MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,725 COMMITMENTS 3,539 2,487 1,144 22,078 19,874 26,761 23,505 5,964 9,220 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 878) 31 -203 283 53 527 367 607 511 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 7.6 3.5 67.5 60.7 81.8 71.8 18.2 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 13 10 24 23 45 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,271 COMMITMENTS 44,063 55,886 41,809 106,485 83,606 192,357 181,301 21,914 32,970 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,560) 3,740 2,343 1,258 -1,798 2,203 3,200 5,804 360 -2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 26.1 19.5 49.7 39.0 89.8 84.6 10.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 64 83 80 32 51 157 173 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,829 COMMITMENTS 97 534 194 940 734 1,231 1,462 598 367 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -274) 27 -33 -98 -148 25 -219 -106 -55 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 29.2 10.6 51.4 40.1 67.3 79.9 32.7 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 12 4 6 4 12 16 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,239 COMMITMENTS 61,588 56,626 49,275 130,035 104,021 240,898 209,922 20,341 51,317 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 7,934) 2,518 1,913 4,513 2,361 2,329 9,392 8,755 -1,458 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 21.7 18.9 49.8 39.8 92.2 80.4 7.8 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 64 107 86 64 125 192 275 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,693 COMMITMENTS 4,349 4,653 1,266 3,258 2,340 8,873 8,259 1,820 2,434 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 674) 66 -89 558 -28 301 596 770 78 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 43.5 11.8 30.5 21.9 83.0 77.2 17.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 28 26 14 15 25 53 62 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,457 COMMITMENTS 20,501 7,921 5,278 10,146 8,489 35,925 21,688 4,532 18,769 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 2,035) 813 725 992 -256 471 1,549 2,188 486 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 19.6 13.0 25.1 21.0 88.8 53.6 11.2 46.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 36 40 29 38 57 93 112 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 90,907 COMMITMENTS 25,948 21,653 1,870 34,077 48,253 61,895 71,776 29,012 19,131 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,529) 1,485 4,867 -891 3,093 1,412 3,687 5,388 842 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 23.8 2.1 37.5 53.1 68.1 79.0 31.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 20 16 5 20 18 44 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,806 COMMITMENTS 28,578 19,345 8 19,615 42,772 48,201 62,125 22,605 8,681 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -899) -371 5,772 -3 1,185 -8,470 811 -2,701 -1,710 1,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 27.3 0.0 27.7 60.4 68.1 87.7 31.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 10 1 11 12 34 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 84,369 COMMITMENTS 51,191 9,405 152 26,728 72,682 78,071 82,239 6,298 2,130 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 2,664) 16,576 -1,247 -36 -13,417 5,561 3,123 4,278 -459 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 11.1 0.2 31.7 86.1 92.5 97.5 7.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 42 12 1 9 19 52 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,484 COMMITMENTS 38,888 33,530 1,004 37,472 36,282 77,364 70,816 15,120 21,668 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -897) 6,649 562 -1,402 -3,727 4,726 1,520 3,886 -2,417 -4,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 36.3 1.1 40.5 39.2 83.7 76.6 16.3 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 18 33 3 16 17 37 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 206,162 COMMITMENTS 78,810 25,882 1,121 92,355 160,498 172,286 187,501 33,876 18,661 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 12,854) 10,914 -172 -209 4,238 15,261 14,943 14,880 -2,089 -2,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 12.6 0.5 44.8 77.9 83.6 90.9 16.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 39 24 6 27 25 70 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 187,780 COMMITMENTS 62,078 39,622 2,407 77,332 111,456 141,817 153,485 45,963 34,295 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,491) -3,503 -2,214 1,094 13,698 11,957 11,289 10,837 -7,798 -7,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 21.1 1.3 41.2 59.4 75.5 81.7 24.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 41 41 8 34 30 81 74 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,854 COMMITMENTS 13,429 2,707 87 4,779 16,948 18,295 19,742 2,559 1,112 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -964) -977 -244 -21 87 -565 -911 -830 -53 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 13.0 0.4 22.9 81.3 87.7 94.7 12.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 4 1 9 13 24 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,442,262 COMMITMENTS 2091014 613,709 1474069 6483632 8057414 10048715 10145192 1393547 1297070 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -366,606) -213,509 -28,670 74,628 -308,557 -156,071 -447,438 -110,113 80,832 -256,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 5.4 12.9 56.7 70.4 87.8 88.7 12.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 53 47 90 126 120 234 221 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 588,785 COMMITMENTS 67,992 82,481 6,554 402,773 399,663 477,319 488,698 111,466 100,087 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -1,161) -2,483 3,805 277 4,141 2,593 1,935 6,675 -3,096 -7,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 14.0 1.1 68.4 67.9 81.1 83.0 18.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 45 43 22 81 55 136 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,389,489 COMMITMENTS 464,934 554,033 34,138 1528048 1543320 2027120 2131491 362,369 257,998 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -120,194) -57,576 70,964 -21,054 54,921 -117,980 -23,709 -68,070 -96,485 -52,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 23.2 1.4 63.9 64.6 84.8 89.2 15.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 79 119 35 114 98 215 230 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,034 COMMITMENTS 12,048 37,358 1 81,807 62,925 93,856 100,284 11,178 4,750 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -965) -2,772 981 -56 1,531 -2,276 -1,297 -1,351 332 386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 35.6 0.0 77.9 59.9 89.4 95.5 10.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 9 19 1 42 27 52 46 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,519 COMMITMENTS 10,465 11,626 538 28,330 28,975 39,333 41,139 7,186 5,380 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 2,041) 488 -665 470 2,087 2,815 3,045 2,620 -1,004 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 25.0 1.2 60.9 62.3 84.6 88.4 15.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 12 2 24 16 39 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 363,387 COMMITMENTS 98,959 155,039 6,273 221,663 172,292 326,895 333,604 36,492 29,783 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -12,758) -12,157 14,009 -4,166 33,718 4,064 17,395 13,907 -30,153 -26,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 42.7 1.7 61.0 47.4 90.0 91.8 10.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 68 71 13 46 54 118 134 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 65,613 COMMITMENTS 29,037 12,728 88 12,657 42,613 41,782 55,429 23,831 10,184 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,442) 5,258 -5,444 20 -7,168 5,355 -1,890 -69 -552 -2,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 19.4 0.1 19.3 64.9 63.7 84.5 36.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 19 9 1 8 14 27 24 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,565 COMMITMENTS 875 13,775 12 27,625 23,373 28,512 37,160 14,053 5,405 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 287) -418 -1,144 0 751 345 333 -799 -46 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 32.4 0.0 64.9 54.9 67.0 87.3 33.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 20 1 19 26 22 46 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 612,298 COMMITMENTS 63,640 233,067 2,388 527,413 305,399 593,441 540,854 18,857 71,444 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -31,068) -3,440 -17,133 -3,279 -23,036 -33,263 -29,755 -53,675 -1,313 22,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 38.1 0.4 86.1 49.9 96.9 88.3 3.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 31 116 12 60 83 97 205 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 80,034 COMMITMENTS 11,674 36,724 756 53,992 32,395 66,422 69,875 13,612 10,159 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,732) -178 604 -301 4,308 1,630 3,829 1,933 -97 1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 45.9 0.9 67.5 40.5 83.0 87.3 17.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 14 26 2 15 24 31 50 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,976 COMMITMENTS 17,147 7,123 71 31,558 59,608 48,776 66,802 30,200 12,174 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,887) -1,527 4,635 -11 3,326 4,249 1,788 8,873 3,099 -3,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 9.0 0.1 40.0 75.5 61.8 84.6 38.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 19 10 2 18 17 37 29 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 21,376 COMMITMENTS 5,766 638 1 14,283 20,396 20,050 21,035 1,326 341 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 283) 406 283 1 111 120 518 404 -235 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 3.0 0.0 66.8 95.4 93.8 98.4 6.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 4 1 7 5 16 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 30,734 COMMITMENTS 6,349 3,915 2,754 14,389 11,184 23,492 17,853 7,242 12,881 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -1,119) -2,548 200 807 1,303 -323 -438 684 -681 -1,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 12.7 9.0 46.8 36.4 76.4 58.1 23.6 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 4 5 15 19 24 27
Updated February 1, 2008