BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,252
COMMITMENTS
     296        0        0    3,004    4,139    3,300    4,139      952      113

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:        -11)
      77        0        0      -38      -37       39      -37      -50       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.0     70.6     97.3     77.6     97.3     22.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       10       18       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,714
COMMITMENTS
   5,994    1,091    5,741   24,393   27,660   36,129   34,493    6,584    8,221

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:        432)
     592      207     -283      204      599      513      523      -81      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      2.6     13.4     57.1     64.8     84.6     80.8     15.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      19        8       16       31       28       57       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      196,957
COMMITMENTS
  35,203   21,256   49,805   94,680   93,719  179,689  164,781   17,268   32,177

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      3,689)
    -765     -364    3,289    1,857    5,204    4,381    8,129     -692   -4,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     10.8     25.3     48.1     47.6     91.2     83.7      8.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      69       53       73       36       53      152      147
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,788
COMMITMENTS
  53,756   28,261   49,540  119,231  119,123  222,526  196,923   20,262   45,865

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -16,246)
 -10,708       25   -3,204   -1,579   -7,938  -15,490  -11,117     -756   -5,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     11.6     20.4     49.1     49.1     91.7     81.1      8.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      94       40       77       74      125      210      214
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,394
COMMITMENTS
   2,162    2,357    1,617    2,661    2,329    6,441    6,304    1,952    2,090

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -424)
    -507       70     -191       56     -259     -642     -379      217      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     28.1     19.3     31.7     27.8     76.7     75.1     23.3     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       21       15       19       27       52       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,951
COMMITMENTS
  11,262    2,734    6,444    8,105    6,049   25,811   15,227    6,141   16,724

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -1,701)
  -1,448     -476     -333       72     -588   -1,709   -1,397        8     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      8.6     20.2     25.4     18.9     80.8     47.7     19.2     52.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      48       24       31       36       42      103       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,263
COMMITMENTS
  68,161   18,632   10,933   35,658   93,144  114,752  122,709   34,512   26,554

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -781)
  -4,861   -1,127    2,292    2,080   -6,186     -489   -5,022     -291    4,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7     12.5      7.3     23.9     62.4     76.9     82.2     23.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      34       14       14       29       20       69       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      120,196
COMMITMENTS
  26,119   39,845    2,076   73,542   66,402  101,737  108,323   18,459   11,873

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -4,418)
  -8,212    3,154      328    6,412   -4,960   -1,472   -1,478   -2,946   -2,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     33.2      1.7     61.2     55.2     84.6     90.1     15.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21       21        3       11       15       34       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,014
COMMITMENTS
  26,630   14,915      643   61,276   73,010   88,549   88,568    5,465    5,446

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -566)
    -527    4,128     -251    3,932   -6,474    3,154   -2,597   -3,720    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     15.9      0.7     65.2     77.7     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       23        3       16       17       50       42
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      131,600
COMMITMENTS
  58,648   17,188    7,608   35,701   86,010  101,957  110,806   29,642   20,794

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -3,887)
 -14,599   -1,748      723    9,671     -539   -4,205   -1,564      318   -2,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6     13.1      5.8     27.1     65.4     77.5     84.2     22.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       20       10       20       19       58       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      325,796
COMMITMENTS
  53,039   79,927   21,944  205,735  194,672  280,718  296,543   45,078   29,253

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     19,044)
  10,347   -2,385    4,481    7,008   19,075   21,836   21,172   -2,792   -2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     24.5      6.7     63.1     59.8     86.2     91.0     13.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      40       45       21       29       27       81       81
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      252,741
COMMITMENTS
  91,247   27,365   22,545   80,596  167,005  194,388  216,915   58,353   35,826

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -3,584)
 -20,423   -3,796    3,511   19,251   -1,555    2,339   -1,840   -5,923   -1,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     10.8      8.9     31.9     66.1     76.9     85.8     23.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      65       34       31       35       32      112       85
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,708
COMMITMENTS
  16,345    2,308        0   12,769   27,971   29,114   30,279    2,594    1,429

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -908)
  -1,433    1,190        0      209   -2,028   -1,224     -838      316      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.5      7.3      0.0     40.3     88.2     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        4        0       11       11       25       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,501,306
COMMITMENTS
 1680178  736,650  8042635 11417529 12323511 21140343 21102796  1360963  1398510

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    506,156)
-252,337 -129,823  468,057  138,792  106,774  354,512  445,008  151,643   61,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      3.3     35.7     50.7     54.8     94.0     93.8      6.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      83       72      135      190      191      342      337
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      903,270
COMMITMENTS
  55,136   98,997  185,250  504,077  487,607  744,462  771,853  158,808  131,417

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     75,299)
  -1,963    9,203   36,846   25,144   18,669   60,027   64,718   15,272   10,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     11.0     20.5     55.8     54.0     82.4     85.5     17.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      58       61       83       92       63      191      166
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,388,533
COMMITMENTS
 358,209  672,057  239,077  1584084  1280627  2181369  2191761  207,164  196,772

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     77,793)
  33,132   12,847   24,313   73,385   89,850  130,831  127,010  -53,038  -49,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     28.1     10.0     66.3     53.6     91.3     91.8      8.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      76      133       88      103      109      237      272
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,249
COMMITMENTS
   6,267   25,836        0   70,901   53,940   77,168   79,776    6,081    3,473

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -2,778)
  -1,706   -1,069        0      -20     -259   -1,726   -1,328   -1,052   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     31.0      0.0     85.2     64.8     92.7     95.8      7.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9       15        0       34       39       43       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,939
COMMITMENTS
   3,537   21,767      152   57,164   35,094   60,853   57,012    7,085   10,926

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:        422)
  -1,508    1,168       67    1,766   -1,221      325       13       98      409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     32.0      0.2     84.1     51.7     89.6     83.9     10.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8       21        3       29       21       39       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      442,205
COMMITMENTS
 144,566  115,549   22,342  221,463  286,095  388,371  423,986   53,834   18,219

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -17,859)
  -6,297   14,252   -1,254  -10,637  -24,840  -18,189  -11,843      329   -6,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     26.1      5.1     50.1     64.7     87.8     95.9     12.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      74       67       31       48       57      138      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      107,280
COMMITMENTS
  42,572   19,123    2,070   35,006   75,934   79,648   97,126   27,633   10,154

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -5,459)
 -10,399   -3,173    1,060    2,716   -2,497   -6,623   -4,610    1,164     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     17.8      1.9     32.6     70.8     74.2     90.5     25.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      25        8        4       12       17       38       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       57,983
COMMITMENTS
     372   10,349       11   49,874   42,046   50,257   52,407    7,726    5,577

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,587)
       5      -99        1    1,048    1,445    1,054    1,347      533      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     17.8      0.0     86.0     72.5     86.7     90.4     13.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2       21        2       24       20       27       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      679,175
COMMITMENTS
  59,611  260,708   22,103  581,036  352,537  662,750  635,347   16,425   43,828

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -28,317)
  -3,654  -27,144    1,898  -28,552   -8,565  -30,309  -33,811    1,992    5,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     38.4      3.3     85.6     51.9     97.6     93.5      2.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      45      142       66       51       91      137      258
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,029
COMMITMENTS
  12,299   16,018       35   32,213   28,182   44,547   44,236   10,482   10,793

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,117)
     898    1,340       35     -505     -985      428      390      689      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     29.1      0.1     58.5     51.2     81.0     80.4     19.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       24        3       21       25       41       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,090
COMMITMENTS
  13,840    7,655      184   29,158   31,185   43,182   39,024    6,908   11,066

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,065)
     639    1,052       15     -628    2,640       26    3,707    1,039   -2,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     15.3      0.4     58.2     62.3     86.2     77.9     13.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18        9        1       18       17       36       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       24,754
COMMITMENTS
   5,460      859    1,784   14,215   19,275   21,459   21,918    3,295    2,836

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      3,194)
      -3      324    1,181       42       -6    1,220    1,499    1,974    1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      3.5      7.2     57.4     77.9     86.7     88.5     13.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        4        2        8        5       18       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       48,060
COMMITMENTS
  13,576    6,979    4,497   20,302   20,569   38,375   32,045    9,685   16,015

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      2,822)
   1,781      -15       76      568      727    2,425      788      397    2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     14.5      9.4     42.2     42.8     79.8     66.7     20.2     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       12        8       24       28       41       44
 

Updated August 17, 2007