MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,847 COMMITMENTS 3,508 2,690 861 22,025 19,347 26,394 22,898 5,453 8,949 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 924) 92 462 -83 694 348 703 727 221 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 8.4 2.7 69.2 60.7 82.9 71.9 17.1 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 12 9 25 25 45 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,711 COMMITMENTS 40,323 53,543 40,551 108,283 81,403 189,157 175,497 21,554 35,214 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -4,026) 764 -2,523 300 -3,106 876 -2,042 -1,347 -1,984 -2,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 25.4 19.2 51.4 38.6 89.8 83.3 10.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 63 81 82 32 52 154 176 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,103 COMMITMENTS 70 567 292 1,088 709 1,450 1,568 653 535 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -17) 6 8 -51 33 -2 -12 -45 -5 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 27.0 13.9 51.7 33.7 68.9 74.6 31.1 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 10 4 7 4 12 16 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,305 COMMITMENTS 59,070 54,713 44,762 127,674 101,692 231,506 201,167 21,799 52,138 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,400) 1,007 -1,175 -2,491 430 838 -1,054 -2,828 -346 1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 21.6 17.7 50.4 40.1 91.4 79.4 8.6 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 58 115 82 68 131 185 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,019 COMMITMENTS 4,283 4,742 708 3,286 2,039 8,277 7,489 1,742 2,530 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 622) 279 71 209 77 103 565 383 57 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 47.3 7.1 32.8 20.4 82.6 74.7 17.4 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 27 26 7 14 26 44 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,422 COMMITMENTS 19,688 7,196 4,286 10,402 8,018 34,376 19,500 4,046 18,922 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 835) 521 11 624 135 -10 1,280 625 -445 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 18.7 11.2 27.1 20.9 89.5 50.8 10.5 49.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 36 35 27 34 55 86 104 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 86,378 COMMITMENTS 24,463 16,786 2,761 30,984 46,841 58,208 66,388 28,170 19,990 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,551) 1,597 1,685 -296 3,891 279 5,192 1,668 -641 2,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 19.4 3.2 35.9 54.2 67.4 76.9 32.6 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 16 6 22 19 48 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,705 COMMITMENTS 28,949 13,573 11 18,430 51,242 47,390 64,826 24,315 6,879 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,149) 3,534 -6,680 11 -1,167 12,991 2,378 6,322 1,771 -2,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 18.9 0.0 25.7 71.5 66.1 90.4 33.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 23 9 1 12 13 36 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 81,705 COMMITMENTS 34,615 10,652 188 40,145 67,121 74,948 77,961 6,757 3,744 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -503) -3,656 2,333 -61 2,219 -4,352 -1,498 -2,080 995 1,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 13.0 0.2 49.1 82.2 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 40 20 1 10 17 51 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,381 COMMITMENTS 32,239 32,968 2,406 41,199 31,556 75,844 66,930 17,537 26,451 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 9,220) -501 535 1,019 10,224 5,109 10,742 6,663 -1,522 2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 35.3 2.6 44.1 33.8 81.2 71.7 18.8 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 32 4 18 18 34 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,308 COMMITMENTS 67,896 26,054 1,330 88,117 145,237 157,343 172,621 35,965 20,687 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -9,240) 3,184 -1,459 -336 -12,780 -6,651 -9,932 -8,446 692 -794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 13.5 0.7 45.6 75.1 81.4 89.3 18.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 39 25 7 25 24 68 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 184,289 COMMITMENTS 65,581 41,836 1,313 63,634 99,499 130,528 142,648 53,761 41,641 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 7,286) -16,231 5,006 12 21,380 -2,676 5,161 2,342 2,125 4,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 22.7 0.7 34.5 54.0 70.8 77.4 29.2 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 45 47 9 32 30 84 79 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,818 COMMITMENTS 14,406 2,951 108 4,692 17,513 19,206 20,572 2,612 1,246 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -649) -2,563 1,731 0 2,234 -3,007 -329 -1,276 -320 627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 13.5 0.5 21.5 80.3 88.0 94.3 12.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 7 1 10 12 24 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,808,868 COMMITMENTS 2304523 642,379 1399441 6792189 8213485 10496153 10255305 1312715 1553563 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 505,196) 220,683 -73,096 195,207 112,418 256,785 528,308 378,896 -23,112 126,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 5.4 11.9 57.5 69.6 88.9 86.8 11.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 65 48 103 128 126 253 239 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 589,946 COMMITMENTS 70,475 78,676 6,277 398,632 397,070 475,384 482,023 114,562 107,923 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 30,949) 9,384 9,803 1,300 15,091 13,882 25,775 24,985 5,174 5,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 13.3 1.1 67.6 67.3 80.6 81.7 19.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 48 38 21 80 56 137 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,509,683 COMMITMENTS 522,510 483,069 55,192 1473127 1661300 2050829 2199561 458,854 310,122 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 370,104) 88,410 -38,000 4,079 139,106 264,057 231,595 230,136 138,509 139,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 19.2 2.2 58.7 66.2 81.7 87.6 18.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 93 106 37 112 102 227 223 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,999 COMMITMENTS 14,820 36,377 57 80,276 65,201 95,153 101,635 10,846 4,364 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 258) -226 179 -179 2,174 367 1,769 367 -1,511 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 34.3 0.1 75.7 61.5 89.8 95.9 10.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 18 1 44 29 57 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,478 COMMITMENTS 9,977 12,291 68 26,243 26,160 36,288 38,519 8,190 5,959 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,962) 3,941 -605 0 -173 4,041 3,768 3,436 -806 -474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 27.6 0.2 59.0 58.8 81.6 86.6 18.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 12 1 23 18 35 31 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 376,145 COMMITMENTS 111,116 141,030 10,439 187,945 168,228 309,500 319,697 66,645 56,448 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 17,571) 23,053 -33,081 -3,307 -36,770 20,050 -17,024 -16,338 34,595 33,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 37.5 2.8 50.0 44.7 82.3 85.0 17.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 77 61 18 57 49 142 120 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 68,055 COMMITMENTS 23,779 18,172 68 19,825 37,258 43,672 55,498 24,383 12,557 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -13,586) -16,933 2,920 40 6,221 -20,860 -10,672 -17,900 -2,914 4,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 26.7 0.1 29.1 54.7 64.2 81.5 35.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 19 13 1 9 11 28 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,278 COMMITMENTS 1,293 14,919 12 26,874 23,028 28,179 37,959 14,099 4,319 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,450) -101 391 0 33 618 -68 1,009 1,518 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 35.3 0.0 63.6 54.5 66.7 89.8 33.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 19 1 19 26 22 45 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 643,366 COMMITMENTS 67,080 250,200 5,667 550,449 338,662 623,196 594,529 20,170 48,837 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -3,634) 6,297 -5,188 1,868 -13,304 20,012 -5,139 16,692 1,505 -20,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 38.9 0.9 85.6 52.6 96.9 92.4 3.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 34 121 18 63 79 109 207 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 76,302 COMMITMENTS 11,852 36,120 1,057 49,684 30,765 62,593 67,942 13,709 8,360 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 7,627) -478 2,455 827 5,810 5,635 6,159 8,917 1,468 -1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 47.3 1.4 65.1 40.3 82.0 89.0 18.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 15 25 4 14 24 33 49 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 74,089 COMMITMENTS 18,674 2,488 82 28,232 55,359 46,988 57,929 27,101 16,160 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 9,487) 4,908 -5,753 -22 5,062 11,521 9,948 5,746 -461 3,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 3.4 0.1 38.1 74.7 63.4 78.2 36.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 22 6 2 18 17 40 25 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 13,213 COMMITMENTS 3,017 8,470 78 7,646 3,692 10,741 12,240 2,472 973 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,436) -532 1,341 -143 2,193 52 1,518 1,250 -82 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 64.1 0.6 57.9 27.9 81.3 92.6 18.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 2 4 6 11 12 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 21,093 COMMITMENTS 5,360 355 0 14,172 20,276 19,532 20,631 1,561 462 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,533) -322 -470 0 122 75 -200 -395 -1,333 -1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 1.7 0.0 67.2 96.1 92.6 97.8 7.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 0 7 5 15 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 31,853 COMMITMENTS 8,897 3,715 1,947 13,086 11,507 23,930 17,169 7,923 14,684 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,385) 3,667 -170 -1,397 -308 457 1,962 -1,110 2,423 5,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 11.7 6.1 41.1 36.1 75.1 53.9 24.9 46.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 4 5 16 18 26 25
Updated January 25, 2008