BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,237
COMMITMENTS
     314        0        1    3,040    4,143    3,355    4,144      882       93

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        -15)
      18        0        1       36        4       55        5      -70      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      0.0     71.7     97.8     79.2     97.8     20.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       14       10       18       11
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,727
COMMITMENTS
   6,757    1,077    5,940   24,642   27,756   37,338   34,773    6,388    8,954

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,013)
     762      -14      198      248       96    1,209      280     -196      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      2.5     13.6     56.4     63.5     85.4     79.5     14.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20        9       18       29       28       57       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      190,765
COMMITMENTS
  31,533   19,172   49,039   93,897   91,380  174,470  159,591   16,295   31,173

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -6,193)
  -3,670   -2,084     -766     -783   -2,339   -5,219   -5,189     -973   -1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     10.1     25.7     49.2     47.9     91.5     83.7      8.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      65       48       73       35       49      149      139
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,703
COMMITMENTS
  49,514   31,558   52,345  120,703  114,326  222,562  198,230   20,141   44,473

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        -85)
  -4,242    3,297    2,806    1,472   -4,797       36    1,307     -121   -1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     13.0     21.6     49.7     47.1     91.7     81.7      8.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      89       49       78       66      119      191      217
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,063
COMMITMENTS
   2,198    1,982    1,505    2,612    2,399    6,316    5,886    1,747    2,176

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -331)
      36     -374     -112      -49       69     -126     -417     -205       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     24.6     18.7     32.4     29.7     78.3     73.0     21.7     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       24       14       18       25       49       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,024
COMMITMENTS
  11,246    2,203    6,292    7,835    5,989   25,373   14,485    5,651   16,539

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:       -928)
     -16     -530     -152     -270      -60     -438     -742     -490     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      7.1     20.3     25.3     19.3     81.8     46.7     18.2     53.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      47       19       31       36       46      100       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      147,051
COMMITMENTS
  62,319   19,752   12,515   42,854   91,342  117,688  123,609   29,363   23,442

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -2,213)
  -5,842    1,119    1,582    7,196   -1,802    2,936      899   -5,149   -3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     13.4      8.5     29.1     62.1     80.0     84.1     20.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29       17       14       28       22       65       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      115,065
COMMITMENTS
  14,526   31,305    1,777   86,176   69,250  102,479  102,331   12,586   12,734

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -5,130)
 -11,593   -8,540     -299   12,634    2,848      742   -5,991   -5,872      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     27.2      1.5     74.9     60.2     89.1     88.9     10.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       17        3       11       16       26       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,504
COMMITMENTS
   9,674   33,808      203   86,780   63,294   96,657   97,305    4,847    4,199

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      7,490)
 -16,956   18,893     -440   25,504   -9,716    8,108    8,737     -618   -1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     33.3      0.2     85.5     62.4     95.2     95.9      4.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       32        2       19       14       36       48
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      130,154
COMMITMENTS
  49,222   20,078    7,923   47,133   82,262  104,278  110,263   25,877   19,892

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -1,446)
  -9,426    2,890      315   11,432   -3,748    2,320     -544   -3,766     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     15.4      6.1     36.2     63.2     80.1     84.7     19.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       25       12       19       19       47       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      330,036
COMMITMENTS
  57,665   59,556   25,653  204,037  216,917  287,355  302,126   42,682   27,910

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      4,240)
   4,626  -20,371    3,709   -1,698   22,245    6,637    5,583   -2,396   -1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     18.0      7.8     61.8     65.7     87.1     91.5     12.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      34       39       18       28       26       73       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      251,324
COMMITMENTS
  74,525   35,269   25,664   97,533  158,133  197,722  219,066   53,601   32,258

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -1,417)
 -16,722    7,904    3,119   16,937   -8,872    3,334    2,151   -4,751   -3,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     14.0     10.2     38.8     62.9     78.7     87.2     21.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      56       42       34       33       29      104       90
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,542
COMMITMENTS
  11,912    3,027      105   15,189   24,931   27,206   28,063    2,336    1,479

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -2,166)
  -4,433      719      105    2,420   -3,040   -1,908   -2,216     -258       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     10.2      0.4     51.4     84.4     92.1     95.0      7.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        5        1       14       12       27       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       49,012
COMMITMENTS
   8,863   15,178    6,072   30,375   25,022   45,310   46,272    3,702    2,740

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -30,157)
   2,614   -9,447    1,218  -34,360  -20,338  -30,528  -28,567      371   -1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     31.0     12.4     62.0     51.1     92.4     94.4      7.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       13        9       17       11
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,783,469
COMMITMENTS
 1494327  621,751  8622549 11250455 12097666 21367331 21341966  1416138  1441503

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    282,163)
-185,851 -114,899  579,914 -167,075 -225,844  226,988  239,171   55,175   42,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      2.7     37.8     49.4     53.1     93.8     93.7      6.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      88       58      128      182      178      327      314
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      836,671
COMMITMENTS
  60,775  102,093  128,560  509,169  489,805  698,505  720,457  138,167  116,214

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -66,599)
   5,639    3,096  -56,690    5,093    2,198  -45,958  -51,396  -20,641  -15,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     12.2     15.4     60.9     58.5     83.5     86.1     16.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      44       59       66       95       70      176      158
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,246,381
COMMITMENTS
 315,639  683,608  172,191  1549156  1211644  2036986  2067442  209,395  178,939

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:   -142,152)
 -42,570   11,550  -66,886  -34,927  -68,983 -144,383 -124,319    2,231  -17,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     30.4      7.7     69.0     53.9     90.7     92.0      9.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      54      137       66      108      108      212      261
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,253
COMMITMENTS
   7,077   27,636        0   68,793   53,620   75,870   81,256    8,383    2,997

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      1,004)
     810    1,800        0   -2,108     -320   -1,298    1,480    2,302     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     32.8      0.0     81.7     63.6     90.1     96.4      9.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
       7       17        0       35       39       42       56
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,023
COMMITMENTS
   3,053   23,793      111   58,091   34,219   61,255   58,123    6,768    9,900

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:         84)
    -484    2,026      -41      927     -875      402    1,110     -318   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     35.0      0.2     85.4     50.3     90.1     85.4      9.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9       18        3       29       20       40       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      425,355
COMMITMENTS
 128,953  127,560   17,963  235,163  262,106  382,080  407,629   43,276   17,727

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -16,850)
 -15,613   12,010   -4,378   13,700  -23,990   -6,291  -16,358  -10,558     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     30.0      4.2     55.3     61.6     89.8     95.8     10.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       64       28       50       54      128      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       97,968
COMMITMENTS
  24,418   19,263    1,634   51,417   66,891   77,469   87,788   20,499   10,180

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -9,313)
 -18,154      140     -436   16,411   -9,042   -2,179   -9,339   -7,134       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     19.7      1.7     52.5     68.3     79.1     89.6     20.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       14        4       18       14       36       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       58,100
COMMITMENTS
     565   10,472       18   49,386   42,200   49,969   52,691    8,131    5,409

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:        116)
     193      123        7     -488      154     -288      284      404     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     18.0      0.0     85.0     72.6     86.0     90.7     14.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       21        3       23       21       28       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      602,232
COMMITMENTS
  60,618  220,731   12,524  513,744  326,192  586,885  559,447   15,348   42,786

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:    -76,942)
   1,007  -39,977   -9,579  -67,293  -26,344  -75,865  -75,900   -1,077   -1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     36.7      2.1     85.3     54.2     97.5     92.9      2.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      26      129       42       52       91      110      230
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       58,518
COMMITMENTS
  12,799   19,008        1   34,847   27,504   47,648   46,513   10,870   12,005

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      3,489)
     501    2,990      -34    2,635     -679    3,101    2,277      388    1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     32.5      0.0     59.5     47.0     81.4     79.5     18.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       23        2       21       22       41       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,553
COMMITMENTS
  17,636    6,929      196   32,504   29,755   50,336   36,880    7,217   20,673

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      7,463)
   3,796     -726       12    3,346   -1,430    7,154   -2,144      309    9,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     12.0      0.3     56.5     51.7     87.5     64.1     12.5     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22        8        1       23       17       45       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,662
COMMITMENTS
   4,918    2,401      270   13,799   16,659   18,987   19,330      675      332

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:     -5,092)
    -542    1,542   -1,514     -416   -2,616   -2,472   -2,588   -2,620   -2,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     12.2      1.4     70.2     84.7     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        1        8        4       16        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       51,282
COMMITMENTS
  13,388    6,739    4,352   24,062   19,890   41,802   30,981    9,480   20,301

CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST:      3,222)
    -188     -240     -145    3,760     -679    3,427   -1,064     -205    4,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     13.1      8.5     46.9     38.8     81.5     60.4     18.5     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       11        7       23       27       38       42
 

Updated August 24, 2007