BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,505
COMMITMENTS
      67        0        0    3,448    4,434    3,515    4,434      990       71

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     76.5     98.4     78.0     98.4     22.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       10       16       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,165
COMMITMENTS
   6,226    1,074    6,948   26,060   29,148   39,235   37,169    6,930    8,996

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -4,979)
  -1,707      345   -1,421     -366   -2,835   -3,494   -3,911   -1,485   -1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      2.3     15.1     56.4     63.1     85.0     80.5     15.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      19        7       14       28       26       54       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      183,293
COMMITMENTS
  32,029   46,295   46,708   86,450   58,931  165,188  151,935   18,106   31,359

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      1,062)
    -842    6,447    1,863    1,436   -9,991    2,457   -1,680   -1,396    2,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     25.3     25.5     47.2     32.2     90.1     82.9      9.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      58       79       80       35       36      142      162
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      243,801
COMMITMENTS
  50,715   31,397   55,090  119,651  110,643  225,455  197,129   18,346   46,672

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -5,577)
  -3,038    3,554   -2,449      534   -4,343   -4,953   -3,238     -624   -2,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     12.9     22.6     49.1     45.4     92.5     80.9      7.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      80       73       77       76      127      196      240
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,775
COMMITMENTS
   2,758    1,993    1,137    1,855    2,486    5,750    5,616    2,025    2,159

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:       -767)
     -87     -110      -58     -587     -567     -733     -736      -34      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     25.6     14.6     23.9     32.0     74.0     72.2     26.0     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      20       21       12       14       21       44       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,084
COMMITMENTS
   7,843    4,139    4,544    7,893    4,741   20,280   13,423    5,804   12,661

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:        717)
     -49     -350      834   -1,002     -200     -217      284      934      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     15.9     17.4     30.3     18.2     77.7     51.5     22.3     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      38       23       26       34       49       88       88
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      160,131
COMMITMENTS
  78,896   14,547   10,221   32,733  109,132  121,850  133,901   38,281   26,231

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      6,338)
  -2,654    1,646    2,470    2,880    1,271    2,696    5,387    3,642      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      9.1      6.4     20.4     68.2     76.1     83.6     23.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      41       20       15       21       20       70       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       98,066
COMMITMENTS
  14,875   48,170    1,280   70,875   28,656   87,029   78,106   11,036   19,959

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -6,742)
   6,569  -18,736       99  -16,026   17,231   -9,359   -1,406    2,617   -5,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     49.1      1.3     72.3     29.2     88.7     79.6     11.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       25        2        9       13       23       39
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,589
COMMITMENTS
  55,616    6,836      328   28,244   84,585   84,188   91,749   10,401    2,840

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:          1)
   1,858   -4,942     -323   -2,589    5,060   -1,054     -205    1,055      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.8      7.2      0.3     29.9     89.4     89.0     97.0     11.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      57       12        1       10       19       68       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      175,644
COMMITMENTS
 122,464   23,405    6,254   11,420  116,051  140,139  145,711   35,506   29,934

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      6,164)
   3,083      446      976     -475   -3,388    3,584   -1,965    2,580    8,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.7     13.3      3.6      6.5     66.1     79.8     83.0     20.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      50       20       12       14       21       71       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      363,819
COMMITMENTS
  36,423  198,384   15,892  268,355  110,852  320,670  325,128   43,149   38,691

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -23,742)
  -6,881  -39,036    1,205  -19,327   14,062  -25,003  -23,770    1,261       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     54.5      4.4     73.8     30.5     88.1     89.4     11.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      33       66       17       31       26       73      100
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      227,524
COMMITMENTS
 100,494   23,715   19,438   40,116  145,217  160,047  188,370   67,477   39,155

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     15,966)
   7,694   -1,853    4,403   -7,528   12,398    4,570   14,948   11,396    1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2     10.4      8.5     17.6     63.8     70.3     82.8     29.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      58       39       31       28       35      103       88
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,316
COMMITMENTS
  25,511    2,617      380   11,608   36,383   37,499   39,380    3,817    1,936

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:        -77)
  -1,116     -136      -41      467     -368     -690     -545      613      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7      6.3      0.9     28.1     88.1     90.8     95.3      9.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        9        1        8        9       23       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       86,387
COMMITMENTS
  12,887   29,105    2,241   64,743   51,985   79,871   83,331    6,516    3,056

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      3,865)
   3,089     -406      148      383    3,374    3,620    3,116      245      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     33.7      2.6     74.9     60.2     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        2       18       15       25       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,987,615
COMMITMENTS
 1189341  780,960  6489866 10168270 10226958 17847477 17497784  1140138  1489830

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    214,146)
 -54,194  -83,863  205,196   39,970   53,900  190,972  175,234   23,174   38,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.1     34.2     53.6     53.9     94.0     92.2      6.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      80       66      123      174      176      311      314
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      722,068
COMMITMENTS
  52,374   87,605   91,155  455,985  436,097  599,514  614,857  122,554  107,211

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -29,175)
    -664   -2,221  -15,023   -1,833   -7,137  -17,519  -24,380  -11,656   -4,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     12.1     12.6     63.1     60.4     83.0     85.2     17.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      41       60       73       94       62      184      148
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,739,484
COMMITMENTS
 349,304  504,038  119,390  1078797  964,871  1547491  1588299  191,993  151,185

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -23,158)
 -37,631   32,806   13,488   84,626  -45,310   60,482      983  -83,640  -24,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     29.0      6.9     62.0     55.5     89.0     91.3     11.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      70      110       74       93       94      214      227
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,150
COMMITMENTS
  10,484   29,274        0   68,690   57,822   79,174   87,096   10,976    3,054

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      3,434)
    -598      273       -3    4,544    3,736    3,943    4,006     -509     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     32.5      0.0     76.2     64.1     87.8     96.6     12.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      13       17        0       37       38       50       55
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,943
COMMITMENTS
   7,516   16,797      161   44,670   36,748   52,347   53,707   10,597    9,237

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      6,512)
   2,120      707        8    4,997    4,256    7,125    4,971     -614    1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     26.7      0.3     71.0     58.4     83.2     85.3     16.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10       15        5       27       22       39       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      401,838
COMMITMENTS
 138,854   91,688   11,253  228,158  270,855  378,265  373,796   23,572   28,041

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     26,857)
  15,176   -5,102    1,800   11,902   36,390   28,878   33,088   -2,021   -6,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     22.8      2.8     56.8     67.4     94.1     93.0      5.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      85       54       20       45       48      142      110
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      111,519
COMMITMENTS
  68,053   10,261    1,032   10,992   89,568   80,077  100,861   31,442   10,658

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -1,844)
  -5,261    3,700        7    5,926   -3,715      672       -9   -2,516   -1,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.0      9.2      0.9      9.9     80.3     71.8     90.4     28.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      39        9        3       11       12       51       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,763
COMMITMENTS
     238    8,081        0   31,272   23,421   31,510   31,502    5,254    5,262

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      4,134)
     -10      334        0    3,796    3,558    3,786    3,892      348      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     22.0      0.0     85.1     63.7     85.7     85.7     14.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1       18        0       20       19       21       37
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      560,043
COMMITMENTS
  77,218  252,907   13,209  454,581  265,919  545,009  532,036   15,035   28,008

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     18,616)
   4,432   11,157   -2,031   19,634    6,831   22,035   15,957   -3,419    2,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     45.2      2.4     81.2     47.5     97.3     95.0      2.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      36      141       62       55       77      149      222
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       51,337
COMMITMENTS
  12,775   13,721        2   27,632   25,850   40,410   39,573   10,927   11,764

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:        742)
     480     -800        0      121    2,414      602    1,615      140     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     26.7      0.0     53.8     50.4     78.7     77.1     21.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      24       19        3       20       17       46       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,803
COMMITMENTS
  20,895    2,686      103   14,468   18,520   35,466   21,309    4,337   18,494

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -1,362)
   1,480    1,564     -128    1,303     -499    2,655      937   -4,017   -2,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.5      6.7      0.3     36.3     46.5     89.1     53.5     10.9     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      26        4        1       14       15       40       20
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,281
COMMITMENTS
   5,389    1,122      275   13,715   18,363   19,379   19,760      902      521

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:         78)
    -220      167        5      101     -101     -114       71      192        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      5.5      1.4     67.6     90.5     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        3        8        4       17       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       38,534
COMMITMENTS
   5,105    8,824    3,129   18,813   17,081   27,047   29,034   11,487    9,500

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:        955)
   1,953      600      -93     -425      693    1,435    1,200     -480     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     22.9      8.1     48.8     44.3     70.2     75.3     29.8     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       13        7       22       23       35       40
 

Updated July 9, 2007