BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,509:         0         47          0      1,829      2,343      1,829      2,390:       680        119
Old  :     2,509:         0         47          0      1,829      2,343      1,829      2,390:       680        119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        0.0       72.9       93.4       72.9       95.3:      27.1        4.7
Old  :     100.0:       0.0        1.9        0.0       72.9       93.4       72.9       95.3:      27.1        4.7
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  :        20:         0          1          0         11         13         11         14:
Old  :        20:         0          1          0         11         13         11         14:
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  :                 48.3       65.2       70.9       84.2       47.5       64.9       70.0       82.2
Old  :                 48.3       65.2       70.9       84.2       47.5       64.9       70.0       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    40,517:     2,342      1,813      6,055     25,959     22,747     34,355     30,615:     6,161      9,902
Old  :    40,517:     2,342      1,813      6,055     25,959     22,747     34,355     30,615:     6,161      9,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :       455:       -90        289        254        452        279        615        821:      -161       -367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        4.5       14.9       64.1       56.1       84.8       75.6:      15.2       24.4
Old  :     100.0:       5.8        4.5       14.9       64.1       56.1       84.8       75.6:      15.2       24.4
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  :        69:        18          9         15         31         33         56         50:
Old  :        69:        18          9         15         31         33         56         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  :                 38.0       25.5       52.0       37.4       37.8       22.7       50.4       32.8
Old  :                 38.0       25.5       52.0       37.4       37.8       22.7       50.4       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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   229,940:    43,967     49,104     60,596    106,945     83,420    211,508    193,120:    18,432     36,820
Old  :   218,784:    41,135     55,585     53,545    106,803     74,280    201,482    183,410:    17,301     35,374
Other:    11,156:     9,603        290        280        142      9,140     10,025      9,710:     1,131      1,446
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     4,635:       911      4,336      1,835      5,019         34      7,765      6,205:    -3,130     -1,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       21.4       26.4       46.5       36.3       92.0       84.0:       8.0       16.0
Old  :     100.0:      18.8       25.4       24.5       48.8       34.0       92.1       83.8:       7.9       16.2
Other:     100.0:      86.1        2.6        2.5        1.3       81.9       89.9       87.0:      10.1       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        56         78         74         36         53        142        172:
Old  :       219:        54         81         74         36         53        142        172:
Other:        49:        18          6          6          4         23         24         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       19.8       36.1       29.3       21.3       12.5       31.6       19.4
Old  :                 24.0       18.0       36.5       27.5       22.4       13.9       33.0       21.0
Other:                 58.0       64.1       81.0       73.9       57.9       63.7       81.0       73.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   260,474:    62,317     46,911     52,293    125,969    107,534    240,578    206,738:    19,896     53,736
Old  :   260,474:    62,317     46,911     52,293    125,969    107,534    240,578    206,738:    19,896     53,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     1,369:     2,792     -1,140      1,389     -2,149        753      2,031      1,002:      -662        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       18.0       20.1       48.4       41.3       92.4       79.4:       7.6       20.6
Old  :     100.0:      23.9       18.0       20.1       48.4       41.3       92.4       79.4:       7.6       20.6
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  :       328:        72         92         84         88        136        201        281:
Old  :       328:        72         92         84         88        136        201        281:
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  :                 24.5       12.0       36.9       18.7       24.5       11.3       36.6       16.3
Old  :                 24.5       12.0       36.9       18.7       24.5       11.3       36.6       16.3
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,641:     4,118      4,703        704      2,985      2,024      7,807      7,431:     1,834      2,211
Old  :     9,641:     4,118      4,703        704      2,985      2,024      7,807      7,431:     1,834      2,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :      -221:        75        291       -288        203       -150        -11       -148:      -210        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       48.8        7.3       31.0       21.0       81.0       77.1:      19.0       22.9
Old  :     100.0:      42.7       48.8        7.3       31.0       21.0       81.0       77.1:      19.0       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  :        82:        23         28         10         15         22         44         56:
Old  :        82:        23         28         10         15         22         44         56:
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  :                 32.5       27.6       51.4       37.7       32.5       27.6       51.4       37.7
Old  :                 32.5       27.6       51.4       37.7       32.5       27.6       51.4       37.7
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    36,080:    17,748      4,798      5,864      8,373      8,335     31,985     18,998:     4,095     17,082
Old  :    36,080:    17,748      4,798      5,864      8,373      8,335     31,985     18,998:     4,095     17,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     1,115:       833        236        490         54        482      1,376      1,207:      -261        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       13.3       16.3       23.2       23.1       88.7       52.7:      11.3       47.3
Old  :     100.0:      49.2       13.3       16.3       23.2       23.1       88.7       52.7:      11.3       47.3
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  :       141:        37         31         30         39         51         96         98:
Old  :       141:        37         31         30         39         51         96         98:
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  :                 25.7        8.5       41.6       14.9       25.6        7.7       40.9       12.4
Old  :                 25.7        8.5       41.6       14.9       25.6        7.7       40.9       12.4
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,386:    39,268     11,686     11,620     22,951     61,494     73,840     84,801:    29,546     18,585
Old  :   103,386:    39,268     11,686     11,620     22,951     61,494     73,840     84,801:    29,546     18,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     6,396:     5,638     -2,272        451        -27      7,169      6,061      5,347:       334      1,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       11.3       11.2       22.2       59.5       71.4       82.0:      28.6       18.0
Old  :     100.0:      38.0       11.3       11.2       22.2       59.5       71.4       82.0:      28.6       18.0
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  :        68:        22         14         13         24         24         55         42:
Old  :        68:        22         14         13         24         24         55         42:
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  :                 26.0       33.7       40.5       50.9       23.1       32.1       34.9       43.4
Old  :                 26.0       33.7       40.5       50.9       23.1       32.1       34.9       43.4
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    67,423:    18,832     23,130      2,746     28,048     32,212     49,626     58,087:    17,797      9,336
Old  :    67,423:    18,832     23,130      2,746     28,048     32,212     49,626     58,087:    17,797      9,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     1,033:     5,778       -915        123     -3,689      2,235      2,212      1,443:    -1,180       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       34.3        4.1       41.6       47.8       73.6       86.2:      26.4       13.8
Old  :     100.0:      27.9       34.3        4.1       41.6       47.8       73.6       86.2:      26.4       13.8
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  :        45:        16         12          3         11         11         28         25:
Old  :        45:        16         12          3         11         11         28         25:
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  :                 35.5       37.2       51.4       56.8       35.5       36.6       50.3       55.2
Old  :                 35.5       37.2       51.4       56.8       35.5       36.6       50.3       55.2
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    85,765:    62,193      5,903        248     16,392     77,103     78,833     83,254:     6,932      2,511
Old  :    85,765:    62,193      5,903        248     16,392     77,103     78,833     83,254:     6,932      2,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :    -8,622:   -13,138      2,380         -3      4,218    -11,697     -8,923     -9,320:       301        698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5        6.9        0.3       19.1       89.9       91.9       97.1:       8.1        2.9
Old  :     100.0:      72.5        6.9        0.3       19.1       89.9       91.9       97.1:       8.1        2.9
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  :        79:        42         15          2         10         15         54         30:
Old  :        79:        42         15          2         10         15         54         30:
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       75.9       61.2       87.3       49.0       74.5       60.4       84.3
Old  :                 49.0       75.9       61.2       87.3       49.0       74.5       60.4       84.3
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    93,355:    29,521     29,787     10,252     37,266     30,792     77,040     70,831:    16,315     22,524
Old  :    93,355:    29,521     29,787     10,252     37,266     30,792     77,040     70,831:    16,315     22,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     3,835:    -5,935      5,924      1,009     12,240     -2,615      7,314      4,319:    -3,479       -483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       31.9       11.0       39.9       33.0       82.5       75.9:      17.5       24.1
Old  :     100.0:      31.6       31.9       11.0       39.9       33.0       82.5       75.9:      17.5       24.1
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  :        66:        11         31         11         20         14         39         48:
Old  :        66:        11         31         11         20         14         39         48:
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  :                 40.9       25.3       59.8       38.8       40.9       17.0       48.0       27.3
Old  :                 40.9       25.3       59.8       38.8       40.9       17.0       48.0       27.3
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   225,253:    41,750     44,833     18,141    134,516    140,852    194,407    203,826:    30,845     21,426
Old  :   225,253:    41,750     44,833     18,141    134,516    140,852    194,407    203,826:    30,845     21,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     3,844:    -1,312      1,857        519      3,167        559      2,374      2,935:     1,470        909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       19.9        8.1       59.7       62.5       86.3       90.5:      13.7        9.5
Old  :     100.0:      18.5       19.9        8.1       59.7       62.5       86.3       90.5:      13.7        9.5
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  :        99:        31         28         12         33         26         68         62:
Old  :        99:        31         28         12         33         26         68         62:
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  :                 40.9       48.1       53.0       61.1       31.3       41.0       41.1       51.0
Old  :                 40.9       48.1       53.0       61.1       31.3       41.0       41.1       51.0
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   199,270:    71,448     33,202     21,740     56,397    101,003    149,585    155,944:    49,685     43,326
Old  :   199,270:    71,448     33,202     21,740     56,397    101,003    149,585    155,944:    49,685     43,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :    11,173:     3,663     -2,138      1,483      4,079      5,144      9,225      4,488:     1,948      6,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       16.7       10.9       28.3       50.7       75.1       78.3:      24.9       21.7
Old  :     100.0:      35.9       16.7       10.9       28.3       50.7       75.1       78.3:      24.9       21.7
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  :       127:        47         34         27         33         34         95         80:
Old  :       127:        47         34         27         33         34         95         80:
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  :                 25.6       27.3       37.9       39.4       25.5       26.0       34.9       37.4
Old  :                 25.6       27.3       37.9       39.4       25.5       26.0       34.9       37.4
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,344:    16,237      2,272         57      2,819     18,455     19,113     20,784:     2,231        560
Old  :    21,344:    16,237      2,272         57      2,819     18,455     19,113     20,784:     2,231        560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :       518:     2,139        421        -24     -1,371        637        744      1,034:      -226       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1       10.6        0.3       13.2       86.5       89.5       97.4:      10.5        2.6
Old  :     100.0:      76.1       10.6        0.3       13.2       86.5       89.5       97.4:      10.5        2.6
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  :        38:        15          6          1          7         13         22         20:
Old  :        38:        15          6          1          7         13         22         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  :                 55.7       55.5       72.7       77.9       55.7       55.2       72.7       76.7
Old  :                 55.7       55.5       72.7       77.9       55.7       55.2       72.7       76.7
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :18,201,162: 1,063,873    418,583  7,322,289  8,497,003  9,202,530 16,883,165 16,943,402: 1,317,997  1,257,760
Old  :18,201,162: 1,063,873    418,583  7,322,289  8,497,003  9,202,530 16,883,165 16,943,402: 1,317,997  1,257,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :   706,331:    27,447     56,614    400,012    261,831    234,229    689,291    690,856:    17,041     15,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        2.3       40.2       46.7       50.6       92.8       93.1:       7.2        6.9
Old  :     100.0:       5.8        2.3       40.2       46.7       50.6       92.8       93.1:       7.2        6.9
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  :       255:        61         42        101        128        128        243        233:
Old  :       255:        61         42        101        128        128        243        233:
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  :                 25.5       20.1       36.8       31.6       15.2        9.8       18.3       16.0
Old  :                 25.5       20.1       36.8       31.6       15.2        9.8       18.3       16.0
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   607,231:    52,531     63,958     49,778    381,889    395,203    484,197    508,939:   123,034     98,293
Old  :   607,231:    52,531     63,958     49,778    381,889    395,203    484,197    508,939:   123,034     98,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :    11,041:     1,688      6,281      6,782      2,636      9,993     11,106     23,055:       -65    -12,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.5        8.2       62.9       65.1       79.7       83.8:      20.3       16.2
Old  :     100.0:       8.7       10.5        8.2       62.9       65.1       79.7       83.8:      20.3       16.2
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  :       202:        57         39         58         82         61        163        134:
Old  :       202:        57         39         58         82         61        163        134:
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  :                 18.9       28.8       26.2       40.7       18.5       28.8       25.7       40.7
Old  :                 18.9       28.8       26.2       40.7       18.5       28.8       25.7       40.7
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,822,758:   352,906    418,406     84,077  1,173,103  1,174,842  1,610,086  1,677,325:   212,672    145,433
Old  : 1,822,758:   352,906    418,406     84,077  1,173,103  1,174,842  1,610,086  1,677,325:   212,672    145,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :   -12,877:    33,524     27,686     -2,409     -2,245    -21,404     28,871      3,874:   -41,748    -16,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       23.0        4.6       64.4       64.5       88.3       92.0:      11.7        8.0
Old  :     100.0:      19.4       23.0        4.6       64.4       64.5       88.3       92.0:      11.7        8.0
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  :       299:        73         83         58        102         90        204        202:
Old  :       299:        73         83         58        102         90        204        202:
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  :                 19.0       23.2       32.1       36.2       16.2       18.5       27.7       30.0
Old  :                 19.0       23.2       32.1       36.2       16.2       18.5       27.7       30.0
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   101,381:    11,012     27,132          0     74,528     71,031     85,540     98,163:    15,841      3,218
Old  :   101,381:    11,012     27,132          0     74,528     71,031     85,540     98,163:    15,841      3,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :    -5,980:       467        275          0     -6,800     -6,246     -6,333     -5,971:       353         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       26.8        0.0       73.5       70.1       84.4       96.8:      15.6        3.2
Old  :     100.0:      10.9       26.8        0.0       73.5       70.1       84.4       96.8:      15.6        3.2
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  :        79:        12         11          0         34         32         46         43:
Old  :        79:        12         11          0         34         32         46         43:
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       40.6       47.3       63.9       28.0       39.6       45.7       60.0
Old  :                 28.7       40.6       47.3       63.9       28.0       39.6       45.7       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                                                              Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CME HDD INDEX X $20)                                                      :
     :          :                                                                            :
All  :     9,331:     2,596      3,893      1,583      4,585      3,323      8,765      8,799:       566        532
Old  :     9,331:     2,596      3,893      1,583      4,585      3,323      8,765      8,799:       566        532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       41.7       17.0       49.1       35.6       93.9       94.3:       6.1        5.7
Old  :     100.0:      27.8       41.7       17.0       49.1       35.6       93.9       94.3:       6.1        5.7
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:         3          4          4         10         12         15         18:
Old  :        21:         3          4          4         10         12         15         18:
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  :                 68.3       67.8       87.1       83.4       48.7       49.3       58.9       56.9
Old  :                 68.3       67.8       87.1       83.4       48.7       49.3       58.9       56.9
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,182:     5,046      9,875         68     24,305     22,721     29,419     32,664:     8,764      5,518
Old  :    38,182:     5,046      9,875         68     24,305     22,721     29,419     32,664:     8,764      5,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     1,337:       683         14          0      1,087      2,477      1,770      2,491:      -434     -1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       25.9        0.2       63.7       59.5       77.0       85.5:      23.0       14.5
Old  :     100.0:      13.2       25.9        0.2       63.7       59.5       77.0       85.5:      23.0       14.5
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  :        53:        10         11          1         21         17         31         29:
Old  :        53:        10         11          1         21         17         31         29:
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  :                 42.7       39.3       53.8       59.1       42.7       39.3       53.1       59.1
Old  :                 42.7       39.3       53.8       59.1       42.7       39.3       53.1       59.1
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   286,677:    87,483    138,752      9,027    161,743    126,451    258,252    274,229:    28,424     12,448
Old  :   286,677:    87,483    138,752      9,027    161,743    126,451    258,252    274,229:    28,424     12,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     1,342:     9,767     11,129       -418        577     -1,234      9,925      9,476:    -8,583     -8,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       48.4        3.1       56.4       44.1       90.1       95.7:       9.9        4.3
Old  :     100.0:      30.5       48.4        3.1       56.4       44.1       90.1       95.7:       9.9        4.3
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  :       218:        76         52         17         53         54        137        115:
Old  :       218:        76         52         17         53         54        137        115:
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  :                 20.2       28.3       32.2       45.7       20.2       27.6       30.5       42.1
Old  :                 20.2       28.3       32.2       45.7       20.2       27.6       30.5       42.1
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    62,022:    26,822      8,877        588     12,940     44,018     40,351     53,483:    21,671      8,538
Old  :    62,022:    26,822      8,877        588     12,940     44,018     40,351     53,483:    21,671      8,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     3,340:     2,794     -1,683       -183      1,788      4,730      4,398      2,864:    -1,059        476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       14.3        0.9       20.9       71.0       65.1       86.2:      34.9       13.8
Old  :     100.0:      43.2       14.3        0.9       20.9       71.0       65.1       86.2:      34.9       13.8
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  :        42:        18          6          2          8         13         26         21:
Old  :        42:        18          6          2          8         13         26         21:
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  :                 27.9       47.8       41.0       67.2       27.8       47.8       40.4       66.8
Old  :                 27.9       47.8       41.0       67.2       27.8       47.8       40.4       66.8
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    37,492:     1,394     13,081        477     25,147     19,496     27,018     33,054:    10,474      4,437
Old  :    37,492:     1,394     13,081        477     25,147     19,496     27,018     33,054:    10,474      4,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     2,953:        79      1,642         94      1,512      1,250      1,685      2,986:     1,268        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       34.9        1.3       67.1       52.0       72.1       88.2:      27.9       11.8
Old  :     100.0:       3.7       34.9        1.3       67.1       52.0       72.1       88.2:      27.9       11.8
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  :        60:         3         21          3         19         24         24         46:
Old  :        60:         3         21          3         19         24         24         46:
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       25.2       60.8       41.5       44.6       23.8       52.7       38.3
Old  :                 49.0       25.2       60.8       41.5       44.6       23.8       52.7       38.3
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   599,969:    58,118    253,919     11,533    513,389    278,491    583,039    543,943:    16,930     56,026
Old  :   599,969:    58,118    253,919     11,533    513,389    278,491    583,039    543,943:    16,930     56,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :    25,207:      -326     20,299        901     20,967         59     21,541     21,259:     3,665      3,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       42.3        1.9       85.6       46.4       97.2       90.7:       2.8        9.3
Old  :     100.0:       9.7       42.3        1.9       85.6       46.4       97.2       90.7:       2.8        9.3
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  :       270:        35        129         50         59         72        124        222:
Old  :       270:        35        129         50         59         72        124        222:
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  :                 61.7       21.4       76.9       29.4       60.1       21.3       75.3       29.3
Old  :                 61.7       21.4       76.9       29.4       60.1       21.3       75.3       29.3
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    63,950:    13,305     37,017         83     41,688     20,321     55,075     57,421:     8,875      6,530
Old  :    63,950:    13,305     37,017         83     41,688     20,321     55,075     57,421:     8,875      6,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     1,331:       -50        542          0        504        547        454      1,089:       877        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       57.9        0.1       65.2       31.8       86.1       89.8:      13.9       10.2
Old  :     100.0:      20.8       57.9        0.1       65.2       31.8       86.1       89.8:      13.9       10.2
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:        16         16          4         14         19         31         38:
Old  :        62:        16         16          4         14         19         31         38:
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  :                 45.7       57.8       64.9       69.1       45.7       57.8       64.9       68.8
Old  :                 45.7       57.8       64.9       69.1       45.7       57.8       64.9       68.8
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,317:    17,638      4,035        190     16,133     37,547     33,961     41,772:    17,356      9,545
Old  :    51,317:    17,638      4,035        190     16,133     37,547     33,961     41,772:    17,356      9,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :     2,776:    -1,258      1,010        141      3,705      2,246      2,588      3,397:       188       -621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        7.9        0.4       31.4       73.2       66.2       81.4:      33.8       18.6
Old  :     100.0:      34.4        7.9        0.4       31.4       73.2       66.2       81.4:      33.8       18.6
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  :        37:         8          3          1         15         13         23         17:
Old  :        37:         8          3          1         15         13         23         17:
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  :                 44.1       63.6       53.3       74.3       42.0       63.6       50.4       73.2
Old  :                 44.1       63.6       53.3       74.3       42.0       63.6       50.4       73.2
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,580:     6,264        992          0     14,133     20,339     20,397     21,331:     1,183        249
Old  :    21,580:     6,264        992          0     14,133     20,339     20,397     21,331:     1,183        249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :       402:       386        209          0        -46        275        340        484:        62        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        4.6        0.0       65.5       94.2       94.5       98.8:       5.5        1.2
Old  :     100.0:      29.0        4.6        0.0       65.5       94.2       94.5       98.8:       5.5        1.2
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  :        24:        11          3          0          6          5         17          8:
Old  :        24:        11          3          0          6          5         17          8:
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  :                 68.5       95.7       84.3       98.8       67.8       95.7       83.6       98.1
Old  :                 68.5       95.7       84.3       98.8       67.8       95.7       83.6       98.1
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, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,461:     6,577      3,481      1,977     11,922     10,500     20,476     15,958:     2,985      7,503
Old  :    23,461:     6,577      3,481      1,977     11,922     10,500     20,476     15,958:     2,985      7,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2007                    :
     :      -106:         0          0          0        100          0        100          0:      -206       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       14.8        8.4       50.8       44.8       87.3       68.0:      12.7       32.0
Old  :     100.0:      28.0       14.8        8.4       50.8       44.8       87.3       68.0:      12.7       32.0
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  :        35:         8          3          6         16         19         25         27:
Old  :        35:         8          3          6         16         19         25         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  :                 56.4       31.6       69.0       48.8       50.1       28.9       61.3       44.0
Old  :                 56.4       31.6       69.0       48.8       50.1       28.9       61.3       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 4, 2008