BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,325
COMMITMENTS
     144        1       29    2,322    3,200    2,495    3,230      830       95

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:         57)
     -14        1       29       54       69       69       99      -12      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.9     69.8     96.2     75.0     97.1     25.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       14       11       17       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,709
COMMITMENTS
   5,028    2,146    4,974   23,150   24,140   33,152   31,259    6,557    8,450

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        266)
     -56       31        2       73       82       19      116      247      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      5.4     12.5     58.3     60.8     83.5     78.7     16.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19        6       17       30       28       54       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      196,170
COMMITMENTS
  39,008   35,560   46,424   91,288   76,007  176,720  157,990   19,449   38,179

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      9,374)
   3,507    2,116    2,540    1,705    2,760    7,752    7,417    1,622    1,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     18.1     23.7     46.5     38.7     90.1     80.5      9.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      64       78       84       31       53      151      178
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,714
COMMITMENTS
      32      805      202      892      143    1,126    1,150      587      564

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        204)
     -48       16       86      129       13      167      114       37       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     47.0     11.8     52.0      8.3     65.7     67.1     34.3     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1       18        4        5        3       10       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,894
COMMITMENTS
  57,539   35,168   48,986  126,689  116,993  233,214  201,147   18,680   50,747

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      3,893)
   1,517      676      517    2,266      911    4,300    2,104     -407    1,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     14.0     19.4     50.3     46.4     92.6     79.9      7.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      80       78       86       76      118      197      250
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,601
COMMITMENTS
   4,271    4,277      857    2,185    1,588    7,312    6,723    2,288    2,878

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -208)
     -22       33     -171      -42     -160     -234     -298       26       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5     44.6      8.9     22.8     16.5     76.2     70.0     23.8     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      30       26        9       23       24       58       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,924
COMMITMENTS
  12,452    2,560    4,885    8,122    5,920   25,459   13,365    4,465   16,559

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,033)
     435      737       60      163       80      657      877      376      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      8.6     16.3     27.1     19.8     85.1     44.7     14.9     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      44       22       29       35       45       96       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      167,029
COMMITMENTS
  84,893   11,010   13,492   25,550  110,173  123,934  134,675   43,095   32,354

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -4,407)
  -8,710   -3,561    3,303    3,361   -5,045   -2,046   -5,303   -2,361      896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.8      6.6      8.1     15.3     66.0     74.2     80.6     25.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      38       22       18       24       24       72       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       73,381
COMMITMENTS
  26,100   24,206    1,879   22,529   33,102   50,508   59,188   22,873   14,193

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -6,337)
      53  -10,540      200   -7,034    3,345   -6,782   -6,995      445      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     33.0      2.6     30.7     45.1     68.8     80.7     31.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20       16        3        7       12       28       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       96,324
COMMITMENTS
  51,103    5,844      254   38,795   87,188   90,152   93,286    6,172    3,038

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     11,698)
  13,533   -1,532     -231   -1,636   13,300   11,666   11,537       32      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.1      6.1      0.3     40.3     90.5     93.6     96.8      6.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      60       13        2       10       18       70       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      134,177
COMMITMENTS
  61,898   15,453    6,880   39,654   90,720  108,432  113,053   25,745   21,125

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     16,877)
   5,543   -4,362      770   12,282   19,026   18,595   15,434   -1,718    1,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     11.5      5.1     29.6     67.6     80.8     84.3     19.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       19        9       16       22       47       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      280,060
COMMITMENTS
  43,818   66,308   27,021  172,717  162,285  243,556  255,614   36,504   24,446

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      3,446)
    -735  -18,073    4,815   -1,486   19,810    2,594    6,552      852   -3,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     23.7      9.6     61.7     57.9     87.0     91.3     13.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      35       41       17       29       28       73       77
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      236,958
COMMITMENTS
  99,442   28,021   26,619   50,977  135,038  177,038  189,678   59,920   47,280

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -5,874)
 -16,552      758    4,067    8,497  -15,644   -3,989  -10,819   -1,886    4,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0     11.8     11.2     21.5     57.0     74.7     80.0     25.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      55       42       30       30       34      103       88
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,493
COMMITMENTS
  23,802    4,351       98    3,410   24,335   27,310   28,784    3,183    1,709

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -191)
  -1,789    1,145       -7    1,003   -1,225     -793      -87      602     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.1     14.3      0.3     11.2     79.8     89.6     94.4     10.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        7        1        8       12       20       20
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       57,293
COMMITMENTS
   7,113    6,661    3,292   42,042   42,731   52,447   52,684    4,846    4,609

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      9,298)
   2,126   -5,893    2,728    4,074   11,366    8,928    8,201      370    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     11.6      5.7     73.4     74.6     91.5     92.0      8.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       16       16       18       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,815,277
COMMITMENTS
 1307274  364,402  6986281  9138131 10101079 17431685 17451762  1383592  1363516

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:  1,544,321)
 169,646   49,849  870,124  444,083  602,207  1483854  1522181   60,467   22,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      1.9     37.1     48.6     53.7     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      83       53      120      159      153      300      277
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      719,368
COMMITMENTS
  54,201   87,572   79,491  456,768  404,972  590,460  572,035  128,908  147,333

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -7,441)
   2,953    1,950  -18,557    5,600    9,985  -10,004   -6,622    2,563     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     12.2     11.1     63.5     56.3     82.1     79.5     17.9     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      46       53       60       86       62      170      137
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,082,384
COMMITMENTS
 307,607  522,050  107,625  1226802  1275132  1642035  1904807  440,349  177,576

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:    -68,895)
 -15,540    7,788  -29,726  -18,323  -60,098  -63,589  -82,036   -5,307   13,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     25.1      5.2     58.9     61.2     78.9     91.5     21.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      59      103       61       91       95      195      214
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       99,285
COMMITMENTS
  13,258   25,744      135   71,020   69,951   84,413   95,830   14,872    3,455

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -3,523)
     159      -68      111   -3,546   -2,592   -3,276   -2,549     -247     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     25.9      0.1     71.5     70.5     85.0     96.5     15.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      18       11        1       36       36       54       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,381
COMMITMENTS
  13,803   11,455      165   31,034   27,685   45,001   39,305   10,380   16,077

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      5,789)
       7    1,082     -343    6,020    5,203    5,684    5,941      105     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     20.7      0.3     56.0     50.0     81.3     71.0     18.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       13        2       25       18       46       31
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      434,959
COMMITMENTS
 174,408  132,862   13,146  175,514  268,131  363,067  414,138   71,892   20,821

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,940)
     786   11,767   -1,333    9,127  -10,385    8,580       49   -5,640    2,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1     30.5      3.0     40.4     61.6     83.5     95.2     16.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      98       65       26       53       53      163      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       89,160
COMMITMENTS
  51,376    8,055    1,335   10,121   69,246   62,832   78,636   26,327   10,524

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:    -11,068)
 -13,288   -1,212       91    2,442  -10,171  -10,755  -11,293     -313      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6      9.0      1.5     11.4     77.7     70.5     88.2     29.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      32       10        3       13       17       46       29
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,575
COMMITMENTS
   2,866   11,257        6   19,685   16,401   22,557   27,664   11,018    5,911

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,987)
     430      275       -2    1,620    2,054    2,048    2,326      -61     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     33.5      0.0     58.6     48.8     67.2     82.4     32.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       22        1       19       21       25       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      591,303
COMMITMENTS
  64,766  241,693   10,900  504,275  279,093  579,941  531,687   11,362   59,617

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      5,216)
    -657    7,336   -1,559   11,670   -4,998    9,454      779   -4,238    4,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     40.9      1.8     85.3     47.2     98.1     89.9      1.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      31      142       43       61       81      130      228
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       70,064
COMMITMENTS
  12,799   33,568        0   47,631   24,127   60,430   57,695    9,634   12,369

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        622)
     396      762     -195     -951     -267     -750      300    1,372      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     47.9      0.0     68.0     34.4     86.2     82.3     13.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      14       23        1       17       21       32       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,922
COMMITMENTS
  26,627    5,330      245   27,864   23,201   54,736   28,776    8,186   34,146

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -2,497)
  -2,276      333      145   -1,896     -228   -4,027      250    1,530   -2,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3      8.5      0.4     44.3     36.9     87.0     45.7     13.0     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      17        6        1       14       15       31       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,032
COMMITMENTS
   6,458    1,740        0   14,190   19,845   20,648   21,585    1,384      447

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        -76)
    -117      -44        0     -125      -97     -242     -141      166       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      7.9      0.0     64.4     90.1     93.7     98.0      6.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        5        0        6        4       16        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       33,991
COMMITMENTS
   5,891    7,961    4,362   12,688   16,509   22,941   28,832   11,050    5,159

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,867)
   1,367      435      849    1,230      680    3,446    1,964     -579      903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     23.4     12.8     37.3     48.6     67.5     84.8     32.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       13        8       18       24       30       41
 

Updated October 26, 2007