MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,787
COMMITMENTS
   3,696    1,282      855   20,594   20,157   25,145   22,294    4,642    7,493

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        386)
      50      -24      117      441      367      608      460     -222      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      4.3      2.9     69.1     67.7     84.4     74.8     15.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20        6       10       24       24       45       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,078
COMMITMENTS
  49,748   47,683   35,950  113,049  104,436  198,747  188,069   22,331   33,009

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      2,506)
  -1,625   -3,195    2,970    2,055    4,127    3,400    3,902     -894   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     21.6     16.3     51.1     47.2     89.9     85.1     10.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      73       83       85       34       50      162      181
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      269,301
COMMITMENTS
  87,964   51,380   34,060  125,610  127,061  247,634  212,501   21,667   56,800

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -3,373)
   4,911   -5,206   -5,972   -3,202    8,340   -4,263   -2,838      890     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     19.1     12.6     46.6     47.2     92.0     78.9      8.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      85       86       72       77      141      202      267
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       13,326
COMMITMENTS
   5,220    4,087    2,024    4,276    4,960   11,520   11,071    1,806    2,255

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        101)
    -371      349      381      -42      451      -32    1,181      133   -1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     30.7     15.2     32.1     37.2     86.4     83.1     13.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       31       13       17       36       50       73
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,561
COMMITMENTS
  20,592   10,694    3,282   10,086    9,121   33,960   23,097    3,601   14,464

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,179)
       9     -602       -7        7      392        9     -217   -1,188     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.8     28.5      8.7     26.9     24.3     90.4     61.5      9.6     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      37       42       28       30       47       83      104
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       98,867
COMMITMENTS
  28,183   26,005    2,284   41,813   54,591   72,280   82,880   26,587   15,987

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -28,408)
 -15,233    3,488   -4,379   -5,260  -23,729  -24,872  -24,620   -3,536   -3,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     26.3      2.3     42.3     55.2     73.1     83.8     26.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       18        5       21       23       45       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,488
COMMITMENTS
  30,768   19,987        4    6,578   30,010   37,350   50,001   20,138    7,487

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      3,122)
   6,208    6,651      -91     -407   -2,197    5,710    4,363   -2,588   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5     34.8      0.0     11.4     52.2     65.0     87.0     35.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21       10        1        7       11       28       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      120,313
COMMITMENTS
 109,318    5,467       67    5,442  113,089  114,827  118,623    5,486    1,690

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     16,246)
  15,921    1,374       67       51   15,466   16,039   16,907      207     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.9      4.5      0.1      4.5     94.0     95.4     98.6      4.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      53       15        2        6       21       60       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       78,111
COMMITMENTS
  44,244   24,516        0   18,361   34,475   62,605   58,991   15,506   19,120

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -5,138)
  -5,719    3,693        0    2,289   -9,545   -3,430   -5,852   -1,708      714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     31.4      0.0     23.5     44.1     80.1     75.5     19.9     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       22        0       16       21       34       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,616
COMMITMENTS
  88,691   22,771    1,194   76,963  158,417  166,848  182,382   29,768   14,234

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      3,036)
   6,391   -3,770       68      646    7,436    7,105    3,734   -4,069     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     11.6      0.6     39.1     80.6     84.9     92.8     15.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      38       20        9       21       20       66       42
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      163,586
COMMITMENTS
  90,956   48,185    1,636   28,157   74,502  120,749  124,323   42,837   39,263

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,112)
  12,646   -3,604     -435   -6,425    8,914    5,786    4,875   -4,674   -3,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     29.5      1.0     17.2     45.5     73.8     76.0     26.2     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      51       37        7       30       29       84       70
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,330
COMMITMENTS
  12,476    3,025        0    3,298   14,437   15,774   17,462    2,556      868

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        576)
    -445      482        0    1,102      149      657      631      -81      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     16.5      0.0     18.0     78.8     86.1     95.3     13.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14        4        0        5       12       19       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,469,196
COMMITMENTS
 2281562  633,991  894,669  5376926  6891336  8553157  8419996  916,039  1049200

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:   -416,445)
  80,131   99,210 -153,528 -106,839 -336,339 -180,236 -390,657 -236,209  -25,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      6.7      9.4     56.8     72.8     90.3     88.9      9.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      71       26       85      128      121      232      213
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      547,659
COMMITMENTS
  62,418   77,202    9,422  363,955  351,343  435,795  437,967  111,864  109,692

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:   -177,468)
  -9,312  -10,788  -23,260  -80,437 -109,506 -113,009 -143,554  -64,459  -33,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     14.1      1.7     66.5     64.2     79.6     80.0     20.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      33       45       15       78       59      122      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,083,681
COMMITMENTS
 296,219  526,122   25,645  1335954  1299967  1657818  1851734  425,863  231,947

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,005,981)
-172,793 -160,676 -125,177 -622,142 -483,672 -920,112 -769,525  -85,869 -236,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     25.2      1.2     64.1     62.4     79.6     88.9     20.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      69      109       30       96      104      183      225
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,695
COMMITMENTS
   6,983   43,016       25   79,176   46,913   86,184   89,954    7,511    3,741

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -47,295)
  -8,367     -398   -1,240  -26,552  -33,586  -36,159  -35,224  -11,136  -12,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     45.9      0.0     84.5     50.1     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9       19        1       40       29       50       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,689
COMMITMENTS
   3,183    6,706        0   18,141   12,649   21,324   19,355    6,365    8,334

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -43,064)
 -10,648   -8,773     -354  -18,487  -30,155  -29,489  -39,282  -13,575   -3,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     24.2      0.0     65.5     45.7     77.0     69.9     23.0     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        6        0       17       18       24       24
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      309,092
COMMITMENTS
  82,094  159,683    2,476  181,995  126,410  266,565  288,569   42,527   20,523

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:   -270,632)
 -32,755  -38,001  -19,660 -199,170 -147,011 -251,585 -204,672  -19,047  -65,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     51.7      0.8     58.9     40.9     86.2     93.4     13.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      55       64       10       46       53      106      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       71,646
COMMITMENTS
  40,242    4,622      160    8,883   58,804   49,285   63,586   22,361    8,060

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -820)
    -383     -438      160    2,880    2,655    2,657    2,377   -3,477   -3,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2      6.5      0.2     12.4     82.1     68.8     88.8     31.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        7        1        8       16       33       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,377
COMMITMENTS
   1,929   13,199       12   19,381   16,085   21,322   29,296   11,055    3,081

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -27,012)
     930   -3,269   -1,968  -18,897  -18,193  -19,935  -23,430   -7,077   -3,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     40.8      0.0     59.9     49.7     65.9     90.5     34.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       20        1       15       21       19       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      633,324
COMMITMENTS
  64,735  279,769    1,671  557,256  289,186  623,662  570,626    9,662   62,698

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:   -248,144)
  -5,125  -12,657  -21,111 -209,402 -173,113 -235,638 -206,881  -12,506  -41,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     44.2      0.3     88.0     45.7     98.5     90.1      1.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      29      119       12       59       74       94      199
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       73,390
COMMITMENTS
  13,750   43,321      932   49,841   22,680   64,523   66,933    8,867    6,457

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,465)
     755     -201        5     -702      674       58      478   -1,523   -1,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     59.0      1.3     67.9     30.9     87.9     91.2     12.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       18        4       14       21       38       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,723
COMMITMENTS
  20,289    3,037        0   15,795   24,735   36,084   27,772    9,639   17,951

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        552)
   2,251    2,410        0     -453     -187    1,798    2,223   -1,246   -1,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4      6.6      0.0     34.5     54.1     78.9     60.7     21.1     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        6        0       15       12       25       18
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       15,441
COMMITMENTS
   2,173    9,913      187   11,597    3,914   13,957   14,014    1,484    1,427

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,552)
     555      159     -299      101     -191      357     -331   -1,909   -1,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     64.2      1.2     75.1     25.3     90.4     90.8      9.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        1        6        5       13       12
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,290
COMMITMENTS
   6,248      262        0    9,273   16,261   15,521   16,523    1,769      767

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,825)
    -429      123      -22     -761   -1,842   -1,212   -1,741     -613      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      1.5      0.0     53.6     94.0     89.8     95.6     10.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        0        5        5       15        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       21,279
COMMITMENTS
   1,807    3,044      139   15,682   11,520   17,628   14,703    3,651    6,576

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -580)
     200   -1,050        0      888      329    1,088     -721   -1,668      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     14.3      0.7     73.7     54.1     82.8     69.1     17.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        6        3       14       17       22       24
 

Updated March 28, 2008