BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, September 18, 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  :     3,733:       234         92         15      2,720      3,430      2,969      3,537:       764        196
Old  :     3,733:       234         92         15      2,720      3,430      2,969      3,537:       764        196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :       181:        -5         92         13        218         51        226        156:       -45         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        2.5        0.4       72.9       91.9       79.5       94.7:      20.5        5.3
Old  :     100.0:       6.3        2.5        0.4       72.9       91.9       79.5       94.7:      20.5        5.3
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  :        26:         3          3          3         15         11         20         15:
Old  :        26:         3          3          3         15         11         20         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  :                 47.0       75.9       64.0       89.7       47.0       75.7       64.0       87.2
Old  :                 47.0       75.9       64.0       89.7       47.0       75.7       64.0       87.2
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, September 18, 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  :    34,819:     7,815      1,745        518     20,214     24,988     28,547     27,251:     6,272      7,568
Old  :    34,819:     7,815      1,745        518     20,214     24,988     28,547     27,251:     6,272      7,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :     1,295:        10        352         36      1,022        854      1,068      1,242:       227         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        5.0        1.5       58.1       71.8       82.0       78.3:      18.0       21.7
Old  :     100.0:      22.4        5.0        1.5       58.1       71.8       82.0       78.3:      18.0       21.7
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  :        61:        18          8         12         25         23         49         37:
Old  :        61:        18          8         12         25         23         49         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  :                 42.4       37.2       57.3       52.6       42.4       36.3       57.0       51.5
Old  :                 42.4       37.2       57.3       52.6       42.4       36.3       57.0       51.5
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, September 18, 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  :   175,884:    33,648     28,238     34,111     90,495     79,840    158,254    142,189:    17,630     33,695
Old  :    28,525:     9,470      9,992        208     14,322     12,408     24,000     22,608:     4,525      5,917
Other:   147,359:    28,809     22,877     29,272     76,173     67,432    134,254    119,581:    13,105     27,778
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :     4,062:       -19        375      3,218        455     -1,117      3,654      2,476:       408      1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       16.1       19.4       51.5       45.4       90.0       80.8:      10.0       19.2
Old  :     100.0:      33.2       35.0        0.7       50.2       43.5       84.1       79.3:      15.9       20.7
Other:     100.0:      19.6       15.5       19.9       51.7       45.8       91.1       81.1:       8.9       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        55         66         76         28         48        135        159:
Old  :       133:        43         36          2         18         37         61         75:
Other:       198:        51         70         60         27         48        121        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       22.9       40.8       32.1       26.7       18.8       37.1       25.7
Old  :                 33.2       30.9       46.2       43.1       33.2       30.9       46.2       43.1
Other:                 26.9       24.2       40.8       33.6       26.1       18.4       38.0       24.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, September 18, 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  :   231,028:    56,766     34,237     41,326    113,872    107,742    211,964    183,305:    19,064     47,723
Old  :   231,028:    56,766     34,237     41,326    113,872    107,742    211,964    183,305:    19,064     47,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :     3,920:    -3,053      1,428      5,201        335     -2,006      2,483      4,623:     1,437       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       14.8       17.9       49.3       46.6       91.7       79.3:       8.3       20.7
Old  :     100.0:      24.6       14.8       17.9       49.3       46.6       91.7       79.3:       8.3       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  :       288:        76         64         80         61        113        192        221:
Old  :       288:        76         64         80         61        113        192        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       14.7       40.1       22.7       27.2       14.5       40.0       21.2
Old  :                 27.2       14.7       40.1       22.7       27.2       14.5       40.0       21.2
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, September 18, 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  :     6,049:     2,469      3,343        329      1,772        420      4,570      4,092:     1,479      1,957
Old  :     6,049:     2,469      3,343        329      1,772        420      4,570      4,092:     1,479      1,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :       241:       132        333         95          4       -273        231        155:        10         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       55.3        5.4       29.3        6.9       75.5       67.6:      24.5       32.4
Old  :     100.0:      40.8       55.3        5.4       29.3        6.9       75.5       67.6:      24.5       32.4
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  :        53:        19         21          5         10          8         31         33:
Old  :        53:        19         21          5         10          8         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       29.9       56.0       42.5       40.9       29.9       52.8       41.2
Old  :                 40.9       29.9       56.0       42.5       40.9       29.9       52.8       41.2
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, September 18, 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  :    28,314:    12,558      3,247      3,743      7,299      5,659     23,600     12,649:     4,714     15,665
Old  :    28,314:    12,558      3,247      3,743      7,299      5,659     23,600     12,649:     4,714     15,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    -2,124:      -525        639       -876       -596       -891     -1,997     -1,128:      -127       -996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       11.5       13.2       25.8       20.0       83.4       44.7:      16.6       55.3
Old  :     100.0:      44.4       11.5       13.2       25.8       20.0       83.4       44.7:      16.6       55.3
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  :       130:        48         22         22         28         37         90         74:
Old  :       130:        48         22         22         28         37         90         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1        9.7       30.9       17.2       16.4        7.7       27.9       12.6
Old  :                 19.1        9.7       30.9       17.2       16.4        7.7       27.9       12.6
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, September 18, 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  :   167,680:    88,758      8,930      7,683     33,172    125,869    129,613    142,482:    38,067     25,198
Old  :   167,680:    88,758      8,930      7,683     33,172    125,869    129,613    142,482:    38,067     25,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    22,292:    10,609    -10,465      3,637      2,577     22,527     16,823     15,699:     5,469      6,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.9        5.3        4.6       19.8       75.1       77.3       85.0:      22.7       15.0
Old  :     100.0:      52.9        5.3        4.6       19.8       75.1       77.3       85.0:      22.7       15.0
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  :        88:        43         10         13         24         18         73         36:
Old  :        88:        43         10         13         24         18         73         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  :                 22.6       49.9       35.4       68.2       22.6       47.5       34.4       61.8
Old  :                 22.6       49.9       35.4       68.2       22.6       47.5       34.4       61.8
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, September 18, 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  :    66,122:    28,647     23,158          3     16,440     34,060     45,090     57,221:    21,032      8,901
Old  :    66,122:    28,647     23,158          3     16,440     34,060     45,090     57,221:    21,032      8,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -69,923:     2,120       -708     -1,873    -73,718    -62,827    -73,471    -65,408:     3,548     -4,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       35.0        0.0       24.9       51.5       68.2       86.5:      31.8       13.5
Old  :     100.0:      43.3       35.0        0.0       24.9       51.5       68.2       86.5:      31.8       13.5
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  :        54:        23         14          2          9         10         34         24:
Old  :        54:        23         14          2          9         10         34         24:
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  :                 35.0       47.4       47.7       67.1       32.0       46.5       44.7       66.1
Old  :                 35.0       47.4       47.7       67.1       32.0       46.5       44.7       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, September 18, 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  :    72,554:     9,948     38,020          0     58,397     31,056     68,345     69,076:     4,209      3,478
Old  :    72,554:     9,948     38,020          0     58,397     31,056     68,345     69,076:     4,209      3,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -56,293:    -6,857      8,082     -2,624    -45,375    -61,445    -54,856    -55,987:    -1,437       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       52.4        0.0       80.5       42.8       94.2       95.2:       5.8        4.8
Old  :     100.0:      13.7       52.4        0.0       80.5       42.8       94.2       95.2:       5.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        20         34          0         14         12         34         46:
Old  :        79:        20         34          0         14         12         34         46:
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  :                 67.4       69.1       78.8       77.7       67.4       69.1       78.8       77.7
Old  :                 67.4       69.1       78.8       77.7       67.4       69.1       78.8       77.7
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, September 18, 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  :    78,793:    38,917     25,524      1,084     17,150     36,868     57,151     63,476:    21,642     15,317
Old  :    78,793:    38,917     25,524      1,084     17,150     36,868     57,151     63,476:    21,642     15,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -64,395:   -23,152      5,046     -3,525    -34,079    -62,687    -60,756    -61,166:    -3,639     -3,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       32.4        1.4       21.8       46.8       72.5       80.6:      27.5       19.4
Old  :     100.0:      49.4       32.4        1.4       21.8       46.8       72.5       80.6:      27.5       19.4
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  :        64:        18         24          6         11         15         33         41:
Old  :        64:        18         24          6         11         15         33         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  :                 40.5       27.6       53.6       43.9       40.1       27.6       53.3       43.7
Old  :                 40.5       27.6       53.6       43.9       40.1       27.6       53.3       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, September 18, 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  :   168,189:    41,534     62,601      1,078     93,739     84,116    136,351    147,795:    31,838     20,394
Old  :   168,189:    41,534     62,601      1,078     93,739     84,116    136,351    147,795:    31,838     20,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :  -131,349:   -21,199      5,453       -127   -101,513   -130,694   -122,839   -125,368:    -8,510     -5,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       37.2        0.6       55.7       50.0       81.1       87.9:      18.9       12.1
Old  :     100.0:      24.7       37.2        0.6       55.7       50.0       81.1       87.9:      18.9       12.1
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  :        99:        31         34          6         26         15         61         51:
Old  :        99:        31         34          6         26         15         61         51:
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  :                 36.9       45.6       49.1       62.2       36.7       45.5       48.8       62.0
Old  :                 36.9       45.6       49.1       62.2       36.7       45.5       48.8       62.0
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, September 18, 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  :   203,437:   123,169     37,120      1,320     25,057    136,525    149,546    174,965:    53,891     28,472
Old  :   203,437:   123,169     37,120      1,320     25,057    136,525    149,546    174,965:    53,891     28,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -31,732:    36,693      8,858     -1,109    -68,039    -37,163    -32,455    -29,414:       723     -2,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       18.2        0.6       12.3       67.1       73.5       86.0:      26.5       14.0
Old  :     100.0:      60.5       18.2        0.6       12.3       67.1       73.5       86.0:      26.5       14.0
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  :       140:        68         30          8         24         27         96         61:
Old  :       140:        68         30          8         24         27         96         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       44.1       33.4       59.6       24.5       44.1       33.2       59.6
Old  :                 24.7       44.1       33.4       59.6       24.5       44.1       33.2       59.6
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, September 18, 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  :    19,015:    14,444      3,272        154      2,553     14,342     17,151     17,768:     1,864      1,247
Old  :    19,015:    14,444      3,272        154      2,553     14,342     17,151     17,768:     1,864      1,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -14,383:       431     -1,067       -138    -14,367    -12,820    -14,074    -14,025:      -309       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0       17.2        0.8       13.4       75.4       90.2       93.4:       9.8        6.6
Old  :     100.0:      76.0       17.2        0.8       13.4       75.4       90.2       93.4:       9.8        6.6
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  :        30:        10          7          2          6          9         16         18:
Old  :        30:        10          7          2          6          9         16         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  :                 66.5       64.9       80.9       81.9       66.1       64.4       79.5       80.7
Old  :                 66.5       64.9       80.9       81.9       66.1       64.4       79.5       80.7
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, September 18, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    85,358:    13,246     16,408      2,541     63,693     61,457     79,480     80,406:     5,878      4,952
Old  :    85,358:    13,246     16,408      2,541     63,693     61,457     79,480     80,406:     5,878      4,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    -2,208:    -6,580     -7,027       -764      2,128      2,007     -5,216     -5,784:     3,008      3,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       19.2        3.0       74.6       72.0       93.1       94.2:       6.9        5.8
Old  :     100.0:      15.5       19.2        3.0       74.6       72.0       93.1       94.2:       6.9        5.8
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  :        29:         3          2          2         16         15         20         18:
Old  :        29:         3          2          2         16         15         20         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  :                 48.9       66.8       73.7       81.1       46.9       59.6       71.1       74.0
Old  :                 48.9       66.8       73.7       81.1       46.9       59.6       71.1       74.0
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, September 18, 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  :10,039,755: 1,352,278    547,796  1,175,302  6,397,645  7,180,154  8,925,225  8,903,252: 1,114,530  1,136,503
Old  :10,039,755: 1,352,278    547,796  1,175,302  6,397,645  7,180,154  8,925,225  8,903,252: 1,114,530  1,136,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :-1,551,566:  -359,712     93,611   -427,939   -676,161 -1,164,388 -1,463,812 -1,498,716:   -87,754    -52,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        5.5       11.7       63.7       71.5       88.9       88.7:      11.1       11.3
Old  :     100.0:      13.5        5.5       11.7       63.7       71.5       88.9       88.7:      11.1       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  :       284:        77         38         88        145        145        258        245:
Old  :       284:        77         38         88        145        145        258        245:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       19.8       37.6       33.9       27.6       16.2       32.6       28.5
Old  :                 29.6       19.8       37.6       33.9       27.6       16.2       32.6       28.5
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, September 18, 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  :   774,772:    57,067    104,905     20,989    491,717    490,930    569,773    616,824:   204,999    157,948
Old  :   774,772:    57,067    104,905     20,989    491,717    490,930    569,773    616,824:   204,999    157,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    71,266:    -1,816        279      2,119     16,284     22,298     16,587     24,696:    54,679     46,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       13.5        2.7       63.5       63.4       73.5       79.6:      26.5       20.4
Old  :     100.0:       7.4       13.5        2.7       63.5       63.4       73.5       79.6:      26.5       20.4
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  :       199:        46         43         30         90         65        151        123:
Old  :       199:        46         43         30         90         65        151        123:
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  :                 18.2       20.8       27.9       33.8       18.0       20.8       26.8       33.6
Old  :                 18.2       20.8       27.9       33.8       18.0       20.8       26.8       33.6
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, September 18, 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  : 2,851,893:   297,650    693,183    177,005  1,951,008  1,445,312  2,425,663  2,315,500:   426,230    536,393
Old  : 2,851,893:   297,650    693,183    177,005  1,951,008  1,445,312  2,425,663  2,315,500:   426,230    536,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   587,029:     2,790    -10,330    103,224    262,869    240,716    368,883    333,610:   218,146    253,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       24.3        6.2       68.4       50.7       85.1       81.2:      14.9       18.8
Old  :     100.0:      10.4       24.3        6.2       68.4       50.7       85.1       81.2:      14.9       18.8
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  :       343:        67        120         71        110        123        222        270:
Old  :       343:        67        120         71        110        123        222        270:
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       16.2       38.2       24.9       17.4       10.8       25.4       16.6
Old  :                 28.9       16.2       38.2       24.9       17.4       10.8       25.4       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders - Futures Only, September 18, 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 $500)                                                     :
     :          :                                                                            :
All  :     9,777:       340        234        229      4,206      5,361      4,775      5,824:     5,002      3,953
Old  :     9,777:       340        234        229      4,206      5,361      4,775      5,824:     5,002      3,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        2.4        2.3       43.0       54.8       48.8       59.6:      51.2       40.4
Old  :     100.0:       3.5        2.4        2.3       43.0       54.8       48.8       59.6:      51.2       40.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          1         12          9         14         11:
Old  :        20:         1          2          1         12          9         14         11:
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  :                 21.9       37.6       34.5       53.2       20.2       29.9       31.2       42.0
Old  :                 21.9       37.6       34.5       53.2       20.2       29.9       31.2       42.0
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, September 18, 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  :   131,666:     8,540     26,596      2,125    101,223     85,146    111,888    113,867:    19,778     17,799
Old  :   131,666:     8,540     26,596      2,125    101,223     85,146    111,888    113,867:    19,778     17,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    43,196:     1,704        909      2,125     27,897     27,112     31,726     30,146:    11,470     13,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       20.2        1.6       76.9       64.7       85.0       86.5:      15.0       13.5
Old  :     100.0:       6.5       20.2        1.6       76.9       64.7       85.0       86.5:      15.0       13.5
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  :        95:        14         13          4         47         43         62         60:
Old  :        95:        14         13          4         47         43         62         60:
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       31.2       42.7       47.8       24.6       23.7       37.9       32.8
Old  :                 27.3       31.2       42.7       47.8       24.6       23.7       37.9       32.8
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, September 18, 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  :    88,375:     7,091     26,060        170     67,025     41,599     74,286     67,829:    14,089     20,546
Old  :    88,375:     7,091     26,060        170     67,025     41,599     74,286     67,829:    14,089     20,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    15,874:       875        571        149      8,160      8,418      9,184      9,138:     6,690      6,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       29.5        0.2       75.8       47.1       84.1       76.8:      15.9       23.2
Old  :     100.0:       8.0       29.5        0.2       75.8       47.1       84.1       76.8:      15.9       23.2
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  :        66:        14         15          4         32         24         49         40:
Old  :        66:        14         15          4         32         24         49         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  :                 40.9       34.6       56.4       50.2       35.7       32.2       46.7       43.7
Old  :                 40.9       34.6       56.4       50.2       35.7       32.2       46.7       43.7
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, September 18, 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  :   573,788:   130,320    105,712     28,084    336,203    413,985    494,607    547,781:    79,181     26,007
Old  :   573,788:   130,320    105,712     28,084    336,203    413,985    494,607    547,781:    79,181     26,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    84,925:    12,749     -1,373     15,413     48,859     64,721     77,021     78,761:     7,904      6,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       18.4        4.9       58.6       72.1       86.2       95.5:      13.8        4.5
Old  :     100.0:      22.7       18.4        4.9       58.6       72.1       86.2       95.5:      13.8        4.5
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  :       237:        86         60         28         62         64        161        139:
Old  :       237:        86         60         28         62         64        161        139:
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  :                 25.7       32.5       38.3       46.3       22.7       31.6       31.4       43.7
Old  :                 25.7       32.5       38.3       46.3       22.7       31.6       31.4       43.7
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, September 18, 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  :    59,950:    34,512     11,396        249      2,703     41,350     37,464     52,995:    22,486      6,955
Old  :    59,950:    34,512     11,396        249      2,703     41,350     37,464     52,995:    22,486      6,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -46,724:    -5,407      1,924       -915    -40,795    -43,274    -47,117    -42,265:       393     -4,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       19.0        0.4        4.5       69.0       62.5       88.4:      37.5       11.6
Old  :     100.0:      57.6       19.0        0.4        4.5       69.0       62.5       88.4:      37.5       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  :        48:        20          9          1          4         16         24         26:
Old  :        48:        20          9          1          4         16         24         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  :                 32.0       42.6       43.2       62.9       32.0       42.0       43.2       62.3
Old  :                 32.0       42.6       43.2       62.9       32.0       42.0       43.2       62.3
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, September 18, 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  :    68,701:       350     13,448        820     52,957     44,208     54,127     58,476:    14,574     10,225
Old  :    68,701:       350     13,448        820     52,957     44,208     54,127     58,476:    14,574     10,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :     8,342:        -2         59        745      2,046      2,521      2,789      3,325:     5,553      5,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       19.6        1.2       77.1       64.3       78.8       85.1:      21.2       14.9
Old  :     100.0:       0.5       19.6        1.2       77.1       64.3       78.8       85.1:      21.2       14.9
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  :        58:         1         20          4         26         22         31         44:
Old  :        58:         1         20          4         26         22         31         44:
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  :                 51.0       38.2       64.0       54.0       50.4       37.6       60.5       53.2
Old  :                 51.0       38.2       64.0       54.0       50.4       37.6       60.5       53.2
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, September 18, 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  :   728,843:    77,800    267,611     13,738    607,605    375,875    699,143    657,224:    29,700     71,619
Old  :   728,843:    77,800    267,611     13,738    607,605    375,875    699,143    657,224:    29,700     71,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :    73,220:     4,182      9,292      7,901     40,564     28,526     52,647     45,719:    20,573     27,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       36.7        1.9       83.4       51.6       95.9       90.2:       4.1        9.8
Old  :     100.0:      10.7       36.7        1.9       83.4       51.6       95.9       90.2:       4.1        9.8
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  :       260:        34        116         28         61         85        108        218:
Old  :       260:        34        116         28         61         85        108        218:
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  :                 41.8       17.5       67.2       27.6       36.6       14.1       57.5       21.4
Old  :                 41.8       17.5       67.2       27.6       36.6       14.1       57.5       21.4
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, September 18, 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  :    68,937:     8,149     32,044        300     50,654     21,963     59,103     54,307:     9,834     14,630
Old  :    68,937:     8,149     32,044        300     50,654     21,963     59,103     54,307:     9,834     14,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -53,841:    -4,360      9,096    -18,025    -22,221    -40,488    -44,606    -49,417:    -9,235     -4,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       46.5        0.4       73.5       31.9       85.7       78.8:      14.3       21.2
Old  :     100.0:      11.8       46.5        0.4       73.5       31.9       85.7       78.8:      14.3       21.2
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:        12         25          1         18         15         31         41:
Old  :        68:        12         25          1         18         15         31         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  :                 48.6       46.9       65.0       60.3       48.5       46.9       65.0       59.7
Old  :                 48.6       46.9       65.0       60.3       48.5       46.9       65.0       59.7
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, September 18, 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  :    70,323:    32,258      4,194        101     31,552     20,058     63,911     24,353:     6,412     45,970
Old  :    70,323:    32,258      4,194        101     31,552     20,058     63,911     24,353:     6,412     45,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -22,715:    13,438        457    -16,696     -4,988    -19,647     -8,246    -35,886:   -14,469     13,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        6.0        0.1       44.9       28.5       90.9       34.6:       9.1       65.4
Old  :     100.0:      45.9        6.0        0.1       44.9       28.5       90.9       34.6:       9.1       65.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        17          6          2         17         10         35         17:
Old  :        49:        17          6          2         17         10         35         17:
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  :                 51.8       22.9       70.7       30.0       51.8       22.9       70.7       28.6
Old  :                 51.8       22.9       70.7       30.0       51.8       22.9       70.7       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, September 18, 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  :    24,097:     6,235      2,803          0     16,742     20,664     22,977     23,467:     1,120        630
Old  :    24,097:     6,235      2,803          0     16,742     20,664     22,977     23,467:     1,120        630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :     2,559:       501       -135         -7      2,798      3,135      3,292      2,993:      -733       -434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       11.6        0.0       69.5       85.8       95.4       97.4:       4.6        2.6
Old  :     100.0:      25.9       11.6        0.0       69.5       85.8       95.4       97.4:       4.6        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  :        25:        10          5          0          7          4         17          9:
Old  :        25:        10          5          0          7          4         17          9:
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  :                 64.8       91.5       85.9       96.8       62.0       80.4       77.1       85.8
Old  :                 64.8       91.5       85.9       96.8       62.0       80.4       77.1       85.8
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, September 18, 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  :    27,857:     4,493      7,045      4,657     11,487     13,148     20,637     24,850:     7,220      3,007
Old  :    27,857:     4,493      7,045      4,657     11,487     13,148     20,637     24,850:     7,220      3,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2007                   :
     :   -20,020:    -5,507        758       -531    -13,032     -5,365    -19,070     -5,138:      -950    -14,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       25.3       16.7       41.2       47.2       74.1       89.2:      25.9       10.8
Old  :     100.0:      16.1       25.3       16.7       41.2       47.2       74.1       89.2:      25.9       10.8
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  :        50:         7         15          7         18         22         30         40:
Old  :        50:         7         15          7         18         22         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  :                 27.2       29.1       41.6       46.4       21.2       21.8       30.3       35.3
Old  :                 27.2       29.1       41.6       46.4       21.2       21.8       30.3       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 21, 2007