BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :     4,272:       198          0          0      3,071      4,121      3,269      4,121:     1,003        151
Old  :     4,272:       198          0          0      3,071      4,121      3,269      4,121:     1,003        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :        35:      -116          0         -1         31        -22        -86        -23:       121         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        0.0        0.0       71.9       96.5       76.5       96.5:      23.5        3.5
Old  :     100.0:       4.6        0.0        0.0       71.9       96.5       76.5       96.5:      23.5        3.5
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  :        21:         2          0          0         14          9         16          9:
Old  :        21:         2          0          0         14          9         16          9:
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  :                 47.7       82.6       65.1       96.2       47.7       82.3       65.1       93.5
Old  :                 47.7       82.6       65.1       96.2       47.7       82.3       65.1       93.5
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    44,357:     6,825      1,079      5,993     24,867     28,201     37,684     35,273:     6,673      9,084
Old  :    44,357:     6,825      1,079      5,993     24,867     28,201     37,684     35,273:     6,673      9,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       630:        68          2         53        225        445        346        500:       284        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        2.4       13.5       56.1       63.6       85.0       79.5:      15.0       20.5
Old  :     100.0:      15.4        2.4       13.5       56.1       63.6       85.0       79.5:      15.0       20.5
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  :        68:        21          8         19         29         29         57         49:
Old  :        68:        21          8         19         29         29         57         49:
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  :                 37.2       32.8       54.7       47.2       37.2       31.2       50.2       44.8
Old  :                 37.2       32.8       54.7       47.2       37.2       31.2       50.2       44.8
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   195,151:    33,458     20,135     49,120     95,912     93,623    178,489    162,878:    16,661     32,273
Old  :    80,102:    16,251     38,198      5,693     54,529     24,622     76,473     68,514:     3,629     11,588
Other:   115,049:    41,064      5,794     19,569     41,383     69,001    102,017     94,364:    13,032     20,684
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     4,386:     1,925        963         80      2,015      2,243      4,020      3,287:       366      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       10.3       25.2       49.1       48.0       91.5       83.5:       8.5       16.5
Old  :     100.0:      20.3       47.7        7.1       68.1       30.7       95.5       85.5:       4.5       14.5
Other:     100.0:      35.7        5.0       17.0       36.0       60.0       88.7       82.0:      11.3       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        67         50         70         37         50        150        141:
Old  :       177:        40         72         29         25         48         84        130:
Other:       161:        68         21         42         34         48        123         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       23.3       37.4       33.3       23.7       17.0       33.2       24.0
Old  :                 45.9       16.3       60.6       28.1       45.9       15.7       60.3       26.5
Other:                 23.9       32.1       35.3       43.0       17.0       21.0       25.1       29.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   248,443:    58,842     26,185     54,245    116,850    119,086    229,937    199,516:    18,507     48,927
Old  :   248,443:    58,842     26,185     54,245    116,850    119,086    229,937    199,516:    18,507     48,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     5,741:     9,328     -5,373      1,900     -3,853      4,760      7,375      1,287:    -1,634      4,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       10.5       21.8       47.0       47.9       92.6       80.3:       7.4       19.7
Old  :     100.0:      23.7       10.5       21.8       47.0       47.9       92.6       80.3:       7.4       19.7
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  :       280:        95         46         81         66        121        194        222:
Old  :       280:        95         46         81         66        121        194        222:
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  :                 24.6       15.3       36.7       21.9       24.6       14.9       36.7       20.9
Old  :                 24.6       15.3       36.7       21.9       24.6       14.9       36.7       20.9
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :     7,317:     2,357      2,563        823      2,331      1,918      5,510      5,304:     1,806      2,013
Old  :     7,317:     2,357      2,563        823      2,331      1,918      5,510      5,304:     1,806      2,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :      -746:       159        581       -682       -282       -481       -805       -582:        59       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       35.0       11.2       31.9       26.2       75.3       72.5:      24.7       27.5
Old  :     100.0:      32.2       35.0       11.2       31.9       26.2       75.3       72.5:      24.7       27.5
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  :        66:        19         21         10         13         20         37         49:
Old  :        66:        19         21         10         13         20         37         49:
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  :                 29.3       19.6       43.2       31.8       28.0       17.7       38.7       27.9
Old  :                 29.3       19.6       43.2       31.8       28.0       17.7       38.7       27.9
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    32,723:    12,080      1,889      6,654      8,241      6,368     26,974     14,911:     5,749     17,812
Old  :    32,723:    12,080      1,889      6,654      8,241      6,368     26,974     14,911:     5,749     17,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     1,699:       834       -314        361        406        380      1,601        426:        98      1,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        5.8       20.3       25.2       19.5       82.4       45.6:      17.6       54.4
Old  :     100.0:      36.9        5.8       20.3       25.2       19.5       82.4       45.6:      17.6       54.4
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  :       136:        50         22         30         38         44        104         84:
Old  :       136:        50         22         30         38         44        104         84:
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  :                 18.5       10.7       28.3       17.5       14.5        7.0       23.5       10.3
Old  :                 18.5       10.7       28.3       17.5       14.5        7.0       23.5       10.3
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   153,229:    70,526     22,809     11,532     41,486     95,069    123,544    129,411:    29,685     23,818
Old  :   153,229:    70,526     22,809     11,532     41,486     95,069    123,544    129,411:    29,685     23,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     6,178:     8,207      3,057       -983     -1,368      3,727      5,856      5,802:       322        376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       14.9        7.5       27.1       62.0       80.6       84.5:      19.4       15.5
Old  :     100.0:      46.0       14.9        7.5       27.1       62.0       80.6       84.5:      19.4       15.5
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  :        84:        33         15         13         28         22         65         46:
Old  :        84:        33         15         13         28         22         65         46:
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  :                 23.2       45.0       38.7       56.2       22.4       41.4       35.3       52.4
Old  :                 23.2       45.0       38.7       56.2       22.4       41.4       35.3       52.4
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   122,218:    17,837     35,672      1,508     90,414     71,082    109,758    108,263:    12,460     13,955
Old  :   122,218:    17,837     35,672      1,508     90,414     71,082    109,758    108,263:    12,460     13,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     7,153:     3,311      4,368       -269      4,238      1,833      7,280      5,931:      -127      1,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       29.2        1.2       74.0       58.2       89.8       88.6:      10.2       11.4
Old  :     100.0:      14.6       29.2        1.2       74.0       58.2       89.8       88.6:      10.2       11.4
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  :        53:        15         16          2         10         17         26         34:
Old  :        53:        15         16          2         10         17         26         34:
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  :                 69.1       37.6       79.1       59.2       69.0       34.5       77.5       55.2
Old  :                 69.1       37.6       79.1       59.2       69.0       34.5       77.5       55.2
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   101,179:    10,761     30,963        568     84,807     65,280     96,136     96,811:     5,043      4,368
Old  :   101,179:    10,761     30,963        568     84,807     65,280     96,136     96,811:     5,043      4,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :      -325:     1,087     -2,845        365     -1,973      1,986       -521       -494:       196        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       30.6        0.6       83.8       64.5       95.0       95.7:       5.0        4.3
Old  :     100.0:      10.6       30.6        0.6       83.8       64.5       95.0       95.7:       5.0        4.3
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  :        76:        20         31          4         17         11         39         45:
Old  :        76:        20         31          4         17         11         39         45:
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  :                 60.8       67.9       77.2       82.1       45.2       46.5       57.8       57.8
Old  :                 60.8       67.9       77.2       82.1       45.2       46.5       57.8       57.8
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   135,845:    56,123     20,613      7,382     49,385     89,150    112,891    117,145:    22,955     18,700
Old  :   135,845:    56,123     20,613      7,382     49,385     89,150    112,891    117,145:    22,955     18,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     5,691:     6,901        535       -541      2,252      6,888      8,613      6,882:    -2,922     -1,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       15.2        5.4       36.4       65.6       83.1       86.2:      16.9       13.8
Old  :     100.0:      41.3       15.2        5.4       36.4       65.6       83.1       86.2:      16.9       13.8
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  :        78:        26         23         14         21         21         54         51:
Old  :        78:        26         23         14         21         21         54         51:
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  :                 45.7       32.4       57.9       48.4       45.7       30.1       56.3       45.7
Old  :                 45.7       32.4       57.9       48.4       45.7       30.1       56.3       45.7
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   334,323:    62,725     56,134     25,872    203,475    224,802    292,072    306,807:    42,251     27,516
Old  :   334,323:    62,725     56,134     25,872    203,475    224,802    292,072    306,807:    42,251     27,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     4,287:     5,060     -3,423        219       -562      7,885      4,717      4,681:      -430       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       16.8        7.7       60.9       67.2       87.4       91.8:      12.6        8.2
Old  :     100.0:      18.8       16.8        7.7       60.9       67.2       87.4       91.8:      12.6        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  :       119:        35         43         17         28         26         75         74:
Old  :       119:        35         43         17         28         26         75         74:
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  :                 44.8       48.5       57.5       60.2       42.1       47.0       52.2       57.4
Old  :                 44.8       48.5       57.5       60.2       42.1       47.0       52.2       57.4
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   256,958:    74,986     32,433     25,338    108,846    162,560    209,169    220,331:    47,789     36,627
Old  :   256,958:    74,986     32,433     25,338    108,846    162,560    209,169    220,331:    47,789     36,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     5,634:       460     -2,835       -326     11,313      4,427     11,447      1,266:    -5,813      4,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       12.6        9.9       42.4       63.3       81.4       85.7:      18.6       14.3
Old  :     100.0:      29.2       12.6        9.9       42.4       63.3       81.4       85.7:      18.6       14.3
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  :       146:        58         39         36         36         33        109         93:
Old  :       146:        58         39         36         36         33        109         93:
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  :                 37.9       37.2       44.4       50.4       37.0       35.7       42.1       47.9
Old  :                 37.9       37.2       44.4       50.4       37.0       35.7       42.1       47.9
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    29,236:     8,429      4,604        105     18,194     22,069     26,728     26,778:     2,508      2,458
Old  :    29,236:     8,429      4,604        105     18,194     22,069     26,728     26,778:     2,508      2,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :      -306:    -3,483      1,577          0      3,005     -2,862       -478     -1,285:       172        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       15.7        0.4       62.2       75.5       91.4       91.6:       8.6        8.4
Old  :     100.0:      28.8       15.7        0.4       62.2       75.5       91.4       91.6:       8.6        8.4
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  :        34:        11          5          1         13         12         24         18:
Old  :        34:        11          5          1         13         12         24         18:
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  :                 60.5       67.7       77.7       83.7       60.2       67.4       75.8       80.0
Old  :                 60.5       67.7       77.7       83.7       60.2       67.4       75.8       80.0
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    61,216:    19,573     19,606      3,772     34,918     34,208     58,263     57,586:     2,953      3,630
Old  :    61,216:    19,573     19,606      3,772     34,918     34,208     58,263     57,586:     2,953      3,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    12,204:    10,710      4,428     -2,300      4,543      9,186     12,953     11,314:      -749        890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       32.0        6.2       57.0       55.9       95.2       94.1:       4.8        5.9
Old  :     100.0:      32.0       32.0        6.2       57.0       55.9       95.2       94.1:       4.8        5.9
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  :        23:         4          1          2         15          9         20         11:
Old  :        23:         4          1          2         15          9         20         11:
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  :                 54.7       76.8       72.3       90.6       53.2       74.7       68.0       80.5
Old  :                 54.7       76.8       72.3       90.6       53.2       74.7       68.0       80.5
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :22,042,369: 1,368,536    442,878  8,526,667 10,858,709 11,749,303 20,753,912 20,718,847: 1,288,457  1,323,522
Old  :22,042,369: 1,368,536    442,878  8,526,667 10,858,709 11,749,303 20,753,912 20,718,847: 1,288,457  1,323,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :  -741,100:  -125,791   -178,873    -95,882   -391,745   -348,364   -613,419   -623,119:  -127,682   -117,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        2.0       38.7       49.3       53.3       94.2       94.0:       5.8        6.0
Old  :     100.0:       6.2        2.0       38.7       49.3       53.3       94.2       94.0:       5.8        6.0
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  :       346:        84         61        130        188        179        334        314:
Old  :       346:        84         61        130        188        179        334        314:
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  :                 21.7       15.9       32.3       27.9       14.4        9.1       18.1       15.6
Old  :                 21.7       15.9       32.3       27.9       14.4        9.1       18.1       15.6
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   868,832:    60,214    102,013    135,563    532,553    508,465    728,330    746,041:   140,502    122,791
Old  :   868,832:    60,214    102,013    135,563    532,553    508,465    728,330    746,041:   140,502    122,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    32,161:      -561        -80      7,003     23,383     18,660     29,825     25,584:     2,336      6,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       11.7       15.6       61.3       58.5       83.8       85.9:      16.2       14.1
Old  :     100.0:       6.9       11.7       15.6       61.3       58.5       83.8       85.9:      16.2       14.1
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  :       217:        46         55         68         96         70        179        156:
Old  :       217:        46         55         68         96         70        179        156:
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  :                 17.4       20.5       26.3       31.7       16.3       20.1       24.8       30.7
Old  :                 17.4       20.5       26.3       31.7       16.3       20.1       24.8       30.7
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 with Delta-adjusted Options and Futures Combined, August 28, 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  : 2,293,066:   316,758    669,838    209,709  1,533,073  1,216,370  2,059,540  2,095,917:   233,527    197,149
Old  : 2,293,066:   316,758    669,838    209,709  1,533,073  1,216,370  2,059,540  2,095,917:   233,527    197,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    46,685:     1,119    -13,769     37,518    -16,084      4,726     22,553     28,475:    24,131     18,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       29.2        9.1       66.9       53.0       89.8       91.4:      10.2        8.6
Old  :     100.0:      13.8       29.2        9.1       66.9       53.0       89.8       91.4:      10.2        8.6
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  :       346:        66        126         65        105        112        216        258:
Old  :       346:        66        126         65        105        112        216        258:
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       17.0       34.9       27.3       18.7       13.5       28.5       21.0
Old  :                 24.7       17.0       34.9       27.3       18.7       13.5       28.5       21.0
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    85,011:     6,372     27,065         60     71,127     53,714     77,559     80,839:     7,452      4,172
Old  :    85,011:     6,372     27,065         60     71,127     53,714     77,559     80,839:     7,452      4,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       758:      -705       -571         60      2,334         94      1,689       -417:      -931      1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       31.8        0.1       83.7       63.2       91.2       95.1:       8.8        4.9
Old  :     100.0:       7.5       31.8        0.1       83.7       63.2       91.2       95.1:       8.8        4.9
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  :        86:         7         16          3         34         38         44         54:
Old  :        86:         7         16          3         34         38         44         54:
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  :                 40.1       39.4       63.1       54.5       39.7       38.8       62.0       54.0
Old  :                 40.1       39.4       63.1       54.5       39.7       38.8       62.0       54.0
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    68,356:     3,467     24,817        151     58,255     33,734     61,872     58,702:     6,484      9,654
Old  :    68,356:     3,467     24,817        151     58,255     33,734     61,872     58,702:     6,484      9,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       333:       414      1,024         40        163       -485        617        579:      -283       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       36.3        0.2       85.2       49.4       90.5       85.9:       9.5       14.1
Old  :     100.0:       5.1       36.3        0.2       85.2       49.4       90.5       85.9:       9.5       14.1
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  :        69:        11         18          4         28         21         41         41:
Old  :        69:        11         18          4         28         21         41         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  :                 48.2       42.8       64.9       60.9       44.5       39.6       58.9       54.0
Old  :                 48.2       42.8       64.9       60.9       44.5       39.6       58.9       54.0
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   418,558:   124,812    130,118     20,621    235,339    249,790    380,772    400,529:    37,786     18,029
Old  :   418,558:   124,812    130,118     20,621    235,339    249,790    380,772    400,529:    37,786     18,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -6,797:    -4,141      2,558      2,658        176    -12,316     -1,308     -7,100:    -5,489        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       31.1        4.9       56.2       59.7       91.0       95.7:       9.0        4.3
Old  :     100.0:      29.8       31.1        4.9       56.2       59.7       91.0       95.7:       9.0        4.3
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  :       226:        72         65         29         51         53        136        134:
Old  :       226:        72         65         29         51         53        136        134:
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  :                 29.8       33.6       46.4       48.5       28.8       33.3       44.3       48.2
Old  :                 29.8       33.6       46.4       48.5       28.8       33.3       44.3       48.2
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    98,729:    23,375     11,362        798     53,627     73,225     77,800     85,384:    20,929     13,345
Old  :    98,729:    23,375     11,362        798     53,627     73,225     77,800     85,384:    20,929     13,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       762:    -1,043     -7,901       -836      2,210      6,333        331     -2,403:       431      3,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       11.5        0.8       54.3       74.2       78.8       86.5:      21.2       13.5
Old  :     100.0:      23.7       11.5        0.8       54.3       74.2       78.8       86.5:      21.2       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  :        46:        15         11          3         15         14         31         27:
Old  :        46:        15         11          3         15         14         31         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  :                 48.4       64.8       59.0       75.8       44.3       64.4       54.5       73.4
Old  :                 48.4       64.8       59.0       75.8       44.3       64.4       54.5       73.4
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    58,355:         4     10,297        112     50,181     42,278     50,297     52,688:     8,058      5,667
Old  :    58,355:         4     10,297        112     50,181     42,278     50,297     52,688:     8,058      5,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       255:      -561       -175         94        795         78        328         -3:       -73        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.6        0.2       86.0       72.4       86.2       90.3:      13.8        9.7
Old  :     100.0:       0.0       17.6        0.2       86.0       72.4       86.2       90.3:      13.8        9.7
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  :        57:         1         21          3         23         20         26         42:
Old  :        57:         1         21          3         23         20         26         42:
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  :                 57.6       42.1       76.1       58.8       56.5       41.4       73.9       57.9
Old  :                 57.6       42.1       76.1       58.8       56.5       41.4       73.9       57.9
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :   611,787:    61,832    228,062     13,577    522,862    331,852    598,271    573,492:    13,516     38,295
Old  :   611,787:    61,832    228,062     13,577    522,862    331,852    598,271    573,492:    13,516     38,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     9,554:     1,214      7,332      1,053      9,118      5,660     11,386     14,045:    -1,832     -4,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       37.3        2.2       85.5       54.2       97.8       93.7:       2.2        6.3
Old  :     100.0:      10.1       37.3        2.2       85.5       54.2       97.8       93.7:       2.2        6.3
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  :       286:        32        138         49         55         93        122        245:
Old  :       286:        32        138         49         55         93        122        245:
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  :                 46.4       17.5       72.8       27.7       41.3       14.7       64.4       23.0
Old  :                 46.4       17.5       72.8       27.7       41.3       14.7       64.4       23.0
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    61,129:    13,629     23,853          8     38,053     28,761     51,690     52,623:     9,439      8,506
Old  :    61,129:    13,629     23,853          8     38,053     28,761     51,690     52,623:     9,439      8,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     2,611:       830      4,845          7      3,205      1,258      4,042      6,110:    -1,431     -3,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       39.0        0.0       62.2       47.1       84.6       86.1:      15.4       13.9
Old  :     100.0:      22.3       39.0        0.0       62.2       47.1       84.6       86.1:      15.4       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  :        86:        21         27          3         22         22         44         51:
Old  :        86:        21         27          3         22         22         44         51:
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  :                 24.5       36.3       41.6       54.4       24.5       31.9       40.1       49.9
Old  :                 24.5       36.3       41.6       54.4       24.5       31.9       40.1       49.9
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    57,715:    21,660      6,299        202     28,064     30,882     49,926     37,383:     7,789     20,332
Old  :    57,715:    21,660      6,299        202     28,064     30,882     49,926     37,383:     7,789     20,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       162:     4,024       -630          6     -4,440      1,127       -410        503:       572       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       10.9        0.3       48.6       53.5       86.5       64.8:      13.5       35.2
Old  :     100.0:      37.5       10.9        0.3       48.6       53.5       86.5       64.8:      13.5       35.2
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:        22          8          2         19         18         42         27:
Old  :        63:        22          8          2         19         18         42         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  :                 28.9       33.9       48.7       45.9       28.7       30.4       45.6       40.4
Old  :                 28.9       33.9       48.7       45.9       28.7       30.4       45.6       40.4
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    20,513:     5,073      2,343        270     14,531     17,436     19,874     20,049:       639        464
Old  :    20,513:     5,073      2,343        270     14,531     17,436     19,874     20,049:       639        464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       851:       155        -58          0        732        777        887        719:       -36        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       11.4        1.3       70.8       85.0       96.9       97.7:       3.1        2.3
Old  :     100.0:      24.7       11.4        1.3       70.8       85.0       96.9       97.7:       3.1        2.3
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  :        25:         8          5          1          8          4         17          9:
Old  :        25:         8          5          1          8          4         17          9:
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  :                 71.0       91.0       88.5       97.2       71.0       91.0       88.5       96.1
Old  :                 71.0       91.0       88.5       97.2       71.0       91.0       88.5       96.1
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 with Delta-adjusted Options and Futures Combined, August 28, 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  :    51,793:    12,221      7,887      4,603     25,396     19,894     42,220     32,384:     9,573     19,409
Old  :    51,793:    12,221      7,887      4,603     25,396     19,894     42,220     32,384:     9,573     19,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       511:    -1,167      1,148        251      1,334          4        418      1,403:        93       -892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       15.2        8.9       49.0       38.4       81.5       62.5:      18.5       37.5
Old  :     100.0:      23.6       15.2        8.9       49.0       38.4       81.5       62.5:      18.5       37.5
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  :        55:        10         12          7         23         28         37         44:
Old  :        55:        10         12          7         23         28         37         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  :                 37.2       17.0       53.6       28.7       30.4       14.3       42.6       23.2
Old  :                 37.2       17.0       53.6       28.7       30.4       14.3       42.6       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 31, 2007