MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    37,477:     2,861      1,821      4,885     23,078     20,591     30,824     27,297:     6,654     10,180
Old  :    37,477:     2,861      1,821      4,885     23,078     20,591     30,824     27,297:     6,654     10,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    -3,945:      -389         50       -698     -2,640     -2,214     -3,728     -2,863:      -218     -1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        4.9       13.0       61.6       54.9       82.2       72.8:      17.8       27.2
Old  :     100.0:       7.6        4.9       13.0       61.6       54.9       82.2       72.8:      17.8       27.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        15         14         17         24         27         52         45:
Old  :        62:        15         14         17         24         27         52         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       26.3       50.9       39.3       35.4       20.7       49.2       32.8
Old  :                 35.6       26.3       50.9       39.3       35.4       20.7       49.2       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   253,699:    53,130     53,293     59,733    117,782    102,116    230,646    215,142:    23,054     38,557
Old  :   226,066:    44,017     62,732     48,423    113,569     80,097    206,009    191,252:    20,057     34,814
Other:    27,633:    19,721      1,169        703      4,213     22,019     24,637     23,891:     2,997      3,743
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    15,256:     6,709      2,119      5,053      3,582      6,055     15,344     13,227:       -88      2,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       21.0       23.5       46.4       40.3       90.9       84.8:       9.1       15.2
Old  :     100.0:      19.5       27.7       21.4       50.2       35.4       91.1       84.6:       8.9       15.4
Other:     100.0:      71.4        4.2        2.5       15.2       79.7       89.2       86.5:      10.8       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        69         90         87         37         49        173        177:
Old  :       241:        65         94         85         37         49        171        176:
Other:        74:        29         11         11          8         29         42         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       20.7       37.7       31.8       22.6       14.8       34.3       22.0
Old  :                 25.1       17.6       37.9       28.9       24.6       16.0       35.7       23.6
Other:                 58.4       53.5       74.0       66.5       49.4       39.2       62.5       52.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   296,418:    71,652     53,904     62,040    138,734    123,443    272,426    239,387:    23,992     57,032
Old  :   296,418:    71,652     53,904     62,040    138,734    123,443    272,426    239,387:    23,992     57,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     3,297:     6,461      3,591     -5,375      1,129      4,337      2,214      2,553:     1,082        744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       18.2       20.9       46.8       41.6       91.9       80.8:       8.1       19.2
Old  :     100.0:      24.2       18.2       20.9       46.8       41.6       91.9       80.8:       8.1       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        83         95         86         87        136        216        285:
Old  :       345:        83         95         86         87        136        216        285:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       13.0       37.0       21.1       23.2       11.8       35.7       16.9
Old  :                 23.4       13.0       37.0       21.1       23.2       11.8       35.7       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    13,801:     4,570      4,469      3,044      3,898      3,373     11,512     10,886:     2,289      2,914
Old  :    13,801:     4,570      4,469      3,044      3,898      3,373     11,512     10,886:     2,289      2,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     2,512:       335        -29      1,358        491        947      2,184      2,276:       328        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       32.4       22.1       28.2       24.4       83.4       78.9:      16.6       21.1
Old  :     100.0:      33.1       32.4       22.1       28.2       24.4       83.4       78.9:      16.6       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        27         32         20         21         29         64         71:
Old  :       100:        27         32         20         21         29         64         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       22.9       44.9       34.0       26.3       19.3       42.8       27.2
Old  :                 26.3       22.9       44.9       34.0       26.3       19.3       42.8       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    43,939:    21,261      6,807      8,005      9,596      9,564     38,862     24,376:     5,077     19,563
Old  :    43,939:    21,261      6,807      8,005      9,596      9,564     38,862     24,376:     5,077     19,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    -1,106:       351        105       -372       -886        397       -907        130:      -199     -1,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4       15.5       18.2       21.8       21.8       88.4       55.5:      11.6       44.5
Old  :     100.0:      48.4       15.5       18.2       21.8       21.8       88.4       55.5:      11.6       44.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        40         39         38         45         55        109        113:
Old  :       156:        40         39         38         45         55        109        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7        7.6       38.5       14.0       23.0        6.6       36.1       11.0
Old  :                 24.7        7.6       38.5       14.0       23.0        6.6       36.1       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   114,374:    34,772     20,550     10,133     37,552     64,095     82,457     94,778:    31,917     19,596
Old  :   114,374:    34,772     20,550     10,133     37,552     64,095     82,457     94,778:    31,917     19,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     3,983:     5,059     -1,426        318     -1,689      7,638      3,688      6,529:       294     -2,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       18.0        8.9       32.8       56.0       72.1       82.9:      27.9       17.1
Old  :     100.0:      30.4       18.0        8.9       32.8       56.0       72.1       82.9:      27.9       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        24         18         11         27         27         57         50:
Old  :        79:        24         18         11         27         27         57         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       31.9       34.4       50.0       17.9       28.6       29.1       41.1
Old  :                 20.5       31.9       34.4       50.0       17.9       28.6       29.1       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    72,201:    22,314     19,468      4,025     21,865     38,335     48,204     61,828:    23,997     10,373
Old  :    72,201:    22,314     19,468      4,025     21,865     38,335     48,204     61,828:    23,997     10,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    -6,337:    -5,968        240        185       -450     -6,958     -6,233     -6,532:      -104        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       27.0        5.6       30.3       53.1       66.8       85.6:      33.2       14.4
Old  :     100.0:      30.9       27.0        5.6       30.3       53.1       66.8       85.6:      33.2       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        22         10          3         12         14         35         26:
Old  :        50:        22         10          3         12         14         35         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       43.3       41.4       60.7       30.2       39.8       37.6       55.3
Old  :                 31.2       43.3       41.4       60.7       30.2       39.8       37.6       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   121,125:    79,122      7,059      1,041     33,096    109,270    113,259    117,370:     7,866      3,755
Old  :   121,125:    79,122      7,059      1,041     33,096    109,270    113,259    117,370:     7,866      3,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    36,756:    27,931     -2,346        889      6,368     36,588     35,188     35,131:     1,568      1,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.3        5.8        0.9       27.3       90.2       93.5       96.9:       6.5        3.1
Old  :     100.0:      65.3        5.8        0.9       27.3       90.2       93.5       96.9:       6.5        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        57         19          3          9         19         67         40:
Old  :       100:        57         19          3          9         19         67         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       73.2       61.4       83.6       37.5       59.2       49.9       67.7
Old  :                 44.5       73.2       61.4       83.6       37.5       59.2       49.9       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   116,080:    31,597     37,252     14,934     51,049     37,283     97,580     89,469:    18,500     26,611
Old  :   116,080:    31,597     37,252     14,934     51,049     37,283     97,580     89,469:    18,500     26,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     3,419:    -8,264      5,155      2,162      8,129     -6,172      2,028      1,145:     1,391      2,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       32.1       12.9       44.0       32.1       84.1       77.1:      15.9       22.9
Old  :     100.0:      27.2       32.1       12.9       44.0       32.1       84.1       77.1:      15.9       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        18         30         14         22         18         49         53:
Old  :        77:        18         30         14         22         18         49         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       24.1       44.7       38.1       26.5       14.1       36.0       24.5
Old  :                 29.4       24.1       44.7       38.1       26.5       14.1       36.0       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   283,689:    77,034     28,115     28,797    139,420    203,793    245,250    260,705:    38,439     22,984
Old  :   283,689:    77,034     28,115     28,797    139,420    203,793    245,250    260,705:    38,439     22,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    20,783:     3,556      2,961      2,095     13,825     14,646     19,476     19,702:     1,307      1,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        9.9       10.2       49.1       71.8       86.5       91.9:      13.5        8.1
Old  :     100.0:      27.2        9.9       10.2       49.1       71.8       86.5       91.9:      13.5        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        47         25         18         31         28         85         64:
Old  :       116:        47         25         18         31         28         85         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       46.4       46.6       62.5       23.4       42.2       33.1       50.0
Old  :                 34.0       46.4       46.6       62.5       23.4       42.2       33.1       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   237,690:    58,022     42,209     29,008     94,886    120,361    181,917    191,579:    55,773     46,111
Old  :   237,690:    58,022     42,209     29,008     94,886    120,361    181,917    191,579:    55,773     46,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    15,089:    -2,831      7,828      2,180      9,912       -388      9,261      9,620:     5,828      5,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       17.8       12.2       39.9       50.6       76.5       80.6:      23.5       19.4
Old  :     100.0:      24.4       17.8       12.2       39.9       50.6       76.5       80.6:      23.5       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        47         44         32         36         37        100         97:
Old  :       142:        47         44         32         36         37        100         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       27.8       40.7       38.8       25.9       25.6       33.3       34.4
Old  :                 27.5       27.8       40.7       38.8       25.9       25.6       33.3       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    23,061:    16,150      1,361         87      3,859     20,565     20,096     22,013:     2,965      1,048
Old  :    23,061:    16,150      1,361         87      3,859     20,565     20,096     22,013:     2,965      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     2,207:     2,721     -1,346          0       -920      3,617      1,801      2,271:       406        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0        5.9        0.4       16.7       89.2       87.1       95.5:      12.9        4.5
Old  :     100.0:      70.0        5.9        0.4       16.7       89.2       87.1       95.5:      12.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        16          4          1          8         15         24         20:
Old  :        39:        16          4          1          8         15         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       66.7       67.2       82.9       49.0       66.4       67.2       82.1
Old  :                 49.0       66.7       67.2       82.9       49.0       66.4       67.2       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    47,550:     5,370          0      4,360     32,560     37,071     42,290     41,431:     5,260      6,119
Old  :    47,550:     5,370          0      4,360     32,560     37,071     42,290     41,431:     5,260      6,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        0.0        9.2       68.5       78.0       88.9       87.1:      11.1       12.9
Old  :     100.0:      11.3        0.0        9.2       68.5       78.0       88.9       87.1:      11.1       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          2         12         13         14         15:
Old  :        21:         2          0          2         12         13         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       64.7       78.4       78.1       47.9       51.9       65.0       62.2
Old  :                 56.9       64.7       78.4       78.1       47.9       51.9       65.0       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :22,394,325: 1,327,767    445,684  9,917,174  9,890,984 10,728,059 21,135,925 21,090,917: 1,258,400  1,303,408
Old  :22,394,325: 1,327,767    445,684  9,917,174  9,890,984 10,728,059 21,135,925 21,090,917: 1,258,400  1,303,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    83,530:   103,205    -11,017     82,211    126,680    103,145    312,095    174,338:  -228,565    -90,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        2.0       44.3       44.2       47.9       94.4       94.2:       5.6        5.8
Old  :     100.0:       5.9        2.0       44.3       44.2       47.9       94.4       94.2:       5.6        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        67         46        105        150        144        270        255:
Old  :       281:        67         46        105        150        144        270        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       21.2       33.2       31.9        9.9        8.1       12.7       12.6
Old  :                 22.6       21.2       33.2       31.9        9.9        8.1       12.7       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   765,298:    80,016     86,909    103,691    452,306    444,482    636,013    635,083:   129,284    130,215
Old  :   765,298:    80,016     86,909    103,691    452,306    444,482    636,013    635,083:   129,284    130,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    16,856:     7,581      3,178      6,128      3,763     -2,581     17,473      6,725:      -616     10,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       11.4       13.5       59.1       58.1       83.1       83.0:      16.9       17.0
Old  :     100.0:      10.5       11.4       13.5       59.1       58.1       83.1       83.0:      16.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        70         50         78         84         63        188        158:
Old  :       231:        70         50         78         84         63        188        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       23.4       23.6       33.2       15.0       23.4       21.3       32.3
Old  :                 16.1       23.4       23.6       33.2       15.0       23.4       21.3       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,695,912:   498,611    583,580    181,191  1,602,038  1,639,539  2,281,840  2,404,310:   414,071    291,602
Old  : 2,695,912:   498,611    583,580    181,191  1,602,038  1,639,539  2,281,840  2,404,310:   414,071    291,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :   117,317:    39,357     40,829     15,534     23,622     42,598     78,512     98,961:    38,805     18,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       21.6        6.7       59.4       60.8       84.6       89.2:      15.4       10.8
Old  :     100.0:      18.5       21.6        6.7       59.4       60.8       84.6       89.2:      15.4       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:        91        125         83        116        103        253        265:
Old  :       374:        91        125         83        116        103        253        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       19.2       28.7       27.8       13.1       15.7       22.7       23.3
Old  :                 18.8       19.2       28.7       27.8       13.1       15.7       22.7       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   107,540:    10,750     39,676          0     85,609     63,324     96,359    103,000:    11,181      4,540
Old  :   107,540:    10,750     39,676          0     85,609     63,324     96,359    103,000:    11,181      4,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     2,506:    -1,298      2,318         -1      3,802        399      2,503      2,716:         3       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       36.9        0.0       79.6       58.9       89.6       95.8:      10.4        4.2
Old  :     100.0:      10.0       36.9        0.0       79.6       58.9       89.6       95.8:      10.4        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:         9         19          0         40         28         49         47:
Old  :        85:         9         19          0         40         28         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       38.7       42.1       63.4       23.3       38.7       41.6       62.1
Old  :                 23.3       38.7       42.1       63.4       23.3       38.7       41.6       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    46,536:    11,494      9,591        116     28,115     30,369     39,726     40,076:     6,810      6,460
Old  :    46,536:    11,494      9,591        116     28,115     30,369     39,726     40,076:     6,810      6,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :       -67:     1,048     -2,035       -464       -234      1,382        350     -1,118:      -417      1,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       20.6        0.3       60.4       65.3       85.4       86.1:      14.6       13.9
Old  :     100.0:      24.7       20.6        0.3       60.4       65.3       85.4       86.1:      14.6       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        15          8          2         25         18         40         28:
Old  :        57:        15          8          2         25         18         40         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       40.9       58.4       61.7       46.1       38.9       58.4       57.6
Old  :                 46.1       40.9       58.4       61.7       46.1       38.9       58.4       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   391,807:    91,465    168,240     14,757    248,552    174,501    354,774    357,497:    37,033     34,310
Old  :   391,807:    91,465    168,240     14,757    248,552    174,501    354,774    357,497:    37,033     34,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    23,305:    -6,862     13,607      4,548     25,586      1,233     23,272     19,389:        33      3,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       42.9        3.8       63.4       44.5       90.5       91.2:       9.5        8.8
Old  :     100.0:      23.3       42.9        3.8       63.4       44.5       90.5       91.2:       9.5        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        66         82         29         55         57        133        157:
Old  :       245:        66         82         29         55         57        133        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       25.1       46.7       38.5       25.5       24.9       41.3       36.2
Old  :                 30.2       25.1       46.7       38.5       25.5       24.9       41.3       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :    75,917:    45,264     12,604        773      5,230     51,234     51,267     64,611:    24,649     11,306
Old  :    75,917:    45,264     12,604        773      5,230     51,234     51,267     64,611:    24,649     11,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     8,239:    16,459       -124        -49     -7,427      8,601      8,984      8,428:      -745       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6       16.6        1.0        6.9       67.5       67.5       85.1:      32.5       14.9
Old  :     100.0:      59.6       16.6        1.0        6.9       67.5       67.5       85.1:      32.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        27          8          3          7         13         36         22:
Old  :        50:        27          8          3          7         13         36         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       43.5       40.9       63.1       26.8       43.5       40.9       61.3
Old  :                 26.8       43.5       40.9       63.1       26.8       43.5       40.9       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    44,498:     1,321     15,605        861     27,393     23,590     29,575     40,056:    14,923      4,442
Old  :    44,498:     1,321     15,605        861     27,393     23,590     29,575     40,056:    14,923      4,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     1,021:       419      1,806         -8       -233        217        177      2,015:       843       -994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       35.1        1.9       61.6       53.0       66.5       90.0:      33.5       10.0
Old  :     100.0:       3.0       35.1        1.9       61.6       53.0       66.5       90.0:      33.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         4         21          4         18         26         24         49:
Old  :        62:         4         21          4         18         26         24         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       25.0       57.6       42.1       47.8       24.2       54.8       40.5
Old  :                 50.6       25.0       57.6       42.1       47.8       24.2       54.8       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   647,881:    62,434    254,179     20,492    545,197    294,764    628,124    569,434:    19,757     78,447
Old  :   647,881:    62,434    254,179     20,492    545,197    294,764    628,124    569,434:    19,757     78,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    12,437:    -2,151     22,133        377     15,225    -14,765     13,451      7,745:    -1,014      4,692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       39.2        3.2       84.2       45.5       97.0       87.9:       3.0       12.1
Old  :     100.0:       9.6       39.2        3.2       84.2       45.5       97.0       87.9:       3.0       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        42        132         54         64         84        137        239:
Old  :       294:        42        132         54         64         84        137        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       16.8       71.8       23.7       54.0       15.4       67.7       21.9
Old  :                 57.0       16.8       71.8       23.7       54.0       15.4       67.7       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    80,174:    11,944     33,745        774     55,341     36,374     68,059     70,893:    12,115      9,281
Old  :    80,174:    11,944     33,745        774     55,341     36,374     68,059     70,893:    12,115      9,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :       130:       267     -2,981         15      1,344      3,973      1,627      1,008:    -1,497       -878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       42.1        1.0       69.0       45.4       84.9       88.4:      15.1       11.6
Old  :     100.0:      14.9       42.1        1.0       69.0       45.4       84.9       88.4:      15.1       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        20         24          6         19         26         42         53:
Old  :        85:        20         24          6         19         26         42         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       37.4       66.3       51.1       49.4       36.7       65.2       49.8
Old  :                 49.4       37.4       66.3       51.1       49.4       36.7       65.2       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    81,267:    15,630      6,814        171     33,057     62,421     48,858     69,406:    32,409     11,861
Old  :    81,267:    15,630      6,814        171     33,057     62,421     48,858     69,406:    32,409     11,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :     2,291:    -1,517       -309        100      1,499      2,813         82      2,604:     2,209       -313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        8.4        0.2       40.7       76.8       60.1       85.4:      39.9       14.6
Old  :     100.0:      19.2        8.4        0.2       40.7       76.8       60.1       85.4:      39.9       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        16          7          1         19         19         35         27:
Old  :        56:        16          7          1         19         19         35         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       51.2       40.2       69.3       23.5       51.2       35.0       66.6
Old  :                 28.7       51.2       40.2       69.3       23.5       51.2       35.0       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,114:     5,741        343          1     14,149     20,424     19,891     20,768:     1,223        346
Old  :    21,114:     5,741        343          1     14,149     20,424     19,891     20,768:     1,223        346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :      -262:       -25       -295          0       -134         28       -159       -267:      -103          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        1.6        0.0       67.0       96.7       94.2       98.4:       5.8        1.6
Old  :     100.0:      27.2        1.6        0.0       67.0       96.7       94.2       98.4:       5.8        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9          3          1          7          5         16          9:
Old  :        22:         9          3          1          7          5         16          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       96.2       85.5       98.4       69.0       96.0       84.6       97.0
Old  :                 69.8       96.2       85.5       98.4       69.0       96.0       84.6       97.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    29,138:     6,870      3,915      2,254     14,516     10,690     23,640     16,859:     5,498     12,279
Old  :    29,138:     6,870      3,915      2,254     14,516     10,690     23,640     16,859:     5,498     12,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2008                     :
     :    -1,596:       521          0       -500        127       -494        148       -994:    -1,744       -602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       13.4        7.7       49.8       36.7       81.1       57.9:      18.9       42.1
Old  :     100.0:      23.6       13.4        7.7       49.8       36.7       81.1       57.9:      18.9       42.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         8          4          5         17         19         26         27:
Old  :        37:         8          4          5         17         19         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       23.8       57.6       40.4       34.0       21.4       49.7       34.2
Old  :                 38.0       23.8       57.6       40.4       34.0       21.4       49.7       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 8, 2008