BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,834
COMMITMENTS
     154       60       42    3,582    4,637    3,778    4,739    1,056       95

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:         46)
      47        6        9       89       33      145       48      -99       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.2      0.9     74.1     95.9     78.2     98.0     21.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        4       14       10       20       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,757
COMMITMENTS
   7,099    1,024    6,494   26,181   30,388   39,774   37,906    6,983    8,851

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -184)
     168     -289     -158     -161      302     -151     -145      -33      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      2.2     13.9     56.0     65.0     85.1     81.1     14.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22        5       14       31       29       58       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      200,556
COMMITMENTS
  35,989   29,075   49,121   98,795   84,459  183,905  162,656   16,651   37,901

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     11,765)
   1,103   -5,164    4,364    6,571   10,030   12,038    9,230     -273    2,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     14.5     24.5     49.3     42.1     91.7     81.1      8.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      66       52       77       37       45      157      141
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      283,697
COMMITMENTS
  67,795   26,182   65,806  127,866  137,766  261,467  229,755   22,229   53,942

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     15,648)
   5,826   -1,350    4,298    5,836   10,709   15,960   13,658     -312    1,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      9.2     23.2     45.1     48.6     92.2     81.0      7.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     102       53       85       83      138      233      237
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,488
COMMITMENTS
   2,597    2,041    1,853    2,183    2,251    6,632    6,145    1,855    2,343

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,189)
      30      277      613      126     -120      769      771      420      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     24.0     21.8     25.7     26.5     78.1     72.4     21.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      21       26       19       17       27       53       64
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,636
COMMITMENTS
  12,363    3,261    8,157    8,713    7,125   29,233   18,543    6,403   17,093

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,254)
   1,104      184      272       73      323    1,449      779     -195      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      9.2     22.9     24.4     20.0     82.0     52.0     18.0     48.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      51       25       35       39       45      113       92
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,590
COMMITMENTS
  69,610   18,453   10,738   31,973   99,558  112,321  128,749   37,269   20,842

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -26,461)
 -26,766     -390      940    1,129  -23,750  -24,697  -23,200   -1,764   -3,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5     12.3      7.2     21.4     66.6     75.1     86.1     24.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      36       21       17       26       19       70       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      120,150
COMMITMENTS
  28,142   42,770    1,621   75,356   59,534  105,119  103,925   15,031   16,225

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,654)
   6,385  -21,810       65   -4,518   23,691    1,932    1,946     -278     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     35.6      1.3     62.7     49.5     87.5     86.5     12.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       20        3        9       17       30       38
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       95,940
COMMITMENTS
  34,415   11,809      418   49,448   78,785   84,281   91,012   11,659    4,928

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -7,265)
 -27,640   -2,518     -822   19,273   -6,151   -9,189   -9,491    1,924    2,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     12.3      0.4     51.5     82.1     87.8     94.9     12.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      39       17        2       13       18       53       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      144,567
COMMITMENTS
  87,818   18,904   11,926   13,908   91,258  113,653  122,088   30,914   22,478

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -30,807)
 -19,271   -3,676      628   -7,318  -23,490  -25,961  -26,538   -4,846   -4,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.7     13.1      8.2      9.6     63.1     78.6     84.5     21.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      47       26       16       20       18       79       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      308,981
COMMITMENTS
  40,108   98,617   18,687  201,594  155,781  260,389  273,085   48,593   35,896

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -15,235)
  -3,947  -45,087    1,385  -12,343   28,521  -14,905  -15,181     -329      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     31.9      6.0     65.2     50.4     84.3     88.4     15.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      41       45       20       29       30       78       87
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      248,080
COMMITMENTS
 105,034   25,363   20,436   58,296  163,798  183,767  209,598   64,314   38,483

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -11,499)
 -21,252   -2,757   -1,350   17,016   -6,768   -5,586  -10,875   -5,913     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     10.2      8.2     23.5     66.0     74.1     84.5     25.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      60       37       31       32       34      107       87
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,233
COMMITMENTS
  15,457    1,193        0   14,162   29,164   29,619   30,357    2,614    1,876

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -14,356)
 -14,590   -1,010        0      980  -12,902  -13,610  -13,912     -746     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.0      3.7      0.0     43.9     90.5     91.9     94.2      8.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        4        0       12       10       29       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       79,133
COMMITMENTS
  12,683   26,769    3,808   59,853   46,354   76,344   76,931    2,789    2,202

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      6,959)
   2,144      432    1,645    2,473    4,460    6,262    6,537      697      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     33.8      4.8     75.6     58.6     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        3       19       13       26       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,291,619
COMMITMENTS
 1685864  691,176  7223528 11187709 12011536 20097102 19926240  1194518  1365379

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:  1,288,762)
 271,136 -180,067  554,956  459,800  939,250  1285892  1314139    2,870  -25,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.2     33.9     52.5     56.4     94.4     93.6      5.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      85       73      134      186      186      341      331
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      826,806
COMMITMENTS
  50,944   94,765  162,381  481,739  461,383  695,064  718,530  131,742  108,277

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     69,924)
   1,782    2,756   54,500   17,697   11,264   73,979   68,519   -4,055    1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     11.5     19.6     58.3     55.8     84.1     86.9     15.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      47       63       73       93       64      186      154
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,162,487
COMMITMENTS
 348,673  644,502  183,558  1426481  1158069  1958712  1986130  203,775  176,357

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    259,372)
  15,327   18,931   66,060  175,623  187,149  257,010  272,140    2,362  -12,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     29.8      8.5     66.0     53.6     90.6     91.8      9.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      87      114       83      100      107      231      260
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,128
COMMITMENTS
   8,425   28,188        0   73,728   56,563   82,153   84,751    6,975    4,377

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -12,614)
  -2,719     -825      -41   -6,169  -12,389   -8,929  -13,255   -3,685      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     31.6      0.0     82.7     63.5     92.2     95.1      7.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      10       18        0       36       41       46       59
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,354
COMMITMENTS
   6,472   21,623      170   54,984   36,332   61,626   58,126    5,728    9,228

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:       -940)
  -1,279    1,876        8    2,671     -654    1,400    1,230   -2,340   -2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     32.1      0.3     81.6     53.9     91.5     86.3      8.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9       18        3       29       19       40       38
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      460,257
COMMITMENTS
 171,959  109,670   19,243  218,171  311,811  409,373  440,723   50,884   19,533

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     11,858)
  -5,012    9,608    2,288   18,549     -337   15,825   11,559   -3,966      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     23.8      4.2     47.4     67.7     88.9     95.8     11.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      97       57       32       44       49      154      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,496
COMMITMENTS
  54,254   18,646    1,014   27,801   79,088   83,069   98,748   27,426   11,748

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -11,654)
 -21,397    9,335     -894   17,033  -16,301   -5,258   -7,860   -6,396   -3,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.1     16.9      0.9     25.2     71.6     75.2     89.4     24.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      35        8        3       13       14       49       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       52,078
COMMITMENTS
     380   10,523        5   44,333   36,414   44,718   46,942    7,360    5,136

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     10,406)
     167    2,219        5    9,891    8,149   10,063   10,373      343       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     20.2      0.0     85.1     69.9     85.9     90.1     14.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1       22        2       22       20       25       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      681,023
COMMITMENTS
  69,263  278,507   20,063  575,946  343,534  665,272  642,104   15,752   38,919

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     53,188)
  -7,489    9,385   10,122   52,194   28,262   54,827   47,770   -1,639    5,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     40.9      2.9     84.6     50.4     97.7     94.3      2.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      61      123       61       53       85      138      245
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,477
COMMITMENTS
  12,623   14,648        1   30,692   28,804   43,316   43,453    9,161    9,024

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        937)
     995    1,143       -0    1,988    1,455    2,983    2,598   -2,046   -1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     27.9      0.0     58.5     54.9     82.5     82.8     17.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       20        2       22       24       49       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,847
COMMITMENTS
  13,816    7,070      155   26,701   26,643   40,672   33,868    7,175   13,979

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      3,990)
  -5,062    1,884        4    7,354    6,233    2,296    8,121    1,694   -4,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     14.8      0.3     55.8     55.7     85.0     70.8     15.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       13        1       17       18       35       32
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,014
COMMITMENTS
   5,764    1,112      270   13,606   18,823   19,640   20,205    1,374      809

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        263)
      -3      -36       -1      -30       35      -34       -2      297      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      5.3      1.3     64.7     89.6     93.5     96.2      6.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        1        6        3       14        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       46,763
COMMITMENTS
  11,449    8,484    3,345   20,483   19,569   35,277   31,398   11,486   15,365

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,319)
     162      200      156    1,437      811    1,755    1,167     -436      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     18.1      7.2     43.8     41.8     75.4     67.1     24.6     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       12        7       24       24       39       40
 

Updated August 3, 2007