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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       15       12       20       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,306
COMMITMENTS
   8,030    2,055      491   20,498   25,087   29,019   27,633    6,287    7,673

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        487)
     215      310      -27      284       99      472      382       15      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      5.8      1.4     58.1     71.1     82.2     78.3     17.8     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17        9       13       23       23       48       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      175,478
COMMITMENTS
  35,221   32,410   34,376   87,197   75,298  156,794  142,084   18,684   33,394

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -406)
   1,573    4,172      265   -3,298   -4,542   -1,460     -105    1,054     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     18.5     19.6     49.7     42.9     89.4     81.0     10.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      57       80       75       29       49      140      166
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,147
COMMITMENTS
       3      634       72      567        0      642      706      505      441

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     55.3      6.3     49.4      0.0     56.0     61.6     44.0     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1       14        2        5        0        7       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,914
COMMITMENTS
  59,737   33,851   46,674  118,090  113,221  224,501  193,746   22,413   53,168

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     15,886)
   2,971     -386    5,348    4,218    5,479   12,537   10,441    3,349    5,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     13.7     18.9     47.8     45.9     90.9     78.5      9.1     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      90       58       89       66      117      209      228
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,327
COMMITMENTS
   3,203    3,831      393    1,875      817    5,471    5,041    1,856    2,286

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,278)
     734      488       64      103      397      901      949      377      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     52.3      5.4     25.6     11.2     74.7     68.8     25.3     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       22        4       12       13       37       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,695
COMMITMENTS
  11,867    3,556    4,223    7,958    5,585   24,048   13,364    4,647   15,331

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        381)
    -691      309      480      659      -74      448      715      -67     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     12.4     14.7     27.7     19.5     83.8     46.6     16.2     53.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      41       23       26       32       35       92       74
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,605
COMMITMENTS
  73,042   13,880    2,179   18,564   88,538   93,785  104,597   32,820   22,008

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -41,075)
 -15,716    4,950   -5,504  -14,608  -37,331  -35,828  -37,885   -5,247   -3,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     11.0      1.7     14.7     69.9     74.1     82.6     25.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       14        8       17       18       60       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       70,582
COMMITMENTS
  32,958   26,666        2   14,495   33,804   47,455   60,472   23,127   10,110

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      4,460)
   4,311    3,508       -1   -1,945     -256    2,365    3,251    2,095    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     37.8      0.0     20.5     47.9     67.2     85.7     32.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      28       14        1        6       13       35       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       75,151
COMMITMENTS
  18,346   31,267      201   51,773   40,054   70,320   71,522    4,831    3,629

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       17        1       15       14       47       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       85,124
COMMITMENTS
  47,380   22,823      356   17,251   46,447   64,987   69,626   20,137   15,498

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      6,331)
   8,463   -2,701     -728      101    9,579    7,836    6,150   -1,505      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     26.8      0.4     20.3     54.6     76.3     81.8     23.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       22        3       11       18       33       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      171,770
COMMITMENTS
  46,051   48,500    1,236   91,652  101,925  138,939  151,661   32,831   20,109

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      3,581)
   4,517  -14,101      158   -2,087   17,809    2,588    3,866      993     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     28.2      0.7     53.4     59.3     80.9     88.3     19.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      36       33        8       24       21       65       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      209,652
COMMITMENTS
 122,295   38,847    1,808   29,894  131,573  153,997  172,228   55,655   37,424

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      6,215)
    -874    1,727      488    4,837   -4,952    4,451   -2,737    1,764    8,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     18.5      0.9     14.3     62.8     73.5     82.1     26.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      71       35       10       25       29      101       69
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,124
COMMITMENTS
  15,904    3,182      105    2,731   16,473   18,740   19,760    2,384    1,364

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        3       17       15       23       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,097,278
COMMITMENTS
 1368606  395,515  1272500  6311626  7254852  8952732  8922867  1144546  1174411

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     57,523)
  16,328 -152,281   97,198  -86,019   74,698   27,507   19,615   30,016   37,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.9     12.6     62.5     71.8     88.7     88.4     11.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      77       40       88      149      147      268      246
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      577,603
COMMITMENTS
  48,347   90,846    5,485  413,082  344,861  466,914  441,192  110,689  136,411

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -197,169)
  -8,720  -14,059  -15,504  -78,635 -146,069 -102,859 -175,632  -94,310  -21,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     15.7      0.9     71.5     59.7     80.8     76.4     19.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      33       44       14       71       55      112      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,747,463
COMMITMENTS
 292,818  444,251   27,673  1042007  1130859  1362498  1602783  384,965  144,680

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -1,104,430)
  -4,832 -248,932 -149,332 -909,001 -314,453 -1063165 -712,717  -41,265 -391,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     25.4      1.6     59.6     64.7     78.0     91.7     22.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      63       99       23       81      102      158      210
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,077
COMMITMENTS
   9,902   25,425        0   73,619   67,882   83,521   93,307   13,556    3,770

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -34,589)
   1,362   -1,171   -2,125  -27,604  -17,264  -28,367  -20,560   -6,222  -14,029

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       13        0       33       33       46       46
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       41,463
COMMITMENTS
   9,064   10,809        0   24,398   19,778   33,462   30,587    8,001   10,876

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -46,912)
   1,973  -15,251     -170  -42,627  -21,821  -40,824  -37,242   -6,088   -9,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     26.1      0.0     58.8     47.7     80.7     73.8     19.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       11        0       20       20       35       31
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      325,577
COMMITMENTS
 111,158  102,961    7,690  157,913  196,221  276,761  306,872   48,816   18,705

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -248,211)
 -19,162   -2,751  -20,394 -178,290 -217,764 -217,846 -240,909  -30,365   -7,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     31.6      2.4     48.5     60.3     85.0     94.3     15.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      83       50       11       47       50      135      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       74,017
COMMITMENTS
  46,504    7,462      266    4,391   60,079   51,161   67,807   22,856    6,210

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     14,067)
  11,992   -3,934       17    1,688   18,729   13,697   14,812      370     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     10.1      0.4      5.9     81.2     69.1     91.6     30.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        8        2        7       17       31       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,605
COMMITMENTS
   1,276    9,923        8   19,443   14,155   20,727   24,086    9,878    6,519

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -38,096)
     926   -3,525     -812  -33,514  -30,053  -33,400  -34,390   -4,696   -3,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     32.4      0.0     63.5     46.3     67.7     78.7     32.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1       17        2       20       17       23       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      573,647
COMMITMENTS
  60,683  252,586    3,891  499,339  270,740  563,913  527,217    9,734   46,430

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -155,196)
 -17,117  -15,025   -9,847 -108,266 -105,135 -135,230 -130,007  -19,966  -25,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     44.0      0.7     87.0     47.2     98.3     91.9      1.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      28      110       10       51       82       85      196
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       66,487
COMMITMENTS
   9,865   31,449        1   47,717   21,672   57,583   53,122    8,904   13,365

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9       24        1       17       17       27       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,413
COMMITMENTS
  29,486    3,964      100   28,715   21,400   58,301   25,464    6,112   38,949

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

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

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

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

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

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

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

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

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

Updated September 28, 2007