BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,511:        67          0          0      3,490      4,441      3,557      4,441:       954         70
Old  :     4,511:        67          0          0      3,490      4,441      3,557      4,441:       954         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :         6:         0          0          0         42          7         42          7:       -36         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        0.0       77.4       98.4       78.9       98.4:      21.1        1.6
Old  :     100.0:       1.5        0.0        0.0       77.4       98.4       78.9       98.4:      21.1        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         15         10         16         10:
Old  :        20:         1          0          0         15         10         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       80.8       68.3       97.2       50.4       80.3       68.3       94.1
Old  :                 50.4       80.8       68.3       97.2       50.4       80.3       68.3       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    37,369:     9,304      1,300        714     21,509     27,857     31,527     29,871:     5,842      7,498
Old  :    37,369:     9,304      1,300        714     21,509     27,857     31,527     29,871:     5,842      7,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       -23:       131         98       -146        -92        155       -107        107:        84       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.5        1.9       57.6       74.5       84.4       79.9:      15.6       20.1
Old  :     100.0:      24.9        3.5        1.9       57.6       74.5       84.4       79.9:      15.6       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        19          4         11         24         22         47         34:
Old  :        60:        19          4         11         24         22         47         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       40.9       53.8       56.4       34.7       40.0       53.3       55.4
Old  :                 34.7       40.9       53.8       56.4       34.7       40.0       53.3       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   169,978:    31,978     52,579     36,078     83,999     51,326    152,055    139,983:    17,923     29,995
Old  :   121,293:    21,238     59,079     20,020     68,325     22,896    109,583    101,995:    11,710     19,298
Other:    48,685:    23,405      6,165      3,393     15,674     28,430     42,472     37,988:     6,213     10,697
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       542:       498      3,465     -2,255      1,058     -2,018       -699       -808:     1,241      1,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       30.9       21.2       49.4       30.2       89.5       82.4:      10.5       17.6
Old  :     100.0:      17.5       48.7       16.5       56.3       18.9       90.3       84.1:       9.7       15.9
Other:     100.0:      48.1       12.7        7.0       32.2       58.4       87.2       78.0:      12.8       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        45        100         76         29         37        130        175:
Old  :       204:        37        109         52         27         35        104        164:
Other:       116:        39         32         26         16         31         70         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       15.8       42.1       24.3       27.7       12.2       39.0       18.8
Old  :                 35.8       12.2       49.7       22.6       35.8       11.4       49.5       20.3
Other:                 37.0       37.5       51.2       47.3       27.5       24.4       39.9       33.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   229,572:    58,623     42,518     39,083    111,121    100,202    208,827    181,803:    20,745     47,769
Old  :   229,572:    58,623     42,518     39,083    111,121    100,202    208,827    181,803:    20,745     47,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     9,329:     8,589      2,457       -958     -1,979      3,602      5,652      5,101:     3,677      4,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       18.5       17.0       48.4       43.6       91.0       79.2:       9.0       20.8
Old  :     100.0:      25.5       18.5       17.0       48.4       43.6       91.0       79.2:       9.0       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        77         65         72         51        118        172        221:
Old  :       284:        77         65         72         51        118        172        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       15.9       39.8       23.7       27.5       13.6       39.8       20.3
Old  :                 27.5       15.9       39.8       23.7       27.5       13.6       39.8       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,130:     2,822      1,950        838      1,800      2,530      5,460      5,318:     1,670      1,812
Old  :     7,130:     2,822      1,950        838      1,800      2,530      5,460      5,318:     1,670      1,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :      -354:        68       -104       -140         -1        154        -73        -90:      -281       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       27.3       11.8       25.2       35.5       76.6       74.6:      23.4       25.4
Old  :     100.0:      39.6       27.3       11.8       25.2       35.5       76.6       74.6:      23.4       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        20         18          8         15         28         42         48:
Old  :        70:        20         18          8         15         28         42         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       24.2       46.4       38.0       29.8       20.7       41.9       30.8
Old  :                 31.6       24.2       46.4       38.0       29.8       20.7       41.9       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    25,557:     9,185      5,008      3,142      7,817      4,541     20,144     12,691:     5,413     12,866
Old  :    25,557:     9,185      5,008      3,142      7,817      4,541     20,144     12,691:     5,413     12,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,047:     1,213       -465        767         69        437      2,049        739:        -2      1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       19.6       12.3       30.6       17.8       78.8       49.7:      21.2       50.3
Old  :     100.0:      35.9       19.6       12.3       30.6       17.8       78.8       49.7:      21.2       50.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        39         26         25         27         39         86         77:
Old  :       125:        39         26         25         27         39         86         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       14.1       30.4       21.3       18.0       10.5       28.3       15.7
Old  :                 19.1       14.1       30.4       21.3       18.0       10.5       28.3       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   143,434:    82,889     15,511      1,483     22,255    106,004    106,627    122,998:    36,807     20,436
Old  :   143,434:    82,889     15,511      1,483     22,255    106,004    106,627    122,998:    36,807     20,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       299:     3,236      1,111         -6     -4,654      2,000     -1,424      3,105:     1,723     -2,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8       10.8        1.0       15.5       73.9       74.3       85.8:      25.7       14.2
Old  :     100.0:      57.8       10.8        1.0       15.5       73.9       74.3       85.8:      25.7       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        38         15          3         17         19         57         35:
Old  :        83:        38         15          3         17         19         57         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       53.1       44.1       68.1       33.6       50.7       43.3       65.7
Old  :                 33.6       53.1       44.1       68.1       33.6       50.7       43.3       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :   102,992:    20,339     58,411          0     70,250     26,864     90,589     85,275:    12,403     17,717
Old  :   102,992:    20,339     58,411          0     70,250     26,864     90,589     85,275:    12,403     17,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     7,962:     5,463      9,960          0        446       -503      5,909      9,457:     2,053     -1,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       56.7        0.0       68.2       26.1       88.0       82.8:      12.0       17.2
Old  :     100.0:      19.7       56.7        0.0       68.2       26.1       88.0       82.8:      12.0       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        19         27          0         10         11         29         38:
Old  :        64:        19         27          0         10         11         29         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       41.4       73.6       56.0       61.2       39.7       70.7       52.1
Old  :                 61.2       41.4       73.6       56.0       61.2       39.7       70.7       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :    95,605:    59,061      6,849        371     26,730     85,855     86,162     93,075:     9,443      2,530
Old  :    95,605:    59,061      6,849        371     26,730     85,855     86,162     93,075:     9,443      2,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,016:     3,445         13         43     -1,514      1,270      1,974      1,326:      -958       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8        7.2        0.4       28.0       89.8       90.1       97.4:       9.9        2.6
Old  :     100.0:      61.8        7.2        0.4       28.0       89.8       90.1       97.4:       9.9        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        53         12          2         13         20         67         33:
Old  :        92:        53         12          2         13         20         67         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       69.8       58.9       82.0       32.6       47.7       40.4       59.0
Old  :                 47.2       69.8       58.9       82.0       32.6       47.7       40.4       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   156,362:   112,950     24,419        548      8,054    105,737    121,552    130,704:    34,810     25,658
Old  :   156,362:   112,950     24,419        548      8,054    105,737    121,552    130,704:    34,810     25,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    -8,277:    -9,429        213       -120       -711     -7,651    -10,260     -7,558:     1,983       -719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       15.6        0.4        5.2       67.6       77.7       83.6:      22.3       16.4
Old  :     100.0:      72.2       15.6        0.4        5.2       67.6       77.7       83.6:      22.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        49         19          5         14         18         67         38:
Old  :        94:        49         19          5         14         18         67         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       39.1       40.8       56.3       29.1       38.8       40.8       55.7
Old  :                 29.1       39.1       40.8       56.3       29.1       38.8       40.8       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   320,333:    51,549    177,439        530    226,591    104,651    278,670    282,620:    41,663     37,713
Old  :   320,333:    51,549    177,439        530    226,591    104,651    278,670    282,620:    41,663     37,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    -6,478:     8,176    -21,072         -4    -17,673     13,217     -9,501     -7,859:     3,023      1,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       55.4        0.2       70.7       32.7       87.0       88.2:      13.0       11.8
Old  :     100.0:      16.1       55.4        0.2       70.7       32.7       87.0       88.2:      13.0       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        39         56          4         28         25         69         83:
Old  :       139:        39         56          4         28         25         69         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       30.3       59.5       46.3       45.6       30.0       57.3       44.2
Old  :                 46.6       30.3       59.5       46.3       45.6       30.0       57.3       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   223,674:   129,843     26,947      1,561     27,319    157,712    158,723    186,220:    64,951     37,454
Old  :   223,674:   129,843     26,947      1,561     27,319    157,712    158,723    186,220:    64,951     37,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    28,674:    28,200      1,828        231     -2,282     20,790     26,149     22,849:     2,525      5,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       12.0        0.7       12.2       70.5       71.0       83.3:      29.0       16.7
Old  :     100.0:      58.1       12.0        0.7       12.2       70.5       71.0       83.3:      29.0       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        64         32          9         26         33         95         69:
Old  :       140:        64         32          9         26         33         95         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       43.8       33.1       56.0       23.9       42.5       33.0       54.8
Old  :                 24.0       43.8       33.1       56.0       23.9       42.5       33.0       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    41,167:    25,480      2,230        374     12,028     36,581     37,882     39,185:     3,285      1,982
Old  :    41,167:    25,480      2,230        374     12,028     36,581     37,882     39,185:     3,285      1,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :      -149:       -31       -387         -6        420        198        383       -195:      -532         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9        5.4        0.9       29.2       88.9       92.0       95.2:       8.0        4.8
Old  :     100.0:      61.9        5.4        0.9       29.2       88.9       92.0       95.2:       8.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        16          7          1          9         10         25         18:
Old  :        39:        16          7          1          9         10         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       83.2       75.1       89.0       61.0       82.0       75.1       87.8
Old  :                 61.0       83.2       75.1       89.0       61.0       82.0       75.1       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    85,134:    12,030     26,680      2,241     64,363     52,935     78,634     81,856:     6,500      3,278
Old  :    85,134:    12,030     26,680      2,241     64,363     52,935     78,634     81,856:     6,500      3,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    -1,253:      -857     -2,425          0       -380        950     -1,237     -1,475:       -16        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       31.3        2.6       75.6       62.2       92.4       96.1:       7.6        3.9
Old  :     100.0:      14.1       31.3        2.6       75.6       62.2       92.4       96.1:       7.6        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          2          2         18         15         25         18:
Old  :        31:         6          2          2         18         15         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       66.1       65.5       86.5       40.6       60.9       59.6       79.8
Old  :                 44.2       66.1       65.5       86.5       40.6       60.9       59.6       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,019,923: 1,547,131    744,426    975,267  7,417,426  7,879,307  9,939,824  9,599,000: 1,080,099  1,420,923
Old  :11,019,923: 1,547,131    744,426    975,267  7,417,426  7,879,307  9,939,824  9,599,000: 1,080,099  1,420,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :   434,956:    94,791    132,802    108,108    187,808    178,782    390,707    419,692:    44,249     15,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        6.8        8.9       67.3       71.5       90.2       87.1:       9.8       12.9
Old  :     100.0:      14.0        6.8        8.9       67.3       71.5       90.2       87.1:       9.8       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        70         58         92        151        162        264        282:
Old  :       318:        70         58         92        151        162        264        282:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       15.1       47.5       28.4       36.7       14.0       41.7       23.7
Old  :                 38.9       15.1       47.5       28.4       36.7       14.0       41.7       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   598,046:    42,262     87,010      7,204    431,077    418,049    480,543    512,263:   117,503     85,783
Old  :   598,046:    42,262     87,010      7,204    431,077    418,049    480,543    512,263:   117,503     85,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,358:    -1,500      4,585       -128     -2,538      1,638     -4,166      6,095:     5,524     -4,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       14.5        1.2       72.1       69.9       80.4       85.7:      19.6       14.3
Old  :     100.0:       7.1       14.5        1.2       72.1       69.9       80.4       85.7:      19.6       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        35         43         17         82         58        128        107:
Old  :       190:        35         43         17         82         58        128        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       28.5       33.3       42.7       23.8       28.4       32.4       42.1
Old  :                 24.0       28.5       33.3       42.7       23.8       28.4       32.4       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,682,680:   350,879    544,207     31,064  1,128,674    941,072  1,510,617  1,516,343:   172,063    166,337
Old  : 1,682,680:   350,879    544,207     31,064  1,128,674    941,072  1,510,617  1,516,343:   172,063    166,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    62,756:    -7,261     41,517     -5,132     87,279     -2,768     74,886     33,617:   -12,130     29,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       32.3        1.8       67.1       55.9       89.8       90.1:      10.2        9.9
Old  :     100.0:      20.9       32.3        1.8       67.1       55.9       89.8       90.1:      10.2        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        70        105         37         89         95        180        216:
Old  :       314:        70        105         37         89         95        180        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       21.4       37.2       30.0       17.5       16.5       29.7       24.4
Old  :                 24.8       21.4       37.2       30.0       17.5       16.5       29.7       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    91,915:     9,863     28,481          0     72,271     59,756     82,134     88,237:     9,781      3,678
Old  :    91,915:     9,863     28,481          0     72,271     59,756     82,134     88,237:     9,781      3,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,765:      -621       -793          0      3,581      1,934      2,960      1,141:    -1,195        624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       31.0        0.0       78.6       65.0       89.4       96.0:      10.6        4.0
Old  :     100.0:      10.7       31.0        0.0       78.6       65.0       89.4       96.0:      10.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        13         18          0         39         37         52         55:
Old  :        95:        13         18          0         39         37         52         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       37.8       59.0       55.7       37.9       36.8       57.9       54.7
Old  :                 38.3       37.8       59.0       55.7       37.9       36.8       57.9       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    60,447:     6,831     16,825         17     44,059     36,041     50,907     52,883:     9,540      7,564
Old  :    60,447:     6,831     16,825         17     44,059     36,041     50,907     52,883:     9,540      7,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    -2,037:      -572         25         -8       -563       -685     -1,143       -668:      -894     -1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       27.8        0.0       72.9       59.6       84.2       87.5:      15.8       12.5
Old  :     100.0:      11.3       27.8        0.0       72.9       59.6       84.2       87.5:      15.8       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         9         12          2         24         20         34         33:
Old  :        58:         9         12          2         24         20         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       44.4       61.4       63.3       43.8       41.2       60.0       57.0
Old  :                 43.8       44.4       61.4       63.3       43.8       41.2       60.0       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   395,988:   137,073    104,877      8,194    225,573    260,750    370,840    373,821:    25,148     22,167
Old  :   395,988:   137,073    104,877      8,194    225,573    260,750    370,840    373,821:    25,148     22,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       787:    -1,120     13,198      2,080     -2,029     -9,437     -1,069      5,841:     1,856     -5,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       26.5        2.1       57.0       65.8       93.6       94.4:       6.4        5.6
Old  :     100.0:      34.6       26.5        2.1       57.0       65.8       93.6       94.4:       6.4        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        88         59         12         47         48        141        113:
Old  :       232:        88         59         12         47         48        141        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       30.8       41.1       45.1       28.0       30.5       38.0       44.5
Old  :                 29.5       30.8       41.1       45.1       28.0       30.5       38.0       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   110,984:    69,945      4,787        829      6,466     93,890     77,240     99,506:    33,744     11,478
Old  :   110,984:    69,945      4,787        829      6,466     93,890     77,240     99,506:    33,744     11,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,837:     1,892     -5,169         15     -3,705      4,826     -1,798       -328:     3,635      2,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0        4.3        0.7        5.8       84.6       69.6       89.7:      30.4       10.3
Old  :     100.0:      63.0        4.3        0.7        5.8       84.6       69.6       89.7:      30.4       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        40          6          2          6         12         46         20:
Old  :        61:        40          6          2          6         12         46         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       66.9       32.5       82.2       20.0       65.5       32.5       80.7
Old  :                 20.0       66.9       32.5       82.2       20.0       65.5       32.5       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    39,173:       265      8,249          0     33,397     25,669     33,662     33,918:     5,511      5,255
Old  :    39,173:       265      8,249          0     33,397     25,669     33,662     33,918:     5,511      5,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,417:        27        170          0      2,127      2,248      2,154      2,418:       263         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       21.1        0.0       85.3       65.5       85.9       86.6:      14.1       13.4
Old  :     100.0:       0.7       21.1        0.0       85.3       65.5       85.9       86.6:      14.1       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         1         16          0         20         19         21         35:
Old  :        49:         1         16          0         20         19         21         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       35.9       73.2       53.0       54.1       34.8       69.3       51.7
Old  :                 58.1       35.9       73.2       53.0       54.1       34.8       69.3       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   565,219:    75,502    259,441      1,371    474,699    276,393    551,572    537,205:    13,647     28,014
Old  :   565,219:    75,502    259,441      1,371    474,699    276,393    551,572    537,205:    13,647     28,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    23,776:     1,386      8,720       -645     23,508     12,582     24,249     20,657:      -473      3,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       45.9        0.2       84.0       48.9       97.6       95.0:       2.4        5.0
Old  :     100.0:      13.4       45.9        0.2       84.0       48.9       97.6       95.0:       2.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        30        108          8         56         80         90        192:
Old  :       251:        30        108          8         56         80         90        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       19.0       76.7       31.4       49.3       18.3       71.5       29.1
Old  :                 53.6       19.0       76.7       31.4       49.3       18.3       71.5       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    50,411:    11,158     14,220          2     28,797     25,472     39,957     39,694:    10,454     10,717
Old  :    50,411:    11,158     14,220          2     28,797     25,472     39,957     39,694:    10,454     10,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :      -915:    -1,610        502          0      1,168       -370       -442        132:      -473     -1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       28.2        0.0       57.1       50.5       79.3       78.7:      20.7       21.3
Old  :     100.0:      22.1       28.2        0.0       57.1       50.5       79.3       78.7:      20.7       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        20         17          2         21         22         43         40:
Old  :        77:        20         17          2         21         22         43         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       36.3       45.0       53.6       28.6       33.3       42.1       48.6
Old  :                 28.7       36.3       45.0       53.6       28.6       33.3       42.1       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    40,358:    19,306      3,364        166     14,652     19,236     34,124     22,766:     6,234     17,592
Old  :    40,358:    19,306      3,364        166     14,652     19,236     34,124     22,766:     6,234     17,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       555:    -1,589        678         63        184        716     -1,342      1,457:     1,897       -902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        8.3        0.4       36.3       47.7       84.6       56.4:      15.4       43.6
Old  :     100.0:      47.8        8.3        0.4       36.3       47.7       84.6       56.4:      15.4       43.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        23          6          1         13         14         36         21:
Old  :        55:        23          6          1         13         14         36         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       33.8       53.5       44.8       37.4       32.5       50.3       42.6
Old  :                 37.8       33.8       53.5       44.8       37.4       32.5       50.3       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    22,070:     5,478      1,449        216     13,602     18,320     19,296     19,985:     2,774      2,085
Old  :    22,070:     5,478      1,449        216     13,602     18,320     19,296     19,985:     2,774      2,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,789:        89        327        -59       -113        -43        -83        225:     1,872      1,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        6.6        1.0       61.6       83.0       87.4       90.6:      12.6        9.4
Old  :     100.0:      24.8        6.6        1.0       61.6       83.0       87.4       90.6:      12.6        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          4          1          8          4         15          8:
Old  :        20:         6          4          1          8          4         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       87.4       81.0       90.6       63.2       86.8       81.0       89.5
Old  :                 63.2       87.4       81.0       90.6       63.2       86.8       81.0       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    39,377:     6,569      8,774      3,141     19,385     17,189     29,095     29,104:    10,282     10,273
Old  :    39,377:     6,569      8,774      3,141     19,385     17,189     29,095     29,104:    10,282     10,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       843:     1,464        -50         12        572        108      2,048         70:    -1,205        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       22.3        8.0       49.2       43.7       73.9       73.9:      26.1       26.1
Old  :     100.0:      16.7       22.3        8.0       49.2       43.7       73.9       73.9:      26.1       26.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         9         13          7         22         22         35         39:
Old  :        51:         9         13          7         22         22         35         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       23.9       47.4       40.0       25.2       21.9       37.4       35.5
Old  :                 33.0       23.9       47.4       40.0       25.2       21.9       37.4       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 13, 2007