MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       49,495
COMMITMENTS
   8,498      808    8,043   24,726   30,493   41,268   39,344    8,227   10,151

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:      1,076)
   1,278       51     -267      104    1,003    1,115      787      -39      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      1.6     16.3     50.0     61.6     83.4     79.5     16.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25        6       16       28       28       57       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      186,925
COMMITMENTS
  41,076   39,082   42,199   82,791   81,213  166,066  162,495   20,859   24,431

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -6,979)
    -672     -931     -748   -1,243   -1,320   -2,663   -2,999   -4,316   -3,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     20.9     22.6     44.3     43.4     88.8     86.9     11.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      87       66       93       33       37      173      155
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      262,445
COMMITMENTS
  60,162   25,157   59,557  121,740  125,733  241,459  210,447   20,986   51,998

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        147)
   2,343      335    1,427        5    1,590    3,775    3,351   -3,629   -3,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      9.6     22.7     46.4     47.9     92.0     80.2      8.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      88       67       86       86      137      221      254
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,916
COMMITMENTS
   2,764    2,150    1,489    2,303    3,000    6,556    6,640    2,360    2,276

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:         10)
      53     -392     -423      226      755     -143      -60      153       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     24.1     16.7     25.8     33.7     73.5     74.5     26.5     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       19       14       19       27       52       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,487
COMMITMENTS
   7,893    4,386    3,368    8,669    5,052   19,930   12,807    4,557   11,680

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        505)
      54      586      431      247     -189      731      827     -227     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     17.9     13.8     35.4     20.6     81.4     52.3     18.6     47.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      34       29       17       36       48       80       87
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      255,794
COMMITMENTS
  91,891   33,593    9,377  118,882  166,597  220,150  209,567   35,644   46,227

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     12,096)
  -6,082   -2,873     -317   19,450   -1,309   13,052   -4,498     -956   16,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     13.1      3.7     46.5     65.1     86.1     81.9     13.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      44       28       18       24       23       81       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      113,212
COMMITMENTS
   7,044   85,965      947   96,435    3,559  104,427   90,472    8,786   22,741

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -44,410)
  -3,829   -3,531     -903  -36,068  -41,713  -40,801  -46,147   -3,609    1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     75.9      0.8     85.2      3.1     92.2     79.9      7.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8       41        3       10        6       19       49
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      104,674
COMMITMENTS
  69,496    4,923      468   25,752   96,470   95,716  101,861    8,958    2,813

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -33,365)
  -3,102  -11,345   -3,924  -24,978  -16,150  -32,004  -31,419   -1,361   -1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4      4.7      0.4     24.6     92.2     91.4     97.3      8.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      61       11        3        8       22       69       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,755
COMMITMENTS
  92,867   21,030    4,799   15,343   95,438  113,009  121,267   28,746   20,488

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        555)
  28,682   -3,959   -1,979  -26,655    8,979       49    3,042      506   -2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5     14.8      3.4     10.8     67.3     79.7     85.5     20.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      38       16       10       16       22       60       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      342,767
COMMITMENTS
  40,171  206,540   12,414  250,050   84,372  302,636  303,326   40,132   39,441

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -67,649)
  -2,985   30,266     -161  -51,238  -96,023  -54,384  -65,918  -13,265   -1,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     60.3      3.6     73.0     24.6     88.3     88.5     11.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      35       66       16       28       26       70      101
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      208,623
COMMITMENTS
  84,884   39,258   13,934   54,871  119,609  153,689  172,802   54,934   35,822

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -42,985)
  -7,247   -4,409   -1,850  -23,606  -26,741  -32,703  -33,000  -10,283   -9,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     18.8      6.7     26.3     57.3     73.7     82.8     26.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      48       46       26       29       30       93       86
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,113
COMMITMENTS
  26,386    2,070      397   11,530   36,852   38,313   39,319    2,800    1,794

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -14,516)
  -1,587      493      379  -13,088  -15,358  -14,296  -14,486     -220      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2      5.0      1.0     28.0     89.6     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18        3        2        9        9       27       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       68,994
COMMITMENTS
   6,456   27,087    2,111   53,501   37,519   62,068   66,717    6,926    2,277

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     10,388)
     638    4,334     -474    6,985    8,995    7,149   12,855    3,239   -2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     39.3      3.1     77.5     54.4     90.0     96.7     10.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14       12       19       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,322,133
COMMITMENTS
 1078338  1023651  6148436  9943770  9612005 17170545 16784092  1151589  1538042

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -3,609,191)
-199,934  -92,697 -1670521 -1564069 -1746546 -3434524 -3509765 -174,667  -99,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.6     33.6     54.3     52.5     93.7     91.6      6.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      73       72      124      172      173      306      317
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      706,195
COMMITMENTS
  49,667   80,566   76,216  454,357  431,007  580,241  587,790  125,955  118,405

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -233,091)
 -12,902   11,633  -69,959  -98,080 -126,629 -180,941 -184,955  -52,150  -48,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     11.4     10.8     64.3     61.0     82.2     83.2     17.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      39       45       60       91       64      164      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,655,632
COMMITMENTS
 386,432  432,474   63,278  984,920  1001603  1434631  1497355  221,001  158,277

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,353,268)
 -70,952 -301,406 -153,195 -892,104 -744,695 -1116251 -1199296 -237,017 -153,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     26.1      3.8     59.5     60.5     86.7     90.4     13.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      76      104       58       80       92      194      216
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,573
COMMITMENTS
  12,901   28,367        0   65,222   58,444   78,123   86,811   11,450    2,762

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -33,370)
     720     -325     -685  -26,780  -27,016  -26,745  -28,026   -6,625   -5,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     31.7      0.0     72.8     65.2     87.2     96.9     12.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       14        0       34       38       54       52
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,302
COMMITMENTS
   6,010   15,501       93   37,788   31,860   43,891   47,454    8,411    4,849

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -23,468)
     763    1,584   -2,328  -17,421  -14,748  -18,986  -15,492   -4,482   -7,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     29.6      0.2     72.2     60.9     83.9     90.7     16.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       17        4       24       22       33       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      361,455
COMMITMENTS
 141,965   97,535    8,238  188,882  232,304  339,085  338,077   22,370   23,378

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -251,720)
  -4,318 -106,739  -13,354 -195,743 -106,080 -213,415 -226,173  -38,304  -25,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     27.0      2.3     52.3     64.3     93.8     93.5      6.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      84       45       17       47       47      140      100
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      116,983
COMMITMENTS
  75,187   10,203    1,621    7,783   95,224   84,591  107,047   32,392    9,936

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -41,849)
 -15,256   -7,045     -442  -22,558  -30,639  -38,256  -38,125   -3,593   -3,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.3      8.7      1.4      6.7     81.4     72.3     91.5     27.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      39       11        4        7       14       47       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,543
COMMITMENTS
     743    7,639        0   25,180   17,599   25,923   25,238    4,619    5,304

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -30,500)
  -1,677     -633   -1,361  -25,191  -25,963  -28,229  -27,957   -2,271   -2,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     25.0      0.0     82.4     57.6     84.9     82.6     15.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       17        0       19       16       21       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      534,833
COMMITMENTS
  76,786  230,970   13,242  427,591  265,661  517,619  509,873   17,214   24,960

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -201,573)
  11,452  -32,947  -16,207 -179,006 -136,212 -183,760 -185,366  -17,812  -16,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     43.2      2.5     79.9     49.7     96.8     95.3      3.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      41      121       45       51       82      130      210
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,450
COMMITMENTS
  10,081   14,913        2   29,918   24,495   40,001   39,410   10,449   11,040

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        508)
   1,134    1,949      -96      608      702    1,646    2,555   -1,138   -2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     29.6      0.0     59.3     48.6     79.3     78.1     20.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       18        3       17       21       40       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,741
COMMITMENTS
  18,201    1,031      125   14,162   14,254   32,488   15,410    6,253   23,331

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:        718)
   2,647      216       13     -618     -193    2,042       36   -1,324      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      2.7      0.3     36.6     36.8     83.9     39.8     16.1     60.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      23        3        1       13       13       36       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,489
COMMITMENTS
   5,697      926      270   13,813   18,681   19,780   19,877      709      612

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:       -522)
     649     -307      -49     -599      276        1      -80     -523     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.5      1.3     67.4     91.2     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        4        1        7        5       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       36,141
COMMITMENTS
   2,289    8,157    2,904   18,363   16,824   23,556   27,885   12,585    8,256

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -24,903)
  -3,380   -7,265   -1,408   -5,702  -11,944  -10,490  -20,617  -14,413   -4,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     22.6      8.0     50.8     46.6     65.2     77.2     34.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       11        7       22       23       33       37
 

Updated June 22, 2007