BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,511
COMMITMENTS
      67        0        0    3,490    4,441    3,557    4,441      954       70

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:          6)
       0        0        0       42        7       42        7      -36       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     77.4     98.4     78.9     98.4     21.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       10       16       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,032
COMMITMENTS
   6,352    1,233    6,730   25,985   29,305   39,067   37,268    6,965    8,764

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -133)
     125      159     -218      -75      158     -168       99       35     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.7     14.6     56.4     63.7     84.9     81.0     15.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18        7       14       29       26       54       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      184,053
COMMITMENTS
  32,604   49,769   44,607   87,508   56,954  164,719  151,330   19,334   32,724

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        760)
     575    3,474   -2,101    1,058   -1,977     -468     -605    1,228    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     27.0     24.2     47.5     30.9     89.5     82.2     10.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      56       91       85       35       37      147      175
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,436
COMMITMENTS
  59,421   32,669   56,445  117,602  115,174  233,468  204,289   21,968   51,147

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     11,634)
   8,706    1,273    1,356   -2,049    4,531    8,013    7,159    3,621    4,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     12.8     22.1     46.0     45.1     91.4     80.0      8.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      89       60       86       75      128      210      237
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,450
COMMITMENTS
   2,825    1,859    1,023    1,850    2,652    5,698    5,534    1,752    1,917

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -325)
      67     -134     -114       -5      166      -52      -83     -273     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     24.9     13.7     24.8     35.6     76.5     74.3     23.5     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      23       16       11       15       28       44       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,299
COMMITMENTS
   9,087    3,527    5,501    7,948    5,262   22,536   14,289    5,763   14,010

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,215)
   1,244     -612      957       54      521    2,256      866      -41    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1     12.5     19.4     28.1     18.6     79.6     50.5     20.4     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      42       26       28       35       47       99       86
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      156,438
COMMITMENTS
  83,997   16,457    6,206   26,636  109,886  116,840  132,549   39,598   23,889

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -3,693)
   5,101    1,910   -4,015   -6,096      754   -5,010   -1,351    1,317   -2,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7     10.5      4.0     17.0     70.2     74.7     84.7     25.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      38       17       10       20       20       63       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      105,379
COMMITMENTS
  20,313   58,010    1,120   70,907   27,878   92,340   87,007   13,038   18,371

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      7,313)
   5,438    9,839     -160       33     -778    5,311    8,901    2,002   -1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     55.0      1.1     67.3     26.5     87.6     82.6     12.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       27        2       10       12       30       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       95,605
COMMITMENTS
  59,061    6,849      371   26,730   85,855   86,162   93,075    9,443    2,530

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,016)
   3,445       13       43   -1,514    1,270    1,974    1,326     -958     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.8      7.2      0.4     28.0     89.8     90.1     97.4      9.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      53       12        2       13       20       67       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      164,975
COMMITMENTS
 113,024   23,551    5,273   10,340  108,487  128,638  137,312   36,337   27,664

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:    -10,669)
  -9,440      146     -981   -1,080   -7,564  -11,501   -8,399      832   -2,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.5     14.3      3.2      6.3     65.8     78.0     83.2     22.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      53       17       11       16       19       75       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      356,329
COMMITMENTS
  45,142  177,492   15,162  250,646  123,950  310,949  316,604   45,379   39,725

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -7,490)
   8,719  -20,892     -731  -17,709   13,098   -9,721   -8,524    2,230    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     49.8      4.3     70.3     34.8     87.3     88.9     12.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      39       62       18       32       28       79      100
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      250,707
COMMITMENTS
 129,656   25,680   15,987   35,460  164,626  181,103  206,293   69,604   44,413

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     23,182)
  29,162    1,964   -3,450   -4,656   19,409   21,055   17,923    2,127    5,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     10.2      6.4     14.1     65.7     72.2     82.3     27.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      67       37       28       31       35      115       83
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,167
COMMITMENTS
  25,480    2,230      374   12,028   36,581   37,882   39,185    3,285    1,982

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -149)
     -31     -387       -6      420      198      383     -195     -532       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.9      5.4      0.9     29.2     88.9     92.0     95.2      8.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        7        1        9       10       25       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       85,134
COMMITMENTS
  12,030   26,680    2,241   64,363   52,935   78,634   81,856    6,500    3,278

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -1,253)
    -857   -2,425        0     -380      950   -1,237   -1,475      -16      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     31.3      2.6     75.6     62.2     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        2       18       15       25       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,726,360
COMMITMENTS
 1220651  899,099  6853825 10449775 10448393 18524251 18201317  1202108  1525042

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:    738,745)
  31,310  118,139  363,959  281,505  221,435  676,774  703,533   61,971   35,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      4.6     34.7     53.0     53.0     93.9     92.3      6.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      83       70      127      174      176      317      322
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      735,817
COMMITMENTS
  50,036   93,249  101,249  454,317  439,878  605,602  634,376  130,215  101,441

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     13,749)
  -2,338    5,644   10,094   -1,668    3,781    6,088   19,519    7,661   -5,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     12.7     13.8     61.7     59.8     82.3     86.2     17.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      46       60       76       91       62      184      151
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,814,461
COMMITMENTS
 340,061  540,077  128,186  1165447  967,045  1633694  1635308  180,768  179,153

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     74,977)
  -9,243   36,039    8,796   86,650    2,174   86,203   47,009  -11,226   27,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     29.8      7.1     64.2     53.3     90.0     90.1     10.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      72      119       84       94       96      222      243
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,915
COMMITMENTS
   9,863   28,481        0   72,271   59,756   82,134   88,237    9,781    3,678

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,765)
    -621     -793        0    3,581    1,934    2,960    1,141   -1,195      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     31.0      0.0     78.6     65.0     89.4     96.0     10.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       18        0       39       37       52       55
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,944
COMMITMENTS
   6,959   16,822      155   44,109   36,063   51,222   53,039    9,722    7,905

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     -1,999)
    -557       24       -6     -562     -685   -1,125     -668     -875   -1,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     27.6      0.3     72.4     59.2     84.0     87.0     16.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10       15        5       25       22       37       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      404,370
COMMITMENTS
 138,190  105,053   14,556  226,209  262,003  378,955  381,612   25,415   22,758

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,532)
    -665   13,365    3,303   -1,949   -8,853      689    7,816    1,843   -5,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     26.0      3.6     55.9     64.8     93.7     94.4      6.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      86       64       28       47       49      150      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,311
COMMITMENTS
  69,593    4,787    1,367    7,335   94,474   78,295  100,629   35,016   12,682

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,792)
   1,540   -5,474      335   -3,657    4,906   -1,782     -232    3,574    2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.4      4.2      1.2      6.5     83.4     69.1     88.8     30.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      40        6        3        7       12       47       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       39,182
COMMITMENTS
     265    8,250        0   33,398   25,669   33,663   33,919    5,519    5,263

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,418)
      27      170        0    2,127    2,248    2,154    2,418      265        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     21.1      0.0     85.2     65.5     85.9     86.6     14.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1       18        0       20       19       21       37
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      580,141
COMMITMENTS
  76,480  259,644   11,827  477,054  278,506  565,361  549,977   14,780   30,165

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     20,098)
    -738    6,737   -1,382   22,473   12,586   20,352   17,941     -254    2,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     44.8      2.0     82.2     48.0     97.5     94.8      2.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      35      152       68       56       81      150      242
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,421
COMMITMENTS
  11,165   14,223        2   28,800   25,479   39,967   39,704   10,454   10,717

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:       -916)
  -1,610      502       -0    1,168     -370     -443      131     -473   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     28.2      0.0     57.1     50.5     79.3     78.7     20.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       20        3       21       23       45       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       40,358
COMMITMENTS
  19,306    3,364      166   14,652   19,236   34,124   22,766    6,234   17,592

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        555)
  -1,589      678       63      184      716   -1,342    1,457    1,897     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8      8.3      0.4     36.3     47.7     84.6     56.4     15.4     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      23        6        1       13       14       36       21
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,070
COMMITMENTS
   5,478    1,449      216   13,602   18,320   19,296   19,985    2,774    2,085

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,789)
      89      327      -59     -113      -43      -83      225    1,872    1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      6.6      1.0     61.6     83.0     87.4     90.6     12.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        1        8        4       15        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       39,377
COMMITMENTS
   6,569    8,774    3,141   19,385   17,189   29,095   29,104   10,282   10,273

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        843)
   1,464      -50       12      572      108    2,048       70   -1,205      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     22.3      8.0     49.2     43.7     73.9     73.9     26.1     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       13        7       22       22       35       39
 

Updated July 13, 2007