MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    38,902:     2,249      1,120      5,703     24,980     22,343     32,932     29,166:     5,971      9,737
Old  :    38,902:     2,249      1,120      5,703     24,980     22,343     32,932     29,166:     5,971      9,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :      -455:      -132       -108       -883        588        582       -427       -409:       -28        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        2.9       14.7       64.2       57.4       84.7       75.0:      15.3       25.0
Old  :     100.0:       5.8        2.9       14.7       64.2       57.4       84.7       75.0:      15.3       25.0
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  :        67:        18         11         14         27         30         53         47:
Old  :        67:        18         11         14         27         30         53         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       28.1       50.5       41.8       32.4       23.7       48.4       35.8
Old  :                 33.1       28.1       50.5       41.8       32.4       23.7       48.4       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   247,189:    51,618     48,018     48,431    121,409    112,222    221,459    208,671:    25,730     38,517
Old  :   210,580:    34,127     53,113     41,278    114,935     82,014    190,340    176,405:    20,240     34,175
Other:    36,609:    22,972        385      1,673      6,474     30,208     31,119     32,266:     5,490      4,343
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :     3,291:    -3,206     -2,648      4,645        649     -1,155      2,088        842:     1,203      2,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       19.4       19.6       49.1       45.4       89.6       84.4:      10.4       15.6
Old  :     100.0:      16.2       25.2       19.6       54.6       38.9       90.4       83.8:       9.6       16.2
Other:     100.0:      62.7        1.1        4.6       17.7       82.5       85.0       88.1:      15.0       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        78         99         97         38         50        176        196:
Old  :       246:        68        104         94         37         49        169        194:
Other:        97:        48          8         17         16         35         67         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       23.7       38.7       34.3       24.7       18.7       36.7       27.0
Old  :                 27.1       20.3       40.1       30.3       27.1       17.3       39.1       26.5
Other:                 44.4       51.3       58.9       65.1       39.4       41.7       52.7       55.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   315,389:    87,291     53,702     61,168    143,561    137,488    292,019    252,358:    23,369     63,031
Old  :   315,389:    87,291     53,702     61,168    143,561    137,488    292,019    252,358:    23,369     63,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -3,272:     5,414       -686     -5,818     -1,818      1,862     -2,222     -4,641:    -1,050      1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       17.0       19.4       45.5       43.6       92.6       80.0:       7.4       20.0
Old  :     100.0:      27.7       17.0       19.4       45.5       43.6       92.6       80.0:       7.4       20.0
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  :       365:        96         92         84         95        150        236        293:
Old  :       365:        96         92         84         95        150        236        293:
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  :                 22.1       14.0       34.9       21.5       22.1       13.4       34.6       19.6
Old  :                 22.1       14.0       34.9       21.5       22.1       13.4       34.6       19.6
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 with Delta-adjusted Options and Futures Combined, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    13,848:     5,566      3,596      2,084      4,408      4,666     12,058     10,346:     1,790      3,502
Old  :    13,848:     5,566      3,596      2,084      4,408      4,666     12,058     10,346:     1,790      3,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :       227:       106       -999        367        -11       -123        462       -755:      -235        982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       26.0       15.0       31.8       33.7       87.1       74.7:      12.9       25.3
Old  :     100.0:      40.2       26.0       15.0       31.8       33.7       87.1       74.7:      12.9       25.3
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  :       100:        31         28         14         18         34         56         70:
Old  :       100:        31         28         14         18         34         56         70:
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       22.6       56.3       36.1       31.9       20.6       54.7       30.4
Old  :                 31.9       22.6       56.3       36.1       31.9       20.6       54.7       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    42,449:    20,551      9,848      5,894     10,507      9,101     36,952     24,843:     5,497     17,606
Old  :    42,449:    20,551      9,848      5,894     10,507      9,101     36,952     24,843:     5,497     17,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :       465:       744        218        409       -325       -338        828        290:      -363        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4       23.2       13.9       24.8       21.4       87.0       58.5:      13.0       41.5
Old  :     100.0:      48.4       23.2       13.9       24.8       21.4       87.0       58.5:      13.0       41.5
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  :       155:        39         47         36         43         49        103        115:
Old  :       155:        39         47         36         43         49        103        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8        8.9       40.4       16.2       24.9        7.7       38.6       13.8
Old  :                 25.8        8.9       40.4       16.2       24.9        7.7       38.6       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   141,272:    48,051     22,980     10,696     49,697     85,249    108,444    118,926:    32,829     22,347
Old  :   141,272:    48,051     22,980     10,696     49,697     85,249    108,444    118,926:    32,829     22,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    10,980:    -7,053      1,742      4,934     16,453      2,254     14,334      8,930:    -3,353      2,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       16.3        7.6       35.2       60.3       76.8       84.2:      23.2       15.8
Old  :     100.0:      34.0       16.3        7.6       35.2       60.3       76.8       84.2:      23.2       15.8
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  :        85:        31         13         14         28         30         66         51:
Old  :        85:        31         13         14         28         30         66         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  :                 19.2       32.0       31.1       50.8       14.4       25.2       23.6       38.9
Old  :                 19.2       32.0       31.1       50.8       14.4       25.2       23.6       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    65,722:    23,462     14,090      6,252     12,153     35,497     41,868     55,840:    23,854      9,882
Old  :    65,722:    23,462     14,090      6,252     12,153     35,497     41,868     55,840:    23,854      9,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -32,813:    -1,588    -16,207      1,628    -30,413    -16,520    -30,373    -31,100:    -2,440     -1,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       21.4        9.5       18.5       54.0       63.7       85.0:      36.3       15.0
Old  :     100.0:      35.7       21.4        9.5       18.5       54.0       63.7       85.0:      36.3       15.0
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  :        44:        22          9          6          6         10         31         22:
Old  :        44:        22          9          6          6         10         31         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  :                 30.1       43.9       42.1       64.6       22.8       40.5       32.7       59.4
Old  :                 30.1       43.9       42.1       64.6       22.8       40.5       32.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   104,071:    93,397      4,093          0      5,391     97,623     98,788    101,716:     5,283      2,355
Old  :   104,071:    93,397      4,093          0      5,391     97,623     98,788    101,716:     5,283      2,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -22,502:    13,416     -2,154       -416    -33,161    -20,401    -20,161    -22,971:    -2,341        469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.7        3.9        0.0        5.2       93.8       94.9       97.7:       5.1        2.3
Old  :     100.0:      89.7        3.9        0.0        5.2       93.8       94.9       97.7:       5.1        2.3
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  :        83:        50         11          0          6         18         56         29:
Old  :        83:        50         11          0          6         18         56         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  :                 50.5       71.2       65.5       85.2       50.5       71.2       65.5       85.2
Old  :                 50.5       71.2       65.5       85.2       50.5       71.2       65.5       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   100,728:    51,431     17,695     10,900     20,291     52,040     82,622     80,635:    18,106     20,093
Old  :   100,728:    51,431     17,695     10,900     20,291     52,040     82,622     80,635:    18,106     20,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -22,885:     5,053     -3,919      1,901    -29,976    -16,429    -23,022    -18,447:       137     -4,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1       17.6       10.8       20.1       51.7       82.0       80.1:      18.0       19.9
Old  :     100.0:      51.1       17.6       10.8       20.1       51.7       82.0       80.1:      18.0       19.9
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  :        73:        26         19          8         18         22         47         46:
Old  :        73:        26         19          8         18         22         47         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  :                 27.0       33.7       42.8       47.8       26.8       30.9       37.5       42.5
Old  :                 27.0       33.7       42.8       47.8       26.8       30.9       37.5       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   254,000:    79,990     25,207     26,827    109,619    182,821    216,437    234,855:    37,563     19,144
Old  :   254,000:    79,990     25,207     26,827    109,619    182,821    216,437    234,855:    37,563     19,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -30,418:    -5,698    -10,881      6,054    -27,681    -24,173    -27,325    -29,000:    -3,092     -1,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        9.9       10.6       43.2       72.0       85.2       92.5:      14.8        7.5
Old  :     100.0:      31.5        9.9       10.6       43.2       72.0       85.2       92.5:      14.8        7.5
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  :       103:        42         22         14         27         23         75         53:
Old  :       103:        42         22         14         27         23         75         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       42.8       49.3       60.8       32.1       42.4       43.6       56.5
Old  :                 32.1       42.8       49.3       60.8       32.1       42.4       43.6       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   211,719:    81,410     52,715     30,936     46,741     76,808    159,087    160,459:    52,632     51,261
Old  :   211,719:    81,410     52,715     30,936     46,741     76,808    159,087    160,459:    52,632     51,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -66,317:    -1,287      1,850      8,695    -79,817    -83,127    -72,409    -72,583:     6,093      6,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       24.9       14.6       22.1       36.3       75.1       75.8:      24.9       24.2
Old  :     100.0:      38.5       24.9       14.6       22.1       36.3       75.1       75.8:      24.9       24.2
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  :       151:        48         56         34         35         33        107         99:
Old  :       151:        48         56         34         35         33        107         99:
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  :                 22.8       17.8       34.7       29.8       19.1       16.9       27.2       25.9
Old  :                 22.8       17.8       34.7       29.8       19.1       16.9       27.2       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    17,754:    12,921      2,543          0      2,196     14,288     15,117     16,831:     2,637        923
Old  :    17,754:    12,921      2,543          0      2,196     14,288     15,117     16,831:     2,637        923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -7,978:      -458      1,560        -21     -7,357     -9,435     -7,836     -7,896:      -142        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.8       14.3        0.0       12.4       80.5       85.1       94.8:      14.9        5.2
Old  :     100.0:      72.8       14.3        0.0       12.4       80.5       85.1       94.8:      14.9        5.2
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  :        30:        14          2          0          5         11         19         13:
Old  :        30:        14          2          0          5         11         19         13:
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  :                 53.2       71.1       71.8       87.7       53.2       71.1       70.2       87.7
Old  :                 53.2       71.1       71.8       87.7       53.2       71.1       70.2       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :17,824,955: 1,208,032    391,622  7,150,020  8,222,447  9,151,517 16,580,499 16,693,159: 1,244,456  1,131,795
Old  :17,824,955: 1,208,032    391,622  7,150,020  8,222,447  9,151,517 16,580,499 16,693,159: 1,244,456  1,131,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :-2,826,672:  -208,585    -60,704 -1,042,057 -1,405,073 -1,674,155 -2,655,715 -2,776,915:  -170,957    -49,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        2.2       40.1       46.1       51.3       93.0       93.7:       7.0        6.3
Old  :     100.0:       6.8        2.2       40.1       46.1       51.3       93.0       93.7:       7.0        6.3
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  :       266:        73         36        105        133        131        253        243:
Old  :       266:        73         36        105        133        131        253        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       18.5       28.6       29.9       10.6        9.2       13.6       14.0
Old  :                 18.3       18.5       28.6       29.9       10.6        9.2       13.6       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   885,355:    76,674     91,803    124,127    490,597    505,373    691,398    721,303:   193,956    164,052
Old  :   885,355:    76,674     91,803    124,127    490,597    505,373    691,398    721,303:   193,956    164,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   129,025:     2,479        439     24,893     55,272     63,777     82,643     89,108:    46,382     39,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.4       14.0       55.4       57.1       78.1       81.5:      21.9       18.5
Old  :     100.0:       8.7       10.4       14.0       55.4       57.1       78.1       81.5:      21.9       18.5
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  :       224:        58         56         80         90         73        191        167:
Old  :       224:        58         56         80         90         73        191        167:
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  :                 14.2       19.5       20.9       29.2       13.3       17.1       19.1       25.2
Old  :                 14.2       19.5       20.9       29.2       13.3       17.1       19.1       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  : 3,339,879:   452,906    657,206    334,356  2,025,272  1,861,652  2,812,533  2,853,213:   527,346    486,666
Old  : 3,339,879:   452,906    657,206    334,356  2,025,272  1,861,652  2,812,533  2,853,213:   527,346    486,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   616,365:    52,148     -9,695    114,011    263,093    272,057    429,251    376,373:   187,114    239,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       19.7       10.0       60.6       55.7       84.2       85.4:      15.8       14.6
Old  :     100.0:      13.6       19.7       10.0       60.6       55.7       84.2       85.4:      15.8       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:        92        145        118        119        121        283        312:
Old  :       397:        92        145        118        119        121        283        312:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       15.7       27.0       24.9       11.8       11.1       18.7       17.9
Old  :                 18.9       15.7       27.0       24.9       11.8       11.1       18.7       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 $500)                                                     :
     :          :                                                                            :
All  :    10,556:       252      1,657        236      7,885      6,513      8,373      8,406:     2,183      2,150
Old  :    10,556:       252      1,657        236      7,885      6,513      8,373      8,406:     2,183      2,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       15.7        2.2       74.7       61.7       79.3       79.6:      20.7       20.4
Old  :     100.0:       2.4       15.7        2.2       74.7       61.7       79.3       79.6:      20.7       20.4
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  :        20:         1          2          2         11         10         13         13:
Old  :        20:         1          2          2         11         10         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       52.6       68.9       75.3       51.9       52.6       63.3       71.0
Old  :                 57.0       52.6       68.9       75.3       51.9       52.6       63.3       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   141,012:    15,350     43,414      1,265    105,728     80,518    122,343    125,197:    18,669     15,815
Old  :   141,012:    15,350     43,414      1,265    105,728     80,518    122,343    125,197:    18,669     15,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    25,153:     2,245        100      1,265     15,090     12,063     18,600     13,428:     6,552     11,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       30.8        0.9       75.0       57.1       86.8       88.8:      13.2       11.2
Old  :     100.0:      10.9       30.8        0.9       75.0       57.1       86.8       88.8:      13.2       11.2
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  :        93:        10         18          3         52         34         63         54:
Old  :        93:        10         18          3         52         34         63         54:
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  :                 25.3       32.6       42.2       53.6       22.5       28.8       37.1       48.1
Old  :                 25.3       32.6       42.2       53.6       22.5       28.8       37.1       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    70,963:    13,831     15,499        354     36,679     42,807     50,864     58,660:    20,099     12,302
Old  :    70,963:    13,831     15,499        354     36,679     42,807     50,864     58,660:    20,099     12,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :     9,318:      -582         32        354       -832      3,949     -1,060      4,335:    10,379      4,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       21.8        0.5       51.7       60.3       71.7       82.7:      28.3       17.3
Old  :     100.0:      19.5       21.8        0.5       51.7       60.3       71.7       82.7:      28.3       17.3
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:         8         10          3         23         27         34         37:
Old  :        50:         8         10          3         23         27         34         37:
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       39.0       52.3       56.5       39.8       37.0       50.8       52.4
Old  :                 39.9       39.0       52.3       56.5       39.8       37.0       50.8       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   586,357:   115,668    197,248     25,991    382,620    275,960    524,280    499,200:    62,078     87,158
Old  :   586,357:   115,668    197,248     25,991    382,620    275,960    524,280    499,200:    62,078     87,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   139,549:    -5,833     20,868     12,283    104,473     66,611    110,923     99,762:    28,625     39,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       33.6        4.4       65.3       47.1       89.4       85.1:      10.6       14.9
Old  :     100.0:      19.7       33.6        4.4       65.3       47.1       89.4       85.1:      10.6       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        59         74         40         65         65        146        157:
Old  :       227:        59         74         40         65         65        146        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       22.3       51.1       36.3       25.6       19.5       38.5       28.8
Old  :                 30.8       22.3       51.1       36.3       25.6       19.5       38.5       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    74,653:    40,300      4,989      1,269      6,003     56,149     47,572     62,407:    27,082     12,246
Old  :    74,653:    40,300      4,989      1,269      6,003     56,149     47,572     62,407:    27,082     12,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -20,099:    -7,580    -11,435        469    -11,599    -11,330    -18,710    -22,296:    -1,388      2,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0        6.7        1.7        8.0       75.2       63.7       83.6:      36.3       16.4
Old  :     100.0:      54.0        6.7        1.7        8.0       75.2       63.7       83.6:      36.3       16.4
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  :        49:        24          8          3          7         15         34         23:
Old  :        49:        24          8          3          7         15         34         23:
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       52.2       36.5       66.1       23.8       50.4       36.5       64.2
Old  :                 23.8       52.2       36.5       66.1       23.8       50.4       36.5       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    60,525:     1,165     16,648      2,859     38,281     34,278     42,305     53,785:    18,220      6,740
Old  :    60,525:     1,165     16,648      2,859     38,281     34,278     42,305     53,785:    18,220      6,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    10,036:         8     -2,091      1,673      7,082      7,260      8,763      6,841:     1,273      3,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       27.5        4.7       63.2       56.6       69.9       88.9:      30.1       11.1
Old  :     100.0:       1.9       27.5        4.7       63.2       56.6       69.9       88.9:      30.1       11.1
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  :        77:         8         26         14         25         35         40         68:
Old  :        77:         8         26         14         25         35         40         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       19.8       55.4       33.3       34.0       15.6       40.9       25.6
Old  :                 44.8       19.8       55.4       33.3       34.0       15.6       40.9       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   900,737:    70,130    292,584     37,756    769,253    464,978    877,140    795,318:    23,598    105,420
Old  :   900,737:    70,130    292,584     37,756    769,253    464,978    877,140    795,318:    23,598    105,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   150,348:    -1,495    -16,753     20,706    123,751    128,661    142,962    132,613:     7,386     17,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       32.5        4.2       85.4       51.6       97.4       88.3:       2.6       11.7
Old  :     100.0:       7.8       32.5        4.2       85.4       51.6       97.4       88.3:       2.6       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  :       305:        45        139         64         77         89        159        255:
Old  :       305:        45        139         64         77         89        159        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       20.0       71.4       30.2       42.2       13.2       53.5       18.3
Old  :                 49.0       20.0       71.4       30.2       42.2       13.2       53.5       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    74,861:    12,995     43,524        929     50,547     22,008     64,471     66,461:    10,390      8,400
Old  :    74,861:    12,995     43,524        929     50,547     22,008     64,471     66,461:    10,390      8,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -27,545:        12      6,348     -7,241    -17,599    -25,731    -24,828    -26,624:    -2,717       -921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       58.1        1.2       67.5       29.4       86.1       88.8:      13.9       11.2
Old  :     100.0:      17.4       58.1        1.2       67.5       29.4       86.1       88.8:      13.9       11.2
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  :        74:        15         24          3         15         24         32         49:
Old  :        74:        15         24          3         15         24         32         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       53.8       68.7       63.3       51.3       53.7       68.7       63.3
Old  :                 51.3       53.8       68.7       63.3       51.3       53.7       68.7       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    45,171:    18,038        627          0     16,248     24,922     34,286     25,549:    10,885     19,622
Old  :    45,171:    18,038        627          0     16,248     24,922     34,286     25,549:    10,885     19,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -47,907:     2,692     -6,986     -2,205    -21,676    -42,535    -21,189    -51,726:   -26,718      3,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        1.4        0.0       36.0       55.2       75.9       56.6:      24.1       43.4
Old  :     100.0:      39.9        1.4        0.0       36.0       55.2       75.9       56.6:      24.1       43.4
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  :        47:        15          2          0         18         14         33         16:
Old  :        47:        15          2          0         18         14         33         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  :                 38.9       38.7       52.1       49.9       38.9       38.7       51.7       49.9
Old  :                 38.9       38.7       52.1       49.9       38.9       38.7       51.7       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    16,993:     1,618      9,754        486     11,496      4,105     13,600     14,345:     3,393      2,648
Old  :    16,993:     1,618      9,754        486     11,496      4,105     13,600     14,345:     3,393      2,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :     1,450:      -356        -22        168         53        -38       -135        108:     1,585      1,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       57.4        2.9       67.7       24.2       80.0       84.4:      20.0       15.6
Old  :     100.0:       9.5       57.4        2.9       67.7       24.2       80.0       84.4:      20.0       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          6          1          8          7         12         14:
Old  :        22:         4          6          1          8          7         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       56.9       72.9       77.1       54.0       56.5       64.3       71.5
Old  :                 60.8       56.9       72.9       77.1       54.0       56.5       64.3       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    19,115:     6,677        139         22     10,034     18,103     16,733     18,264:     2,382        851
Old  :    19,115:     6,677        139         22     10,034     18,103     16,733     18,264:     2,382        851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :      -329:       329          0         22       -637        -99       -286        -77:       -43       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        0.7        0.1       52.5       94.7       87.5       95.5:      12.5        4.5
Old  :     100.0:      34.9        0.7        0.1       52.5       94.7       87.5       95.5:      12.5        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  :        20:        11          1          1          5          5         16          7:
Old  :        20:        11          1          1          5          5         16          7:
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  :                 67.2       93.7       78.9       95.5       65.6       92.8       77.2       93.0
Old  :                 67.2       93.7       78.9       95.5       65.6       92.8       77.2       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    21,859:     1,607      4,094        139     14,794     11,191     16,540     15,424:     5,319      6,435
Old  :    21,859:     1,607      4,094        139     14,794     11,191     16,540     15,424:     5,319      6,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -10,475:    -2,485     -1,703     -1,768     -5,962       -416    -10,215     -3,887:      -260     -6,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       18.7        0.6       67.7       51.2       75.7       70.6:      24.3       29.4
Old  :     100.0:       7.4       18.7        0.6       67.7       51.2       75.7       70.6:      24.3       29.4
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  :        35:         5          7          3         14         17         21         25:
Old  :        35:         5          7          3         14         17         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       36.7       62.5       54.9       45.4       34.6       56.6       52.2
Old  :                 45.8       36.7       62.5       54.9       45.4       34.6       56.6       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 21, 2008