(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 674,665 COMMITMENTS 67,243 262,820 18,671 566,244 322,173 652,159 603,664 22,506 71,001 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 365,699 COMMITMENTS 88,475 175,310 17,800 226,925 149,625 333,201 342,735 32,499 22,964 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,325,205 COMMITMENTS 426,343 502,186 180,047 1379145 1461697 1985535 2143930 339,670 181,275 Hmmm... portfolio insurance is already overwhelmingly short. Lots of latent profit taking potential.