BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,509
COMMITMENTS
       0       47        0    1,829    2,343    1,829    2,390      680      119

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     72.9     93.4     72.9     95.3     27.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       13       11       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,517
COMMITMENTS
   2,342    1,813    6,055   25,959   22,747   34,355   30,615    6,161    9,902

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        455)
     -90      289      254      452      279      615      821     -161     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      4.5     14.9     64.1     56.1     84.8     75.6     15.2     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18        9       15       31       33       56       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,940
COMMITMENTS
  43,967   49,104   60,596  106,945   83,420  211,508  193,120   18,432   36,820

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      4,635)
     911    4,336    1,835    5,019       34    7,765    6,205   -3,130   -1,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     21.4     26.4     46.5     36.3     92.0     84.0      8.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      56       78       74       36       53      142      172
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      260,474
COMMITMENTS
  62,317   46,911   52,293  125,969  107,534  240,578  206,738   19,896   53,736

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,369)
   2,792   -1,140    1,389   -2,149      753    2,031    1,002     -662      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     18.0     20.1     48.4     41.3     92.4     79.4      7.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      72       92       84       88      136      201      281
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,641
COMMITMENTS
   4,118    4,703      704    2,985    2,024    7,807    7,431    1,834    2,211

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -221)
      75      291     -288      203     -150      -11     -148     -210      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7     48.8      7.3     31.0     21.0     81.0     77.1     19.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       28       10       15       22       44       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,080
COMMITMENTS
  17,748    4,798    5,864    8,373    8,335   31,985   18,998    4,095   17,082

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,115)
     833      236      490       54      482    1,376    1,207     -261      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     13.3     16.3     23.2     23.1     88.7     52.7     11.3     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      37       31       30       39       51       96       98
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      103,386
COMMITMENTS
  39,268   11,686   11,620   22,951   61,494   73,840   84,801   29,546   18,585

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      6,396)
   5,638   -2,272      451      -27    7,169    6,061    5,347      334    1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     11.3     11.2     22.2     59.5     71.4     82.0     28.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22       14       13       24       24       55       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       67,423
COMMITMENTS
  18,832   23,130    2,746   28,048   32,212   49,626   58,087   17,797    9,336

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,033)
   5,778     -915      123   -3,689    2,235    2,212    1,443   -1,180     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     34.3      4.1     41.6     47.8     73.6     86.2     26.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       12        3       11       11       28       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       85,765
COMMITMENTS
  62,193    5,903      248   16,392   77,103   78,833   83,254    6,932    2,511

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     -8,622)
 -13,138    2,380       -3    4,218  -11,697   -8,923   -9,320      301      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.5      6.9      0.3     19.1     89.9     91.9     97.1      8.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      42       15        2       10       15       54       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,355
COMMITMENTS
  29,521   29,787   10,252   37,266   30,792   77,040   70,831   16,315   22,524

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      3,835)
  -5,935    5,924    1,009   12,240   -2,615    7,314    4,319   -3,479     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     31.9     11.0     39.9     33.0     82.5     75.9     17.5     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11       31       11       20       14       39       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      225,253
COMMITMENTS
  41,750   44,833   18,141  134,516  140,852  194,407  203,826   30,845   21,426

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      3,844)
  -1,312    1,857      519    3,167      559    2,374    2,935    1,470      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     19.9      8.1     59.7     62.5     86.3     90.5     13.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      31       28       12       33       26       68       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      199,270
COMMITMENTS
  71,448   33,202   21,740   56,397  101,003  149,585  155,944   49,685   43,326

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     11,173)
   3,663   -2,138    1,483    4,079    5,144    9,225    4,488    1,948    6,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     16.7     10.9     28.3     50.7     75.1     78.3     24.9     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      47       34       27       33       34       95       80
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,344
COMMITMENTS
  16,237    2,272       57    2,819   18,455   19,113   20,784    2,231      560

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        518)
   2,139      421      -24   -1,371      637      744    1,034     -226     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1     10.6      0.3     13.2     86.5     89.5     97.4     10.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        6        1        7       13       22       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,201,162
COMMITMENTS
 1063873  418,583  7322289  8497003  9202530 16883165 16943402  1317997  1257760

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:    706,331)
  27,447   56,614  400,012  261,831  234,229  689,291  690,856   17,041   15,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.3     40.2     46.7     50.6     92.8     93.1      7.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      61       42      101      128      128      243      233
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      607,231
COMMITMENTS
  52,531   63,958   49,778  381,889  395,203  484,197  508,939  123,034   98,293

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     11,041)
   1,688    6,281    6,782    2,636    9,993   11,106   23,055      -65  -12,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     10.5      8.2     62.9     65.1     79.7     83.8     20.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      57       39       58       82       61      163      134
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,822,758
COMMITMENTS
 352,906  418,406   84,077  1173103  1174842  1610086  1677325  212,672  145,433

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:    -12,877)
  33,524   27,686   -2,409   -2,245  -21,404   28,871    3,874  -41,748  -16,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     23.0      4.6     64.4     64.5     88.3     92.0     11.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      73       83       58      102       90      204      202
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,381
COMMITMENTS
  11,012   27,132        0   74,528   71,031   85,540   98,163   15,841    3,218

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     -5,980)
     467      275        0   -6,800   -6,246   -6,333   -5,971      353       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     26.8      0.0     73.5     70.1     84.4     96.8     15.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       11        0       34       32       46       43
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        9,331
COMMITMENTS
   2,596    3,893    1,583    4,585    3,323    8,765    8,799      566      532

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     41.7     17.0     49.1     35.6     93.9     94.3      6.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        4       10       12       15       18
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       38,182
COMMITMENTS
   5,046    9,875       68   24,305   22,721   29,419   32,664    8,764    5,518

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,337)
     683       14        0    1,087    2,477    1,770    2,491     -434   -1,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     25.9      0.2     63.7     59.5     77.0     85.5     23.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10       11        1       21       17       31       29
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      286,677
COMMITMENTS
  87,483  138,752    9,027  161,743  126,451  258,252  274,229   28,424   12,448

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,342)
   9,767   11,129     -418      577   -1,234    9,925    9,476   -8,583   -8,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     48.4      3.1     56.4     44.1     90.1     95.7      9.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      76       52       17       53       54      137      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       62,022
COMMITMENTS
  26,822    8,877      588   12,940   44,018   40,351   53,483   21,671    8,538

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      3,340)
   2,794   -1,683     -183    1,788    4,730    4,398    2,864   -1,059      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     14.3      0.9     20.9     71.0     65.1     86.2     34.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        6        2        8       13       26       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,492
COMMITMENTS
   1,394   13,081      477   25,147   19,496   27,018   33,054   10,474    4,437

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      2,953)
      79    1,642       94    1,512    1,250    1,685    2,986    1,268      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     34.9      1.3     67.1     52.0     72.1     88.2     27.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3       21        3       19       24       24       46
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      599,969
COMMITMENTS
  58,118  253,919   11,533  513,389  278,491  583,039  543,943   16,930   56,026

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     25,207)
    -326   20,299      901   20,967       59   21,541   21,259    3,665    3,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     42.3      1.9     85.6     46.4     97.2     90.7      2.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      35      129       50       59       72      124      222
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       63,950
COMMITMENTS
  13,305   37,017       83   41,688   20,321   55,075   57,421    8,875    6,530

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,331)
     -50      542        0      504      547      454    1,089      877      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     57.9      0.1     65.2     31.8     86.1     89.8     13.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       16        4       14       19       31       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,317
COMMITMENTS
  17,638    4,035      190   16,133   37,547   33,961   41,772   17,356    9,545

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      2,776)
  -1,258    1,010      141    3,705    2,246    2,588    3,397      188     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      7.9      0.4     31.4     73.2     66.2     81.4     33.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        3        1       15       13       23       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,580
COMMITMENTS
   6,264      992        0   14,133   20,339   20,397   21,331    1,183      249

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        402)
     386      209        0      -46      275      340      484       62      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      4.6      0.0     65.5     94.2     94.5     98.8      5.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        3        0        6        5       17        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       23,461
COMMITMENTS
   6,577    3,481    1,977   11,922   10,500   20,476   15,958    2,985    7,503

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -106)
       0        0        0      100        0      100        0     -206     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     14.8      8.4     50.8     44.8     87.3     68.0     12.7     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        3        6       16       19       25       27
 

Updated January 4, 2008