MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,923
COMMITMENTS
   3,416    2,228      944   21,331   18,999   25,691   22,171    5,232    8,752

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      2,603)
     447     -442      207    1,581    2,593    2,235    2,358      368      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      7.2      3.1     69.0     61.4     83.1     71.7     16.9     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       11       10       25       25       46       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      214,737
COMMITMENTS
  39,559   56,066   40,251  111,389   80,527  191,199  176,844   23,538   37,893

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      5,351)
  -3,051    4,170   -3,644   10,029    2,430    3,334    2,956    2,017    2,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     26.1     18.7     51.9     37.5     89.0     82.4     11.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      64       95       83       31       49      154      182
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,120
COMMITMENTS
      64      559      343    1,055      711    1,462    1,613      658      507

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:         30)
      -2       48     -147       76       98      -73       -1      103       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     26.4     16.2     49.8     33.5     69.0     76.1     31.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       11        4        7        4       12       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,705
COMMITMENTS
  58,063   55,888   47,253  127,244  100,854  232,560  203,995   22,145   50,710

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:     11,015)
   1,051    1,697    4,669    5,070    4,265   10,790   10,631      225      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     21.9     18.6     50.0     39.6     91.3     80.1      8.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      55      117       81       68      127      177      280
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,397
COMMITMENTS
   4,004    4,671      499    3,209    1,936    7,712    7,106    1,685    2,291

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:        266)
    -162      -40      112      209     -127      159      -55      107      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     49.7      5.3     34.1     20.6     82.1     75.6     17.9     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       24        6       16       26       44       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,587
COMMITMENTS
  19,167    7,185    3,662   10,267    8,028   33,096   18,875    4,491   18,712

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      2,830)
    -541       79      111    2,640    1,225    2,210    1,415      620    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     19.1      9.7     27.3     21.4     88.1     50.2     11.9     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      35       35       25       30       56       81      105
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       81,827
COMMITMENTS
  22,866   15,101    3,057   27,093   46,562   53,016   64,720   28,811   17,107

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:       -627)
  -8,782     -123      757    8,000   -2,214      -25   -1,580     -602      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     18.5      3.7     33.1     56.9     64.8     79.1     35.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       13        7       19       16       41       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       67,556
COMMITMENTS
  25,415   20,253        0   19,597   38,251   45,012   58,504   22,544    9,052

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      4,807)
   4,070   -3,263        0   -1,127    6,442    2,943    3,179    1,864    1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     30.0      0.0     29.0     56.6     66.6     86.6     33.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23       11        0       12       14       35       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       82,208
COMMITMENTS
  38,271    8,319      249   37,926   71,473   76,446   80,041    5,762    2,167

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:    -11,334)
 -23,849    2,065        1   13,121  -13,592  -10,727  -11,526     -607      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     10.1      0.3     46.1     86.9     93.0     97.4      7.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      41       20        2       10       17       53       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       84,161
COMMITMENTS
  32,740   32,433    1,387   30,975   26,447   65,102   60,267   19,059   23,894

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:     -2,570)
   2,171   -1,398      784   -6,980   -3,262   -4,025   -3,876    1,455    1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     38.5      1.6     36.8     31.4     77.4     71.6     22.6     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       29        5       20       16       39       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      202,548
COMMITMENTS
  64,712   27,513    1,666  100,897  151,888  167,275  181,067   35,273   21,481

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      8,762)
   2,356    2,630     -368    3,449    4,560    5,437    6,822    3,325    1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     13.6      0.8     49.8     75.0     82.6     89.4     17.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       22        8       27       23       68       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      177,003
COMMITMENTS
  81,812   36,830    1,301   42,254  102,175  125,367  140,306   51,636   36,697

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:     -2,509)
  -4,103    2,817     -183      856   -6,761   -3,430   -4,127      921    1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     20.8      0.7     23.9     57.7     70.8     79.3     29.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      54       32       11       33       30       95       65
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,467
COMMITMENTS
  16,969    1,220      108    2,458   20,520   19,535   21,848    2,932      619

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      1,181)
   2,121     -125       51   -1,013    1,507    1,159    1,433       22     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.5      5.4      0.5     10.9     91.3     86.9     97.2     13.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17        5        1        6       15       24       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,303,672
COMMITMENTS
 2083840  715,475  1204234  6679771  7956700  9967845  9876409  1335827  1427263

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:    995,440)
 307,194  174,773  171,649  419,777  529,906  898,620  876,328   96,820  119,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.3     10.7     59.1     70.4     88.2     87.4     11.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      61       44       97      130      130      246      235
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      558,997
COMMITMENTS
  61,091   68,873    4,977  383,541  383,188  449,609  457,038  109,388  101,959

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:     14,205)
   7,591    3,243     -992   12,697    7,417   19,296    9,668   -5,091    4,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     12.3      0.9     68.6     68.5     80.4     81.8     19.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      42       39       14       75       57      126      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,139,579
COMMITMENTS
 434,100  521,069   51,113  1334021  1397243  1819234  1969425  320,345  170,154

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:    146,371)
  18,663  -12,497   16,320   79,349  156,655  114,332  160,478   32,039  -14,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     24.4      2.4     62.3     65.3     85.0     92.0     15.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      86       98       33      108       97      214      208
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,741
COMMITMENTS
  15,046   36,198      236   78,102   64,834   93,384  101,268   12,357    4,473

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      3,830)
   2,399    4,892      236    3,670   -2,251    6,305    2,877   -2,475      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     34.2      0.2     73.9     61.3     88.3     95.8     11.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12       18        1       41       27       53       46
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       41,516
COMMITMENTS
   6,036   12,896       68   26,416   22,119   32,520   35,083    8,996    6,433

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      2,276)
   1,066    2,532     -360    2,156      -67    2,862    2,105     -586      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     31.1      0.2     63.6     53.3     78.3     84.5     21.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       13        1       22       18       33       32
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      358,574
COMMITMENTS
  88,063  174,111   13,746  224,715  148,178  326,524  336,035   32,050   22,539

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:     24,442)
 -28,747   11,259    4,562   54,690    5,550   30,505   21,371   -6,063    3,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     48.6      3.8     62.7     41.3     91.1     93.7      8.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      71       72       18       57       48      137      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       81,641
COMMITMENTS
  40,712   15,252       28   13,604   58,118   54,344   73,398   27,297    8,243

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      3,243)
   4,765    2,701     -379      629    3,461    5,015    5,783   -1,772   -2,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     18.7      0.0     16.7     71.2     66.6     89.9     33.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      24        9        1        8       13       32       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,828
COMMITMENTS
   1,394   14,528       12   26,841   22,410   28,247   36,950   12,581    3,878

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:        694)
      61     -494        0      -97    1,239      -36      745      730      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     35.6      0.0     65.7     54.9     69.2     90.5     30.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       19        1       20       25       24       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      647,000
COMMITMENTS
  60,783  255,388    3,799  563,753  318,650  628,335  577,837   18,665   69,163

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:     19,622)
    -262  -12,165     -314   19,277   22,753   18,701   10,274      921    9,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     39.5      0.6     87.1     49.3     97.1     89.3      2.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      29      126       15       67       75      104      208
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       68,675
COMMITMENTS
  12,330   33,665      230   43,874   25,130   56,434   59,025   12,241    9,650

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      1,173)
     -28   -1,504      -95      241    2,273      118      674    1,055      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     49.0      0.3     63.9     36.6     82.2     85.9     17.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      15       18        2       17       20       34       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,602
COMMITMENTS
  13,766    8,241      104   23,170   43,838   37,040   52,183   27,562   12,419

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      6,332)
  -1,942    4,277       31    2,007    4,228       96    8,536    6,236   -2,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     12.8      0.2     35.9     67.9     57.3     80.8     42.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        8        1       16       14       29       23
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,626
COMMITMENTS
   5,682      825        0   14,050   20,201   19,732   21,026    2,894    1,600

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      1,046)
    -582     -167        0      -83     -138     -665     -305    1,711    1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      3.6      0.0     62.1     89.3     87.2     92.9     12.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        0        7        5       15        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 01/15/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       27,468
COMMITMENTS
   5,230    3,885    3,344   13,394   11,050   21,968   18,279    5,500    9,189

CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST:      4,211)
  -1,267      354    1,367    1,903    1,072    2,003    2,793    2,208    1,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     14.1     12.2     48.8     40.2     80.0     66.5     20.0     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        5        6       15       18       24       27
 

Updated January 18, 2008