MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,958
COMMITMENTS
   3,311    1,756    1,130   20,759   19,350   25,200   22,236    5,758    8,722

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        356)
      51     -273      160       90      236      301      123       55      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      5.7      3.7     67.1     62.5     81.4     71.8     18.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       12       12       24       24       46       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      223,917
COMMITMENTS
  51,482   55,936   42,349  107,968   94,923  201,799  193,208   22,118   30,709

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -6,255)
  -3,299     -233   -2,966      598       56   -5,667   -3,143     -588   -3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     25.0     18.9     48.2     42.4     90.1     86.3      9.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      74       81       90       29       47      166      178
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      269,699
COMMITMENTS
  69,089   56,013   48,173  131,914  112,537  249,176  216,723   20,523   52,976

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -1,030)
    -909   -1,182      408      -83      230     -584     -544     -446     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     20.8     17.9     48.9     41.7     92.4     80.4      7.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      67      102       76       67      138      186      276
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       13,376
COMMITMENTS
   5,134    4,650    1,831    3,832    4,463   10,797   10,944    2,579    2,432

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:       -115)
     220      102     -249      -64      111      -93      -36      -22      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     34.8     13.7     28.6     33.4     80.7     81.8     19.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      28       35       18       16       27       58       70
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,634
COMMITMENTS
  21,115    8,293    5,404    9,707   10,141   36,226   23,838    4,408   16,796

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        334)
     575      300     -320      178      570      433      550      -99     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     20.4     13.3     23.9     25.0     89.2     58.7     10.8     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       37       35       34       54       97      109
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       95,614
COMMITMENTS
  33,387   21,440    1,213   28,562   53,308   63,162   75,961   32,452   19,653

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -5,573)
 -10,004   -1,516     -426    6,163   -7,476   -4,267   -9,418   -1,306    3,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     22.4      1.3     29.9     55.8     66.1     79.4     33.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26       16        3       22       21       51       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       68,500
COMMITMENTS
  23,979   22,992       11   23,381   36,283   47,371   59,286   21,129    9,214

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     10,511)
   6,429    8,622        0    5,358      587   11,787    9,209   -1,276    1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     33.6      0.0     34.1     53.0     69.2     86.5     30.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      20       13        1       11       15       32       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      166,427
COMMITMENTS
 123,599    7,092      704   35,374  156,706  159,677  164,502    6,750    1,925

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     14,414)
  12,545    2,060       51    1,330   12,462   13,926   14,573      488     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3      4.3      0.4     21.3     94.2     95.9     98.8      4.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      65       20        5        9       19       77       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       94,673
COMMITMENTS
  25,606   37,763    1,722   49,055   28,235   76,383   67,720   18,290   26,953

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -2,263)
    -987   -2,763      176   -1,993     -374   -2,804   -2,961      541      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     39.9      1.8     51.8     29.8     80.7     71.5     19.3     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      14       29        3       21       17       36       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      237,223
COMMITMENTS
  80,805   30,361    1,543  117,380  184,665  199,728  216,569   37,495   20,654

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      6,007)
   6,850     -123      452   -2,964    8,848    4,338    9,177    1,669   -3,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     12.8      0.7     49.5     77.8     84.2     91.3     15.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      41       28       12       27       30       74       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      209,143
COMMITMENTS
  60,926   46,196    1,193  101,376  120,377  163,495  167,766   45,648   41,377

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      1,542)
   5,910    1,475     -832   -2,169    1,495    2,909    2,138   -1,367     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     22.1      0.6     48.5     57.6     78.2     80.2     21.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      38       42        8       29       33       71       79
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,663
COMMITMENTS
  16,735    1,608       68    4,796   21,833   21,599   23,509    3,064    1,154

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        589)
    -559      293      -19    1,159      194      581      468        8      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9      6.5      0.3     19.4     88.5     87.6     95.3     12.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        7        1       10       14       26       21
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       48,181
COMMITMENTS
   8,931        0       40   33,750   40,064   42,721   40,104    5,460    8,077

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        800)
   3,957        0   -3,956    1,229    1,793    1,230   -2,163     -430    2,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      0.0      0.1     70.0     83.2     88.7     83.2     11.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       14       13       16       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,084,394
COMMITMENTS
 2372134  557,053  1233211  6313451  8067477  9918796  9857741  1165598  1226653

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:   -193,832)
 135,467  -45,652  -73,194 -100,605  -39,406  -38,332 -158,252 -155,500  -35,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      5.0     11.1     57.0     72.8     89.5     88.9     10.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      65       40       92      134      131      248      230
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      603,458
COMMITMENTS
  82,026   86,034    8,281  397,581  388,140  487,888  482,455  115,570  121,003

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -2,017)
   2,125   -4,508      436   -1,465      813    1,096   -3,259   -3,113    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     14.3      1.4     65.9     64.3     80.8     79.9     19.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      43       43       18       78       55      131      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,371,943
COMMITMENTS
 449,747  660,020   28,878  1521922  1500246  2000547  2189144  371,396  182,799

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:   -102,021)
 -24,967   50,168   -6,386   23,581  -53,982   -7,772  -10,200  -94,249  -91,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     27.8      1.2     64.2     63.2     84.3     92.3     15.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
      83      127       37      117      105      224      245
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,974
COMMITMENTS
   9,360   39,422        0   85,794   63,882   95,154  103,304   12,820    4,670

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        398)
  -1,622     -235        0      849      375     -773      140    1,171      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     36.5      0.0     79.5     59.2     88.1     95.7     11.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       8       18        0       42       28       50       46
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,865
COMMITMENTS
  13,778   11,541       68   32,324   38,108   46,170   49,717    9,695    6,148

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      5,542)
   2,163      895        0    1,617    4,103    3,780    4,998    1,762      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     20.7      0.1     57.9     68.2     82.6     89.0     17.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       11        1       22       18       35       30
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      441,283
COMMITMENTS
 106,532  200,797   13,840  291,155  186,583  411,527  401,220   29,756   40,063

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     32,991)
  12,069   24,055    2,173   28,671    9,488   42,913   35,716   -9,922   -2,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     45.5      3.1     66.0     42.3     93.3     90.9      6.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      62       87       11       55       51      121      145
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       94,144
COMMITMENTS
  58,464   18,044       21    8,022   66,708   66,507   84,773   27,637    9,371

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      7,301)
   4,981      429        5    1,888    5,672    6,874    6,106      427    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     19.2      0.0      8.5     70.9     70.6     90.0     29.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      32       10        1       10       17       43       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       44,263
COMMITMENTS
     997   15,885       12   28,419   24,614   29,428   40,511   14,835    3,752

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        -31)
    -257      185        0      -28      502     -285      687      254     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     35.9      0.0     64.2     55.6     66.5     91.5     33.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2       21        1       19       26       22       47
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      653,261
COMMITMENTS
  87,053  279,008    1,969  553,701  295,914  642,723  576,891   10,538   76,370

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      8,800)
  11,838    7,932     -273    9,444    2,136   21,009    9,795  -12,209     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     42.7      0.3     84.8     45.3     98.4     88.3      1.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      31      128       12       61       83      100      215
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       79,632
COMMITMENTS
  11,461   32,980      718   56,141   37,113   68,320   70,811   11,312    8,821

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -4,229)
    -813     -791       -2     -889   -1,686   -1,704   -2,479   -2,525   -1,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     41.4      0.9     70.5     46.6     85.8     88.9     14.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       20        2       18       26       37       47
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       85,269
COMMITMENTS
  15,095    7,620      255   33,889   64,585   49,239   72,460   36,030   12,809

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      1,006)
  -2,105      241      200   -1,090     -283   -2,995      158    4,001      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      8.9      0.3     39.7     75.7     57.7     85.0     42.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14        7        1       20       18       34       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,092
COMMITMENTS
   5,569      410        0   13,899   20,292   19,468   20,702    1,624      390

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -1,093)
    -454      128       -5     -244     -538     -703     -415     -390     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      1.9      0.0     65.9     96.2     92.3     98.2      7.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        2        0        6        6       16        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       29,528
COMMITMENTS
   6,887    4,269    2,254   14,833   10,950   23,974   17,473    5,554   12,055

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        -39)
       6       54        0      229      -44      235       10     -274      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.5      7.6     50.2     37.1     81.2     59.2     18.8     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        5        5       17       19       26       28
 

Updated February 22, 2008