MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,602 COMMITMENTS 3,260 2,029 970 20,669 19,114 24,899 22,113 5,703 8,489 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 873) 127 -558 241 602 983 970 666 -97 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 6.6 3.2 67.5 62.5 81.4 72.3 18.6 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 14 11 23 24 45 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,172 COMMITMENTS 54,781 56,169 45,315 107,370 94,867 207,466 196,351 22,706 33,821 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 457) 3,796 -1,750 -894 -3,470 4,522 -568 1,878 1,025 -1,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 24.4 19.7 46.6 41.2 90.1 85.3 9.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 76 85 92 35 46 180 173 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,729 COMMITMENTS 69,998 57,195 47,765 131,997 112,307 249,760 217,267 20,969 53,462 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -523) 2,332 -2,046 -766 -628 2,025 938 -787 -1,461 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 21.1 17.6 48.8 41.5 92.3 80.3 7.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 63 96 76 73 136 192 269 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,491 COMMITMENTS 4,914 4,548 2,080 3,896 4,352 10,890 10,980 2,601 2,511 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 344) 171 -127 -446 158 1,076 -117 503 461 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 33.7 15.4 28.9 32.3 80.7 81.4 19.3 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 29 26 15 18 30 59 66 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,300 COMMITMENTS 20,540 7,993 5,724 9,529 9,571 35,793 23,288 4,507 17,012 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -56) -189 221 11 201 550 23 782 -79 -838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 19.8 14.2 23.6 23.7 88.8 57.8 11.2 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 40 39 37 31 51 95 109 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,187 COMMITMENTS 43,391 22,956 1,639 22,399 60,784 67,429 85,379 33,758 15,808 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 7,613) 12,788 2,593 -137 -9,637 6,015 3,014 8,471 4,599 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 22.7 1.6 22.1 60.1 66.6 84.4 33.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 25 15 4 18 22 47 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,989 COMMITMENTS 17,550 14,370 11 18,023 35,696 35,584 50,077 22,405 7,912 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -6,364) -5,038 -5,432 0 -1,149 329 -6,187 -5,103 -177 -1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 24.8 0.0 31.1 61.6 61.4 86.4 38.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 9 1 11 12 28 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 152,013 COMMITMENTS 111,054 5,032 653 34,044 144,244 145,751 149,929 6,262 2,084 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 30,897) 31,932 -2,035 -380 948 34,974 32,500 32,559 -1,603 -1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 3.3 0.4 22.4 94.9 95.9 98.6 4.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 64 16 3 10 20 77 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,936 COMMITMENTS 26,593 40,526 1,546 51,048 28,609 79,187 70,681 17,749 26,255 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,320) -4,164 1,960 -242 6,668 -430 2,262 1,288 1,058 2,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 41.8 1.6 52.7 29.5 81.7 72.9 18.3 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 15 32 4 22 17 39 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,216 COMMITMENTS 73,955 30,484 1,091 120,344 175,817 195,390 207,392 35,826 23,824 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 5,926) -9,785 1,434 -226 15,465 654 5,454 1,862 472 4,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 13.2 0.5 52.0 76.0 84.5 89.7 15.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 39 28 10 28 27 72 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 207,601 COMMITMENTS 55,016 44,721 2,025 103,545 118,882 160,586 165,628 47,015 41,973 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 8,107) -5,090 -2,821 -88 17,032 9,503 11,854 6,594 -3,747 1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 21.5 1.0 49.9 57.3 77.4 79.8 22.6 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 37 42 10 31 30 74 76 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,074 COMMITMENTS 17,294 1,315 87 3,637 21,639 21,018 23,041 3,056 1,033 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,013) 1,144 -46 0 -222 1,074 922 1,028 91 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.8 5.5 0.4 15.1 89.9 87.3 95.7 12.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 17 4 1 8 15 25 20 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 47,381 COMMITMENTS 4,974 0 3,996 32,521 38,271 41,491 42,267 5,890 5,114 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -169) -396 0 -364 -39 1,200 -799 836 630 -1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 8.4 68.6 80.8 87.6 89.2 12.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 12 13 14 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,278,226 COMMITMENTS 2236667 602,705 1306405 6414056 8106883 9957128 10015993 1321098 1262233 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -118,766) -159,516 -79,359 -25,569 -99,296 -16,243 -284,381 -121,171 165,615 2,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 5.3 11.6 56.9 71.9 88.3 88.8 11.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 61 43 89 134 125 244 225 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 605,475 COMMITMENTS 79,901 90,542 7,845 399,046 387,327 486,792 485,714 118,683 119,761 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 8,737) 4,986 3,949 664 -4,289 -3,991 1,361 622 7,376 8,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 15.0 1.3 65.9 64.0 80.4 80.2 19.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 53 49 23 78 54 142 115 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,473,964 COMMITMENTS 474,714 609,852 35,264 1498341 1554228 2008319 2199344 465,645 274,620 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -16,760) -33,154 8,314 -871 -49,977 -22,819 -84,002 -15,376 67,242 -1,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 24.7 1.4 60.6 62.8 81.2 88.9 18.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 88 125 40 113 104 224 246 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,576 COMMITMENTS 10,982 39,657 0 84,945 63,507 95,927 103,164 11,649 4,412 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 47) 232 -19 0 -664 194 -432 175 479 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 36.9 0.0 79.0 59.0 89.2 95.9 10.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 9 19 0 41 28 50 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,323 COMMITMENTS 11,615 10,646 68 30,707 34,005 42,390 44,719 7,933 5,604 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,882) 95 1,055 0 2,612 3,651 2,707 4,706 1,175 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 21.2 0.1 61.0 67.6 84.2 88.9 15.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 9 1 21 19 34 29 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 408,292 COMMITMENTS 94,463 176,742 11,667 262,484 177,095 368,614 365,504 39,678 42,788 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 22,486) 2,452 8,387 1,273 15,420 3,761 19,145 13,421 3,341 9,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 43.3 2.9 64.3 43.4 90.3 89.5 9.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 58 92 9 52 52 115 148 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 86,843 COMMITMENTS 53,483 17,615 16 6,134 61,036 59,633 78,667 27,210 8,176 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 13,167) 8,158 5,187 1 904 9,827 9,063 15,015 4,104 -1,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.6 20.3 0.0 7.1 70.3 68.7 90.6 31.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 30 8 1 7 15 38 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,294 COMMITMENTS 1,254 15,700 12 28,447 24,112 29,713 39,824 14,581 4,470 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 701) -39 120 0 1,055 522 1,016 642 -315 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 35.4 0.0 64.2 54.4 67.1 89.9 32.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 21 1 19 25 22 46 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 644,461 COMMITMENTS 75,215 271,076 2,242 544,257 293,778 621,714 567,096 22,747 77,365 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 19,755) 13,492 15,082 -16 1,489 3,429 14,965 18,495 4,790 1,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 42.1 0.3 84.5 45.6 96.5 88.0 3.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 31 126 14 62 85 100 218 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 83,861 COMMITMENTS 12,274 33,771 720 57,030 38,799 70,024 73,290 13,837 10,571 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,698) 333 28 -51 1,694 2,431 1,976 2,408 1,722 1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 40.3 0.9 68.0 46.3 83.5 87.4 16.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 18 21 3 19 24 39 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 84,263 COMMITMENTS 17,200 7,379 55 34,979 64,868 52,234 72,302 32,029 11,961 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,996) 1,570 565 -116 1,922 2,447 3,376 2,896 -380 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 8.8 0.1 41.5 77.0 62.0 85.8 38.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 6 1 18 20 35 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 14,341 COMMITMENTS 2,623 7,879 169 9,031 4,183 11,823 12,231 2,518 2,110 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 54.9 1.2 63.0 29.2 82.4 85.3 17.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 1 7 4 14 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 22,185 COMMITMENTS 6,023 282 5 14,143 20,830 20,171 21,117 2,014 1,068 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,071) 282 -61 4 -6 406 280 349 791 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 1.3 0.0 63.8 93.9 90.9 95.2 9.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 1 6 6 16 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 02/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,567 COMMITMENTS 6,881 4,215 2,254 14,604 10,994 23,739 17,463 5,828 12,104 CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 429) 11 300 0 88 304 99 604 330 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 14.3 7.6 49.4 37.2 80.3 59.1 19.7 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 5 5 17 19 26 28
Updated February 15, 2008