707        272      1,009        588        221      2,304      1,503:         6        807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       12.1       16.4       25.2       22.7       87.7       51.2:      12.3       48.8
Old  :     100.0:      46.2       12.1       16.4       25.2       22.7       87.7       51.2:      12.3       48.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        36         33         32         36         50         92        100:
Old  :       139:        36         33         32         36         50         92        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0        8.5       39.4       13.8       24.9        7.7       38.4       12.0
Old  :                 25.0        8.5       39.4       13.8       24.9        7.7       38.4       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   141,140:    38,950     11,147     12,224     57,545     96,640    108,719    120,012:    32,420     21,128
Old  :   141,140:    38,950     11,147     12,224     57,545     96,640    108,719    120,012:    32,420     21,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     5,521:     1,999     -2,360      3,740      2,325      3,295      8,064      4,675:    -2,543        846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        7.9        8.7       40.8       68.5       77.0       85.0:      23.0       15.0
Old  :     100.0:      27.6        7.9        8.7       40.8       68.5       77.0       85.0:      23.0       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        27         14         15         24         22         59         43:
Old  :        72:        27         14         15         24         22         59         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       41.5       38.7       60.2       14.8       35.3       25.5       44.0
Old  :                 25.0       41.5       38.7       60.2       14.8       35.3       25.5       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    65,701:    15,033     21,548      2,625     28,096     30,283     45,754     54,456:    19,948     11,246
Old  :    65,701:    15,033     21,548      2,625     28,096     30,283     45,754     54,456:    19,948     11,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -26,050:   -11,242     -2,100     -1,105    -13,013    -24,781    -25,360    -27,987:      -690      1,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       32.8        4.0       42.8       46.1       69.6       82.9:      30.4       17.1
Old  :     100.0:      22.9       32.8        4.0       42.8       46.1       69.6       82.9:      30.4       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        15         12          4         11         13         28         27:
Old  :        46:        15         12          4         11         13         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       42.2       50.4       58.0       37.5       41.2       47.7       56.7
Old  :                 37.6       42.2       50.4       58.0       37.5       41.2       47.7       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :    89,937:    70,710      3,821        182     12,927     83,917     83,819     87,920:     6,118      2,017
Old  :    89,937:    70,710      3,821        182     12,927     83,917     83,819     87,920:     6,118      2,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -36,840:    12,510    -15,476       -737    -49,647    -20,781    -37,874    -36,994:     1,034        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6        4.2        0.2       14.4       93.3       93.2       97.8:       6.8        2.2
Old  :     100.0:      78.6        4.2        0.2       14.4       93.3       93.2       97.8:       6.8        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        56          9          1          6         18         63         27:
Old  :        86:        56          9          1          6         18         63         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       72.9       61.4       86.6       49.7       72.9       61.1       84.8
Old  :                 50.0       72.9       61.4       86.6       49.7       72.9       61.1       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    78,040:    32,328     18,180      8,089     19,981     31,910     60,399     58,179:    17,642     19,861
Old  :    78,040:    32,328     18,180      8,089     19,981     31,910     60,399     58,179:    17,642     19,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -89,469:   -45,267       -599      1,516    -45,263    -90,065    -89,014    -89,147:      -455       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       23.3       10.4       25.6       40.9       77.4       74.5:      22.6       25.5
Old  :     100.0:      41.4       23.3       10.4       25.6       40.9       77.4       74.5:      22.6       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        16         21         10         13         17         35         42:
Old  :        58:        16         21         10         13         17         35         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       27.4       54.0       42.6       34.9       19.2       42.6       29.0
Old  :                 37.6       27.4       54.0       42.6       34.9       19.2       42.6       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   218,063:    50,468     40,600     17,192    117,583    140,126    185,242    197,918:    32,821     20,146
Old  :   218,063:    50,468     40,600     17,192    117,583    140,126    185,242    197,918:    32,821     20,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -40,556:   -15,014      3,014     -2,625    -17,337    -41,748    -34,975    -41,358:    -5,580        803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       18.6        7.9       53.9       64.3       84.9       90.8:      15.1        9.2
Old  :     100.0:      23.1       18.6        7.9       53.9       64.3       84.9       90.8:      15.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        35         21         12         32         25         70         55:
Old  :        96:        35         21         12         32         25         70         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       50.3       51.7       63.8       29.2       44.1       37.8       53.4
Old  :                 39.3       50.3       51.7       63.8       29.2       44.1       37.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   179,070:    67,029     34,850     18,961     41,214     86,434    127,204    140,245:    51,865     38,824
Old  :   179,070:    67,029     34,850     18,961     41,214     86,434    127,204    140,245:    51,865     38,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :  -105,434:   -22,004      9,927     -5,668    -75,624   -105,446   -103,297   -101,187:    -2,137     -4,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       19.5       10.6       23.0       48.3       71.0       78.3:      29.0       21.7
Old  :     100.0:      37.4       19.5       10.6       23.0       48.3       71.0       78.3:      29.0       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        43         33         25         30         31         86         76:
Old  :       118:        43         33         25         30         31         86         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       28.6       36.6       42.1       25.2       27.7       34.5       38.2
Old  :                 25.3       28.6       36.6       42.1       25.2       27.7       34.5       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    19,080:    12,556      2,930         81      3,200     15,991     15,837     19,002:     3,243         78
Old  :    19,080:    12,556      2,930         81      3,200     15,991     15,837     19,002:     3,243         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -8,378:    -1,491        224       -369     -6,086     -6,392     -7,946     -6,537:      -432     -1,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       15.4        0.4       16.8       83.8       83.0       99.6:      17.0        0.4
Old  :     100.0:      65.8       15.4        0.4       16.8       83.8       83.0       99.6:      17.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        11          5          1          6         10         17         16:
Old  :        30:        11          5          1          6         10         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       62.2       74.9       84.0       56.8       62.0       74.9       83.7
Old  :                 56.8       62.2       74.9       84.0       56.8       62.0       74.9       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :17,735,356: 1,047,079    347,670  6,849,380  8,295,972  9,070,807 16,192,431 16,267,857: 1,542,926  1,467,499
Old  :17,735,356: 1,047,079    347,670  6,849,380  8,295,972  9,070,807 16,192,431 16,267,857: 1,542,926  1,467,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :-4,323,688:  -246,874    -75,104 -2,477,832 -1,670,801 -1,859,197 -4,395,507 -4,412,134:    71,819     88,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        2.0       38.6       46.8       51.1       91.3       91.7:       8.7        8.3
Old  :     100.0:       5.9        2.0       38.6       46.8       51.1       91.3       91.7:       8.7        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        68         40        100        132        131        247        236:
Old  :       258:        68         40        100        132        131        247        236:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       19.4       36.5       30.9       15.9       10.4       18.8       16.8
Old  :                 25.1       19.4       36.5       30.9       15.9       10.4       18.8       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   841,097:    55,753     71,664    108,064    505,215    496,112    669,033    675,840:   172,064    165,257
Old  :   841,097:    55,753     71,664    108,064    505,215    496,112    669,033    675,840:   172,064    165,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    23,443:    -8,577    -13,962      9,187      7,467     42,657      8,077     37,881:    15,366    -14,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        8.5       12.8       60.1       59.0       79.5       80.4:      20.5       19.6
Old  :     100.0:       6.6        8.5       12.8       60.1       59.0       79.5       80.4:      20.5       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        63         50         81         94         64        195        157:
Old  :       219:        63         50         81         94         64        195        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       19.7       24.1       30.3       16.2       17.8       22.1       26.4
Old  :                 16.8       19.7       24.1       30.3       16.2       17.8       22.1       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,911,274:   349,790    510,298    221,238  1,814,654  1,877,465  2,385,682  2,609,001:   525,592    302,273
Old  : 2,911,274:   349,790    510,298    221,238  1,814,654  1,877,465  2,385,682  2,609,001:   525,592    302,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   423,123:    67,851    -47,699     56,084    345,967    326,987    469,901    335,372:   -46,779     87,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       17.5        7.6       62.3       64.5       81.9       89.6:      18.1       10.4
Old  :     100.0:      12.0       17.5        7.6       62.3       64.5       81.9       89.6:      18.1       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:        84        108        102        122        117        262        272:
Old  :       354:        84        108        102        122        117        262        272:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       22.9       32.0       34.0       11.6       15.1       19.6       23.7
Old  :                 23.1       22.9       32.0       34.0       11.6       15.1       19.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   124,382:     8,538     26,540      1,542     99,657     91,518    109,737    119,600:    14,645      4,782
Old  :   124,382:     8,538     26,540      1,542     99,657     91,518    109,737    119,600:    14,645      4,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    19,440:     1,099     -7,358      1,418     17,613     27,344     20,130     21,404:      -690     -1,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       21.3        1.2       80.1       73.6       88.2       96.2:      11.8        3.8
Old  :     100.0:       6.9       21.3        1.2       80.1       73.6       88.2       96.2:      11.8        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:         9         12          3         41         36         53         48:
Old  :        80:         9         12          3         41         36         53         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       35.4       43.3       57.2       24.2       31.9       39.3       46.9
Old  :                 24.4       35.4       43.3       57.2       24.2       31.9       39.3       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    68,280:     8,855     15,510      2,196     45,197     37,647     56,248     55,354:    12,032     12,926
Old  :    68,280:     8,855     15,510      2,196     45,197     37,647     56,248     55,354:    12,032     12,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    11,582:    -1,560      1,397      1,628      9,497     11,242      9,565     14,268:     2,017     -2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       22.7        3.2       66.2       55.1       82.4       81.1:      17.6       18.9
Old  :     100.0:      13.0       22.7        3.2       66.2       55.1       82.4       81.1:      17.6       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        14         18         10         31         27         51         49:
Old  :        72:        14         18         10         31         27         51         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       28.6       47.5       45.7       24.4       24.2       37.3       36.4
Old  :                 29.2       28.6       47.5       45.7       24.4       24.2       37.3       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   550,785:   104,384    182,788     41,831    326,959    288,113    473,174    512,732:    77,611     38,053
Old  :   550,785:   104,384    182,788     41,831    326,959    288,113    473,174    512,732:    77,611     38,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   102,413:    -8,553     -3,966     21,043     93,141     70,007    105,631     87,085:    -3,217     15,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       33.2        7.6       59.4       52.3       85.9       93.1:      14.1        6.9
Old  :     100.0:      19.0       33.2        7.6       59.4       52.3       85.9       93.1:      14.1        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        81         60         33         71         65        167        144:
Old  :       237:        81         60         33         71         65        167        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       26.2       32.2       41.8       16.9       25.9       24.1       35.4
Old  :                 20.4       26.2       32.2       41.8       16.9       25.9       24.1       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :    56,454:    19,347      8,339        722     13,956     38,786     34,025     47,847:    22,428      8,607
Old  :    56,454:    19,347      8,339        722     13,956     38,786     34,025     47,847:    22,428      8,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -20,793:   -16,743      5,133        159     -3,850    -25,763    -20,434    -20,471:      -359       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       14.8        1.3       24.7       68.7       60.3       84.8:      39.7       15.2
Old  :     100.0:      34.3       14.8        1.3       24.7       68.7       60.3       84.8:      39.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          9          3          8         14         22         24:
Old  :        39:        12          9          3          8         14         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       48.1       40.3       66.5       23.9       48.1       39.1       65.9
Old  :                 24.1       48.1       40.3       66.5       23.9       48.1       39.1       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    58,575:     1,920     15,230        723     39,042     35,587     41,685     51,539:    16,890      7,035
Old  :    58,575:     1,920     15,230        723     39,042     35,587     41,685     51,539:    16,890      7,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    19,563:       935        939         19     15,150     16,769     16,104     17,727:     3,459      1,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       26.0        1.2       66.7       60.8       71.2       88.0:      28.8       12.0
Old  :     100.0:       3.3       26.0        1.2       66.7       60.8       71.2       88.0:      28.8       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         4         23          6         28         33         37         57:
Old  :        68:         4         23          6         28         33         37         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       29.3       51.3       43.7       22.2       18.1       28.0       25.7
Old  :                 34.3       29.3       51.3       43.7       22.2       18.1       28.0       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   845,954:    70,193    238,970     36,924    708,228    469,018    815,344    744,911:    30,610    101,043
Old  :   845,954:    70,193    238,970     36,924    708,228    469,018    815,344    744,911:    30,610    101,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   156,256:     3,809        421     22,184    117,863    105,992    143,856    128,596:    12,401     27,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       28.2        4.4       83.7       55.4       96.4       88.1:       3.6       11.9
Old  :     100.0:       8.3       28.2        4.4       83.7       55.4       96.4       88.1:       3.6       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        54        135         67         64         94        149        265:
Old  :       306:        54        135         67         64         94        149        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       30.8       77.7       38.6       42.4       17.7       59.2       23.0
Old  :                 58.9       30.8       77.7       38.6       42.4       17.7       59.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    62,819:    12,457     34,517        191     40,838     20,338     53,486     55,046:     9,333      7,772
Old  :    62,819:    12,457     34,517        191     40,838     20,338     53,486     55,046:     9,333      7,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -34,340:     1,647      1,052    -11,454    -21,272    -19,789    -31,080    -30,191:    -3,260     -4,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       54.9        0.3       65.0       32.4       85.1       87.6:      14.9       12.4
Old  :     100.0:      19.8       54.9        0.3       65.0       32.4       85.1       87.6:      14.9       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        17         14          4         15         20         33         37:
Old  :        63:        17         14          4         15         20         33         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       60.1       64.0       68.4       45.7       60.1       63.9       68.3
Old  :                 45.7       60.1       64.0       68.4       45.7       60.1       63.9       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    44,647:    17,864        975         40     10,982     35,490     28,886     36,505:    15,761      8,142
Old  :    44,647:    17,864        975         40     10,982     35,490     28,886     36,505:    15,761      8,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -22,120:      -754     -2,463       -583    -25,503      2,807    -26,840       -239:     4,720    -21,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        2.2        0.1       24.6       79.5       64.7       81.8:      35.3       18.2
Old  :     100.0:      40.0        2.2        0.1       24.6       79.5       64.7       81.8:      35.3       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         9          2          1         10         11         19         14:
Old  :        30:         9          2          1         10         11         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       71.1       56.0       77.7       47.0       71.1       54.5       77.7
Old  :                 48.5       71.1       56.0       77.7       47.0       71.1       54.5       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,439:     5,784        709          0     14,223     19,924     20,007     20,633:     1,432        806
Old  :    21,439:     5,784        709          0     14,223     19,924     20,007     20,633:     1,432        806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :       -37:       274        425          0         -6       -341        268         84:      -305       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        3.3        0.0       66.3       92.9       93.3       96.2:       6.7        3.8
Old  :     100.0:      27.0        3.3        0.0       66.3       92.9       93.3       96.2:       6.7        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          3          0          6          4         16          7:
Old  :        22:        10          3          0          6          4         16          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       94.3       85.3       96.2       68.7       94.3       84.6       95.5
Old  :                 69.4       94.3       85.3       96.2       68.7       94.3       84.6       95.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    23,637:     6,115      3,881      1,930     12,422     10,000     20,467     15,811:     3,170      7,826
Old  :    23,637:     6,115      3,881      1,930     12,422     10,000     20,467     15,811:     3,170      7,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -15,898:    -3,598     -1,274     -2,049     -4,577    -11,237    -10,224    -14,560:    -5,674     -1,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       16.4        8.2       52.6       42.3       86.6       66.9:      13.4       33.1
Old  :     100.0:      25.9       16.4        8.2       52.6       42.3       86.6       66.9:      13.4       33.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          3          6         15         19         24         27:
Old  :        34:         8          3          6         15         19         24         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       30.9       68.4       48.0       47.4       28.3       60.3       43.2
Old  :                 53.6       30.9       68.4       48.0       47.4       28.3       60.3       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 21, 2007