BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, July 24, 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  :     4,788:       107         54         33      3,493      4,604      3,633      4,691:     1,155         97
Old  :     4,788:       107         54         33      3,493      4,604      3,633      4,691:     1,155         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       277:        40         54         33          3        163         76        250:       201         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        1.1        0.7       73.0       96.2       75.9       98.0:      24.1        2.0
Old  :     100.0:       2.2        1.1        0.7       73.0       96.2       75.9       98.0:      24.1        2.0
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  :        23:         2          3          3         13          9         18         12:
Old  :        23:         2          3          3         13          9         18         12:
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  :                 48.1       79.2       65.7       95.1       48.1       78.9       65.7       91.5
Old  :                 48.1       79.2       65.7       95.1       48.1       78.9       65.7       91.5
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 24, 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  :    38,023:     9,731      1,577        462     21,894     28,384     32,087     30,423:     5,936      7,600
Old  :    38,023:     9,731      1,577        462     21,894     28,384     32,087     30,423:     5,936      7,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       210:        94        125       -186        450        151        358         90:      -148        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        4.1        1.2       57.6       74.6       84.4       80.0:      15.6       20.0
Old  :     100.0:      25.6        4.1        1.2       57.6       74.6       84.4       80.0:      15.6       20.0
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  :        63:        21          5         11         25         22         50         34:
Old  :        63:        21          5         11         25         22         50         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  :                 36.8       40.8       54.1       56.6       36.3       39.9       53.4       55.6
Old  :                 36.8       40.8       54.1       56.6       36.3       39.9       53.4       55.6
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 24, 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  :   173,688:    33,824     40,504     34,856     89,413     66,087    158,093    141,447:    15,595     32,241
Old  :    98,073:    21,748     49,427      7,870     61,555     24,826     91,173     82,123:     6,900     15,950
Other:    75,615:    31,372     10,373      7,690     27,858     41,261     66,920     59,324:     8,695     16,291
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -218:     1,605       -120     -3,471      2,998      3,003      1,132       -588:    -1,350        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       23.3       20.1       51.5       38.0       91.0       81.4:       9.0       18.6
Old  :     100.0:      22.2       50.4        8.0       62.8       25.3       93.0       83.7:       7.0       16.3
Other:     100.0:      41.5       13.7       10.2       36.8       54.6       88.5       78.5:      11.5       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        58         70         67         29         40        133        146:
Old  :       191:        48         86         35         26         37         96        137:
Other:       132:        49         30         29         20         36         84         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       21.8       41.8       29.8       26.7       15.6       37.7       22.3
Old  :                 41.9       13.3       56.1       23.5       41.9       12.0       56.0       21.0
Other:                 32.0       33.8       42.7       44.0       22.6       21.4       32.6       30.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, July 24, 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  :   241,378:    61,272     38,490     43,419    115,405    111,167    220,096    193,076:    21,282     48,302
Old  :   241,378:    61,272     38,490     43,419    115,405    111,167    220,096    193,076:    21,282     48,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     4,883:       938       -581      1,807      2,294      2,801      5,039      4,027:      -156        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       15.9       18.0       47.8       46.1       91.2       80.0:       8.8       20.0
Old  :     100.0:      25.4       15.9       18.0       47.8       46.1       91.2       80.0:       8.8       20.0
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  :       305:        87         64         78         62        128        199        233:
Old  :       305:        87         64         78         62        128        199        233:
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  :                 25.9       15.6       37.6       23.3       25.9       13.5       37.6       20.1
Old  :                 25.9       15.6       37.6       23.3       25.9       13.5       37.6       20.1
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 24, 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  :     6,904:     2,574      1,897        984      1,988      2,211      5,546      5,092:     1,358      1,812
Old  :     6,904:     2,574      1,897        984      1,988      2,211      5,546      5,092:     1,358      1,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       -42:       -50        135         97        149       -260        196        -28:      -238        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       27.5       14.3       28.8       32.0       80.3       73.8:      19.7       26.2
Old  :     100.0:      37.3       27.5       14.3       28.8       32.0       80.3       73.8:      19.7       26.2
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  :        68:        20         19          6         13         24         36         47:
Old  :        68:        20         19          6         13         24         36         47:
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  :                 35.9       23.5       53.0       36.3       31.8       18.1       44.2       27.4
Old  :                 35.9       23.5       53.0       36.3       31.8       18.1       44.2       27.4
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 24, 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  :    31,124:    11,254      4,851      5,187      8,575      5,888     25,016     15,926:     6,108     15,198
Old  :    31,124:    11,254      4,851      5,187      8,575      5,888     25,016     15,926:     6,108     15,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,944:       176       -142      1,177        266         65      1,619      1,100:       325        844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       15.6       16.7       27.6       18.9       80.4       51.2:      19.6       48.8
Old  :     100.0:      36.2       15.6       16.7       27.6       18.9       80.4       51.2:      19.6       48.8
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  :       132:        49         21         29         31         35         98         78:
Old  :       132:        49         21         29         31         35         98         78:
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  :                 18.0       13.1       27.5       20.2       15.4        8.8       24.2       13.9
Old  :                 18.0       13.1       27.5       20.2       15.4        8.8       24.2       13.9
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 24, 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  :   158,948:    94,483     17,519      2,833     25,054    118,037    122,370    138,389:    36,578     20,559
Old  :   158,948:    94,483     17,519      2,833     25,054    118,037    122,370    138,389:    36,578     20,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     8,426:     9,202       -490      1,296     -1,947      7,725      8,551      8,531:      -125       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.4       11.0        1.8       15.8       74.3       77.0       87.1:      23.0       12.9
Old  :     100.0:      59.4       11.0        1.8       15.8       74.3       77.0       87.1:      23.0       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  :        93:        45         15          6         21         19         70         36:
Old  :        93:        45         15          6         21         19         70         36:
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  :                 35.7       54.6       44.9       68.4       35.7       53.9       44.9       67.2
Old  :                 35.7       54.6       44.9       68.4       35.7       53.9       44.9       67.2
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 24, 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  :   115,383:    21,909     64,786        188     78,675     34,685    100,772     99,659:    14,611     15,724
Old  :   115,383:    21,909     64,786        188     78,675     34,685    100,772     99,659:    14,611     15,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     4,805:    -2,280      5,043          0      7,249      1,810      4,969      6,853:      -164     -2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       56.1        0.2       68.2       30.1       87.3       86.4:      12.7       13.6
Old  :     100.0:      19.0       56.1        0.2       68.2       30.1       87.3       86.4:      12.7       13.6
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  :        66:        19         27          1         10         13         30         40:
Old  :        66:        19         27          1         10         13         30         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  :                 60.5       38.9       73.5       54.8       60.3       37.0       70.2       50.2
Old  :                 60.5       38.9       73.5       54.8       60.3       37.0       70.2       50.2
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 24, 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  :   103,205:    62,055     14,327      1,240     30,175     84,936     93,470    100,503:     9,735      2,702
Old  :   103,205:    62,055     14,327      1,240     30,175     84,936     93,470    100,503:     9,735      2,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,523:    -3,991      6,448         37      4,839     -5,116        885      1,369:       638        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.1       13.9        1.2       29.2       82.3       90.6       97.4:       9.4        2.6
Old  :     100.0:      60.1       13.9        1.2       29.2       82.3       90.6       97.4:       9.4        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  :       100:        55         16          3         14         19         71         37:
Old  :       100:        55         16          3         14         19         71         37:
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  :                 41.7       65.4       55.4       80.5       27.7       46.1       38.5       60.5
Old  :                 41.7       65.4       55.4       80.5       27.7       46.1       38.5       60.5
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 24, 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  :   158,955:   107,615     24,111        539     16,700    110,055    124,854    134,705:    34,101     24,250
Old  :   158,955:   107,615     24,111        539     16,700    110,055    124,854    134,705:    34,101     24,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   -14,267:   -15,837       -975       -146        121    -13,980    -15,862    -15,101:     1,595        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.7       15.2        0.3       10.5       69.2       78.5       84.7:      21.5       15.3
Old  :     100.0:      67.7       15.2        0.3       10.5       69.2       78.5       84.7:      21.5       15.3
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  :       103:        53         21          4         19         18         74         41:
Old  :       103:        53         21          4         19         18         74         41:
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  :                 28.9       38.9       41.1       58.0       28.9       37.5       41.1       56.3
Old  :                 28.9       38.9       41.1       58.0       28.9       37.5       41.1       56.3
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 24, 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  :   284,669:    51,088    143,503      1,243    188,343    106,993    240,674    251,739:    43,995     32,930
Old  :   284,669:    51,088    143,503      1,243    188,343    106,993    240,674    251,739:    43,995     32,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   -18,926:       657    -33,701        749    -24,212     15,336    -22,806    -17,616:     3,880     -1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       50.4        0.4       66.2       37.6       84.5       88.4:      15.5       11.6
Old  :     100.0:      17.9       50.4        0.4       66.2       37.6       84.5       88.4:      15.5       11.6
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  :       136:        40         49          6         28         28         70         81:
Old  :       136:        40         49          6         28         28         70         81:
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  :                 48.4       39.0       59.4       52.9       48.4       37.7       59.2       51.5
Old  :                 48.4       39.0       59.4       52.9       48.4       37.7       59.2       51.5
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 24, 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  :   225,781:   126,890     30,475      2,015     31,658    162,016    160,563    194,506:    65,218     31,275
Old  :   225,781:   126,890     30,475      2,015     31,658    162,016    160,563    194,506:    65,218     31,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     4,544:     3,526      6,296        -40        562     -1,645      4,048      4,611:       496        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       13.5        0.9       14.0       71.8       71.1       86.1:      28.9       13.9
Old  :     100.0:      56.2       13.5        0.9       14.0       71.8       71.1       86.1:      28.9       13.9
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  :       149:        66         38          7         28         31         98         72:
Old  :       149:        66         38          7         28         31         98         72:
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  :                 23.8       42.9       31.6       55.5       23.5       41.8       31.3       54.0
Old  :                 23.8       42.9       31.6       55.5       23.5       41.8       31.3       54.0
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 24, 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  :    46,589:    30,047      2,203          0     13,182     42,066     43,229     44,269:     3,360      2,320
Old  :    46,589:    30,047      2,203          0     13,182     42,066     43,229     44,269:     3,360      2,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     3,377:     3,755        297       -255         31      3,059      3,531      3,101:      -154        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5        4.7        0.0       28.3       90.3       92.8       95.0:       7.2        5.0
Old  :     100.0:      64.5        4.7        0.0       28.3       90.3       92.8       95.0:       7.2        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  :        41:        17          7          0         10         11         27         18:
Old  :        41:        17          7          0         10         11         27         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  :                 65.7       77.2       77.3       88.6       65.7       75.9       77.3       87.3
Old  :                 65.7       77.2       77.3       88.6       65.7       75.9       77.3       87.3
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 24, 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  :    72,174:    10,539     26,337      2,163     57,380     41,894     70,082     70,394:     2,092      1,780
Old  :    72,174:    10,539     26,337      2,163     57,380     41,894     70,082     70,394:     2,092      1,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     9,367:       888      1,568        161      9,618      7,431     10,667      9,160:    -1,300        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       36.5        3.0       79.5       58.0       97.1       97.5:       2.9        2.5
Old  :     100.0:      14.6       36.5        3.0       79.5       58.0       97.1       97.5:       2.9        2.5
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  :        34:         6          2          1         20         13         27         15:
Old  :        34:         6          2          1         20         13         27         15:
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  :                 46.0       70.0       61.9       88.4       36.6       61.6       51.3       75.2
Old  :                 46.0       70.0       61.9       88.4       36.6       61.6       51.3       75.2
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 24, 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  :11,425,238: 1,858,116    766,064    901,898  7,581,220  8,447,282 10,341,234 10,115,244: 1,084,004  1,309,994
Old  :11,425,238: 1,858,116    766,064    901,898  7,581,220  8,447,282 10,341,234 10,115,244: 1,084,004  1,309,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   165,568:   116,470    -44,173    -21,973     80,261    327,682    174,758    261,536:    -9,190    -95,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        6.7        7.9       66.4       73.9       90.5       88.5:       9.5       11.5
Old  :     100.0:      16.3        6.7        7.9       66.4       73.9       90.5       88.5:       9.5       11.5
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  :       312:        73         55         88        153        162        265        274:
Old  :       312:        73         55         88        153        162        265        274:
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  :                 38.8       15.3       46.7       29.0       36.6       13.2       42.1       24.6
Old  :                 38.8       15.3       46.7       29.0       36.6       13.2       42.1       24.6
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 24, 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  :   606,064:    42,705     88,341      7,482    436,279    423,457    486,466    519,280:   119,598     86,784
Old  :   606,064:    42,705     88,341      7,482    436,279    423,457    486,466    519,280:   119,598     86,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -794:    -2,033       -486       -185     -2,772      3,213     -4,990      2,542:     4,196     -3,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       14.6        1.2       72.0       69.9       80.3       85.7:      19.7       14.3
Old  :     100.0:       7.0       14.6        1.2       72.0       69.9       80.3       85.7:      19.7       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  :       187:        33         44         16         83         58        124        110:
Old  :       187:        33         44         16         83         58        124        110:
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  :                 23.8       28.7       33.3       42.8       23.7       28.6       32.3       42.1
Old  :                 23.8       28.7       33.3       42.8       23.7       28.6       32.3       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 24, 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  : 1,787,275:   342,610    640,676     28,975  1,225,428    940,886  1,597,013  1,610,537:   190,262    176,738
Old  : 1,787,275:   342,610    640,676     28,975  1,225,428    940,886  1,597,013  1,610,537:   190,262    176,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    85,224:   -12,413     48,854      2,557    105,613     11,743     95,757     63,154:   -10,533     22,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       35.8        1.6       68.6       52.6       89.4       90.1:      10.6        9.9
Old  :     100.0:      19.2       35.8        1.6       68.6       52.6       89.4       90.1:      10.6        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  :       321:        74        108         33         97         95        188        219:
Old  :       321:        74        108         33         97         95        188        219:
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  :                 27.3       21.7       38.8       30.0       19.7       16.2       30.8       23.8
Old  :                 27.3       21.7       38.8       30.0       19.7       16.2       30.8       23.8
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 24, 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  :   101,742:    11,144     29,013         41     79,897     68,952     91,082     98,006:    10,660      3,736
Old  :   101,742:    11,144     29,013         41     79,897     68,952     91,082     98,006:    10,660      3,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -1,197:    -1,563        345         41        437     -1,758     -1,085     -1,372:      -112        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       28.5        0.0       78.5       67.8       89.5       96.3:      10.5        3.7
Old  :     100.0:      11.0       28.5        0.0       78.5       67.8       89.5       96.3:      10.5        3.7
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  :        94:        12         18          1         38         40         50         59:
Old  :        94:        12         18          1         38         40         50         59:
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  :                 40.5       40.0       58.5       57.3       40.0       38.5       57.5       55.8
Old  :                 40.5       40.0       58.5       57.3       40.0       38.5       57.5       55.8
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 24, 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  :    67,896:     7,689     19,747         44     52,277     36,965     60,010     56,756:     7,886     11,140
Old  :    67,896:     7,689     19,747         44     52,277     36,965     60,010     56,756:     7,886     11,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     4,569:    -1,047      2,429         24      6,876        859      5,853      3,312:    -1,284      1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       29.1        0.1       77.0       54.4       88.4       83.6:      11.6       16.4
Old  :     100.0:      11.3       29.1        0.1       77.0       54.4       88.4       83.6:      11.6       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  :        63:        10         13          3         27         20         38         35:
Old  :        63:        10         13          3         27         20         38         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  :                 43.3       40.2       63.2       58.7       43.3       37.0       60.8       51.8
Old  :                 43.3       40.2       63.2       58.7       43.3       37.0       60.8       51.8
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 24, 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  :   442,654:   176,869    100,138     12,120    199,162    311,493    388,151    423,751:    54,503     18,903
Old  :   442,654:   176,869    100,138     12,120    199,162    311,493    388,151    423,751:    54,503     18,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    26,204:    19,061    -11,153      2,653     -9,575     41,838     12,139     33,338:    14,065     -7,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       22.6        2.7       45.0       70.4       87.7       95.7:      12.3        4.3
Old  :     100.0:      40.0       22.6        2.7       45.0       70.4       87.7       95.7:      12.3        4.3
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  :       227:        86         54         16         46         52        143        111:
Old  :       227:        86         54         16         46         52        143        111:
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  :                 28.3       42.1       39.7       55.1       27.5       42.0       38.2       52.4
Old  :                 28.3       42.1       39.7       55.1       27.5       42.0       38.2       52.4
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 24, 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  :   118,608:    75,651      8,808      1,727      9,799     94,630     87,177    105,165:    31,431     13,443
Old  :   118,608:    75,651      8,808      1,727      9,799     94,630     87,177    105,165:    31,431     13,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -1,901:    -2,371       -958        633       -173     -2,861     -1,911     -3,186:        10      1,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.8        7.4        1.5        8.3       79.8       73.5       88.7:      26.5       11.3
Old  :     100.0:      63.8        7.4        1.5        8.3       79.8       73.5       88.7:      26.5       11.3
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  :        67:        40         10          4          7         13         48         26:
Old  :        67:        40         10          4          7         13         48         26:
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  :                 23.9       62.8       37.9       77.2       23.9       60.9       37.9       75.3
Old  :                 23.9       62.8       37.9       77.2       23.9       60.9       37.9       75.3
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 24, 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  :    41,661:       213      8,302          0     34,441     28,265     34,654     36,567:     7,007      5,094
Old  :    41,661:       213      8,302          0     34,441     28,265     34,654     36,567:     7,007      5,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     2,118:       -67        174          0        947      1,897        880      2,071:     1,238         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       19.9        0.0       82.7       67.8       83.2       87.8:      16.8       12.2
Old  :     100.0:       0.5       19.9        0.0       82.7       67.8       83.2       87.8:      16.8       12.2
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  :        51:         1         16          0         21         20         22         36:
Old  :        51:         1         16          0         21         20         22         36:
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  :                 56.2       36.0       70.6       55.0       51.7       34.9       66.1       54.0
Old  :                 56.2       36.0       70.6       55.0       51.7       34.9       66.1       54.0
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 24, 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  :   615,885:    76,068    268,680      2,530    522,383    313,159    600,981    584,369:    14,904     31,516
Old  :   615,885:    76,068    268,680      2,530    522,383    313,159    600,981    584,369:    14,904     31,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    37,752:    -4,681      5,878        335     40,096     24,294     35,750     30,507:     2,002      7,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       43.6        0.4       84.8       50.8       97.6       94.9:       2.4        5.1
Old  :     100.0:      12.4       43.6        0.4       84.8       50.8       97.6       94.9:       2.4        5.1
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  :       257:        35        109         12         53         85         96        198:
Old  :       257:        35        109         12         53         85         96        198:
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  :                 50.3       20.4       75.8       33.1       45.8       20.3       69.6       30.7
Old  :                 50.3       20.4       75.8       33.1       45.8       20.3       69.6       30.7
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 24, 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  :    51,530:    11,621     13,503          1     28,701     27,341     40,323     40,845:    11,207     10,685
Old  :    51,530:    11,621     13,503          1     28,701     27,341     40,323     40,845:    11,207     10,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       352:       350       -222         -1       -700      1,116       -351        893:       703       -541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       26.2        0.0       55.7       53.1       78.3       79.3:      21.7       20.7
Old  :     100.0:      22.6       26.2        0.0       55.7       53.1       78.3       79.3:      21.7       20.7
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  :        75:        23         13          1         20         22         44         36:
Old  :        75:        23         13          1         20         22         44         36:
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  :                 26.8       35.6       41.1       53.1       25.9       31.4       38.2       47.7
Old  :                 26.8       35.6       41.1       53.1       25.9       31.4       38.2       47.7
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 24, 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  :    43,857:    18,878      5,186        151     19,347     20,410     38,376     25,747:     5,481     18,110
Old  :    43,857:    18,878      5,186        151     19,347     20,410     38,376     25,747:     5,481     18,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,663:      -310      1,592         -5      2,522        -20      2,207      1,567:      -544         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       11.8        0.3       44.1       46.5       87.5       58.7:      12.5       41.3
Old  :     100.0:      43.0       11.8        0.3       44.1       46.5       87.5       58.7:      12.5       41.3
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  :        62:        22         10          1         16         15         38         26:
Old  :        62:        22         10          1         16         15         38         26:
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  :                 41.4       31.2       56.1       42.8       38.8       31.2       53.6       42.5
Old  :                 41.4       31.2       56.1       42.8       38.8       31.2       53.6       42.5
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 24, 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  :    20,751:     5,767      1,148        271     13,636     18,788     19,674     20,207:     1,077        544
Old  :    20,751:     5,767      1,148        271     13,636     18,788     19,674     20,207:     1,077        544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -1,061:        11       -602          1       -651       -118       -639       -719:      -422       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        5.5        1.3       65.7       90.5       94.8       97.4:       5.2        2.6
Old  :     100.0:      27.8        5.5        1.3       65.7       90.5       94.8       97.4:       5.2        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  :        21:         7          4          2          7          3         16          7:
Old  :        21:         7          4          2          7          3         16          7:
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  :                 67.3       94.3       86.3       97.4       67.3       94.3       86.3       96.1
Old  :                 67.3       94.3       86.3       97.4       67.3       94.3       86.3       96.1
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 24, 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  :    45,444:    11,287      8,284      3,189     19,046     18,758     33,522     30,231:    11,922     15,213
Old  :    45,444:    11,287      8,284      3,189     19,046     18,758     33,522     30,231:    11,922     15,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     4,211:     2,098       -290        150        211        910      2,459        770:     1,752      3,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       18.2        7.0       41.9       41.3       73.8       66.5:      26.2       33.5
Old  :     100.0:      24.8       18.2        7.0       41.9       41.3       73.8       66.5:      26.2       33.5
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  :        51:        10         12          7         22         22         36         38:
Old  :        51:        10         12          7         22         22         36         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  :                 36.8       18.8       49.2       33.2       28.9       17.9       37.5       29.2
Old  :                 36.8       18.8       49.2       33.2       28.9       17.9       37.5       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 27, 2007