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