MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,902
COMMITMENTS
   2,249    1,120    5,703   24,980   22,343   32,932   29,166    5,971    9,737

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:       -455)
    -132     -108     -883      588      582     -427     -409      -28      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.9     14.7     64.2     57.4     84.7     75.0     15.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       11       14       27       30       53       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      247,189
COMMITMENTS
  51,618   48,018   48,431  121,409  112,222  221,459  208,671   25,730   38,517

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      3,291)
  -3,206   -2,648    4,645      649   -1,155    2,088      842    1,203    2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     19.4     19.6     49.1     45.4     89.6     84.4     10.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      78       99       97       38       50      176      196
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      315,389
COMMITMENTS
  87,291   53,702   61,168  143,561  137,488  292,019  252,358   23,369   63,031

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -3,272)
   5,414     -686   -5,818   -1,818    1,862   -2,222   -4,641   -1,050    1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     17.0     19.4     45.5     43.6     92.6     80.0      7.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      96       92       84       95      150      236      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       13,848
COMMITMENTS
   5,566    3,596    2,084    4,408    4,666   12,058   10,346    1,790    3,502

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        227)
     106     -999      367      -11     -123      462     -755     -235      982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     26.0     15.0     31.8     33.7     87.1     74.7     12.9     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       28       14       18       34       56       70
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,449
COMMITMENTS
  20,551    9,848    5,894   10,507    9,101   36,952   24,843    5,497   17,606

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        465)
     744      218      409     -325     -338      828      290     -363      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4     23.2     13.9     24.8     21.4     87.0     58.5     13.0     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      39       47       36       43       49      103      115
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      141,272
COMMITMENTS
  48,051   22,980   10,696   49,697   85,249  108,444  118,926   32,829   22,347

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     10,980)
  -7,053    1,742    4,934   16,453    2,254   14,334    8,930   -3,353    2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     16.3      7.6     35.2     60.3     76.8     84.2     23.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      31       13       14       28       30       66       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       65,722
COMMITMENTS
  23,462   14,090    6,252   12,153   35,497   41,868   55,840   23,854    9,882

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -32,813)
  -1,588  -16,207    1,628  -30,413  -16,520  -30,373  -31,100   -2,440   -1,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     21.4      9.5     18.5     54.0     63.7     85.0     36.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        9        6        6       10       31       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      104,071
COMMITMENTS
  93,397    4,093        0    5,391   97,623   98,788  101,716    5,283    2,355

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -22,502)
  13,416   -2,154     -416  -33,161  -20,401  -20,161  -22,971   -2,341      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    89.7      3.9      0.0      5.2     93.8     94.9     97.7      5.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      50       11        0        6       18       56       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      100,728
COMMITMENTS
  51,431   17,695   10,900   20,291   52,040   82,622   80,635   18,106   20,093

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -22,885)
   5,053   -3,919    1,901  -29,976  -16,429  -23,022  -18,447      137   -4,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.1     17.6     10.8     20.1     51.7     82.0     80.1     18.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      26       19        8       18       22       47       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      254,000
COMMITMENTS
  79,990   25,207   26,827  109,619  182,821  216,437  234,855   37,563   19,144

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -30,418)
  -5,698  -10,881    6,054  -27,681  -24,173  -27,325  -29,000   -3,092   -1,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      9.9     10.6     43.2     72.0     85.2     92.5     14.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      42       22       14       27       23       75       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      211,719
COMMITMENTS
  81,410   52,715   30,936   46,741   76,808  159,087  160,459   52,632   51,261

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -66,317)
  -1,287    1,850    8,695  -79,817  -83,127  -72,409  -72,583    6,093    6,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     24.9     14.6     22.1     36.3     75.1     75.8     24.9     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      48       56       34       35       33      107       99
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,754
COMMITMENTS
  12,921    2,543        0    2,196   14,288   15,117   16,831    2,637      923

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -7,978)
    -458    1,560      -21   -7,357   -9,435   -7,836   -7,896     -142      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.8     14.3      0.0     12.4     80.5     85.1     94.8     14.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        2        0        5       11       19       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,824,955
COMMITMENTS
 1208032  391,622  7150020  8222447  9151517 16580499 16693159  1244456  1131795

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -2,826,672)
-208,585  -60,704 -1042057 -1405073 -1674155 -2655715 -2776915 -170,957  -49,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.2     40.1     46.1     51.3     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      73       36      105      133      131      253      243
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      885,355
COMMITMENTS
  76,674   91,803  124,127  490,597  505,373  691,398  721,303  193,956  164,052

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    129,025)
   2,479      439   24,893   55,272   63,777   82,643   89,108   46,382   39,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     10.4     14.0     55.4     57.1     78.1     81.5     21.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      58       56       80       90       73      191      167
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,339,879
COMMITMENTS
 452,906  657,206  334,356  2025272  1861652  2812533  2853213  527,346  486,666

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    616,365)
  52,148   -9,695  114,011  263,093  272,057  429,251  376,373  187,114  239,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     19.7     10.0     60.6     55.7     84.2     85.4     15.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
      92      145      118      119      121      283      312
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,556
COMMITMENTS
     252    1,657      236    7,885    6,513    8,373    8,406    2,183    2,150

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     15.7      2.2     74.7     61.7     79.3     79.6     20.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       11       10       13       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      141,012
COMMITMENTS
  15,350   43,414    1,265  105,728   80,518  122,343  125,197   18,669   15,815

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     25,153)
   2,245      100    1,265   15,090   12,063   18,600   13,428    6,552   11,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     30.8      0.9     75.0     57.1     86.8     88.8     13.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      10       18        3       52       34       63       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,963
COMMITMENTS
  13,831   15,499      354   36,679   42,807   50,864   58,660   20,099   12,302

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      9,318)
    -582       32      354     -832    3,949   -1,060    4,335   10,379    4,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     21.8      0.5     51.7     60.3     71.7     82.7     28.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8       10        3       23       27       34       37
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      586,357
COMMITMENTS
 115,668  197,248   25,991  382,620  275,960  524,280  499,200   62,078   87,158

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    139,549)
  -5,833   20,868   12,283  104,473   66,611  110,923   99,762   28,625   39,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     33.6      4.4     65.3     47.1     89.4     85.1     10.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      59       74       40       65       65      146      157
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       74,653
COMMITMENTS
  40,300    4,989    1,269    6,003   56,149   47,572   62,407   27,082   12,246

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -20,099)
  -7,580  -11,435      469  -11,599  -11,330  -18,710  -22,296   -1,388    2,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.0      6.7      1.7      8.0     75.2     63.7     83.6     36.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      24        8        3        7       15       34       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       60,525
COMMITMENTS
   1,165   16,648    2,859   38,281   34,278   42,305   53,785   18,220    6,740

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     10,036)
       8   -2,091    1,673    7,082    7,260    8,763    6,841    1,273    3,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     27.5      4.7     63.2     56.6     69.9     88.9     30.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       8       26       14       25       35       40       68
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      900,737
COMMITMENTS
  70,130  292,584   37,756  769,253  464,978  877,140  795,318   23,598  105,420

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    150,348)
  -1,495  -16,753   20,706  123,751  128,661  142,962  132,613    7,386   17,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     32.5      4.2     85.4     51.6     97.4     88.3      2.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      45      139       64       77       89      159      255
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       74,861
COMMITMENTS
  12,995   43,524      929   50,547   22,008   64,471   66,461   10,390    8,400

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -27,545)
      12    6,348   -7,241  -17,599  -25,731  -24,828  -26,624   -2,717     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     58.1      1.2     67.5     29.4     86.1     88.8     13.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      15       24        3       15       24       32       49
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,171
COMMITMENTS
  18,038      627        0   16,248   24,922   34,286   25,549   10,885   19,622

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -47,907)
   2,692   -6,986   -2,205  -21,676  -42,535  -21,189  -51,726  -26,718    3,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9      1.4      0.0     36.0     55.2     75.9     56.6     24.1     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15        2        0       18       14       33       16
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       16,993
COMMITMENTS
   1,618    9,754      486   11,496    4,105   13,600   14,345    3,393    2,648

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,450)
    -356      -22      168       53      -38     -135      108    1,585    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     57.4      2.9     67.7     24.2     80.0     84.4     20.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        6        1        8        7       12       14
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,115
COMMITMENTS
   6,677      139       22   10,034   18,103   16,733   18,264    2,382      851

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:       -329)
     329        0       22     -637      -99     -286      -77      -43     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      0.7      0.1     52.5     94.7     87.5     95.5     12.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        1        1        5        5       16        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       21,859
COMMITMENTS
   1,607    4,094      139   14,794   11,191   16,540   15,424    5,319    6,435

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -10,475)
  -2,485   -1,703   -1,768   -5,962     -416  -10,215   -3,887     -260   -6,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     18.7      0.6     67.7     51.2     75.7     70.6     24.3     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        3       14       17       21       25
 

Updated March 21, 2008