MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 40,153 COMMITMENTS 2,748 1,527 6,024 24,693 21,713 33,464 29,263 6,688 10,890 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 840) -0 -260 499 175 282 674 521 165 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 3.8 15.0 61.5 54.1 83.3 72.9 16.7 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 19 12 19 25 28 54 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 242,822 COMMITMENTS 52,383 51,035 53,552 113,387 104,816 219,323 209,403 23,499 33,419 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -10,650) -3,667 -826 -5,267 -1,321 -1,147 -10,255 -7,240 -395 -3,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 21.0 22.1 46.7 43.2 90.3 86.2 9.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 75 83 95 33 49 175 183 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 298,648 COMMITMENTS 73,630 52,293 62,356 140,314 126,659 276,301 241,308 22,348 57,341 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 1,492) -389 -656 1,020 1,156 1,250 1,786 1,614 -294 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 17.5 20.9 47.0 42.4 92.5 80.8 7.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 83 96 83 88 145 219 287 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 14,116 COMMITMENTS 4,955 4,385 2,423 3,998 4,605 11,375 11,412 2,741 2,704 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -53) 198 55 -177 -74 144 -53 23 0 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 31.1 17.2 28.3 32.6 80.6 80.8 19.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 26 38 21 20 27 65 71 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 44,061 COMMITMENTS 21,468 7,187 7,679 9,997 10,634 39,143 25,499 4,917 18,561 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 71) 442 317 -464 165 448 143 301 -72 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 16.3 17.4 22.7 24.1 88.8 57.9 11.2 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 42 36 38 50 60 117 117 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 114,163 COMMITMENTS 36,871 20,992 8,698 32,879 61,620 78,448 91,310 35,714 22,853 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -4,678) -10,440 -1,461 90 6,485 -7,086 -3,864 -8,457 -814 3,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 18.4 7.6 28.8 54.0 68.7 80.0 31.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 18 8 29 24 59 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 75,709 COMMITMENTS 23,966 22,647 3,374 25,830 39,120 53,171 65,142 22,538 10,567 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 11,125) 6,376 8,698 278 5,700 798 12,355 9,774 -1,230 1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 29.9 4.5 34.1 51.7 70.2 86.0 29.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 20 13 3 12 17 34 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 166,434 COMMITMENTS 123,599 7,086 710 35,374 156,706 159,683 164,502 6,751 1,932 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 113,898 COMMITMENTS 25,936 36,009 13,040 54,956 35,707 93,933 84,757 19,965 29,141 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -922) -1,125 -3,188 1,400 -1,525 286 -1,249 -1,502 327 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 31.6 11.4 48.3 31.4 82.5 74.4 17.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 28 11 23 18 44 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 290,735 COMMITMENTS 74,252 29,755 26,144 149,812 211,405 250,208 267,304 40,527 23,431 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 5,765) 6,498 -71 498 -3,170 8,429 3,827 8,857 1,938 -3,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 10.2 9.0 51.5 72.7 86.1 91.9 13.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 43 28 20 31 33 83 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 238,542 COMMITMENTS 60,053 41,405 21,649 107,779 127,588 189,481 190,643 49,061 47,900 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 1,791) 6,195 665 -210 -2,552 1,244 3,433 1,699 -1,642 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 17.4 9.1 45.2 53.5 79.4 79.9 20.6 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 42 45 27 34 37 90 95 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 20,886,987 COMMITMENTS 1401323 403,520 8750487 9484325 10396766 19636134 19550773 1250853 1336214 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -1,079,181) 228,707 -45,485 -800,207 -336,488 -242,261 -907,988 -1087953 -171,193 8,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.9 41.9 45.4 49.8 94.0 93.6 6.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 73 44 109 148 143 271 258 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 720,827 COMMITMENTS 87,353 89,401 69,145 433,887 424,549 590,384 583,094 130,443 137,733 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -37,461) 2,046 -2,207 -27,941 -10,146 -9,999 -36,041 -40,146 -1,421 2,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 12.4 9.6 60.2 58.9 81.9 80.9 18.1 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 51 51 56 85 65 168 141 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,510,197 COMMITMENTS 445,507 638,431 128,955 1554944 1548800 2129407 2316186 380,790 194,011 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -169,897) -17,060 47,613 -54,327 -1,508 -67,931 -72,896 -74,645 -97,001 -95,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 25.4 5.1 61.9 61.7 84.8 92.3 15.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 89 126 69 120 107 250 261 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 107,985 COMMITMENTS 9,360 39,422 0 85,794 63,893 95,154 103,315 12,831 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 TRADER 8.7 36.5 0.0 79.4 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 OPTION AND FUTURES COMBINED 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: 55,925 COMMITMENTS 13,778 11,541 68 32,346 38,112 46,192 49,721 9,733 6,204 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 5,510) 2,189 895 -44 1,620 4,091 3,764 4,942 1,746 568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 20.6 0.1 57.8 68.1 82.6 88.9 17.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 13 11 1 23 18 36 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 444,333 COMMITMENTS 106,959 200,907 15,363 291,824 187,568 414,146 403,838 30,186 40,495 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 29,840) 12,565 24,396 -764 28,014 9,050 39,816 32,681 -9,976 -2,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 45.2 3.5 65.7 42.2 93.2 90.9 6.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 62 88 22 55 51 126 152 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 96,748 COMMITMENTS 58,492 18,366 737 8,022 66,749 67,251 85,852 29,496 10,896 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 7,692) 5,044 527 19 1,888 5,688 6,952 6,235 740 1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.5 19.0 0.8 8.3 69.0 69.5 88.7 30.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 33 9 3 10 17 45 27 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED 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: 45,231 COMMITMENTS 997 15,886 946 28,420 24,614 30,363 41,446 14,868 3,785 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -5) -276 170 40 -28 502 -265 712 260 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 35.1 2.1 62.8 54.4 67.1 91.6 32.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 24 3 19 26 24 50 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 668,637 COMMITMENTS 87,180 278,121 14,384 555,491 298,485 657,055 590,990 11,582 77,647 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: 3,474) 11,478 8,606 -4,306 8,834 376 16,006 4,677 -12,532 -1,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 41.6 2.2 83.1 44.6 98.3 88.4 1.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 37 135 38 61 83 123 231 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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: 79,643 COMMITMENTS 11,463 32,983 721 56,146 37,118 68,331 70,822 11,312 8,821 CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST: -4,229) -813 -791 -2 -889 -1,687 -1,704 -2,479 -2,525 -1,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 84) 21 22 5 18 27 41 52 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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