BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,263
COMMITMENTS
     219        0        0    3,042    4,176    3,261    4,176    1,002       87

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:       -571)
      65      -60      -42     -540     -461     -517     -563      -54       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.0     71.4     98.0     76.5     98.0     23.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       14       10       17       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,243
COMMITMENTS
   7,770    1,023      674   20,218   25,484   28,662   27,181    5,581    7,062

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -3,767)
  -1,975      -28       18   -1,560   -3,141   -3,517   -3,151     -250     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      3.0      2.0     59.0     74.4     83.7     79.4     16.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19        5       11       26       25       50       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      174,848
COMMITMENTS
  34,276   30,165   33,917   90,006   77,656  158,199  141,738   16,649   33,110

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -8,776)
    -486   -6,983   -3,478   -6,185    2,899  -10,149   -7,562    1,373   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     17.3     19.4     51.5     44.4     90.5     81.1      9.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      69       55       67       35       48      150      142
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,527
COMMITMENTS
  64,256   36,321   40,197  116,949  116,727  221,402  193,245   20,125   48,282

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:    -10,313)
  -1,790   -1,718   -4,037   -3,689   -3,233   -9,516   -8,988     -797   -1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     15.0     16.6     48.4     48.3     91.7     80.0      8.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      92       57       70       62      126      201      218
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,391
COMMITMENTS
   2,707    2,318    1,590    2,463    2,497    6,760    6,405    1,631    1,986

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:        288)
     109      243      -71      397      354      435      526     -147     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     27.6     18.9     29.4     29.8     80.6     76.3     19.4     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       21       17       18       29       49       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,165
COMMITMENTS
  12,677    4,948    3,912    7,909    5,767   24,498   14,627    5,667   15,538

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -2,032)
     338     -246   -1,270     -742     -438   -1,674   -1,954     -358      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     16.4     13.0     26.2     19.1     81.2     48.5     18.8     51.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      46       26       24       29       37       91       77
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,946
COMMITMENTS
  71,689   19,751    2,162   30,031   95,508  103,882  117,421   32,064   18,525

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      1,995)
   3,551    1,311     -752    1,753      599    4,552    1,158   -2,557      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     14.5      1.6     22.1     70.3     76.4     86.4     23.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      38       14        7       23       18       64       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      121,823
COMMITMENTS
  34,401   36,705      747   66,018   70,306  101,166  107,758   20,657   14,065

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      4,985)
   6,092   -6,237      560   -8,097   12,022   -1,445    6,345    6,430   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     30.1      0.6     54.2     57.7     83.0     88.5     17.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24       21        1        7       15       32       36
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,580
COMMITMENTS
  27,157   10,787      894   57,344   79,484   85,395   91,165    9,185    3,415

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -1,360)
  -7,258   -1,022      476    7,896      699    1,114      153   -2,474   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     11.4      0.9     60.6     84.0     90.3     96.4      9.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      38       20        5       14       18       53       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      125,762
COMMITMENTS
  74,315   20,182      884   23,108   84,134   98,307  105,200   27,455   20,562

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -2,960)
 -15,207     -627      152   13,736   -2,556   -1,319   -3,031   -1,641       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1     16.0      0.7     18.4     66.9     78.2     83.7     21.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      41       20        5       18       17       63       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      263,905
COMMITMENTS
  47,110   81,603    1,227  172,806  152,366  221,143  235,196   42,762   28,709

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:       -366)
     510  -16,159      532   -1,197   18,853     -155    3,226     -211   -3,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     30.9      0.5     65.5     57.7     83.8     89.1     16.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      37       40        9       27       28       69       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      227,532
COMMITMENTS
 111,634   32,605    2,602   53,782  161,026  168,018  196,233   59,514   31,299

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     13,005)
   7,445    6,869      600    4,291    6,307   12,336   13,776      669     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     14.3      1.1     23.6     70.8     73.8     86.2     26.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      60       34        9       29       31       95       68
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,616
COMMITMENTS
  17,778    1,118        0   12,560   29,999   30,338   31,117    2,278    1,499

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:        383)
   2,321      -75        0   -1,602      835      719      760     -336     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5      3.4      0.0     38.5     92.0     93.0     95.4      7.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        3        0       12       13       29       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       79,169
COMMITMENTS
   6,249   24,625    4,854   64,735   45,360   75,838   74,839    3,331    4,330

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:         36)
  -6,434   -2,144    1,046    4,882     -994     -506   -2,092      542    2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     31.1      6.1     81.8     57.3     95.8     94.5      4.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       20       11       25       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,750,632
COMMITMENTS
 2155393  809,390  1035632  7470915  8682310 10661940 10527332  1088692  1223300

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:    215,827)
 180,026  203,571   79,652  -80,902  -51,574  178,776  231,649   37,051  -15,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      6.9      8.8     63.6     73.9     90.7     89.6      9.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      71       52      103      165      171      286      289
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      623,308
COMMITMENTS
  50,384   87,455   10,161  438,462  428,887  499,007  526,503  124,301   96,805

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     18,999)
   3,833   -4,128    2,067   -3,012    9,713    2,888    7,652   16,111   11,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     14.0      1.6     70.3     68.8     80.1     84.5     19.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      40       50       24       81       56      134      117
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,111,980
COMMITMENTS
 341,914  687,186   55,889  1466944  1137665  1864747  1880740  247,233  231,240

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:    130,807)
  -5,953    1,543   17,844   75,352   27,928   87,243   47,315   43,564   83,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     32.5      2.6     69.5     53.9     88.3     89.1     11.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      63      132       39       95      106      183      252
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        6,468
COMMITMENTS
     351      286        0    3,340    4,645    3,691    4,931    2,777    1,537

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      4.4      0.0     51.6     71.8     57.1     76.2     42.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       10       11       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,027
COMMITMENTS
   7,973   26,905        0   70,921   54,199   78,894   81,104    7,133    4,923

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -3,101)
    -452   -1,283        0   -2,807   -2,364   -3,259   -3,647      158      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     31.3      0.0     82.4     63.0     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      11       15        0       34       40       45       55
 
 
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264C
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CME CDD INDEX X $20)                                OPEN INTEREST:        3,465
COMMITMENTS
   1,846    2,865        0    1,604      550    3,450    3,415       15       50

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     82.7      0.0     46.3     15.9     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        6        0        6        3       12        9
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,311
COMMITMENTS
   5,042   20,594       16   55,373   36,304   60,431   56,914    6,880   10,397

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:        385)
  -1,435   -1,022        3      421       -8   -1,011   -1,027    1,396    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     30.6      0.0     82.3     53.9     89.8     84.6     10.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9       12        1       28       18       38       30
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      450,183
COMMITMENTS
 150,411  101,856   15,537  231,282  308,969  397,230  426,362   52,953   23,821

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:        129)
 -20,704   -8,405    4,554   13,630     -609   -2,520   -4,460    2,649    4,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     22.6      3.5     51.4     68.6     88.2     94.7     11.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      83       48       16       45       53      133      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,617
COMMITMENTS
  52,971   22,252      785   31,815   78,037   85,571  101,074   25,046    9,543

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      2,595)
  -1,283    3,771       22    4,479     -551    3,218    3,242     -623     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     20.1      0.7     28.8     70.5     77.4     91.4     22.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      33        8        3       11       16       44       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       56,357
COMMITMENTS
     366   10,448        5   48,825   40,601   49,196   51,054    7,161    5,303

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      4,309)
     -14      -71        0    4,493    4,187    4,479    4,116     -170      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     18.5      0.0     86.6     72.0     87.3     90.6     12.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1       21        1       23       20       25       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      686,119
COMMITMENTS
  64,606  290,574    2,299  607,581  356,976  674,486  649,849   11,633   36,270

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     26,797)
  -4,372   11,729   -2,379   33,279   17,693   26,528   27,043      269     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     42.4      0.3     88.6     52.0     98.3     94.7      1.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      25      123       12       53       93       85      221
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,901
COMMITMENTS
  11,393   14,676        0   32,715   29,159   44,108   43,835    9,793   10,066

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      1,435)
  -1,222       30       -1    2,026      364      803      393      632    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     27.2      0.0     60.7     54.1     81.8     81.3     18.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       19        0       22       22       39       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,025
COMMITMENTS
  13,201    6,603      169   29,786   28,545   43,156   35,317    5,869   13,708

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:      1,178)
    -615     -467       14    3,085    1,902    2,484    1,449   -1,306     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     13.5      0.3     60.8     58.2     88.0     72.0     12.0     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19       11        1       18       16       37       28
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,560
COMMITMENTS
   5,463      535      603   14,173   19,281   20,239   20,419    1,321    1,141

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:        546)
    -301     -577      333      567      458      599      214      -53      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      2.5      2.8     65.7     89.4     93.9     94.7      6.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        3        8        5       18       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/07/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       45,238
COMMITMENTS
  11,795    6,994    4,421   19,734   19,842   35,950   31,257    9,288   13,981

CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST:     -1,525)
     346   -1,490    1,076     -749      273      673     -141   -2,198   -1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     15.5      9.8     43.6     43.9     79.5     69.1     20.5     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       12        8       24       25       40       41
 

Updated August 10, 2007