MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       40,062
COMMITMENTS
   2,432    1,524    5,801   25,507   22,468   33,740   29,794    6,322   10,268

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        276)
  -1,252       99     -251    1,821      238      317       85      -41      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      3.8     14.5     63.7     56.1     84.2     74.4     15.8     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17        8       13       31       32       54       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      225,305
COMMITMENTS
  43,056   44,768   58,761  101,926   83,386  203,743  186,915   21,562   38,390

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        297)
     122    2,064      118      956     -824    1,195    1,358     -899   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     19.9     26.1     45.2     37.0     90.4     83.0      9.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      55       79       78       32       51      144      165
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      259,105
COMMITMENTS
  59,525   48,051   50,904  128,118  106,781  238,547  205,736   20,558   53,369

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -1,618)
     -35      526       59     -566   -1,709     -542   -1,124   -1,077     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     18.5     19.6     49.4     41.2     92.1     79.4      7.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      61      102       78       86      131      194      277
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,862
COMMITMENTS
   4,044    4,412      993    2,782    2,173    7,818    7,578    2,044    2,284

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        374)
     121       72      176      145       70      442      318      -67       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     44.7     10.1     28.2     22.0     79.3     76.8     20.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       26       11       19       23       50       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       34,965
COMMITMENTS
  16,915    4,562    5,375    8,319    7,853   30,609   17,790    4,356   17,175

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,338)
   1,397      503     -127     -144      206    1,126      582      212      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4     13.0     15.4     23.8     22.5     87.5     50.9     12.5     49.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      40       28       31       35       46       93       95
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:       96,990
COMMITMENTS
  33,630   13,958   11,170   22,978   54,326   67,778   79,454   29,212   17,537

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -44,149)
  -5,319    2,811   -1,055  -34,567  -42,314  -40,941  -40,558   -3,208   -3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     14.4     11.5     23.7     56.0     69.9     81.9     30.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      19       18       11       25       24       53       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       66,390
COMMITMENTS
  13,054   24,045    2,622   31,737   29,977   47,413   56,644   18,977    9,746

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        689)
  -1,979    2,497       -2    3,641     -306    1,660    2,189     -971   -1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     36.2      3.9     47.8     45.2     71.4     85.3     28.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       14        3       11       11       25       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       89,519
COMMITMENTS
  35,456   23,863    9,243   25,026   33,406   69,725   66,512   19,794   23,007

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     11,479)
   3,128    5,683    1,154    5,045    1,496    9,327    8,333    2,153    3,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     26.7     10.3     28.0     37.3     77.9     74.3     22.1     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       22       11       15       17       37       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      221,408
COMMITMENTS
  43,062   42,977   17,623  131,349  140,292  192,034  200,891   29,375   20,517

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      3,345)
  -7,405    2,377      431   13,766      166    6,792    2,974   -3,447      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     19.4      8.0     59.3     63.4     86.7     90.7     13.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      33       28       13       32       27       70       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      188,097
COMMITMENTS
  67,785   35,340   20,257   52,318   95,859  140,360  151,456   47,737   36,641

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      9,027)
     756      490    1,295   11,104    9,425   13,155   11,210   -4,128   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     18.8     10.8     27.8     51.0     74.6     80.5     25.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      43       36       26       33       33       89       82
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   17,494,831
COMMITMENTS
 1036426  361,968  6922277  8235171  8968301 16193874 16252546  1300956  1242284

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -240,525)
 -10,653   14,298   72,897  -60,800 -102,506    1,444  -15,311 -241,969 -225,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      2.1     39.6     47.1     51.3     92.6     92.9      7.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      70       38      102      127      126      243      233
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      596,190
COMMITMENTS
  50,842   57,678   42,996  379,253  385,210  473,091  485,884  123,100  110,307

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -244,907)
  -4,911  -13,986  -65,068 -125,963 -110,902 -195,942 -189,956  -48,965  -54,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      9.7      7.2     63.6     64.6     79.4     81.5     20.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      49       39       55       81       58      156      126
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,835,635
COMMITMENTS
 319,382  390,720   86,485  1175348  1196246  1581215  1673451  254,420  162,184

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -1,075,639)
 -30,408 -119,578 -134,753 -639,306 -681,219 -804,467 -935,550 -271,172 -140,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     21.3      4.7     64.0     65.2     86.1     91.2     13.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      60       89       54      101       92      192      204
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      107,361
COMMITMENTS
  10,545   26,857        0   81,328   77,277   91,873  104,134   15,488    3,227

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -17,021)
   2,007      317   -1,542  -18,329  -14,241  -17,864  -15,466      843   -1,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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
OPTION AND FUTURES COMBINED 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:       36,846
COMMITMENTS
   4,363    9,861       68   23,217   20,244   27,648   30,173    9,197    6,672

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -31,434)
  -4,492   -5,649   -2,128  -21,979  -17,403  -28,600  -25,180   -2,834   -6,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     26.8      0.2     63.0     54.9     75.0     81.9     25.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       11        1       21       16       30       28
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      285,335
COMMITMENTS
  77,716  127,623    9,445  161,166  127,685  248,327  264,753   37,008   20,582

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -265,451)
 -26,668  -55,165  -32,386 -165,794 -160,429 -224,847 -247,979  -40,603  -17,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     44.7      3.3     56.5     44.7     87.0     92.8     13.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      73       52       16       53       54      132      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:       58,682
COMMITMENTS
  24,029   10,560      772   11,152   39,288   35,952   50,620   22,729    8,062

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,228)
   4,682    2,221       49   -2,804      502    1,927    2,773      301     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     18.0      1.3     19.0     67.0     61.3     86.3     38.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        9        3        7       14       25       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       34,539
COMMITMENTS
   1,315   11,439      383   23,635   18,246   25,333   30,069    9,206    4,470

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -24,036)
    -605   -3,790     -340  -15,407  -17,341  -16,352  -21,471   -7,684   -2,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     33.1      1.1     68.4     52.8     73.3     87.1     26.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4       19        3       18       22       24       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      574,762
COMMITMENTS
  58,443  233,619   10,632  492,422  278,432  561,498  522,683   13,265   52,079

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -271,192)
 -11,749   -5,350  -26,292 -215,806 -190,586 -253,847 -222,228  -17,346  -48,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     40.6      1.8     85.7     48.4     97.7     90.9      2.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      24      140       44       60       76      120      224
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       62,619
COMMITMENTS
  13,354   36,475       82   41,184   19,774   54,621   56,332    7,998    6,287

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -200)
     898    1,958     -109      346     -564    1,135    1,285   -1,335   -1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     58.2      0.1     65.8     31.6     87.2     90.0     12.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       15        4       14       19       31       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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