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