MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,145
COMMITMENTS
   7,933      729    8,369   26,426   31,983   42,729   41,081    8,415   10,064

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,650)
    -565      -79      326    1,700    1,489    1,461    1,737      188      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      1.4     16.4     51.7     62.5     83.5     80.3     16.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22        7       17       28       29       56       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      182,232
COMMITMENTS
  32,871   39,848   44,845   85,014   68,922  162,731  153,615   19,501   28,617

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -4,693)
  -8,204      765    2,646    2,223  -12,291   -3,336   -8,880   -1,358    4,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     21.9     24.6     46.7     37.8     89.3     84.3     10.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      59       81       82       32       37      146      159
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,386
COMMITMENTS
     190      325      111      338      358      639      794      747      593

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     23.4      8.0     24.4     25.8     46.1     57.2     53.9     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4       10        4        4        3       12       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,378
COMMITMENTS
  53,752   27,843   57,539  119,117  114,986  230,408  200,367   18,970   49,011

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -13,067)
  -6,410    2,686   -2,018   -2,623  -10,747  -11,051  -10,080   -2,016   -2,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     11.2     23.1     47.8     46.1     92.4     80.3      7.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      76       77       80       77      127      202      243
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,542
COMMITMENTS
   2,845    2,103    1,195    2,442    3,054    6,483    6,352    2,059    2,190

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -373)
      82      -47     -294      139       54      -73     -288     -300      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     24.6     14.0     28.6     35.7     75.9     74.4     24.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       23       13       23       27       54       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,367
COMMITMENTS
   7,893    4,489    3,709    8,895    4,941   20,497   13,140    4,869   12,227

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        880)
       0      103      341      226     -111      568      333      312      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     17.7     14.6     35.1     19.5     80.8     51.8     19.2     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      36       25       19       37       49       81       88
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      153,793
COMMITMENTS
  81,550   12,901    7,751   29,853  107,861  119,154  128,514   34,639   25,280

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:   -102,001)
 -10,341  -20,692   -1,626  -89,030  -58,736 -100,996  -81,054   -1,005  -20,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.0      8.4      5.0     19.4     70.1     77.5     83.6     22.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      41       17       13       22       21       70       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      104,808
COMMITMENTS
   8,307   66,906    1,181   86,901   11,426   96,389   79,513    8,419   25,295

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -8,405)
   1,262  -19,059      234   -9,534    7,866   -8,038  -10,959     -366    2,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     63.8      1.1     82.9     10.9     92.0     75.9      8.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       37        2       10        7       20       45
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,588
COMMITMENTS
  53,758   11,778      651   30,833   79,525   85,242   91,954    9,346    2,634

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -10,086)
 -15,738    6,855      183    5,081  -16,945  -10,474   -9,907      388     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.8     12.5      0.7     32.6     84.1     90.1     97.2      9.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      58       12        4       10       19       69       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      169,481
COMMITMENTS
 119,382   22,959    5,278   11,895  119,439  136,555  147,676   32,926   21,804

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     27,726)
  26,515    1,929      479   -3,448   24,001   23,546   26,409    4,180    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.4     13.5      3.1      7.0     70.5     80.6     87.1     19.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      45       16       10       14       22       65       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      387,561
COMMITMENTS
  43,304  237,420   14,688  287,681   96,790  345,673  348,898   41,888   38,663

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     44,794)
   3,132   30,881    2,274   37,631   12,418   43,037   45,572    1,757     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     61.3      3.8     74.2     25.0     89.2     90.0     10.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      39       71       16       32       25       76      107
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      211,559
COMMITMENTS
  92,799   25,568   15,034   47,645  132,819  155,478  173,422   56,081   38,137

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,935)
   7,915  -13,690    1,100   -7,227   13,210    1,788      620    1,147    2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9     12.1      7.1     22.5     62.8     73.5     82.0     26.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      52       35       24       25       33       90       79
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,393
COMMITMENTS
  26,627    2,753      421   11,141   36,751   38,189   39,925    3,204    1,468

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        280)
     241      683       24     -389     -101     -124      606      404     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.3      6.7      1.0     26.9     88.8     92.3     96.5      7.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        7        2        8        9       25       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       82,522
COMMITMENTS
   9,798   29,511    2,093   64,360   48,611   76,251   80,215    6,271    2,307

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     13,528)
   3,342    2,424      -18   10,859   11,092   14,183   13,498     -655       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     35.8      2.5     78.0     58.9     92.4     97.2      7.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       19       15       26       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,773,469
COMMITMENTS
 1243535  864,822  6284670 10128301 10173058 17656505 17322551  1116964  1450918

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    451,336)
 165,196 -158,828  136,234  184,530  561,053  485,961  538,459  -34,625  -87,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.6     33.5     54.0     54.2     94.1     92.3      5.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      78       69      123      176      179      313      319
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      751,242
COMMITMENTS
  53,038   89,825  106,178  457,817  443,234  617,032  639,237  134,210  112,006

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     45,047)
   3,370    9,259   29,961    3,460   12,227   36,792   51,447    8,255   -6,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     12.0     14.1     60.9     59.0     82.1     85.1     17.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      49       52       73       91       66      180      151
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,762,642
COMMITMENTS
 386,935  471,232  105,902  994,171  1010182  1487008  1587316  275,633  175,326

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    107,010)
     503   38,758   42,624    9,251    8,579   52,378   89,961   54,632   17,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     26.7      6.0     56.4     57.3     84.4     90.1     15.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      99       96       75       92       93      228      227
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       86,716
COMMITMENTS
  11,082   29,001        3   64,146   54,086   75,231   83,090   11,485    3,626

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -2,857)
  -1,819      634        3   -1,076   -4,358   -2,892   -3,721       35      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     33.4      0.0     74.0     62.4     86.8     95.8     13.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       16        1       36       38       51       55
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,432
COMMITMENTS
   5,396   16,091      153   39,673   32,492   45,221   48,736   11,211    7,696

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      4,130)
    -614      590       60    1,884      632    1,330    1,282    2,799    2,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     28.5      0.3     70.3     57.6     80.1     86.4     19.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9       18        5       24       21       36       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      374,980
COMMITMENTS
 123,678   96,790    9,453  216,256  234,465  349,387  340,708   25,593   34,272

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     13,525)
 -18,287     -745    1,215   27,374    2,161   10,302    2,631    3,223   10,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     25.8      2.5     57.7     62.5     93.2     90.9      6.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      80       61       23       43       51      137      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,363
COMMITMENTS
  73,314    6,561    1,025    5,066   93,283   79,405  100,869   33,958   12,494

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -3,620)
  -1,873   -3,642     -595   -2,717   -1,941   -5,185   -6,178    1,566    2,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.7      5.8      0.9      4.5     82.3     70.0     89.0     30.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      40        9        3        7       14       48       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,629
COMMITMENTS
     248    7,746        0   27,475   19,863   27,723   27,609    4,906    5,020

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,086)
    -495      107        0    2,295    2,264    1,800    2,371      286     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     23.7      0.0     84.2     60.9     85.0     84.6     15.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1       17        0       20       19       21       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      541,428
COMMITMENTS
  72,786  241,750   15,240  434,947  259,088  522,974  516,078   18,454   25,349

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      6,595)
  -4,000   10,780    1,998    7,356   -6,573    5,354    6,205    1,240      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     44.7      2.8     80.3     47.9     96.6     95.3      3.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      43      129       57       57       78      145      219
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,595
COMMITMENTS
  12,295   14,521        2   27,511   23,435   39,808   37,958   10,787   12,637

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        145)
   2,214     -392       -0   -2,407   -1,060     -193   -1,452      338    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     28.7      0.0     54.4     46.3     78.7     75.0     21.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       16        3       19       17       45       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,165
COMMITMENTS
  19,415    1,122      231   13,165   19,019   32,811   20,372    8,354   20,793

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      2,424)
   1,214       91      106     -997    4,765      323    4,962    2,101   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2      2.7      0.6     32.0     46.2     79.7     49.5     20.3     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24        4        2       12       15       36       21
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,203
COMMITMENTS
   5,609      955      270   13,614   18,464   19,493   19,689      710      514

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -286)
     -88       29        0     -199     -217     -287     -188        1      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.7      1.3     67.4     91.4     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        5        1        7        4       16        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       37,579
COMMITMENTS
   3,152    8,224    3,222   19,238   16,388   25,612   27,834   11,967    9,745

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,438)
     863       67      318      875     -436    2,056      -51     -618    1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     21.9      8.6     51.2     43.6     68.2     74.1     31.8     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       11        7       24       24       36       40
 

Updated June 29, 2007