BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,252
COMMITMENTS
     296        0        0    3,004    4,139    3,300    4,139      952      113

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:        -11)
      77        0        0      -38      -37       39      -37      -50       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.0     70.6     97.3     77.6     97.3     22.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       10       18       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,872
COMMITMENTS
   8,321    1,176      595   20,435   25,944   29,351   27,715    5,521    7,157

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:        629)
     551      153      -79      217      460      689      534      -60       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      3.4      1.7     58.6     74.4     84.2     79.5     15.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18        7       13       27       23       51       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      177,487
COMMITMENTS
  34,431   29,627   36,843   90,182   82,379  161,456  148,849   16,031   28,638

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      2,639)
     155     -538    2,926      176    4,723    3,257    7,111     -618   -4,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     16.7     20.8     50.8     46.4     91.0     83.9      9.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      60       61       63       34       51      140      144
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,582
COMMITMENTS
  53,722   35,342   36,910  114,869  109,173  205,501  181,425   19,081   43,157

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -16,945)
 -10,534     -979   -3,287   -2,080   -7,554  -15,901  -11,820   -1,044   -5,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     15.7     16.4     51.1     48.6     91.5     80.8      8.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      80       50       70       57      118      184      206
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,971
COMMITMENTS
   2,167    2,443    1,375    2,552    2,170    6,094    5,988    1,877    1,983

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -420)
    -540      125     -215       89     -327     -666     -417      246       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     30.6     17.3     32.0     27.2     76.5     75.1     23.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       21       11       18       24       48       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,245
COMMITMENTS
  11,234    4,601    3,378    7,983    5,107   22,595   13,086    5,650   15,159

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -1,920)
  -1,443     -347     -534       74     -660   -1,903   -1,541      -17     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     16.3     12.0     28.3     18.1     80.0     46.3     20.0     53.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      43       26       25       31       34       92       73
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,044
COMMITMENTS
  66,527   18,717    3,851   32,100   88,453  102,478  111,021   31,566   23,023

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -1,902)
  -5,162   -1,034    1,689    2,069   -7,055   -1,404   -6,400     -498    4,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     14.0      2.9     23.9     66.0     76.5     82.8     23.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      34       13        8       25       18       63       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      117,264
COMMITMENTS
  26,255   40,245      749   72,603   65,120   99,607  106,114   17,657   11,150

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -4,559)
  -8,146    3,540        2    6,585   -5,186   -1,559   -1,644   -3,000   -2,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     34.3      0.6     61.9     55.5     84.9     90.5     15.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21       21        2       11       13       34       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       94,014
COMMITMENTS
  26,630   14,915      643   61,276   73,010   88,549   88,568    5,465    5,446

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -566)
    -527    4,128     -251    3,932   -6,474    3,154   -2,597   -3,720    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     15.9      0.7     65.2     77.7     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       23        3       16       17       50       42
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      120,623
COMMITMENTS
  58,864   17,506    1,935   32,309   83,052   93,108  102,493   27,515   18,130

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -5,139)
 -15,451   -2,676    1,051    9,201   -1,082   -5,199   -2,707       60   -2,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     14.5      1.6     26.8     68.9     77.2     85.0     22.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      33       18        3       17       17       51       37
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      278,398
COMMITMENTS
  57,759   79,648    3,172  178,281  169,749  239,212  252,569   39,186   25,829

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     14,493)
  10,649   -1,955    1,945    5,475   17,383   18,069   17,373   -3,576   -2,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     28.6      1.1     64.0     61.0     85.9     90.7     14.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      38       39       10       28       24       72       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      218,546
COMMITMENTS
  90,832   26,158    4,081   71,894  158,307  166,807  188,546   51,739   30,000

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -8,986)
 -20,802   -6,447    1,479   18,112   -2,719   -1,211   -7,687   -7,775   -1,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     12.0      1.9     32.9     72.4     76.3     86.3     23.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      60       31       12       30       28       96       65
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,708
COMMITMENTS
  16,345    2,308        0   12,769   27,971   29,114   30,279    2,594    1,429

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:       -908)
  -1,433    1,190        0      209   -2,028   -1,224     -838      316      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5      7.3      0.0     40.3     88.2     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        4        0       11       11       25       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,518,161
COMMITMENTS
 2012976  812,703  951,394  7336130  8496141 10300500 10260238  1217661  1257923

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:   -232,471)
-142,417    3,313  -84,238 -134,785 -186,169 -361,440 -267,094  128,969   34,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      7.1      8.3     63.7     73.8     89.4     89.1     10.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      76       51      102      166      173      288      290
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      635,924
COMMITMENTS
  46,244   94,960    7,323  450,358  429,545  503,925  531,828  131,999  104,096

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     12,616)
  -4,140    7,505   -2,838   11,896      658    4,918    5,325    7,698    7,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     14.9      1.2     70.8     67.5     79.2     83.6     20.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      36       57       26       84       56      135      124
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,121,969
COMMITMENTS
 370,333  700,528   37,944  1527630  1202460  1935907  1940932  186,062  181,037

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      9,989)
  28,419   13,342  -17,945   60,686   64,795   71,160   60,192  -61,171  -50,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     33.0      1.8     72.0     56.7     91.2     91.5      8.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      66      130       42       97      106      193      248
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,249
COMMITMENTS
   6,267   25,836        0   70,901   53,940   77,168   79,776    6,081    3,473

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -2,778)
  -1,706   -1,069        0      -20     -259   -1,726   -1,328   -1,052   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     31.0      0.0     85.2     64.8     92.7     95.8      7.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9       15        0       34       39       43       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,526
COMMITMENTS
   3,568   21,706        8   57,098   35,068   60,674   56,782    6,852   10,744

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:        215)
  -1,474    1,112       -8    1,725   -1,236      243     -132      -28      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     32.1      0.0     84.6     51.9     89.9     84.1     10.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8       16        1       28       19       37       35
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      429,354
COMMITMENTS
 143,306  116,511   12,429  220,760  282,771  376,495  411,711   52,859   17,643

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -20,829)
  -7,105   14,655   -3,108  -10,522  -26,198  -20,735  -14,651      -94   -6,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     27.1      2.9     51.4     65.9     87.7     95.9     12.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      73       64       16       48       56      128      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      105,080
COMMITMENTS
  42,572   19,252    1,619   34,581   75,452   78,772   96,323   26,308    8,757

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:     -5,537)
 -10,399   -3,000      834    2,766   -2,585   -6,799   -4,751    1,262     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     18.3      1.5     32.9     71.8     75.0     91.7     25.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      25        8        3       11       15       36       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       57,929
COMMITMENTS
     366   10,349        6   49,873   42,046   50,245   52,401    7,684    5,528

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,572)
       0      -99        1    1,048    1,445    1,049    1,347      523      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     17.9      0.0     86.1     72.6     86.7     90.5     13.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1       20        1       24       20       26       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      653,957
COMMITMENTS
  60,390  263,440    1,972  578,684  347,040  641,046  612,452   12,911   41,505

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:    -32,162)
  -4,216  -27,134     -327  -28,897   -9,936  -33,440  -37,397    1,278    5,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     40.3      0.3     88.5     53.1     98.0     93.7      2.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      28      120       10       50       90       85      213
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,017
COMMITMENTS
  12,290   16,016       35   32,210   28,173   44,535   44,224   10,482   10,793

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,116)
     897    1,340       35     -505     -986      427      389      689      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     29.1      0.1     58.5     51.2     80.9     80.4     19.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       21        2       21       24       39       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,090
COMMITMENTS
  13,840    7,655      184   29,158   31,185   43,182   39,024    6,908   11,066

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      1,065)
     639    1,052       15     -628    2,640       26    3,707    1,039   -2,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     15.3      0.4     58.2     62.3     86.2     77.9     13.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18        9        1       18       17       36       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       24,754
COMMITMENTS
   5,460      859    1,784   14,215   19,275   21,459   21,918    3,295    2,836

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      3,194)
      -3      324    1,181       42       -6    1,220    1,499    1,974    1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      3.5      7.2     57.4     77.9     86.7     88.5     13.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        4        2        8        5       18       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/14/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       48,060
COMMITMENTS
  13,576    6,979    4,497   20,302   20,569   38,375   32,045    9,685   16,015

CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST:      2,822)
   1,781      -15       76      568      727    2,425      788      397    2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     14.5      9.4     42.2     42.8     79.8     66.7     20.2     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       12        8       24       28       41       44
 

Updated August 17, 2007