MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,161
COMMITMENTS
  12,467    1,007    1,076   19,969   29,272   33,512   31,355    6,649    8,806

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:      1,447)
   1,028      116      -48      349      935    1,329    1,003      118      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      2.5      2.7     49.7     72.9     83.4     78.1     16.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23        5       15       25       24       53       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      176,728
COMMITMENTS
  40,336   42,263   35,476   81,195   76,556  157,007  154,295   19,721   22,433

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -5,456)
    -667    1,655     -488     -210   -2,808   -1,365   -1,641   -4,091   -3,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     23.9     20.1     45.9     43.3     88.8     87.3     11.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      80       71       88       29       37      164      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,428
COMMITMENTS
  59,227   33,440   45,956  116,376  113,255  221,559  192,651   19,869   48,777

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -1,842)
   2,119      854      503   -1,033      -64    1,589    1,293   -3,431   -3,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     13.9     19.0     48.2     46.9     91.8     79.8      8.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      71       77       68       67      132      182      244
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,239
COMMITMENTS
   2,753    2,302    1,107    2,174    2,691    6,034    6,100    2,205    2,139

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        -91)
      47     -352     -499      222      696     -230     -155      139       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     27.9     13.4     26.4     32.7     73.2     74.0     26.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       21       11       17       25       47       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,011
COMMITMENTS
   7,897    5,532    1,524    8,470    4,472   17,891   11,528    4,120   10,483

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        281)
      44      707      276      233     -381      553      602     -272     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     25.1      6.9     38.5     20.3     81.3     52.4     18.7     47.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      29       30       14       30       40       70       76
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      243,351
COMMITMENTS
  92,321   33,525    3,633  115,191  163,257  211,145  200,415   32,206   42,936

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     11,261)
  -6,083   -2,874     -492   19,303   -1,878   12,728   -5,244   -1,467   16,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     13.8      1.5     47.3     67.1     86.8     82.4     13.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      50       21        7       23       23       78       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      110,556
COMMITMENTS
   6,682   86,013       11   95,587    2,206  102,280   88,230    8,276   22,326

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -44,584)
  -3,659   -3,509   -1,063  -36,276  -41,698  -40,998  -46,270   -3,586    1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     77.8      0.0     86.5      2.0     92.5     79.8      7.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       42        1        9        6       17       48
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      104,674
COMMITMENTS
  69,496    4,923      468   25,752   96,470   95,716  101,861    8,958    2,813

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -33,365)
  -3,102  -11,345   -3,924  -24,978  -16,150  -32,004  -31,419   -1,361   -1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.4      4.7      0.4     24.6     92.2     91.4     97.3      8.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      61       11        3        8       22       69       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      133,035
COMMITMENTS
  92,943   21,250      265   13,029   93,387  106,237  114,902   26,798   18,133

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:       -360)
  29,299   -2,977   -3,490  -26,540    8,926     -731    2,459      371   -2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.9     16.0      0.2      9.8     70.2     79.9     86.4     20.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      37       16        2       13       21       51       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      310,083
COMMITMENTS
  45,218  206,579      515  227,309   65,979  273,042  273,073   37,041   37,010

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -70,449)
  -3,573   30,226   -1,576  -51,721  -96,899  -56,870  -68,249  -13,579   -2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     66.6      0.2     73.3     21.3     88.1     88.1     11.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      29       65        6       27       22       60       89
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      183,775
COMMITMENTS
  85,173   38,832      926   47,546  113,147  133,645  152,905   50,130   30,870

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -44,117)
  -8,389   -4,092   -2,019  -23,653  -27,256  -34,061  -33,367  -10,056  -10,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     21.1      0.5     25.9     61.6     72.7     83.2     27.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      46       41        6       25       26       73       71
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,113
COMMITMENTS
  26,386    2,070      397   11,530   36,852   38,313   39,319    2,800    1,794

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -14,516)
  -1,587      493      379  -13,088  -15,358  -14,296  -14,486     -220      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2      5.0      1.0     28.0     89.6     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18        3        2        9        9       27       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       68,994
COMMITMENTS
   6,456   27,087    2,111   53,501   37,519   62,068   66,717    6,926    2,277

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     10,388)
     638    4,334     -474    6,985    8,995    7,149   12,855    3,239   -2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     39.3      3.1     77.5     54.4     90.0     96.7     10.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14       12       19       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,466,816
COMMITMENTS
 1345463  903,422  880,400  7224932  7249806  9450795  9033628  1016021  1433188

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,420,676)
-233,055 -242,954 -119,143 -903,706 -983,105 -1255904 -1345202 -164,772  -75,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      8.6      8.4     69.0     69.3     90.3     86.3      9.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      67       51       88      151      159      256      273
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      594,142
COMMITMENTS
  42,238   76,774    3,669  433,472  413,578  479,379  494,021  114,763  100,121

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -174,804)
 -16,163    8,429  -24,280  -91,590 -115,459 -132,033 -131,310  -42,771  -43,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     12.9      0.6     73.0     69.6     80.7     83.1     19.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      33       33       18       81       60      124      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,577,585
COMMITMENTS
 388,811  431,915   11,782  962,283  988,070  1362876  1431767  214,709  145,818

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,283,933)
 -90,026 -314,055  -88,762 -877,672 -730,974 -1056460 -1133791 -227,473 -150,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     27.4      0.7     61.0     62.6     86.4     90.8     13.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      69       98       22       74       89      157      195
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,573
COMMITMENTS
  12,901   28,367        0   65,222   58,444   78,123   86,811   11,450    2,762

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -33,370)
     720     -325     -685  -26,780  -27,016  -26,745  -28,026   -6,625   -5,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     31.7      0.0     72.8     65.2     87.2     96.9     12.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       14        0       34       38       54       52
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,994
COMMITMENTS
   5,946   15,503       24   37,746   31,839   43,716   47,366    8,278    4,628

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -23,442)
     699    1,617   -2,286  -17,328  -14,736  -18,915  -15,405   -4,527   -8,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     29.8      0.0     72.6     61.2     84.1     91.1     15.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       14        2       24       21       32       36
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      357,164
COMMITMENTS
 141,631   97,660    4,802  188,565  231,798  334,998  334,260   22,166   22,904

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -248,765)
  -4,728 -106,140  -11,294 -194,595 -105,640 -210,617 -223,074  -38,148  -25,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     27.3      1.3     52.8     64.9     93.8     93.6      6.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      84       44        8       47       46      134       95
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      115,118
COMMITMENTS
  75,187    9,974    1,402    7,354   95,081   83,943  106,457   31,175    8,661

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -41,929)
 -15,256   -7,095     -419  -22,601  -30,653  -38,276  -38,167   -3,653   -3,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3      8.7      1.2      6.4     82.6     72.9     92.5     27.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      39       11        3        7       14       46       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,535
COMMITMENTS
     743    7,638        0   25,179   17,599   25,922   25,237    4,613    5,298

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -30,488)
  -1,677     -633   -1,361  -25,191  -25,963  -28,229  -27,957   -2,259   -2,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     25.0      0.0     82.5     57.6     84.9     82.6     15.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2       15        0       19       16       21       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      517,232
COMMITMENTS
  74,650  229,475    2,266  423,927  263,629  500,843  495,370   16,389   21,862

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -198,700)
   9,510  -35,781  -11,974 -179,720 -133,807 -182,184 -181,562  -16,516  -17,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     44.4      0.4     82.0     51.0     96.8     95.8      3.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      37       90        6       51       80       91      173
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,440
COMMITMENTS
  10,074   14,910        2   29,915   24,488   39,991   39,400   10,449   11,040

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        508)
   1,134    1,949      -96      608      702    1,646    2,555   -1,138   -2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     29.6      0.0     59.3     48.5     79.3     78.1     20.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       15        2       17       20       38       36
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,741
COMMITMENTS
  18,201    1,031      125   14,162   14,254   32,488   15,410    6,253   23,331

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        718)
   2,647      216       13     -618     -193    2,042       36   -1,324      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0      2.7      0.3     36.6     36.8     83.9     39.8     16.1     60.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      23        3        1       13       13       36       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,489
COMMITMENTS
   5,697      926      270   13,813   18,681   19,780   19,877      709      612

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:       -522)
     649     -307      -49     -599      276        1      -80     -523     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      4.5      1.3     67.4     91.2     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        4        1        7        5       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       36,141
COMMITMENTS
   2,289    8,157    2,904   18,363   16,824   23,556   27,885   12,585    8,256

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -24,903)
  -3,380   -7,265   -1,408   -5,702  -11,944  -10,490  -20,617  -14,413   -4,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     22.6      8.0     50.8     46.6     65.2     77.2     34.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       11        7       22       23       33       37
 

Updated June 22, 2007