MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    32,725:     3,539      2,487      1,144     22,078     19,874     26,761     23,505:     5,964      9,220
Old  :    32,725:     3,539      2,487      1,144     22,078     19,874     26,761     23,505:     5,964      9,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       878:        31       -203        283         53        527        367        607:       511        271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        7.6        3.5       67.5       60.7       81.8       71.8:      18.2       28.2
Old  :     100.0:      10.8        7.6        3.5       67.5       60.7       81.8       71.8:      18.2       28.2
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  :        60:        14         13         10         24         23         45         39:
Old  :        60:        14         13         10         24         23         45         39:
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  :                 39.9       33.1       56.3       46.6       39.7       26.0       54.7       38.9
Old  :                 39.9       33.1       56.3       46.6       39.7       26.0       54.7       38.9
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   214,271:    44,063     55,886     41,809    106,485     83,606    192,357    181,301:    21,914     32,970
Old  :   192,124:    36,154     64,211     32,192    104,209     65,298    172,555    161,701:    19,569     30,423
Other:    22,147:    17,485      1,251         41      2,276     18,308     19,802     19,600:     2,345      2,547
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     3,560:     3,740      2,343      1,258     -1,798      2,203      3,200      5,804:       360     -2,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       26.1       19.5       49.7       39.0       89.8       84.6:      10.2       15.4
Old  :     100.0:      18.8       33.4       16.8       54.2       34.0       89.8       84.2:      10.2       15.8
Other:     100.0:      78.9        5.6        0.2       10.3       82.7       89.4       88.5:      10.6       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        64         83         80         32         51        157        173:
Old  :       234:        61         87         79         32         51        155        173:
Other:        72:        25         14          2          5         29         32         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       19.4       39.1       30.1       24.7       14.2       36.2       22.6
Old  :                 27.7       16.6       42.3       27.2       27.5       16.5       40.1       25.6
Other:                 53.8       55.0       73.1       68.2       51.2       45.6       66.5       58.7
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,829:        97        534        194        940        734      1,231      1,462:       598        367
Old  :     1,829:        97        534        194        940        734      1,231      1,462:       598        367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -274:        27        -33        -98       -148         25       -219       -106:       -55       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       29.2       10.6       51.4       40.1       67.3       79.9:      32.7       20.1
Old  :     100.0:       5.3       29.2       10.6       51.4       40.1       67.3       79.9:      32.7       20.1
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  :        21:         2         12          4          6          4         12         16:
Old  :        21:         2         12          4          6          4         12         16:
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  :                 49.6       44.8       63.1       63.6       47.0       43.1       51.4       54.7
Old  :                 49.6       44.8       63.1       63.6       47.0       43.1       51.4       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   261,239:    61,588     56,626     49,275    130,035    104,021    240,898    209,922:    20,341     51,317
Old  :   261,239:    61,588     56,626     49,275    130,035    104,021    240,898    209,922:    20,341     51,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     7,934:     2,518      1,913      4,513      2,361      2,329      9,392      8,755:    -1,458       -821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       21.7       18.9       49.8       39.8       92.2       80.4:       7.8       19.6
Old  :     100.0:      23.6       21.7       18.9       49.8       39.8       92.2       80.4:       7.8       19.6
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  :       335:        64        107         86         64        125        192        275:
Old  :       335:        64        107         86         64        125        192        275:
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  :                 25.4       12.2       40.2       20.5       25.3       11.1       38.5       16.6
Old  :                 25.4       12.2       40.2       20.5       25.3       11.1       38.5       16.6
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    10,693:     4,349      4,653      1,266      3,258      2,340      8,873      8,259:     1,820      2,434
Old  :    10,693:     4,349      4,653      1,266      3,258      2,340      8,873      8,259:     1,820      2,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       674:        66        -89        558        -28        301        596        770:        78        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       43.5       11.8       30.5       21.9       83.0       77.2:      17.0       22.8
Old  :     100.0:      40.7       43.5       11.8       30.5       21.9       83.0       77.2:      17.0       22.8
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  :        92:        28         26         14         15         25         53         62:
Old  :        92:        28         26         14         15         25         53         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  :                 30.7       26.4       50.9       37.2       30.7       25.3       50.9       34.9
Old  :                 30.7       26.4       50.9       37.2       30.7       25.3       50.9       34.9
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    40,457:    20,501      7,921      5,278     10,146      8,489     35,925     21,688:     4,532     18,769
Old  :    40,457:    20,501      7,921      5,278     10,146      8,489     35,925     21,688:     4,532     18,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     2,035:       813        725        992       -256        471      1,549      2,188:       486       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.7       19.6       13.0       25.1       21.0       88.8       53.6:      11.2       46.4
Old  :     100.0:      50.7       19.6       13.0       25.1       21.0       88.8       53.6:      11.2       46.4
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  :       156:        36         40         29         38         57         93        112:
Old  :       156:        36         40         29         38         57         93        112:
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  :                 28.1        7.9       42.2       13.6       26.3        6.0       40.1       10.5
Old  :                 28.1        7.9       42.2       13.6       26.3        6.0       40.1       10.5
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :    90,907:    25,948     21,653      1,870     34,077     48,253     61,895     71,776:    29,012     19,131
Old  :    90,907:    25,948     21,653      1,870     34,077     48,253     61,895     71,776:    29,012     19,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     4,529:     1,485      4,867       -891      3,093      1,412      3,687      5,388:       842       -859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       23.8        2.1       37.5       53.1       68.1       79.0:      31.9       21.0
Old  :     100.0:      28.5       23.8        2.1       37.5       53.1       68.1       79.0:      31.9       21.0
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:        20         16          5         20         18         44         35:
Old  :        68:        20         16          5         20         18         44         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       33.1       38.8       50.1       21.9       31.4       36.5       46.6
Old  :                 22.6       33.1       38.8       50.1       21.9       31.4       36.5       46.6
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    70,806:    28,578     19,345          8     19,615     42,772     48,201     62,125:    22,605      8,681
Old  :    70,806:    28,578     19,345          8     19,615     42,772     48,201     62,125:    22,605      8,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -899:      -371      5,772         -3      1,185     -8,470        811     -2,701:    -1,710      1,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4       27.3        0.0       27.7       60.4       68.1       87.7:      31.9       12.3
Old  :     100.0:      40.4       27.3        0.0       27.7       60.4       68.1       87.7:      31.9       12.3
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  :        50:        22         10          1         11         12         34         22:
Old  :        50:        22         10          1         11         12         34         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       45.3       44.8       63.9       34.1       44.0       44.7       62.7
Old  :                 34.2       45.3       44.8       63.9       34.1       44.0       44.7       62.7
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :    84,369:    51,191      9,405        152     26,728     72,682     78,071     82,239:     6,298      2,130
Old  :    84,369:    51,191      9,405        152     26,728     72,682     78,071     82,239:     6,298      2,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     2,664:    16,576     -1,247        -36    -13,417      5,561      3,123      4,278:      -459     -1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.7       11.1        0.2       31.7       86.1       92.5       97.5:       7.5        2.5
Old  :     100.0:      60.7       11.1        0.2       31.7       86.1       92.5       97.5:       7.5        2.5
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  :        77:        42         12          1          9         19         52         31:
Old  :        77:        42         12          1          9         19         52         31:
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  :                 35.7       77.5       54.8       87.4       35.5       77.5       53.7       85.1
Old  :                 35.7       77.5       54.8       87.4       35.5       77.5       53.7       85.1
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    92,484:    38,888     33,530      1,004     37,472     36,282     77,364     70,816:    15,120     21,668
Old  :    92,484:    38,888     33,530      1,004     37,472     36,282     77,364     70,816:    15,120     21,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -897:     6,649        562     -1,402     -3,727      4,726      1,520      3,886:    -2,417     -4,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       36.3        1.1       40.5       39.2       83.7       76.6:      16.3       23.4
Old  :     100.0:      42.0       36.3        1.1       40.5       39.2       83.7       76.6:      16.3       23.4
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  :        76:        18         33          3         16         17         37         50:
Old  :        76:        18         33          3         16         17         37         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  :                 35.8       28.2       53.1       41.5       33.7       18.8       49.5       31.3
Old  :                 35.8       28.2       53.1       41.5       33.7       18.8       49.5       31.3
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   206,162:    78,810     25,882      1,121     92,355    160,498    172,286    187,501:    33,876     18,661
Old  :   206,162:    78,810     25,882      1,121     92,355    160,498    172,286    187,501:    33,876     18,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    12,854:    10,914       -172       -209      4,238     15,261     14,943     14,880:    -2,089     -2,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       12.6        0.5       44.8       77.9       83.6       90.9:      16.4        9.1
Old  :     100.0:      38.2       12.6        0.5       44.8       77.9       83.6       90.9:      16.4        9.1
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  :       105:        39         24          6         27         25         70         51:
Old  :       105:        39         24          6         27         25         70         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       53.4       45.1       68.0       26.1       48.4       37.6       58.3
Old  :                 31.9       53.4       45.1       68.0       26.1       48.4       37.6       58.3
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   187,780:    62,078     39,622      2,407     77,332    111,456    141,817    153,485:    45,963     34,295
Old  :   187,780:    62,078     39,622      2,407     77,332    111,456    141,817    153,485:    45,963     34,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     3,491:    -3,503     -2,214      1,094     13,698     11,957     11,289     10,837:    -7,798     -7,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       21.1        1.3       41.2       59.4       75.5       81.7:      24.5       18.3
Old  :     100.0:      33.1       21.1        1.3       41.2       59.4       75.5       81.7:      24.5       18.3
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  :       131:        41         41          8         34         30         81         74:
Old  :       131:        41         41          8         34         30         81         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       33.9       39.6       47.2       27.7       31.8       37.5       44.1
Old  :                 29.8       33.9       39.6       47.2       27.7       31.8       37.5       44.1
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    20,854:    13,429      2,707         87      4,779     16,948     18,295     19,742:     2,559      1,112
Old  :    20,854:    13,429      2,707         87      4,779     16,948     18,295     19,742:     2,559      1,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -964:      -977       -244        -21         87       -565       -911       -830:       -53       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4       13.0        0.4       22.9       81.3       87.7       94.7:      12.3        5.3
Old  :     100.0:      64.4       13.0        0.4       22.9       81.3       87.7       94.7:      12.3        5.3
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  :        37:        15          4          1          9         13         24         18:
Old  :        37:        15          4          1          9         13         24         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  :                 46.8       61.2       65.1       83.3       46.8       60.9       65.1       80.8
Old  :                 46.8       61.2       65.1       83.3       46.8       60.9       65.1       80.8
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,442,262: 2,091,014    613,709  1,474,069  6,483,632  8,057,414 10,048,715 10,145,192: 1,393,547  1,297,070
Old  :11,442,262: 2,091,014    613,709  1,474,069  6,483,632  8,057,414 10,048,715 10,145,192: 1,393,547  1,297,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :  -366,606:  -213,509    -28,670     74,628   -308,557   -156,071   -447,438   -110,113:    80,832   -256,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        5.4       12.9       56.7       70.4       87.8       88.7:      12.2       11.3
Old  :     100.0:      18.3        5.4       12.9       56.7       70.4       87.8       88.7:      12.2       11.3
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  :       253:        53         47         90        126        120        234        221:
Old  :       253:        53         47         90        126        120        234        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       24.1       31.2       36.7       19.4       19.9       25.5       29.4
Old  :                 22.3       24.1       31.2       36.7       19.4       19.9       25.5       29.4
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   588,785:    67,992     82,481      6,554    402,773    399,663    477,319    488,698:   111,466    100,087
Old  :   588,785:    67,992     82,481      6,554    402,773    399,663    477,319    488,698:   111,466    100,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -1,161:    -2,483      3,805        277      4,141      2,593      1,935      6,675:    -3,096     -7,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.0        1.1       68.4       67.9       81.1       83.0:      18.9       17.0
Old  :     100.0:      11.5       14.0        1.1       68.4       67.9       81.1       83.0:      18.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        45         43         22         81         55        136        110:
Old  :       200:        45         43         22         81         55        136        110:
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  :                 20.3       31.3       29.2       44.0       20.1       31.3       29.0       42.7
Old  :                 20.3       31.3       29.2       44.0       20.1       31.3       29.0       42.7
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,389,489:   464,934    554,033     34,138  1,528,048  1,543,320  2,027,120  2,131,491:   362,369    257,998
Old  : 2,389,489:   464,934    554,033     34,138  1,528,048  1,543,320  2,027,120  2,131,491:   362,369    257,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :  -120,194:   -57,576     70,964    -21,054     54,921   -117,980    -23,709    -68,070:   -96,485    -52,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       23.2        1.4       63.9       64.6       84.8       89.2:      15.2       10.8
Old  :     100.0:      19.5       23.2        1.4       63.9       64.6       84.8       89.2:      15.2       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        79        119         35        114         98        215        230:
Old  :       359:        79        119         35        114         98        215        230:
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  :                 21.4       22.6       31.8       32.6       16.0       20.2       26.4       29.4
Old  :                 21.4       22.6       31.8       32.6       16.0       20.2       26.4       29.4
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   105,034:    12,048     37,358          1     81,807     62,925     93,856    100,284:    11,178      4,750
Old  :   105,034:    12,048     37,358          1     81,807     62,925     93,856    100,284:    11,178      4,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -965:    -2,772        981        -56      1,531     -2,276     -1,297     -1,351:       332        386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       35.6        0.0       77.9       59.9       89.4       95.5:      10.6        4.5
Old  :     100.0:      11.5       35.6        0.0       77.9       59.9       89.4       95.5:      10.6        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:         9         19          1         42         27         52         46:
Old  :        85:         9         19          1         42         27         52         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  :                 23.8       39.9       43.3       65.5       23.8       39.9       41.7       63.9
Old  :                 23.8       39.9       43.3       65.5       23.8       39.9       41.7       63.9
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    46,519:    10,465     11,626        538     28,330     28,975     39,333     41,139:     7,186      5,380
Old  :    46,519:    10,465     11,626        538     28,330     28,975     39,333     41,139:     7,186      5,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     2,041:       488       -665        470      2,087      2,815      3,045      2,620:    -1,004       -579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       25.0        1.2       60.9       62.3       84.6       88.4:      15.4       11.6
Old  :     100.0:      22.5       25.0        1.2       60.9       62.3       84.6       88.4:      15.4       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        14         12          2         24         16         39         30:
Old  :        59:        14         12          2         24         16         39         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  :                 43.8       41.7       56.8       61.0       43.8       39.7       56.8       56.9
Old  :                 43.8       41.7       56.8       61.0       43.8       39.7       56.8       56.9
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   363,387:    98,959    155,039      6,273    221,663    172,292    326,895    333,604:    36,492     29,783
Old  :   363,387:    98,959    155,039      6,273    221,663    172,292    326,895    333,604:    36,492     29,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -12,758:   -12,157     14,009     -4,166     33,718      4,064     17,395     13,907:   -30,153    -26,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       42.7        1.7       61.0       47.4       90.0       91.8:      10.0        8.2
Old  :     100.0:      27.2       42.7        1.7       61.0       47.4       90.0       91.8:      10.0        8.2
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  :       226:        68         71         13         46         54        118        134:
Old  :       226:        68         71         13         46         54        118        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  :                 29.9       24.4       44.9       38.2       24.0       24.2       38.9       34.5
Old  :                 29.9       24.4       44.9       38.2       24.0       24.2       38.9       34.5
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :    65,613:    29,037     12,728         88     12,657     42,613     41,782     55,429:    23,831     10,184
Old  :    65,613:    29,037     12,728         88     12,657     42,613     41,782     55,429:    23,831     10,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -2,442:     5,258     -5,444         20     -7,168      5,355     -1,890        -69:      -552     -2,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       19.4        0.1       19.3       64.9       63.7       84.5:      36.3       15.5
Old  :     100.0:      44.3       19.4        0.1       19.3       64.9       63.7       84.5:      36.3       15.5
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  :        46:        19          9          1          8         14         27         24:
Old  :        46:        19          9          1          8         14         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       41.3       43.6       60.8       30.3       41.3       41.9       59.4
Old  :                 30.3       41.3       43.6       60.8       30.3       41.3       41.9       59.4
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    42,565:       875     13,775         12     27,625     23,373     28,512     37,160:    14,053      5,405
Old  :    42,565:       875     13,775         12     27,625     23,373     28,512     37,160:    14,053      5,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       287:      -418     -1,144          0        751        345        333       -799:       -46      1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       32.4        0.0       64.9       54.9       67.0       87.3:      33.0       12.7
Old  :     100.0:       2.1       32.4        0.0       64.9       54.9       67.0       87.3:      33.0       12.7
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  :        59:         2         20          1         19         26         22         46:
Old  :        59:         2         20          1         19         26         22         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  :                 52.9       24.2       60.2       40.4       49.9       23.0       57.2       38.5
Old  :                 52.9       24.2       60.2       40.4       49.9       23.0       57.2       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   612,298:    63,640    233,067      2,388    527,413    305,399    593,441    540,854:    18,857     71,444
Old  :   612,298:    63,640    233,067      2,388    527,413    305,399    593,441    540,854:    18,857     71,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -31,068:    -3,440    -17,133     -3,279    -23,036    -33,263    -29,755    -53,675:    -1,313     22,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       38.1        0.4       86.1       49.9       96.9       88.3:       3.1       11.7
Old  :     100.0:      10.4       38.1        0.4       86.1       49.9       96.9       88.3:       3.1       11.7
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  :       264:        31        116         12         60         83         97        205:
Old  :       264:        31        116         12         60         83         97        205:
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  :                 59.6       18.5       74.9       26.3       56.8       17.9       71.1       25.1
Old  :                 59.6       18.5       74.9       26.3       56.8       17.9       71.1       25.1
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    80,034:    11,674     36,724        756     53,992     32,395     66,422     69,875:    13,612     10,159
Old  :    80,034:    11,674     36,724        756     53,992     32,395     66,422     69,875:    13,612     10,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     3,732:      -178        604       -301      4,308      1,630      3,829      1,933:       -97      1,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       45.9        0.9       67.5       40.5       83.0       87.3:      17.0       12.7
Old  :     100.0:      14.6       45.9        0.9       67.5       40.5       83.0       87.3:      17.0       12.7
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  :        76:        14         26          2         15         24         31         50:
Old  :        76:        14         26          2         15         24         31         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  :                 49.4       37.2       66.6       50.7       49.4       37.0       65.6       49.1
Old  :                 49.4       37.2       66.6       50.7       49.4       37.0       65.6       49.1
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    78,976:    17,147      7,123         71     31,558     59,608     48,776     66,802:    30,200     12,174
Old  :    78,976:    17,147      7,123         71     31,558     59,608     48,776     66,802:    30,200     12,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     4,887:    -1,527      4,635        -11      3,326      4,249      1,788      8,873:     3,099     -3,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.0        0.1       40.0       75.5       61.8       84.6:      38.2       15.4
Old  :     100.0:      21.7        9.0        0.1       40.0       75.5       61.8       84.6:      38.2       15.4
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  :        60:        19         10          2         18         17         37         29:
Old  :        60:        19         10          2         18         17         37         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  :                 27.5       51.9       42.3       68.2       25.0       51.9       37.6       66.0
Old  :                 27.5       51.9       42.3       68.2       25.0       51.9       37.6       66.0
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,376:     5,766        638          1     14,283     20,396     20,050     21,035:     1,326        341
Old  :    21,376:     5,766        638          1     14,283     20,396     20,050     21,035:     1,326        341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       283:       406        283          1        111        120        518        404:      -235       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        3.0        0.0       66.8       95.4       93.8       98.4:       6.2        1.6
Old  :     100.0:      27.0        3.0        0.0       66.8       95.4       93.8       98.4:       6.2        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9          4          1          7          5         16         10:
Old  :        23:         9          4          1          7          5         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       95.4       84.6       97.9       68.2       95.4       83.9       97.2
Old  :                 69.0       95.4       84.6       97.9       68.2       95.4       83.9       97.2
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 - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    30,734:     6,349      3,915      2,754     14,389     11,184     23,492     17,853:     7,242     12,881
Old  :    30,734:     6,349      3,915      2,754     14,389     11,184     23,492     17,853:     7,242     12,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -1,119:    -2,548        200        807      1,303       -323       -438        684:      -681     -1,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       12.7        9.0       46.8       36.4       76.4       58.1:      23.6       41.9
Old  :     100.0:      20.7       12.7        9.0       46.8       36.4       76.4       58.1:      23.6       41.9
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  :        37:         8          4          5         15         19         24         27:
Old  :        37:         8          4          5         15         19         24         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  :                 36.0       23.6       55.2       40.2       31.2       21.1       46.1       33.0
Old  :                 36.0       23.6       55.2       40.2       31.2       21.1       46.1       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 1, 2008