BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,272
COMMITMENTS
     198        0        0    3,071    4,121    3,269    4,121    1,003      151

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         35)
    -116        0       -1       31      -22      -86      -23      121       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     71.9     96.5     76.5     96.5     23.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14        9       16        9
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,344
COMMITMENTS
   9,099    1,137      688   20,828   26,501   30,615   28,326    5,729    8,018

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        613)
      45       21      -12      256      444      289      453      324      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      3.1      1.9     57.3     72.9     84.2     77.9     15.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20        7       15       26       24       53       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      175,910
COMMITMENTS
  33,177   27,052   37,078   90,133   82,746  160,388  146,876   15,522   29,034

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      4,065)
   2,090      141      -52    1,651    2,870    3,689    2,959      376    1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     15.4     21.1     51.2     47.0     91.2     83.5      8.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      58       52       63       32       48      135      138
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,259
COMMITMENTS
  57,952   34,442   40,652  112,285  107,520  210,889  182,614   17,370   45,645

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      4,576)
   8,718   -4,057    1,110   -3,609    3,414    6,219      467   -1,643    4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     15.1     17.8     49.2     47.1     92.4     80.0      7.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      77       59       66       50      115      164      212
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,830
COMMITMENTS
   2,431    2,579      516    2,189    1,889    5,136    4,984    1,694    1,846

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -788)
     202      519     -712     -309     -393     -819     -586       31     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     37.8      7.6     32.0     27.7     75.2     73.0     24.8     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       21        9       12       18       35       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,356
COMMITMENTS
  11,879    3,276    4,092    8,130    5,449   24,101   12,817    5,255   16,539

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,834)
     660     -493      603      406      329    1,669      439      165    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     11.2     13.9     27.7     18.6     82.1     43.7     17.9     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      44       22       23       31       38       89       73
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      133,856
COMMITMENTS
  68,013   22,919    2,516   36,520   88,212  107,049  113,647   26,807   20,209

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      5,265)
   7,969    2,908   -1,244   -1,812    3,152    4,913    4,816      352      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     17.1      1.9     27.3     65.9     80.0     84.9     20.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      32       15        8       25       20       60       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      118,870
COMMITMENTS
  17,923   36,046        2   89,323   69,527  107,248  105,575   11,622   13,295

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      7,135)
   3,281    4,125      -76    4,168    1,877    7,373    5,926     -238    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     30.3      0.0     75.1     58.5     90.2     88.8      9.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       16        1        9       16       25       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,179
COMMITMENTS
  10,761   30,963      568   84,807   65,280   96,136   96,811    5,043    4,368

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -325)
   1,087   -2,845      365   -1,973    1,986     -521     -494      196      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     30.6      0.6     83.8     64.5     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       31        4       17       11       39       45
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      123,570
COMMITMENTS
  55,525   20,954    1,237   45,882   85,074  102,644  107,265   20,926   16,305

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      6,002)
   6,695    1,263     -751    2,669    6,672    8,613    7,184   -2,611   -1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     17.0      1.0     37.1     68.8     83.1     86.8     16.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       22        5       18       19       46       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      276,995
COMMITMENTS
  66,128   56,282    2,144  173,334  195,871  241,606  254,297   35,389   22,698

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      3,987)
   4,910   -3,420     -490     -216    8,038    4,204    4,128     -217     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     20.3      0.8     62.6     70.7     87.2     91.8     12.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      37       36        6       26       24       67       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      221,098
COMMITMENTS
  74,495   31,669    5,085   98,326  152,882  177,906  189,636   43,192   31,462

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      5,072)
     458   -3,905     -413    9,793    5,510    9,838    1,192   -4,766    3,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     14.3      2.3     44.5     69.1     80.5     85.8     19.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      53       35       16       31       30       92       73
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,236
COMMITMENTS
   8,429    4,604      105   18,194   22,069   26,728   26,778    2,508    2,458

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -306)
  -3,483    1,577        0    3,005   -2,862     -478   -1,285      172      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     15.7      0.4     62.2     75.5     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        5        1       13       12       24       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       61,216
COMMITMENTS
  19,573   19,606    3,772   34,918   34,208   58,263   57,586    2,953    3,630

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     12,204)
  10,710    4,428   -2,300    4,543    9,186   12,953   11,314     -749      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     32.0      6.2     57.0     55.9     95.2     94.1      4.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        2       15        9       20       11
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,107,037
COMMITMENTS
 1609016  499,321  1268215  7075473  8133400  9952704  9900936  1154333  1206101

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:   -115,038)
 -86,251 -134,849    4,990   22,746   53,998  -58,515  -75,861  -56,523  -39,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      4.5     11.4     63.7     73.2     89.6     89.1     10.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      82       42       87      166      161      285      259
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      675,892
COMMITMENTS
  53,115   97,669   10,011  489,584  465,574  552,710  573,254  123,182  102,638

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     26,880)
     643      254    3,201   21,607   16,251   25,451   19,706    1,429    7,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     14.5      1.5     72.4     68.9     81.8     84.8     18.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      41       43       23       90       61      144      114
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,115,440
COMMITMENTS
 332,784  697,934   60,877  1500344  1172578  1894005  1931389  221,435  184,051

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     29,859)
   3,577   -9,354   20,936  -16,562    1,234    7,951   12,816   21,908   17,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     33.0      2.9     70.9     55.4     89.5     91.3     10.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      63      121       36       99      110      183      246
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,978
COMMITMENTS
   6,372   27,076       49   71,127   53,714   77,548   80,839    7,430    4,139

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        725)
    -705     -560       49    2,334       94    1,678     -417     -953    1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     31.9      0.1     83.7     63.2     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       7       16        2       34       38       43       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,903
COMMITMENTS
   3,424   24,660        7   58,133   33,717   61,564   58,384    6,339    9,519

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        247)
     414    1,009        4      155     -484      573      529     -326     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     36.3      0.0     85.6     49.7     90.7     86.0      9.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11       14        1       27       19       39       33
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      410,512
COMMITMENTS
 124,741  131,035   13,576  234,893  248,291  373,210  392,902   37,302   17,610

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -7,518)
  -4,182    2,599    2,005      183  -12,371   -1,994   -7,767   -5,524      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     31.9      3.3     57.2     60.5     90.9     95.7      9.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      71       65       16       51       52      130      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       96,642
COMMITMENTS
  23,209   11,250      264   53,347   72,862   76,820   84,376   19,822   12,266

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        741)
    -988   -7,971     -834    2,168    6,364      346   -2,441      395    3,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     11.6      0.3     55.2     75.4     79.5     87.3     20.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16       10        1       14       12       30       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       58,341
COMMITMENTS
       0   10,297      112   50,180   42,278   50,292   52,687    8,049    5,654

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        250)
    -562     -175       94      795       78      327       -3      -77      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.6      0.2     86.0     72.5     86.2     90.3     13.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0       20        3       23       20       26       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      598,964
COMMITMENTS
  62,708  229,658    3,451  521,130  329,309  587,289  562,418   11,675   36,546

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      9,107)
   1,941    7,440      697    8,879    5,389   11,517   13,526   -2,410   -4,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     38.3      0.6     87.0     55.0     98.1     93.9      1.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      27      119       19       55       93       93      221
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       61,116
COMMITMENTS
  13,619   23,851        8   38,050   28,751   51,677   52,610    9,439    8,506

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,611)
     830    4,845        7    3,205    1,258    4,042    6,110   -1,431   -3,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     39.0      0.0     62.3     47.0     84.6     86.1     15.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       24        2       22       21       42       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,715
COMMITMENTS
  21,660    6,299      202   28,064   30,882   49,926   37,383    7,789   20,332

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        162)
   4,024     -630        6   -4,440    1,127     -410      503      572     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     10.9      0.3     48.6     53.5     86.5     64.8     13.5     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22        8        2       19       18       42       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,513
COMMITMENTS
   5,073    2,343      270   14,531   17,436   19,874   20,049      639      464

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        851)
     155      -58        0      732      777      887      719      -36      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     11.4      1.3     70.8     85.0     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        1        8        4       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/28/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       51,793
COMMITMENTS
  12,221    7,887    4,603   25,396   19,894   42,220   32,384    9,573   19,409

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        511)
  -1,167    1,148      251    1,334        4      418    1,403       93     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     15.2      8.9     49.0     38.4     81.5     62.5     18.5     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10       12        7       23       28       37       44
 

Updated August 31, 2007