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