MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,814
COMMITMENTS
   6,210    1,831      463   21,926   23,108   28,599   25,402    4,215    7,412

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -3,152)
    -903      114     -156   -2,210   -2,484   -3,269   -2,526      117     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      5.6      1.4     66.8     70.4     87.2     77.4     12.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       11       14       23       22       41       42
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,697
COMMITMENTS
  45,098   46,795   51,468  117,090  111,969  213,656  210,232   28,041   31,465

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -5,965)
   3,436    1,473   -3,322      100    2,007      214      158   -6,179   -6,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     19.4     21.3     48.4     46.3     88.4     87.0     11.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      83       87       98       42       56      188      194
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,106
COMMITMENTS
     715      662       41      375      801    1,131    1,504      975      602

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        -47)
    -147      196      -41       81     -137     -107       18       60      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     31.4      1.9     17.8     38.0     53.7     71.4     46.3     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        7        1        7        4       17       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      305,885
COMMITMENTS
  89,092   34,121   50,744  140,517  156,656  280,353  241,521   25,532   64,364

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -6,717)
  -2,242    1,031     -283   -5,291   -7,704   -7,816   -6,956    1,099      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     11.2     16.6     45.9     51.2     91.7     79.0      8.3     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     113       72       96       54      152      226      278
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       14,662
COMMITMENTS
   4,043    5,413    2,541    6,129    4,832   12,713   12,786    1,949    1,876

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -151)
    -439        7      154      144      -41     -141      120      -10     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     36.9     17.3     41.8     33.0     86.7     87.2     13.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       30       12       20       30       56       69
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,405
COMMITMENTS
   9,499    7,548    6,580   11,701    7,264   27,780   21,392    4,625   11,013

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -226)
     701    1,022   -1,298      141      432     -456      156      230     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     23.3     20.3     36.1     22.4     85.7     66.0     14.3     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      31       38       26       33       39       87       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       91,389
COMMITMENTS
  30,183   36,135    2,426   30,157   29,263   62,766   67,824   28,623   23,565

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      4,182)
   5,451    1,613      210      902    2,816    6,563    4,639   -2,381     -457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     39.5      2.7     33.0     32.0     68.7     74.2     31.3     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       20        4       21       16       49       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,188
COMMITMENTS
  18,085   22,782       29   12,400   17,810   30,514   40,621   21,674   11,567

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -4,450)
  -7,955    3,349       29    4,041   -8,059   -3,885   -4,681     -565      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     43.7      0.1     23.8     34.1     58.5     77.8     41.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15       16        1       11        8       26       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      100,375
COMMITMENTS
  82,780   10,590      310    9,303   81,655   92,393   92,555    7,982    7,820

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        170)
   2,418    4,163       28   -1,315   -4,736    1,131     -545     -961      715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.5     10.6      0.3      9.3     81.3     92.0     92.2      8.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      60       16        1        8       16       68       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       83,736
COMMITMENTS
  31,256   39,554      324   32,537   18,549   64,117   58,427   19,619   25,309

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -6,114)
  -6,928   -1,261       28      171   -3,355   -6,729   -4,588      615   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     47.2      0.4     38.9     22.2     76.6     69.8     23.4     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       28        4       13       14       31       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      175,428
COMMITMENTS
  40,519   35,194      529  107,907  117,123  148,955  152,846   26,473   22,582

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -170)
  -4,670    6,010      -17    3,927   -5,108     -760      885      590   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     20.1      0.3     61.5     66.8     84.9     87.1     15.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       25        2       25       18       51       43
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      176,211
COMMITMENTS
  81,210   57,203    2,883   44,165   69,916  128,258  130,002   47,953   46,209

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -3,674)
  -6,952   -3,276      626    4,152   -3,534   -2,174   -6,184   -1,500    2,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     32.5      1.6     25.1     39.7     72.8     73.8     27.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      51       34       10       26       27       82       66
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,523
COMMITMENTS
  12,212   10,071        0   14,092   18,605   26,304   28,676    4,219    1,847

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      3,668)
     224    1,249        0    2,058    1,978    2,282    3,227    1,386      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     33.0      0.0     46.2     61.0     86.2     93.9     13.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        9        0       12        8       24       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,459,399
COMMITMENTS
 1592406  802,779  645,764  6176124  7060163  8414294  8508706  1045105  950,693

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:    196,185)
  90,265    6,490   14,652   61,866  160,398  166,783  181,540   29,402   14,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      8.5      6.8     65.3     74.6     89.0     89.9     11.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      75       30       86      117      121      228      214
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      536,308
COMMITMENTS
  74,999   52,926   10,686  348,389  354,357  434,074  417,969  102,234  118,339

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     19,719)
   3,795     -906    1,447   11,795    1,242   17,037    1,783    2,682   17,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      9.9      2.0     65.0     66.1     80.9     77.9     19.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      41       47       18       74       56      128      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,305,626
COMMITMENTS
 353,265  646,519   60,853  1466342  1418769  1880460  2126141  425,166  179,485

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:    177,503)
  29,060   49,834   -6,372   90,570  169,426  113,258  212,888   64,245  -35,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     28.0      2.6     63.6     61.5     81.6     92.2     18.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
      90      130       49      103      104      221      255
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,675
COMMITMENTS
  13,035   26,995       60   68,180   61,254   81,275   88,309   11,400    4,366

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,143)
  -2,003    1,725     -244    2,409   -1,291      162      190      981      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     29.1      0.1     73.6     66.1     87.7     95.3     12.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       15        1       35       28       52       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       26,327
COMMITMENTS
   3,722    7,211        0   15,509   14,378   19,231   21,589    7,096    4,738

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,033)
  -1,133      450        0    1,834    1,460      701    1,910      332     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     27.4      0.0     58.9     54.6     73.0     82.0     27.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        8        0       18       20       25       28
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      306,726
COMMITMENTS
 102,531  112,371    4,409  179,013  161,410  285,953  278,190   20,773   28,536

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      8,104)
  -4,916    3,761   -1,331   22,390    3,462   16,143    5,892   -8,039    2,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     36.6      1.4     58.4     52.6     93.2     90.7      6.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      59       73       16       53       49      123      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       97,165
COMMITMENTS
  59,766   10,460      676    6,929   67,189   67,371   78,325   29,794   18,840

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        736)
  -1,146      957        0      359   -1,513     -787     -556    1,523    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     10.8      0.7      7.1     69.1     69.3     80.6     30.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       11        2        9       14       38       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,842
COMMITMENTS
     860   15,273        0   26,025   14,243   26,885   29,516    6,957    4,326

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      2,185)
     -20    2,298        0    1,825     -978    1,805    1,320      380      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     45.1      0.0     76.9     42.1     79.4     87.2     20.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       13        0       18       19       20       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      653,235
COMMITMENTS
  82,399  279,260    1,522  555,580  330,501  639,501  611,283   13,734   41,952

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     17,393)
  -1,694   11,346   -2,586   25,516    5,984   21,236   14,744   -3,843    2,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     42.8      0.2     85.1     50.6     97.9     93.6      2.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      29      113       11       65       68      101      185
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       68,868
COMMITMENTS
  11,125   31,035        5   48,892   29,808   60,022   60,848    8,846    8,020

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -2,570)
  -1,058   -1,322        0     -807    1,139   -1,865     -183     -705   -2,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     45.1      0.0     71.0     43.3     87.2     88.4     12.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13       23        1       13       19       27       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,401
COMMITMENTS
   5,775    5,078      474   20,385   34,374   26,634   39,926   20,767    7,475

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      5,794)
  -1,569   -1,144      108    3,069    6,488    1,608    5,452    4,186      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     10.7      1.0     43.0     72.5     56.2     84.2     43.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        9        3       17       19       31       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       18,473
COMMITMENTS
   4,437   11,284       52   12,070    5,898   16,559   17,234    1,914    1,239

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        388)
     227     -300        0       70      560      297      260       91      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     61.1      0.3     65.3     31.9     89.6     93.3     10.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        8        1        9        6       18       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,206
COMMITMENTS
   6,343      574      181    7,659   14,068   14,183   14,823    2,023    1,383

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        700)
     -88        2      181      -38       69       55      252      645      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      3.5      1.1     47.3     86.8     87.5     91.5     12.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        3        2        5        5       17       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       12,723
COMMITMENTS
   1,280    1,185       14    7,841    8,550    9,135    9,749    3,588    2,974

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        702)
    -492      -61        0     -142     -221     -634     -282    1,336      984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      9.3      0.1     61.6     67.2     71.8     76.6     28.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        2       12       11       18       15
 

Updated July 11, 2008