MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,625
COMMITMENTS
   2,694    1,691    1,047   22,109   20,261   25,850   22,999    5,775    8,626

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        667)
    -617      -65      -83    1,350      911      650      763       17      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      5.3      3.3     69.9     64.1     81.7     72.7     18.3     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18        8       10       24       24       44       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,645
COMMITMENTS
  48,226   57,070   42,930  111,016   94,185  202,172  194,185   22,473   30,460

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        728)
  -3,256    1,134      581    3,048     -738      373      977      355     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     25.4     19.1     49.4     41.9     90.0     86.4     10.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      70       84       87       31       47      160      185
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      278,145
COMMITMENTS
  74,847   56,539   50,532  129,302  116,804  254,681  223,875   23,464   54,270

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      8,446)
   5,758      526    2,359   -2,612    4,267    5,505    7,152    2,941    1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     20.3     18.2     46.5     42.0     91.6     80.5      8.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      81       93       79       66      147      197      280
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       13,011
COMMITMENTS
   5,261    4,558    1,278    4,098    4,612   10,637   10,448    2,374    2,563

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -365)
     127      -92     -553      266      149     -160     -496     -205      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     35.0      9.8     31.5     35.4     81.8     80.3     18.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      31       29       15       17       30       58       68
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,767
COMMITMENTS
  19,914    8,351    5,193    9,784    9,532   34,891   23,076    4,876   16,691

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -867)
  -1,201       58     -211       77     -609   -1,335     -762      468     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     21.0     13.1     24.6     24.0     87.7     58.0     12.3     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      35       40       35       32       53       94      110
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      110,073
COMMITMENTS
  50,323   24,139    1,865   26,233   67,921   78,421   93,925   31,652   16,148

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     14,459)
  16,936    2,699      652   -2,329   14,613   15,259   17,964     -800   -3,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     21.9      1.7     23.8     61.7     71.2     85.3     28.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      32       17        4       20       25       56       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       78,947
COMMITMENTS
  32,085   23,313      100   23,607   46,168   55,792   69,581   23,155    9,366

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     10,447)
   8,106      321       89      226    9,885    8,421   10,295    2,026      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     29.5      0.1     29.9     58.5     70.7     88.1     29.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      25       15        1       11       15       37       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      177,319
COMMITMENTS
 131,665    6,331      517   37,314  168,560  169,496  175,408    7,823    1,911

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     10,892)
   8,066     -761     -187    1,940   11,854    9,819   10,906    1,073      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3      3.6      0.3     21.0     95.1     95.6     98.9      4.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      68       17        3       12       21       81       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       95,018
COMMITMENTS
  30,642   27,005      995   44,831   42,481   76,468   70,481   18,550   24,537

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        345)
   5,036  -10,758     -727   -4,224   14,246       85    2,761      260   -2,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     28.4      1.0     47.2     44.7     80.5     74.2     19.5     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       23        4       22       19       43       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      235,856
COMMITMENTS
  70,188   35,899    1,372  129,969  177,118  201,529  214,389   34,327   21,467

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     -1,367)
 -10,617    5,538     -171   12,589   -7,547    1,801   -2,180   -3,168      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     15.2      0.6     55.1     75.1     85.4     90.9     14.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      40       30       10       28       28       74       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      217,521
COMMITMENTS
  75,598   43,820    1,847   88,983  128,844  166,428  174,511   51,093   43,010

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      8,378)
  14,672   -2,376      654  -12,393    8,467    2,933    6,745    5,445    1,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     20.1      0.8     40.9     59.2     76.5     80.2     23.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      49       41        8       29       34       83       78
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,565
COMMITMENTS
  16,954    1,421       68    5,250   22,976   22,272   24,465    3,293    1,100

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        902)
     219     -187        0      454    1,143      673      956      229      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3      5.6      0.3     20.5     89.9     87.1     95.7     12.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        6        1        8       14       27       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,939,675
COMMITMENTS
 2408419  695,403  1177007  6192930  7813261  9778356  9685671  1161319  1254004

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:   -144,719)
  36,285  138,350  -56,204 -120,521 -254,216 -140,440 -172,070   -4,279   27,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      6.4     10.8     56.6     71.4     89.4     88.5     10.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      66       36       93      132      129      247      228
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      607,356
COMMITMENTS
  79,171   87,637    9,975  399,228  391,187  488,374  488,799  118,982  118,557

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      3,898)
  -2,855    1,603    1,694    1,647    3,047      486    6,344    3,412   -2,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     14.4      1.6     65.7     64.4     80.4     80.5     19.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      46       49       23       78       56      141      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,358,196
COMMITMENTS
 450,532  642,564   38,012  1514112  1517878  2002656  2198454  355,540  159,742

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -13,747)
     785  -17,456    9,134   -7,810   17,632    2,109    9,310  -15,856  -23,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     27.2      1.6     64.2     64.4     84.9     93.2     15.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
      88      125       48      110      106      229      248
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      107,982
COMMITMENTS
  12,244   39,249      241   83,201   64,170   95,686  103,660   12,296    4,322

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:          8)
   2,884     -173      241   -2,593      288      532      356     -524     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     36.3      0.2     77.1     59.4     88.6     96.0     11.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       9       18        2       43       27       53       46
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,382
COMMITMENTS
  13,949   12,350        2   33,297   37,479   47,248   49,831    8,134    5,551

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -483)
     171      809      -66      973     -629    1,078      114   -1,561     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     22.3      0.0     60.1     67.7     85.3     90.0     14.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       12        1       23       18       36       30
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      414,057
COMMITMENTS
 101,866  177,509   14,543  272,162  192,539  388,571  384,591   25,486   29,466

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -27,226)
  -4,666  -23,288      703  -18,993    5,956  -22,956  -16,629   -4,270  -10,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     42.9      3.5     65.7     46.5     93.8     92.9      6.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      76       81       11       53       53      132      142
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       94,774
COMMITMENTS
  57,201   20,357       70    9,311   65,590   66,582   86,017   28,192    8,757

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        630)
  -1,263    2,313       49    1,289   -1,118       75    1,244      555     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4     21.5      0.1      9.8     69.2     70.3     90.8     29.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      31       11        1       11       16       43       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,113
COMMITMENTS
     997   15,347       13   29,521   25,097   30,531   40,457   14,582    4,656

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        850)
       0     -538        1    1,102      483    1,103      -54     -253      904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     34.0      0.0     65.4     55.6     67.7     89.7     32.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       23        2       19       28       23       52
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      663,437
COMMITMENTS
  91,435  290,856    2,442  558,622  297,094  652,499  590,392   10,938   73,045

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     10,176)
   4,382   11,848      473    4,921    1,180    9,776   13,501      400   -3,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     43.8      0.4     84.2     44.8     98.4     89.0      1.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      39      127       18       62       83      112      217
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       80,462
COMMITMENTS
  11,980   34,510    1,071   57,099   37,953   70,150   73,534   10,312    6,928

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        830)
     519    1,530      353      958      840    1,830    2,723   -1,000   -1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     42.9      1.3     71.0     47.2     87.2     91.4     12.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       19        3       17       26       38       47
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       85,300
COMMITMENTS
  15,389    9,057       55   34,079   65,442   49,523   74,554   35,777   10,746

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:         31)
     294    1,437     -200      190      857      284    2,094     -253   -2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     10.6      0.1     40.0     76.7     58.1     87.4     41.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15        7        1       23       20       38       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       14,636
COMMITMENTS
   2,272    8,224      169    9,493    4,249   11,934   12,642    2,702    1,994

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        295)
    -351      345        0      462       66      111      411      184     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     56.2      1.2     64.9     29.0     81.5     86.4     18.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        1        6        5       12       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,656
COMMITMENTS
   5,925      142        0   13,056   19,988   18,981   20,130    1,675      526

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -436)
     356     -268        0     -843     -304     -487     -572       51      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      0.7      0.0     63.2     96.8     91.9     97.5      8.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        1        0        6        5       18        6
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 02/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       32,201
COMMITMENTS
   8,242    5,169    1,457   15,906   11,135   25,605   17,761    6,596   14,440

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,673)
   1,355      900     -797    1,073      185    1,631      288    1,042    2,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     16.1      4.5     49.4     34.6     79.5     55.2     20.5     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        7        4       18       19       27       29
 

Updated February 29, 2008