MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    41,550:    11,794        937      1,222     21,525     30,557     34,541     32,716:     7,009      8,834
Old  :    41,550:    11,794        937      1,222     21,525     30,557     34,541     32,716:     7,009      8,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,389:      -673        -70        146      1,556      1,285      1,029      1,361:       360         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        2.3        2.9       51.8       73.5       83.1       78.7:      16.9       21.3
Old  :     100.0:      28.4        2.3        2.9       51.8       73.5       83.1       78.7:      16.9       21.3
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  :        63:        22          4         14         24         25         51         39:
Old  :        63:        22          4         14         24         25         51         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       40.1       48.9       54.9       31.8       39.2       48.4       53.6
Old  :                 31.8       40.1       48.9       54.9       31.8       39.2       48.4       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   169,505:    32,385     42,822     37,154     81,968     63,274    151,507    143,250:    17,998     26,255
Old  :   133,789:    21,600     48,751     24,791     74,407     40,999    120,798    114,541:    12,991     19,248
Other:    35,716:    19,607      2,893      3,541      7,561     22,275     30,709     28,709:     5,007      7,007
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -7,223:    -7,951        559      1,678        773    -13,282     -5,500    -11,045:    -1,723      3,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       25.3       21.9       48.4       37.3       89.4       84.5:      10.6       15.5
Old  :     100.0:      16.1       36.4       18.5       55.6       30.6       90.3       85.6:       9.7       14.4
Other:     100.0:      54.9        8.1        9.9       21.2       62.4       86.0       80.4:      14.0       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        48         89         76         28         37        135        157:
Old  :       196:        49         90         65         27         36        118        155:
Other:        99:        36         26         22         14         26         61         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       20.5       39.8       29.8       28.2       19.4       38.2       25.5
Old  :                 34.6       19.4       48.2       29.3       34.6       18.9       47.2       26.6
Other:                 33.3       36.9       47.8       49.5       27.4       27.1       40.1       38.2
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,332:       192        321         81        338        358        611        760:       721        572
Old  :     1,281:       192        303         71        338        356        601        730:       680        551
Other:        51:         0         18         10          0          2         10         30:        41         21
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       24.1        6.1       25.4       26.9       45.9       57.1:      54.1       42.9
Old  :     100.0:      15.0       23.7        5.5       26.4       27.8       46.9       57.0:      53.1       43.0
Other:     100.0:       0.0       35.3       19.6        0.0        3.9       19.6       58.8:      80.4       41.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          9          3          4          3         12         12:
Old  :        20:         5          9          3          4          2         12         11:
Other:         3:         0          1          2          0          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       38.9       39.6       50.9       27.1       38.4       39.5       48.4
Old  :                 28.3       40.0       41.2       51.1       28.3       40.0       41.2       50.3
Other:                 19.6       58.8       19.6       58.8        0.0       39.2        0.0       39.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   227,375:    53,000     35,221     44,032    112,639    102,154    209,671    181,407:    17,704     45,968
Old  :   227,375:    53,000     35,221     44,032    112,639    102,154    209,671    181,407:    17,704     45,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -14,053:    -6,227      1,781     -1,924     -3,737    -11,101    -11,888    -11,244:    -2,165     -2,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       15.5       19.4       49.5       44.9       92.2       79.8:       7.8       20.2
Old  :     100.0:      23.3       15.5       19.4       49.5       44.9       92.2       79.8:       7.8       20.2
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  :       290:        62         83         67         55        123        164        234:
Old  :       290:        62         83         67         55        123        164        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       14.7       41.3       23.5       28.6       12.3       40.9       19.8
Old  :                 28.7       14.7       41.3       23.5       28.6       12.3       40.9       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,935:     2,841      2,274        824      2,306      2,775      5,971      5,873:     1,964      2,062
Old  :     7,935:     2,841      2,274        824      2,306      2,775      5,971      5,873:     1,964      2,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :      -304:        88        -28       -283        132         84        -63       -227:      -241        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       28.7       10.4       29.1       35.0       75.2       74.0:      24.8       26.0
Old  :     100.0:      35.8       28.7       10.4       29.1       35.0       75.2       74.0:      24.8       26.0
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  :        74:        19         24         11         21         25         50         51:
Old  :        74:        19         24         11         21         25         50         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  :                 26.1       22.2       38.7       36.0       26.1       18.6       36.7       29.7
Old  :                 26.1       22.2       38.7       36.0       26.1       18.6       36.7       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    22,777:     7,988      5,700      1,707      8,682      4,337     18,377     11,744:     4,400     11,033
Old  :    22,777:     7,988      5,700      1,707      8,682      4,337     18,377     11,744:     4,400     11,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       766:        91        168        183        212       -135        486        216:       280        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       25.0        7.5       38.1       19.0       80.7       51.6:      19.3       48.4
Old  :     100.0:      35.1       25.0        7.5       38.1       19.0       80.7       51.6:      19.3       48.4
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  :       118:        29         28         17         31         41         72         77:
Old  :       118:        29         28         17         31         41         72         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       12.2       36.6       20.0       20.7       11.0       34.2       17.8
Old  :                 21.6       12.2       36.6       20.0       20.7       11.0       34.2       17.8
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 - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   139,879:    82,053     13,190      1,479     25,696    103,754    109,228    118,423:    30,651     21,456
Old  :   139,879:    82,053     13,190      1,479     25,696    103,754    109,228    118,423:    30,651     21,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :  -103,472:   -10,268    -20,335     -2,154    -89,495    -59,503   -101,917    -81,992:    -1,555    -21,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7        9.4        1.1       18.4       74.2       78.1       84.7:      21.9       15.3
Old  :     100.0:      58.7        9.4        1.1       18.4       74.2       78.1       84.7:      21.9       15.3
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  :        89:        43         13          2         19         20         64         33:
Old  :        89:        43         13          2         19         20         64         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       50.9       42.8       65.3       29.8       49.5       42.8       63.9
Old  :                 29.8       50.9       42.8       65.3       29.8       49.5       42.8       63.9
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 - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :   101,945:     8,303     67,134          0     85,894     10,089     94,197     77,223:     7,748     24,722
Old  :   101,945:     8,303     67,134          0     85,894     10,089     94,197     77,223:     7,748     24,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -8,611:     1,621    -18,879        -11     -9,693      7,883     -8,083    -11,007:      -528      2,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       65.9        0.0       84.3        9.9       92.4       75.7:       7.6       24.3
Old  :     100.0:       8.1       65.9        0.0       84.3        9.9       92.4       75.7:       7.6       24.3
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  :        61:         8         38          0          9          7         17         45:
Old  :        61:         8         38          0          9          7         17         45:
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  :                 70.5       28.4       85.8       40.5       70.5       28.4       82.7       39.5
Old  :                 70.5       28.4       85.8       40.5       70.5       28.4       82.7       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :    94,588:    53,758     11,778        651     30,833     79,525     85,242     91,954:     9,346      2,634
Old  :    94,588:    53,758     11,778        651     30,833     79,525     85,242     91,954:     9,346      2,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -10,086:   -15,738      6,855        183      5,081    -16,945    -10,474     -9,907:       388       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8       12.5        0.7       32.6       84.1       90.1       97.2:       9.9        2.8
Old  :     100.0:      56.8       12.5        0.7       32.6       84.1       90.1       97.2:       9.9        2.8
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  :        94:        58         12          4         10         19         69         34:
Old  :        94:        58         12          4         10         19         69         34:
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       67.7       59.1       82.7       28.4       43.7       38.6       58.2
Old  :                 44.8       67.7       59.1       82.7       28.4       43.7       38.6       58.2
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 - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   159,791:   119,328     23,194        412      9,501    117,340    129,241    140,946:    30,550     18,845
Old  :   159,791:   119,328     23,194        412      9,501    117,340    129,241    140,946:    30,550     18,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    26,756:    26,385      1,944        147     -3,528     23,953     23,004     26,044:     3,752        712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       14.5        0.3        5.9       73.4       80.9       88.2:      19.1       11.8
Old  :     100.0:      74.7       14.5        0.3        5.9       73.4       80.9       88.2:      19.1       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        43         17          2         12         21         56         39:
Old  :        87:        43         17          2         12         21         56         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       45.1       47.3       64.0       36.0       44.8       47.3       63.5
Old  :                 36.0       45.1       47.3       64.0       36.0       44.8       47.3       63.5
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 - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   352,299:    49,411    237,488        468    264,063     77,604    313,942    315,560:    38,357     36,739
Old  :   352,299:    49,411    237,488        468    264,063     77,604    313,942    315,560:    38,357     36,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    42,216:     4,193     30,909        -47     36,754     11,625     40,900     42,487:     1,316       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       67.4        0.1       75.0       22.0       89.1       89.6:      10.9       10.4
Old  :     100.0:      14.0       67.4        0.1       75.0       22.0       89.1       89.6:      10.9       10.4
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  :       145:        34         70          4         29         21         65         93:
Old  :       145:        34         70          4         29         21         65         93:
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  :                 44.4       28.6       61.1       46.1       43.4       28.6       59.4       46.0
Old  :                 44.4       28.6       61.1       46.1       43.4       28.6       59.4       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   183,893:    92,876     25,443        688     38,856    125,552    132,420    151,683:    51,473     32,210
Old  :   183,893:    92,876     25,443        688     38,856    125,552    132,420    151,683:    51,473     32,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       118:     7,703    -13,389       -238     -8,690     12,405     -1,225     -1,222:     1,343      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       13.8        0.4       21.1       68.3       72.0       82.5:      28.0       17.5
Old  :     100.0:      50.5       13.8        0.4       21.1       68.3       72.0       82.5:      28.0       17.5
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  :       119:        49         29          6         22         31         73         64:
Old  :       119:        49         29          6         22         31         73         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       46.1       37.6       55.7       26.7       44.6       37.3       54.2
Old  :                 26.8       46.1       37.6       55.7       26.7       44.6       37.3       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    41,393:    26,627      2,753        421     11,141     36,751     38,189     39,925:     3,204      1,468
Old  :    41,393:    26,627      2,753        421     11,141     36,751     38,189     39,925:     3,204      1,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       280:       241        683         24       -389       -101       -124        606:       404       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3        6.7        1.0       26.9       88.8       92.3       96.5:       7.7        3.5
Old  :     100.0:      64.3        6.7        1.0       26.9       88.8       92.3       96.5:       7.7        3.5
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  :        38:        17          7          2          8          9         25         18:
Old  :        38:        17          7          2          8          9         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       82.3       75.8       90.6       62.7       81.0       75.7       89.2
Old  :                 62.7       82.3       75.8       90.6       62.7       81.0       75.7       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    82,522:     9,798     29,511      2,093     64,360     48,611     76,251     80,215:     6,271      2,307
Old  :    82,522:     9,798     29,511      2,093     64,360     48,611     76,251     80,215:     6,271      2,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    13,528:     3,342      2,424        -18     10,859     11,092     14,183     13,498:      -655         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       35.8        2.5       78.0       58.9       92.4       97.2:       7.6        2.8
Old  :     100.0:      11.9       35.8        2.5       78.0       58.9       92.4       97.2:       7.6        2.8
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  :        33:         6          2          2         19         15         26         18:
Old  :        33:         6          2          2         19         15         26         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       62.8       66.8       85.7       45.3       59.7       60.4       78.4
Old  :                 49.3       62.8       66.8       85.7       45.3       59.7       60.4       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :10,547,044: 1,546,078    729,120    813,309  7,193,985  7,648,952  9,553,372  9,191,381:   993,672  1,355,663
Old  :10,547,044: 1,546,078    729,120    813,309  7,193,985  7,648,952  9,553,372  9,191,381:   993,672  1,355,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    80,228:   200,615   -174,302    -67,091    -30,947    399,146    102,577    157,753:   -22,349    -77,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        6.9        7.7       68.2       72.5       90.6       87.1:       9.4       12.9
Old  :     100.0:      14.7        6.9        7.7       68.2       72.5       90.6       87.1:       9.4       12.9
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  :       311:        74         48         91        153        164        264        277:
Old  :       311:        74         48         91        153        164        264        277:
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  :                 39.3       15.1       47.6       28.1       37.2       13.9       41.6       23.8
Old  :                 39.3       15.1       47.6       28.1       37.2       13.9       41.6       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   604,067:    44,980     82,570      7,459    435,009    419,939    487,448    509,968:   116,619     94,099
Old  :   604,067:    44,980     82,570      7,459    435,009    419,939    487,448    509,968:   116,619     94,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     9,925:     2,742      5,796      3,790      1,537      6,361      8,069     15,947:     1,856     -6,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       13.7        1.2       72.0       69.5       80.7       84.4:      19.3       15.6
Old  :     100.0:       7.4       13.7        1.2       72.0       69.5       80.7       84.4:      19.3       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  :       188:        34         41         20         81         63        127        112:
Old  :       188:        34         41         20         81         63        127        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       28.8       33.7       42.3       24.3       28.8       33.0       41.8
Old  :                 24.4       28.8       33.7       42.3       24.3       28.8       33.0       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,642,944:   390,155    475,032     24,486    967,142    980,706  1,381,783  1,480,224:   261,161    162,720
Old  : 1,642,944:   390,155    475,032     24,486    967,142    980,706  1,381,783  1,480,224:   261,161    162,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    65,359:     1,344     43,117     12,704      4,859     -7,364     18,907     48,457:    46,452     16,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       28.9        1.5       58.9       59.7       84.1       90.1:      15.9        9.9
Old  :     100.0:      23.7       28.9        1.5       58.9       59.7       84.1       90.1:      15.9        9.9
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  :       315:        84         99         34         87         91        189        206:
Old  :       315:        84         99         34         87         91        189        206:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       21.9       33.2       31.3       14.6       17.3       24.8       24.0
Old  :                 21.6       21.9       33.2       31.3       14.6       17.3       24.8       24.0
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 - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    86,716:    11,082     29,001          3     64,146     54,086     75,231     83,090:    11,485      3,626
Old  :    86,716:    11,082     29,001          3     64,146     54,086     75,231     83,090:    11,485      3,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -2,857:    -1,819        634          3     -1,076     -4,358     -2,892     -3,721:        35        864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       33.4        0.0       74.0       62.4       86.8       95.8:      13.2        4.2
Old  :     100.0:      12.8       33.4        0.0       74.0       62.4       86.8       95.8:      13.2        4.2
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  :        92:        15         16          1         36         38         51         55:
Old  :        92:        15         16          1         36         38         51         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       38.4       56.4       53.7       33.8       37.6       55.1       52.9
Old  :                 34.2       38.4       56.4       53.7       33.8       37.6       55.1       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    56,043:     5,351     16,079         24     39,631     32,467     45,006     48,570:    11,037      7,473
Old  :    56,043:     5,351     16,079         24     39,631     32,467     45,006     48,570:    11,037      7,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     4,049:      -595        576          0      1,885        628      1,290      1,204:     2,759      2,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       28.7        0.0       70.7       57.9       80.3       86.7:      19.7       13.3
Old  :     100.0:       9.5       28.7        0.0       70.7       57.9       80.3       86.7:      19.7       13.3
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  :        60:         9         14          2         24         20         34         35:
Old  :        60:         9         14          2         24         20         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       45.0       58.1       60.9       43.6       41.6       55.0       56.1
Old  :                 43.6       45.0       58.1       60.9       43.6       41.6       55.0       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   368,787:   123,529     96,965      4,225    215,780    233,839    343,534    335,029:    25,253     33,758
Old  :   368,787:   123,529     96,965      4,225    215,780    233,839    343,534    335,029:    25,253     33,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    11,623:   -18,102       -695       -577     27,215      2,041      8,536        769:     3,087     10,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       26.3        1.1       58.5       63.4       93.2       90.8:       6.8        9.2
Old  :     100.0:      33.5       26.3        1.1       58.5       63.4       93.2       90.8:       6.8        9.2
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  :       220:        80         58         10         43         51        128        114:
Old  :       220:        80         58         10         43         51        128        114:
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       31.9       43.7       45.4       29.4       31.6       40.9       43.9
Old  :                 31.9       31.9       43.7       45.4       29.4       31.6       40.9       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   111,504:    73,314      6,339        799      4,639     93,141     78,752    100,279:    32,752     11,225
Old  :   111,504:    73,314      6,339        799      4,639     93,141     78,752    100,279:    32,752     11,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -3,614:    -1,873     -3,635       -603     -2,715     -1,940     -5,191     -6,178:     1,577      2,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8        5.7        0.7        4.2       83.5       70.6       89.9:      29.4       10.1
Old  :     100.0:      65.8        5.7        0.7        4.2       83.5       70.6       89.9:      29.4       10.1
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  :        67:        40          9          2          7         14         47         25:
Old  :        67:        40          9          2          7         14         47         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  :                 24.0       64.5       36.0       76.5       24.0       64.3       36.0       76.3
Old  :                 24.0       64.5       36.0       76.5       24.0       64.3       36.0       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    32,620:       248      7,745          0     27,474     19,863     27,722     27,608:     4,898      5,012
Old  :    32,620:       248      7,745          0     27,474     19,863     27,722     27,608:     4,898      5,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,085:      -495        107          0      2,295      2,264      1,800      2,371:       285       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       23.7        0.0       84.2       60.9       85.0       84.6:      15.0       15.4
Old  :     100.0:       0.8       23.7        0.0       84.2       60.9       85.0       84.6:      15.0       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         1         15          0         20         19         21         34:
Old  :        48:         1         15          0         20         19         21         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       32.7       70.0       50.2       51.7       31.4       65.4       48.0
Old  :                 56.4       32.7       70.0       50.2       51.7       31.4       65.4       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   523,396:    73,012    242,134      1,725    432,323    256,646    507,060    500,505:    16,336     22,891
Old  :   523,396:    73,012    242,134      1,725    432,323    256,646    507,060    500,505:    16,336     22,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     6,164:    -1,638     12,659       -541      8,396     -6,983      6,217      5,135:       -53      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       46.3        0.3       82.6       49.0       96.9       95.6:       3.1        4.4
Old  :     100.0:      13.9       46.3        0.3       82.6       49.0       96.9       95.6:       3.1        4.4
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  :       242:        36         98          7         57         78         97        179:
Old  :       242:        36         98          7         57         78         97        179:
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  :                 57.5       20.7       79.0       33.2       52.3       19.5       72.9       30.4
Old  :                 57.5       20.7       79.0       33.2       52.3       19.5       72.9       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    50,585:    12,288     14,518          2     27,508     23,428     39,798     37,948:    10,787     12,637
Old  :    50,585:    12,288     14,518          2     27,508     23,428     39,798     37,948:    10,787     12,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       145:     2,214       -392          0     -2,407     -1,060       -193     -1,452:       338      1,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       28.7        0.0       54.4       46.3       78.7       75.0:      21.3       25.0
Old  :     100.0:      24.3       28.7        0.0       54.4       46.3       78.7       75.0:      21.3       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  :        69:        22         13          2         19         16         43         30:
Old  :        69:        22         13          2         19         16         43         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       36.5       43.9       53.5       27.8       34.5       39.7       48.2
Old  :                 27.8       36.5       43.9       53.5       27.8       34.5       39.7       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    41,165:    19,415      1,122        231     13,165     19,019     32,811     20,372:     8,354     20,793
Old  :    41,165:    19,415      1,122        231     13,165     19,019     32,811     20,372:     8,354     20,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     2,424:     1,214         91        106       -997      4,765        323      4,962:     2,101     -2,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        2.7        0.6       32.0       46.2       79.7       49.5:      20.3       50.5
Old  :     100.0:      47.2        2.7        0.6       32.0       46.2       79.7       49.5:      20.3       50.5
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  :        54:        24          4          2         12         15         36         21:
Old  :        54:        24          4          2         12         15         36         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       30.4       49.7       40.1       36.2       30.4       48.9       38.6
Old  :                 36.2       30.4       49.7       40.1       36.2       30.4       48.9       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    20,203:     5,609        955        270     13,614     18,464     19,493     19,689:       710        514
Old  :    20,203:     5,609        955        270     13,614     18,464     19,493     19,689:       710        514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :      -286:       -88         29          0       -199       -217       -287       -188:         1        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.7        1.3       67.4       91.4       96.5       97.5:       3.5        2.5
Old  :     100.0:      27.8        4.7        1.3       67.4       91.4       96.5       97.5:       3.5        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          5          1          7          4         16          9:
Old  :        24:         8          5          1          7          4         16          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       93.6       88.1       96.9       69.2       92.2       88.1       95.6
Old  :                 69.2       93.6       88.1       96.9       69.2       92.2       88.1       95.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    37,579:     3,152      8,224      3,222     19,238     16,388     25,612     27,834:    11,967      9,745
Old  :    37,579:     3,152      8,224      3,222     19,238     16,388     25,612     27,834:    11,967      9,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,438:       863         67        318        875       -436      2,056        -51:      -618      1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       21.9        8.6       51.2       43.6       68.2       74.1:      31.8       25.9
Old  :     100.0:       8.4       21.9        8.6       51.2       43.6       68.2       74.1:      31.8       25.9
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  :        51:         9         11          7         24         24         36         40:
Old  :        51:         9         11          7         24         24         36         40:
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  :                 30.0       23.5       44.1       40.2       21.8       21.6       29.6       35.6
Old  :                 30.0       23.5       44.1       40.2       21.8       21.6       29.6       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 29, 2007