BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,501:       279          0          2      2,434      3,380      2,715      3,382:       786        119
Old  :     3,501:       279          0          2      2,434      3,380      2,715      3,382:       786        119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :      -771:        81          0          2       -637       -741       -554       -739:      -217        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        0.0        0.1       69.5       96.5       77.5       96.6:      22.5        3.4
Old  :     100.0:       8.0        0.0        0.1       69.5       96.5       77.5       96.6:      22.5        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          0          1         14          9         18         10:
Old  :        23:         4          0          1         14          9         18         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       84.4       62.9       95.9       45.5       84.1       62.9       93.1
Old  :                 45.5       84.4       62.9       95.9       45.5       84.1       62.9       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    32,356:     7,411      1,210        551     18,575     23,407     26,537     25,168:     5,819      7,188
Old  :    32,356:     7,411      1,210        551     18,575     23,407     26,537     25,168:     5,819      7,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :    -3,988:    -1,688         73       -137     -2,253     -3,094     -4,078     -3,158:        90       -830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        3.7        1.7       57.4       72.3       82.0       77.8:      18.0       22.2
Old  :     100.0:      22.9        3.7        1.7       57.4       72.3       82.0       77.8:      18.0       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        20          7         13         26         24         52         38:
Old  :        63:        20          7         13         26         24         52         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       39.5       56.4       54.7       39.9       39.0       56.1       54.0
Old  :                 39.9       39.5       56.4       54.7       39.9       39.0       56.1       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   175,843:    33,305     28,056     34,537     92,269     82,225    160,111    144,818:    15,732     31,025
Old  :    69,293:    15,612     36,848      1,413     49,006     20,185     66,031     58,446:     3,262     10,847
Other:   106,550:    37,900     11,415     12,917     43,263     62,040     94,080     86,372:    12,470     20,178
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :       -67:       128      1,004     -2,541      2,136       -521       -277     -2,058:       210      1,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       16.0       19.6       52.5       46.8       91.1       82.4:       8.9       17.6
Old  :     100.0:      22.5       53.2        2.0       70.7       29.1       95.3       84.3:       4.7       15.7
Other:     100.0:      35.6       10.7       12.1       40.6       58.2       88.3       81.1:      11.7       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        55         59         67         31         47        135        143:
Old  :       169:        34         75          5         20         41         56        119:
Other:       161:        64         28         35         28         44        111         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       25.1       40.7       33.1       26.3       19.2       36.8       25.6
Old  :                 50.0       17.2       66.8       29.8       50.0       17.2       66.8       29.7
Other:                 24.8       33.6       38.0       42.8       19.4       22.6       29.0       30.7
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   232,177:    60,908     32,148     41,365    111,546    111,866    213,819    185,379:    18,358     46,798
Old  :   232,177:    60,908     32,148     41,365    111,546    111,866    213,819    185,379:    18,358     46,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     3,918:     2,956     -2,294        713       -739      4,346      2,930      2,765:       988      1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       13.8       17.8       48.0       48.2       92.1       79.8:       7.9       20.2
Old  :     100.0:      26.2       13.8       17.8       48.0       48.2       92.1       79.8:       7.9       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        80         58         72         45        115        167        213:
Old  :       274:        80         58         72         45        115        167        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       14.5       39.6       21.7       26.7       14.4       39.6       20.7
Old  :                 26.7       14.5       39.6       21.7       26.7       14.4       39.6       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,104:     2,191      2,823        343      2,065      1,126      4,599      4,292:     1,505      1,812
Old  :     6,104:     2,191      2,823        343      2,065      1,126      4,599      4,292:     1,505      1,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :      -726:      -240        244       -173       -124       -763       -537       -692:      -189        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       46.2        5.6       33.8       18.4       75.3       70.3:      24.7       29.7
Old  :     100.0:      35.9       46.2        5.6       33.8       18.4       75.3       70.3:      24.7       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        18         20          7         13         15         34         41:
Old  :        58:        18         20          7         13         15         34         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       23.6       50.5       36.0       35.4       23.6       47.3       34.9
Old  :                 35.4       23.6       50.5       36.0       35.4       23.6       47.3       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    29,769:    12,350      2,795      5,152      7,670      5,964     25,172     13,911:     4,597     15,858
Old  :    29,769:    12,350      2,795      5,152      7,670      5,964     25,172     13,911:     4,597     15,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :       413:       471       -481      1,060       -460        515      1,071      1,094:      -658       -681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        9.4       17.3       25.8       20.0       84.6       46.7:      15.4       53.3
Old  :     100.0:      41.5        9.4       17.3       25.8       20.0       84.6       46.7:      15.4       53.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        43         24         21         24         34         82         68:
Old  :       122:        43         24         21         24         34         82         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       14.7       32.8       21.6       15.2        7.2       25.3       11.7
Old  :                 21.9       14.7       32.8       21.6       15.2        7.2       25.3       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   135,940:    73,234     21,889      3,884     30,583     91,730    107,701    117,503:    28,239     18,437
Old  :   135,940:    73,234     21,889      3,884     30,583     91,730    107,701    117,503:    28,239     18,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     2,084:     5,221     -1,030      1,368     -5,937      3,518        652      3,856:     1,432     -1,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       16.1        2.9       22.5       67.5       79.2       86.4:      20.8       13.6
Old  :     100.0:      53.9       16.1        2.9       22.5       67.5       79.2       86.4:      20.8       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        38         15          9         27         20         69         40:
Old  :        90:        38         15          9         27         20         69         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       52.1       35.9       65.5       24.7       50.2       35.7       63.4
Old  :                 24.7       52.1       35.9       65.5       24.7       50.2       35.7       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :   131,156:    12,078     46,553      1,057    105,019     69,360    118,154    116,970:    13,002     14,186
Old  :   131,156:    12,078     46,553      1,057    105,019     69,360    118,154    116,970:    13,002     14,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :    12,286:    -5,845     10,507      1,055     15,696       -167     10,906     11,395:     1,380        891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       35.5        0.8       80.1       52.9       90.1       89.2:       9.9       10.8
Old  :     100.0:       9.2       35.5        0.8       80.1       52.9       90.1       89.2:       9.9       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        14         19          3         12         14         27         35:
Old  :        54:        14         19          3         12         14         27         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       37.2       83.1       58.5       73.4       32.8       79.0       53.6
Old  :                 73.5       37.2       83.1       58.5       73.4       32.8       79.0       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   109,118:    10,724     26,644      1,640     91,984     77,295    104,348    105,579:     4,770      3,539
Old  :   109,118:    10,724     26,644      1,640     91,984     77,295    104,348    105,579:     4,770      3,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     7,939:       -37     -4,319      1,072      7,177     12,015      8,212      8,768:      -273       -829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       24.4        1.5       84.3       70.8       95.6       96.8:       4.4        3.2
Old  :     100.0:       9.8       24.4        1.5       84.3       70.8       95.6       96.8:       4.4        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        20         36          7         18         16         42         55:
Old  :        83:        20         36          7         18         16         42         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       70.3       79.2       79.9       42.1       42.4       52.6       50.6
Old  :                 62.2       70.3       79.2       79.9       42.1       42.4       52.6       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   125,940:    53,176     20,602      1,362     48,925     86,940    103,463    108,904:    22,477     17,036
Old  :   125,940:    53,176     20,602      1,362     48,925     86,940    103,463    108,904:    22,477     17,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     2,370:    -2,349       -352        125      3,043      1,866        819      1,639:     1,551        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       16.4        1.1       38.8       69.0       82.2       86.5:      17.8       13.5
Old  :     100.0:      42.2       16.4        1.1       38.8       69.0       82.2       86.5:      17.8       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22         24          6         18         18         44         44:
Old  :        73:        22         24          6         18         18         44         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       38.1       64.9       56.9       52.6       35.7       63.9       54.0
Old  :                 52.6       38.1       64.9       56.9       52.6       35.7       63.9       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   269,834:    58,339     65,392      2,003    175,469    178,832    235,811    246,227:    34,023     23,607
Old  :   269,834:    58,339     65,392      2,003    175,469    178,832    235,811    246,227:    34,023     23,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :    -7,161:    -7,789      9,110       -141      2,135    -17,039     -5,795     -8,070:    -1,366        909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       24.2        0.7       65.0       66.3       87.4       91.3:      12.6        8.7
Old  :     100.0:      21.6       24.2        0.7       65.0       66.3       87.4       91.3:      12.6        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        38         33          6         28         23         71         57:
Old  :       110:        38         33          6         28         23         71         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       52.8       62.0       66.8       49.6       50.9       61.5       64.9
Old  :                 50.1       52.8       62.0       66.8       49.6       50.9       61.5       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   221,662:    78,483     31,838      3,178     91,240    155,853    172,901    190,869:    48,761     30,793
Old  :   221,662:    78,483     31,838      3,178     91,240    155,853    172,901    190,869:    48,761     30,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :       564:     3,988        169     -1,907     -7,086      2,971     -5,005      1,233:     5,569       -669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       14.4        1.4       41.2       70.3       78.0       86.1:      22.0       13.9
Old  :     100.0:      35.4       14.4        1.4       41.2       70.3       78.0       86.1:      22.0       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        53         33         12         34         28         92         68:
Old  :       134:        53         33         12         34         28         92         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       43.9       47.6       59.1       39.9       42.8       47.4       57.6
Old  :                 40.0       43.9       47.6       59.1       39.9       42.8       47.4       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    29,416:    10,850      4,507        105     16,277     23,332     27,232     27,944:     2,184      1,472
Old  :    29,416:    10,850      4,507        105     16,277     23,332     27,232     27,944:     2,184      1,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :       180:     2,421        -97          0     -1,917      1,263        504      1,166:      -324       -986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       15.3        0.4       55.3       79.3       92.6       95.0:       7.4        5.0
Old  :     100.0:      36.9       15.3        0.4       55.3       79.3       92.6       95.0:       7.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        11          7          1         13         14         24         22:
Old  :        37:        11          7          1         13         14         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       67.5       81.2       81.5       66.6       65.9       79.5       77.9
Old  :                 66.9       67.5       81.2       81.5       66.6       65.9       79.5       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    65,760:    17,900     21,319      1,881     43,142     40,678     62,923     63,878:     2,837      1,882
Old  :    65,760:    17,900     21,319      1,881     43,142     40,678     62,923     63,878:     2,837      1,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     4,544:    -1,673      1,713     -1,891      8,224      6,470      4,660      6,292:      -116     -1,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       32.4        2.9       65.6       61.9       95.7       97.1:       4.3        2.9
Old  :     100.0:      27.2       32.4        2.9       65.6       61.9       95.7       97.1:       4.3        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          3         18         13         24         16:
Old  :        28:         4          2          3         18         13         24         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       72.6       72.9       88.6       55.0       69.7       70.8       81.9
Old  :                 57.1       72.6       72.9       88.6       55.0       69.7       70.8       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,207,907: 1,752,802    449,605  1,376,739  6,931,686  8,191,721 10,061,227 10,018,065: 1,146,680  1,189,842
Old  :11,207,907: 1,752,802    449,605  1,376,739  6,931,686  8,191,721 10,061,227 10,018,065: 1,146,680  1,189,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :   100,870:   143,786    -49,716    108,524   -143,787     58,321    108,523    117,129:    -7,653    -16,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        4.0       12.3       61.8       73.1       89.8       89.4:      10.2       10.6
Old  :     100.0:      15.6        4.0       12.3       61.8       73.1       89.8       89.4:      10.2       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        79         40         92        163        162        284        263:
Old  :       309:        79         40         92        163        162        284        263:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       20.5       36.9       35.0       25.8       16.9       32.0       30.3
Old  :                 28.2       20.5       36.9       35.0       25.8       16.9       32.0       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   666,464:    54,607    100,867     11,672    476,999    465,019    543,278    577,558:   123,186     88,906
Old  :   666,464:    54,607    100,867     11,672    476,999    465,019    543,278    577,558:   123,186     88,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :    -9,428:     1,492      3,198      1,661    -12,585       -555     -9,432      4,304:         4    -13,732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       15.1        1.8       71.6       69.8       81.5       86.7:      18.5       13.3
Old  :     100.0:       8.2       15.1        1.8       71.6       69.8       81.5       86.7:      18.5       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        42         45         23         83         55        138        110:
Old  :       196:        42         45         23         83         55        138        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       27.4       32.8       42.0       21.2       27.0       31.4       41.2
Old  :                 21.4       27.4       32.8       42.0       21.2       27.0       31.4       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,086,435:   302,875    670,612     73,574  1,560,435  1,171,090  1,936,884  1,915,276:   149,551    171,159
Old  : 2,086,435:   302,875    670,612     73,574  1,560,435  1,171,090  1,936,884  1,915,276:   149,551    171,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :   -29,005:   -29,909    -27,322     12,697     60,091     -1,488     42,879    -16,113:   -71,884    -12,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       32.1        3.5       74.8       56.1       92.8       91.8:       7.2        8.2
Old  :     100.0:      14.5       32.1        3.5       74.8       56.1       92.8       91.8:       7.2        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        53        115         34         96        114        173        239:
Old  :       322:        53        115         34         96        114        173        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       18.3       41.4       28.0       21.9       14.7       33.7       23.4
Old  :                 29.0       18.3       41.4       28.0       21.9       14.7       33.7       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    86,398:     6,957     25,523          0     71,618     56,289     78,575     81,812:     7,823      4,586
Old  :    86,398:     6,957     25,523          0     71,618     56,289     78,575     81,812:     7,823      4,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     1,420:       585     -1,553        -49        491      2,575      1,027        973:       393        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       29.5        0.0       82.9       65.2       90.9       94.7:       9.1        5.3
Old  :     100.0:       8.1       29.5        0.0       82.9       65.2       90.9       94.7:       9.1        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:         8         12          0         35         38         43         50:
Old  :        82:         8         12          0         35         38         43         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       39.2       61.4       54.7       39.3       38.6       60.5       54.1
Old  :                 39.8       39.2       61.4       54.7       39.3       38.6       60.5       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    71,320:     6,471     24,771         10     58,353     32,285     64,834     57,066:     6,486     14,254
Old  :    71,320:     6,471     24,771         10     58,353     32,285     64,834     57,066:     6,486     14,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     3,417:     3,047        111          3        220     -1,432      3,270     -1,318:       147      4,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       34.7        0.0       81.8       45.3       90.9       80.0:       9.1       20.0
Old  :     100.0:       9.1       34.7        0.0       81.8       45.3       90.9       80.0:       9.1       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        14         12          1         27         16         42         28:
Old  :        61:        14         12          1         27         16         42         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       42.4       62.3       60.0       42.8       39.4       56.6       53.5
Old  :                 46.3       42.4       62.3       60.0       42.8       39.4       56.6       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   438,432:   114,734    102,016     15,485    245,328    297,226    375,547    414,727:    62,885     23,705
Old  :   438,432:   114,734    102,016     15,485    245,328    297,226    375,547    414,727:    62,885     23,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :    27,920:   -10,007    -29,019      1,909     10,435     48,935      2,337     21,825:    25,583      6,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       23.3        3.5       56.0       67.8       85.7       94.6:      14.3        5.4
Old  :     100.0:      26.2       23.3        3.5       56.0       67.8       85.7       94.6:      14.3        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        75         58         19         49         56        133        124:
Old  :       224:        75         58         19         49         56        133        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       35.3       42.8       48.5       26.4       34.7       40.3       47.9
Old  :                 27.4       35.3       42.8       48.5       26.4       34.7       40.3       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   103,527:    36,282      9,762      1,174     47,591     80,156     85,047     91,092:    18,480     12,435
Old  :   103,527:    36,282      9,762      1,174     47,591     80,156     85,047     91,092:    18,480     12,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     6,885:    13,073     -1,488        910     -5,756      7,294      8,227      6,716:    -1,342        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        9.4        1.1       46.0       77.4       82.1       88.0:      17.9       12.0
Old  :     100.0:      35.0        9.4        1.1       46.0       77.4       82.1       88.0:      17.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        22         10          3         14         16         37         29:
Old  :        55:        22         10          3         14         16         37         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       63.5       56.9       75.5       38.8       63.0       51.3       71.7
Old  :                 43.1       63.5       56.9       75.5       38.8       63.0       51.3       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    58,445:         2      9,948         60     50,162     42,356     50,224     52,364:     8,221      6,081
Old  :    58,445:         2      9,948         60     50,162     42,356     50,224     52,364:     8,221      6,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :       104:         2       -349        -52        -18         78        -68       -323:       172        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.0        0.1       85.8       72.5       85.9       89.6:      14.1       10.4
Old  :     100.0:       0.0       17.0        0.1       85.8       72.5       85.9       89.6:      14.1       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         1         20          2         23         20         26         40:
Old  :        56:         1         20          2         23         20         26         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       42.1       76.0       58.7       56.4       41.3       73.8       57.8
Old  :                 57.5       42.1       76.0       58.7       56.4       41.3       73.8       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   602,671:    63,805    228,777      6,919    521,327    328,225    592,051    563,921:    10,620     38,750
Old  :   602,671:    63,805    228,777      6,919    521,327    328,225    592,051    563,921:    10,620     38,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     3,707:     1,097       -881      3,468        197     -1,084      4,762      1,503:    -1,055      2,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       38.0        1.1       86.5       54.5       98.2       93.6:       1.8        6.4
Old  :     100.0:      10.6       38.0        1.1       86.5       54.5       98.2       93.6:       1.8        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        32        118         17         52         91         94        217:
Old  :       262:        32        118         17         52         91         94        217:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       17.8       73.5       28.0       42.1       15.5       65.3       24.1
Old  :                 47.0       17.8       73.5       28.0       42.1       15.5       65.3       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    67,321:    12,866     20,509      3,434     42,064     33,306     58,364     57,249:     8,957     10,072
Old  :    67,321:    12,866     20,509      3,434     42,064     33,306     58,364     57,249:     8,957     10,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :     6,205:      -753     -3,342      3,426      4,014      4,555      6,687      4,639:      -482      1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       30.5        5.1       62.5       49.5       86.7       85.0:      13.3       15.0
Old  :     100.0:      19.1       30.5        5.1       62.5       49.5       86.7       85.0:      13.3       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        16         23          6         24         25         45         50:
Old  :        82:        16         23          6         24         25         45         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       35.6       42.8       49.7       22.5       29.8       38.4       41.8
Old  :                 25.3       35.6       42.8       49.7       22.5       29.8       38.4       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    57,176:    23,514      4,205        364     28,070     32,352     51,948     36,921:     5,228     20,255
Old  :    57,176:    23,514      4,205        364     28,070     32,352     51,948     36,921:     5,228     20,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :      -539:     1,854     -2,094        162          6      1,470      2,022       -462:    -2,561        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        7.4        0.6       49.1       56.6       90.9       64.6:       9.1       35.4
Old  :     100.0:      41.1        7.4        0.6       49.1       56.6       90.9       64.6:       9.1       35.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        26          5          3         20         20         47         27:
Old  :        67:        26          5          3         20         20         47         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       37.5       48.6       48.0       29.1       33.2       46.0       42.7
Old  :                 30.5       37.5       48.6       48.0       29.1       33.2       46.0       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,013:     5,688      2,783          0     14,076     17,530     19,764     20,313:     1,249        700
Old  :    21,013:     5,688      2,783          0     14,076     17,530     19,764     20,313:     1,249        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :       500:       615        440       -270       -455         94       -110        264:       610        236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       13.2        0.0       67.0       83.4       94.1       96.7:       5.9        3.3
Old  :     100.0:      27.1       13.2        0.0       67.0       83.4       94.1       96.7:       5.9        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9          5          0          6          3         15          8:
Old  :        23:         9          5          0          6          3         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       90.6       87.9       96.7       70.8       90.6       87.9       96.7
Old  :                 70.8       90.6       87.9       96.7       70.8       90.6       87.9       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    51,645:    12,951      6,662      5,067     24,466     19,121     42,484     30,850:     9,161     20,795
Old  :    51,645:    12,951      6,662      5,067     24,466     19,121     42,484     30,850:     9,161     20,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2007                      :
     :      -148:       730     -1,225        464       -930       -773        264     -1,534:      -412      1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       12.9        9.8       47.4       37.0       82.3       59.7:      17.7       40.3
Old  :     100.0:      25.1       12.9        9.8       47.4       37.0       82.3       59.7:      17.7       40.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        10         12          9         23         27         38         44:
Old  :        54:        10         12          9         23         27         38         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       15.4       53.1       27.0       32.7       14.0       41.8       22.1
Old  :                 39.0       15.4       53.1       27.0       32.7       14.0       41.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 7, 2007