BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,272
COMMITMENTS
     198        0        0    3,071    4,121    3,269    4,121    1,003      151

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:         35)
    -116        0       -1       31      -22      -86      -23      121       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.0     71.9     96.5     76.5     96.5     23.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14        9       16        9
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,357
COMMITMENTS
   6,825    1,079    5,993   24,867   28,201   37,684   35,273    6,673    9,084

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        630)
      68        2       53      225      445      346      500      284      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      2.4     13.5     56.1     63.6     85.0     79.5     15.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      21        8       19       29       29       57       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      195,151
COMMITMENTS
  33,458   20,135   49,120   95,912   93,623  178,489  162,878   16,661   32,273

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      4,386)
   1,925      963       80    2,015    2,243    4,020    3,287      366    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     10.3     25.2     49.1     48.0     91.5     83.5      8.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      67       50       70       37       50      150      141
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,443
COMMITMENTS
  58,842   26,185   54,245  116,850  119,086  229,937  199,516   18,507   48,927

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      5,741)
   9,328   -5,373    1,900   -3,853    4,760    7,375    1,287   -1,634    4,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     10.5     21.8     47.0     47.9     92.6     80.3      7.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      95       46       81       66      121      194      222
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,317
COMMITMENTS
   2,357    2,563      823    2,331    1,918    5,510    5,304    1,806    2,013

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -746)
     159      581     -682     -282     -481     -805     -582       59     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     35.0     11.2     31.9     26.2     75.3     72.5     24.7     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      19       21       10       13       20       37       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,723
COMMITMENTS
  12,080    1,889    6,654    8,241    6,368   26,974   14,911    5,749   17,812

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      1,699)
     834     -314      361      406      380    1,601      426       98    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      5.8     20.3     25.2     19.5     82.4     45.6     17.6     54.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      50       22       30       38       44      104       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      153,229
COMMITMENTS
  70,526   22,809   11,532   41,486   95,069  123,544  129,411   29,685   23,818

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      6,178)
   8,207    3,057     -983   -1,368    3,727    5,856    5,802      322      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0     14.9      7.5     27.1     62.0     80.6     84.5     19.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      33       15       13       28       22       65       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      122,218
COMMITMENTS
  17,837   35,672    1,508   90,414   71,082  109,758  108,263   12,460   13,955

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      7,153)
   3,311    4,368     -269    4,238    1,833    7,280    5,931     -127    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     29.2      1.2     74.0     58.2     89.8     88.6     10.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       16        2       10       17       26       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,179
COMMITMENTS
  10,761   30,963      568   84,807   65,280   96,136   96,811    5,043    4,368

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -325)
   1,087   -2,845      365   -1,973    1,986     -521     -494      196      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     30.6      0.6     83.8     64.5     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       31        4       17       11       39       45
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      135,845
COMMITMENTS
  56,123   20,613    7,382   49,385   89,150  112,891  117,145   22,955   18,700

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      5,691)
   6,901      535     -541    2,252    6,888    8,613    6,882   -2,922   -1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     15.2      5.4     36.4     65.6     83.1     86.2     16.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       23       14       21       21       54       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      334,323
COMMITMENTS
  62,725   56,134   25,872  203,475  224,802  292,072  306,807   42,251   27,516

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      4,287)
   5,060   -3,423      219     -562    7,885    4,717    4,681     -430     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     16.8      7.7     60.9     67.2     87.4     91.8     12.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      35       43       17       28       26       75       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      256,958
COMMITMENTS
  74,986   32,433   25,338  108,846  162,560  209,169  220,331   47,789   36,627

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      5,634)
     460   -2,835     -326   11,313    4,427   11,447    1,266   -5,813    4,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     12.6      9.9     42.4     63.3     81.4     85.7     18.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      58       39       36       36       33      109       93
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,236
COMMITMENTS
   8,429    4,604      105   18,194   22,069   26,728   26,778    2,508    2,458

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:       -306)
  -3,483    1,577        0    3,005   -2,862     -478   -1,285      172      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     15.7      0.4     62.2     75.5     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        5        1       13       12       24       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       61,216
COMMITMENTS
  19,573   19,606    3,772   34,918   34,208   58,263   57,586    2,953    3,630

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     12,204)
  10,710    4,428   -2,300    4,543    9,186   12,953   11,314     -749      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     32.0      6.2     57.0     55.9     95.2     94.1      4.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        2       15        9       20       11
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,042,369
COMMITMENTS
 1368536  442,878  8526667 10858709 11749303 20753912 20718847  1288457  1323522

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:   -741,100)
-125,791 -178,873  -95,882 -391,745 -348,364 -613,419 -623,119 -127,682 -117,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.0     38.7     49.3     53.3     94.2     94.0      5.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      84       61      130      188      179      334      314
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      868,832
COMMITMENTS
  60,214  102,013  135,563  532,553  508,465  728,330  746,041  140,502  122,791

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     32,161)
    -561      -80    7,003   23,383   18,660   29,825   25,584    2,336    6,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     11.7     15.6     61.3     58.5     83.8     85.9     16.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      46       55       68       96       70      179      156
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,293,066
COMMITMENTS
 316,758  669,838  209,709  1533073  1216370  2059540  2095917  233,527  197,149

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     46,685)
   1,119  -13,769   37,518  -16,084    4,726   22,553   28,475   24,131   18,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     29.2      9.1     66.9     53.0     89.8     91.4     10.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      66      126       65      105      112      216      258
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,011
COMMITMENTS
   6,372   27,065       60   71,127   53,714   77,559   80,839    7,452    4,172

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        758)
    -705     -571       60    2,334       94    1,689     -417     -931    1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     31.8      0.1     83.7     63.2     91.2     95.1      8.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       7       16        3       34       38       44       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,356
COMMITMENTS
   3,467   24,817      151   58,255   33,734   61,872   58,702    6,484    9,654

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        333)
     414    1,024       40      163     -485      617      579     -283     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     36.3      0.2     85.2     49.4     90.5     85.9      9.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      11       18        4       28       21       41       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      418,558
COMMITMENTS
 124,812  130,118   20,621  235,339  249,790  380,772  400,529   37,786   18,029

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:     -6,797)
  -4,141    2,558    2,658      176  -12,316   -1,308   -7,100   -5,489      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     31.1      4.9     56.2     59.7     91.0     95.7      9.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      72       65       29       51       53      136      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       98,729
COMMITMENTS
  23,375   11,362      798   53,627   73,225   77,800   85,384   20,929   13,345

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        762)
  -1,043   -7,901     -836    2,210    6,333      331   -2,403      431    3,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     11.5      0.8     54.3     74.2     78.8     86.5     21.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15       11        3       15       14       31       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       58,355
COMMITMENTS
       4   10,297      112   50,181   42,278   50,297   52,688    8,058    5,667

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        255)
    -561     -175       94      795       78      328       -3      -73      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.6      0.2     86.0     72.4     86.2     90.3     13.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1       21        3       23       20       26       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      611,787
COMMITMENTS
  61,832  228,062   13,577  522,862  331,852  598,271  573,492   13,516   38,295

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      9,554)
   1,214    7,332    1,053    9,118    5,660   11,386   14,045   -1,832   -4,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     37.3      2.2     85.5     54.2     97.8     93.7      2.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      32      138       49       55       93      122      245
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       61,129
COMMITMENTS
  13,629   23,853        8   38,053   28,761   51,690   52,623    9,439    8,506

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:      2,611)
     830    4,845        7    3,205    1,258    4,042    6,110   -1,431   -3,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     39.0      0.0     62.2     47.1     84.6     86.1     15.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       27        3       22       22       44       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,715
COMMITMENTS
  21,660    6,299      202   28,064   30,882   49,926   37,383    7,789   20,332

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        162)
   4,024     -630        6   -4,440    1,127     -410      503      572     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     10.9      0.3     48.6     53.5     86.5     64.8     13.5     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22        8        2       19       18       42       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,513
COMMITMENTS
   5,073    2,343      270   14,531   17,436   19,874   20,049      639      464

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        851)
     155      -58        0      732      777      887      719      -36      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     11.4      1.3     70.8     85.0     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        1        8        4       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       51,793
COMMITMENTS
  12,221    7,887    4,603   25,396   19,894   42,220   32,384    9,573   19,409

CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST:        511)
  -1,167    1,148      251    1,334        4      418    1,403       93     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     15.2      8.9     49.0     38.4     81.5     62.5     18.5     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10       12        7       23       28       37       44
 

Updated August 31, 2007