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