BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,964
COMMITMENTS
     211       50       16    2,950    3,753    3,177    3,819      787      145

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        231)
     -23      -42        1      230      323      208      282       23      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.3      0.4     74.4     94.7     80.1     96.3     19.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       15       12       20       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,978
COMMITMENTS
   6,635    2,002    4,960   24,018   26,630   35,614   33,592    7,364    9,386

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,044)
     493      205      -68      646      223    1,072      360      -27      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      4.7     11.5     55.9     62.0     82.9     78.2     17.1     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21        7       17       27       25       54       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,495
COMMITMENTS
  33,034   27,642   49,073   95,269   84,035  177,377  160,751   20,118   36,744

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,169)
     677    5,465    1,180   -1,773   -5,357       84    1,289    1,084     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     14.0     24.8     48.2     42.6     89.8     81.4     10.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      65       79       83       35       51      156      171
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,160
COMMITMENTS
       3      627       80      567        0      650      708      510      452

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     54.1      6.9     48.9      0.0     56.1     61.0     43.9     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       14        2        5        0        7       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      269,851
COMMITMENTS
  61,041   27,225   60,626  124,577  125,697  246,244  213,547   23,608   56,304

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     17,395)
   3,541      114    5,629    5,017    6,011   14,188   11,754    3,207    5,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     10.1     22.5     46.2     46.6     91.3     79.1      8.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     100       52       98       88      124      238      240
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,784
COMMITMENTS
   3,262    3,815      578    1,926      993    5,767    5,386    2,018    2,398

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,312)
     749      470       83      104      466      936    1,019      376      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9     49.0      7.4     24.7     12.8     74.1     69.2     25.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      26       21        5       13       14       40       39
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,648
COMMITMENTS
  11,957    1,783    6,715    8,056    6,522   26,729   15,019    4,919   16,629

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        446)
    -672      290      503      667      -59      498      734      -52     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8      5.6     21.2     25.5     20.6     84.5     47.5     15.5     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      46       23       34       35       43      103       87
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      147,614
COMMITMENTS
  75,565   14,399   10,215   22,666   93,253  108,446  117,867   39,168   29,747

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -36,283)
 -15,659    5,109   -3,448  -13,773  -36,849  -32,880  -35,187   -3,404   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.2      9.8      6.9     15.4     63.2     73.5     79.8     26.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      38       16       16       22       20       68       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       75,070
COMMITMENTS
  32,721   26,642    2,221   16,043   35,167   50,984   64,030   24,086   11,041

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      5,575)
   4,418    3,717      326   -1,612      -77    3,132    3,965    2,443    1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6     35.5      3.0     21.4     46.8     67.9     85.3     32.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      26       16        4        7       14       36       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       75,151
COMMITMENTS
  18,346   31,267      201   51,773   40,054   70,320   71,522    4,831    3,629

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      2,597)
   8,398   -6,753      201   -6,624    8,998    1,975    2,446      622      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     41.6      0.3     68.9     53.3     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       17        1       15       14       47       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       94,273
COMMITMENTS
  47,896   22,043    5,396   19,487   49,677   72,779   77,115   21,494   17,158

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      7,070)
   8,248   -2,553     -221      720    9,957    8,746    7,183   -1,676     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.8     23.4      5.7     20.7     52.7     77.2     81.8     22.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      25       20        9       13       19       41       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      222,030
COMMITMENTS
  48,106   50,890   18,824  118,290  129,290  185,220  199,004   36,810   23,026

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      6,955)
   7,271  -12,527     -159   -1,124   19,603    5,988    6,917      968       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     22.9      8.5     53.3     58.2     83.4     89.6     16.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      37       39       19       26       26       74       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      246,858
COMMITMENTS
 121,971   36,917   23,209   41,547  140,677  186,727  200,803   60,131   46,055

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     14,346)
  -1,660    1,209    5,643    8,036   -3,756   12,020    3,096    2,326   11,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.4     15.0      9.4     16.8     57.0     75.6     81.3     24.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      71       50       35       29       33      122       96
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,124
COMMITMENTS
  15,904    3,182      105    2,731   16,473   18,740   19,760    2,384    1,364

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      2,109)
   1,460      -90      -49      178    2,131    1,589    1,992      520      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.3     15.1      0.5     12.9     78.0     88.7     93.5     11.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        5        1        8       11       21       17
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       96,176
COMMITMENTS
  17,778   17,986    2,946   67,330   70,393   88,054   91,325    8,122    4,851

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     10,818)
   4,532    1,578      405    3,637    8,936    8,574   10,919    2,244     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     18.7      3.1     70.0     73.2     91.6     95.0      8.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        3       17       15       23       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,060,749
COMMITMENTS
 1321138  302,717  7399084  9062581 10065972 17782803 17767772  1277947  1292978

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -37,525)
  10,070 -138,145   95,536 -193,100  -48,152  -87,494  -90,762   49,969   53,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      1.6     38.8     47.5     52.8     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      84       49      119      165      160      305      284
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      690,134
COMMITMENTS
  49,304   88,989   81,443  439,839  369,363  570,586  539,794  119,547  150,340

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -262,079)
 -13,349  -18,266  -57,943  -91,590 -155,344 -162,882 -231,553  -99,197  -30,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     12.9     11.8     63.7     53.5     82.7     78.2     17.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      42       56       63       84       61      165      141
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,858,335
COMMITMENTS
 288,416  441,195  110,513  1068426  1150455  1467355  1702162  390,980  156,173

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -1,187,905)
  -2,436 -250,922 -205,140 -935,796 -332,765 -1143373 -788,827  -44,532 -399,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     23.7      5.9     57.5     61.9     79.0     91.6     21.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      62      107       55       86      104      188      226
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,078
COMMITMENTS
   9,902   25,425        0   73,619   67,882   83,521   93,307   13,557    3,771

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -34,622)
   1,362   -1,171   -2,125  -27,604  -17,264  -28,367  -20,560   -6,255  -14,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     26.2      0.0     75.8     69.9     86.0     96.1     14.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       13        0       34       33       47       46
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       41,826
COMMITMENTS
   9,064   10,778      157   24,443   19,793   33,664   30,728    8,162   11,098

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -47,003)
   1,862  -15,332     -124  -42,657  -21,823  -40,918  -37,279   -6,085   -9,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     25.8      0.4     58.4     47.3     80.5     73.5     19.5     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       14        2       22       20       39       34
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      330,700
COMMITMENTS
 110,123  100,919   13,189  158,233  197,319  281,545  311,428   49,155   19,273

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -252,113)
 -20,925   -4,502  -21,396 -179,375 -218,402 -221,696 -244,299  -30,417   -7,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     30.5      4.0     47.8     59.7     85.1     94.2     14.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      82       53       19       47       51      140      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       75,749
COMMITMENTS
  46,517    7,486      818    4,529   60,079   51,864   68,383   23,885    7,366

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     14,447)
  12,005   -3,884       -9    1,826   18,729   13,822   14,836      625     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.4      9.9      1.1      6.0     79.3     68.5     90.3     31.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25        7        4        7       17       33       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,612
COMMITMENTS
   1,277    9,923        8   19,444   14,155   20,729   24,087    9,883    6,525

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -38,112)
     926   -3,525     -812  -33,514  -30,053  -33,400  -34,390   -4,712   -3,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     32.4      0.0     63.5     46.2     67.7     78.7     32.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       18        2       20       17       23       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      581,039
COMMITMENTS
  60,615  251,748    9,585  500,487  271,886  570,687  533,220   10,351   47,819

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -161,553)
 -16,577  -13,769  -15,672 -109,099 -106,113 -141,348 -135,554  -20,205  -25,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     43.3      1.6     86.1     46.8     98.2     91.8      1.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      27      135       43       52       83      117      223
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       66,492
COMMITMENTS
   9,868   31,451        1   47,719   21,675   57,588   53,127    8,904   13,365

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -2,450)
   1,716     -595     -299   -2,937     -291   -1,520   -1,185     -930   -1,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     47.3      0.0     71.8     32.6     86.6     79.9     13.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      10       26        2       17       18       29       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,413
COMMITMENTS
  29,486    3,964      100   28,715   21,400   58,301   25,464    6,112   38,949

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -5,910)
  -2,772     -230       -1   -2,837    1,342   -5,610    1,111     -300   -7,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      6.2      0.2     44.6     33.2     90.5     39.5      9.5     60.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15        6        1       16       12       31       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,669
COMMITMENTS
   6,701    1,695        2   14,093   19,742   20,796   21,439      873      230

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -2,428)
     466   -1,108        2   -2,649     -922   -2,181   -2,028     -247     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      7.8      0.0     65.0     91.1     96.0     98.9      4.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        5        1        7        4       20        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       33,627
COMMITMENTS
   4,391    8,722    4,453   13,181   15,258   22,025   28,433   11,602    5,194

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      5,770)
    -102    1,677     -204    1,694    2,110    1,388    3,583    4,382    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     25.9     13.2     39.2     45.4     65.5     84.6     34.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7       15        8       19       23       31       42
 

Updated September 28, 2007