MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       41,550
COMMITMENTS
  11,794      937    1,222   21,525   30,557   34,541   32,716    7,009    8,834

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,389)
    -673      -70      146    1,556    1,285    1,029    1,361      360       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      2.3      2.9     51.8     73.5     83.1     78.7     16.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22        4       14       24       25       51       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      169,505
COMMITMENTS
  32,385   42,822   37,154   81,968   63,274  151,507  143,250   17,998   26,255

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -7,223)
  -7,951      559    1,678      773  -13,282   -5,500  -11,045   -1,723    3,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     25.3     21.9     48.4     37.3     89.4     84.5     10.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      48       89       76       28       37      135      157
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,332
COMMITMENTS
     192      321       81      338      358      611      760      721      572

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     24.1      6.1     25.4     26.9     45.9     57.1     54.1     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        9        3        4        3       12       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,375
COMMITMENTS
  53,000   35,221   44,032  112,639  102,154  209,671  181,407   17,704   45,968

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -14,053)
  -6,227    1,781   -1,924   -3,737  -11,101  -11,888  -11,244   -2,165   -2,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     15.5     19.4     49.5     44.9     92.2     79.8      7.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      62       83       67       55      123      164      234
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,935
COMMITMENTS
   2,841    2,274      824    2,306    2,775    5,971    5,873    1,964    2,062

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -304)
      88      -28     -283      132       84      -63     -227     -241      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     28.7     10.4     29.1     35.0     75.2     74.0     24.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       24       11       21       25       50       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,777
COMMITMENTS
   7,988    5,700    1,707    8,682    4,337   18,377   11,744    4,400   11,033

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        766)
      91      168      183      212     -135      486      216      280      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     25.0      7.5     38.1     19.0     80.7     51.6     19.3     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      29       28       17       31       41       72       77
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      139,879
COMMITMENTS
  82,053   13,190    1,479   25,696  103,754  109,228  118,423   30,651   21,456

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:   -103,472)
 -10,268  -20,335   -2,154  -89,495  -59,503 -101,917  -81,992   -1,555  -21,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.7      9.4      1.1     18.4     74.2     78.1     84.7     21.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      43       13        2       19       20       64       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      101,945
COMMITMENTS
   8,303   67,134        0   85,894   10,089   94,197   77,223    7,748   24,722

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -8,611)
   1,621  -18,879      -11   -9,693    7,883   -8,083  -11,007     -528    2,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     65.9      0.0     84.3      9.9     92.4     75.7      7.6     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8       38        0        9        7       17       45
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,588
COMMITMENTS
  53,758   11,778      651   30,833   79,525   85,242   91,954    9,346    2,634

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -10,086)
 -15,738    6,855      183    5,081  -16,945  -10,474   -9,907      388     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     12.5      0.7     32.6     84.1     90.1     97.2      9.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      58       12        4       10       19       69       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      159,791
COMMITMENTS
 119,328   23,194      412    9,501  117,340  129,241  140,946   30,550   18,845

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     26,756)
  26,385    1,944      147   -3,528   23,953   23,004   26,044    3,752      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7     14.5      0.3      5.9     73.4     80.9     88.2     19.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      43       17        2       12       21       56       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      352,299
COMMITMENTS
  49,411  237,488      468  264,063   77,604  313,942  315,560   38,357   36,739

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     42,216)
   4,193   30,909      -47   36,754   11,625   40,900   42,487    1,316     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     67.4      0.1     75.0     22.0     89.1     89.6     10.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      34       70        4       29       21       65       93
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      183,893
COMMITMENTS
  92,876   25,443      688   38,856  125,552  132,420  151,683   51,473   32,210

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        118)
   7,703  -13,389     -238   -8,690   12,405   -1,225   -1,222    1,343    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     13.8      0.4     21.1     68.3     72.0     82.5     28.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      49       29        6       22       31       73       64
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,393
COMMITMENTS
  26,627    2,753      421   11,141   36,751   38,189   39,925    3,204    1,468

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        280)
     241      683       24     -389     -101     -124      606      404     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3      6.7      1.0     26.9     88.8     92.3     96.5      7.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        7        2        8        9       25       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       82,522
COMMITMENTS
   9,798   29,511    2,093   64,360   48,611   76,251   80,215    6,271    2,307

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     13,528)
   3,342    2,424      -18   10,859   11,092   14,183   13,498     -655       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     35.8      2.5     78.0     58.9     92.4     97.2      7.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       19       15       26       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,547,044
COMMITMENTS
 1546078  729,120  813,309  7193985  7648952  9553372  9191381  993,672  1355663

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     80,228)
 200,615 -174,302  -67,091  -30,947  399,146  102,577  157,753  -22,349  -77,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      6.9      7.7     68.2     72.5     90.6     87.1      9.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      74       48       91      153      164      264      277
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      604,067
COMMITMENTS
  44,980   82,570    7,459  435,009  419,939  487,448  509,968  116,619   94,099

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      9,925)
   2,742    5,796    3,790    1,537    6,361    8,069   15,947    1,856   -6,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     13.7      1.2     72.0     69.5     80.7     84.4     19.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      34       41       20       81       63      127      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,642,944
COMMITMENTS
 390,155  475,032   24,486  967,142  980,706  1381783  1480224  261,161  162,720

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     65,359)
   1,344   43,117   12,704    4,859   -7,364   18,907   48,457   46,452   16,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     28.9      1.5     58.9     59.7     84.1     90.1     15.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      84       99       34       87       91      189      206
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,716
COMMITMENTS
  11,082   29,001        3   64,146   54,086   75,231   83,090   11,485    3,626

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -2,857)
  -1,819      634        3   -1,076   -4,358   -2,892   -3,721       35      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     33.4      0.0     74.0     62.4     86.8     95.8     13.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       16        1       36       38       51       55
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,043
COMMITMENTS
   5,351   16,079       24   39,631   32,467   45,006   48,570   11,037    7,473

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      4,049)
    -595      576        0    1,885      628    1,290    1,204    2,759    2,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     28.7      0.0     70.7     57.9     80.3     86.7     19.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9       14        2       24       20       34       35
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      368,787
COMMITMENTS
 123,529   96,965    4,225  215,780  233,839  343,534  335,029   25,253   33,758

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     11,623)
 -18,102     -695     -577   27,215    2,041    8,536      769    3,087   10,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     26.3      1.1     58.5     63.4     93.2     90.8      6.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      80       58       10       43       51      128      114
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      111,504
COMMITMENTS
  73,314    6,339      799    4,639   93,141   78,752  100,279   32,752   11,225

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -3,614)
  -1,873   -3,635     -603   -2,715   -1,940   -5,191   -6,178    1,577    2,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8      5.7      0.7      4.2     83.5     70.6     89.9     29.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      40        9        2        7       14       47       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,620
COMMITMENTS
     248    7,745        0   27,474   19,863   27,722   27,608    4,898    5,012

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,085)
    -495      107        0    2,295    2,264    1,800    2,371      285     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     23.7      0.0     84.2     60.9     85.0     84.6     15.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1       15        0       20       19       21       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      523,396
COMMITMENTS
  73,012  242,134    1,725  432,323  256,646  507,060  500,505   16,336   22,891

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      6,164)
  -1,638   12,659     -541    8,396   -6,983    6,217    5,135      -53    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     46.3      0.3     82.6     49.0     96.9     95.6      3.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      36       98        7       57       78       97      179
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,585
COMMITMENTS
  12,288   14,518        2   27,508   23,428   39,798   37,948   10,787   12,637

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        145)
   2,214     -392        0   -2,407   -1,060     -193   -1,452      338    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     28.7      0.0     54.4     46.3     78.7     75.0     21.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       13        2       19       16       43       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,165
COMMITMENTS
  19,415    1,122      231   13,165   19,019   32,811   20,372    8,354   20,793

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,424)
   1,214       91      106     -997    4,765      323    4,962    2,101   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      2.7      0.6     32.0     46.2     79.7     49.5     20.3     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24        4        2       12       15       36       21
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,203
COMMITMENTS
   5,609      955      270   13,614   18,464   19,493   19,689      710      514

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -286)
     -88       29        0     -199     -217     -287     -188        1      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      4.7      1.3     67.4     91.4     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        5        1        7        4       16        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 06/26/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       37,579
COMMITMENTS
   3,152    8,224    3,222   19,238   16,388   25,612   27,834   11,967    9,745

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,438)
     863       67      318      875     -436    2,056      -51     -618    1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     21.9      8.6     51.2     43.6     68.2     74.1     31.8     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       11        7       24       24       36       40
 

Updated June 29, 2007