BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,552
COMMITMENTS
     239        0        2    2,502    3,379    2,743    3,381      809      171

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:         51)
     -40        0        0       68       -1       28       -1       23       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.1     70.4     95.1     77.2     95.2     22.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       15       11       18       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,473
COMMITMENTS
   5,887    1,467    5,015   22,411   25,296   33,314   31,779    7,160    8,694

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,033)
     470      195     -334      673      585      809      446      224      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      3.6     12.4     55.4     62.5     82.3     78.5     17.7     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22        5       17       29       25       55       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      191,525
COMMITMENTS
  34,018   21,261   43,940   95,263   91,155  173,221  156,355   18,304   35,170

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -4,021)
     377       34   -3,074   -2,789   -1,933   -5,487   -4,973    1,465      952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     11.1     22.9     49.7     47.6     90.4     81.6      9.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      65       63       72       33       49      145      148
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,039
COMMITMENTS
  60,191   25,416   49,696  119,209  121,363  229,096  196,475   18,942   51,563

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -5,539)
  -1,555    1,760   -5,534    2,190   -3,166   -4,899   -6,941     -640    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     10.2     20.0     48.1     48.9     92.4     79.2      7.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      91       48       88       69      119      206      222
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,157
COMMITMENTS
   2,361    2,975      374    1,816      789    4,552    4,138    1,605    2,019

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -214)
     162      192      -95     -295     -402     -228     -305       14       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     48.3      6.1     29.5     12.8     73.9     67.2     26.1     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20       20        6       12       13       34       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,175
COMMITMENTS
  13,228    1,113    6,857    7,969    7,399   28,053   15,369    5,122   17,806

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,006)
     709     -439     -194      264      771      779      138      227      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9      3.4     20.7     24.0     22.3     84.6     46.3     15.4     53.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      54       19       31       31       44      102       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      158,244
COMMITMENTS
  81,022   20,692    9,083   33,427  107,311  123,533  137,086   34,712   21,158

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,640)
   4,497   -2,836   -3,259   -3,394    9,175   -2,156    3,080    3,796   -1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.2     13.1      5.7     21.1     67.8     78.1     86.6     21.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      37       16       18       25       20       72       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      138,583
COMMITMENTS
  26,382   23,361    3,263   90,884   98,077  120,528  124,701   18,055   13,882

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      4,080)
  14,323  -22,332      369  -14,949   26,934     -257    4,971    4,337     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     16.9      2.4     65.6     70.8     87.0     90.0     13.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      23       11        7       12       19       37       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,847
COMMITMENTS
  16,805   29,938    2,624  103,772   92,501  123,201  125,063    5,646    3,784

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     19,729)
   6,081    3,294      984   11,788   15,206   18,853   19,484      876      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     23.2      2.0     80.5     71.8     95.6     97.1      4.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       34        9       17       17       43       56
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      150,312
COMMITMENTS
  62,427   19,355    8,516   52,788  102,394  123,732  130,266   26,580   20,046

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     11,675)
   8,927     -427      337      209   11,192    9,473   11,102    2,202      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5     12.9      5.7     35.1     68.1     82.3     86.7     17.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       19       10       19       24       50       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      345,932
COMMITMENTS
  62,023   57,782   18,644  220,911  240,632  301,578  317,058   44,354   28,875

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     18,818)
   6,297   -7,575   -7,372   15,931   32,477   14,856   17,530    3,962    1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     16.7      5.4     63.9     69.6     87.2     91.7     12.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      38       36       17       32       29       77       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      258,427
COMMITMENTS
  87,182   28,425   15,022  100,142  179,550  202,347  222,997   56,081   35,431

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -662)
   8,098   -3,439   -8,849   -1,725   13,061   -2,476      773    1,814   -1,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     11.0      5.8     38.8     69.5     78.3     86.3     21.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      56       35       28       37       34      110       80
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       33,398
COMMITMENTS
  14,013    4,339      292   16,920   27,162   31,225   31,793    2,173    1,605

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      3,982)
   3,163     -168      187      643    3,830    3,993    3,849      -11      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0     13.0      0.9     50.7     81.3     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        8        2       13       14       25       24
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       87,566
COMMITMENTS
  19,826   23,435    3,305   61,565   59,450   84,696   86,190    2,870    1,376

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     21,806)
   1,926    2,116    1,424   18,423   18,772   21,773   22,312       33     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     26.8      3.8     70.3     67.9     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        4       20       16       26       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   23,272,808
COMMITMENTS
 1458644  307,488  9458060 11028056 12212484 21944760 21978032  1328048  1294776

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    933,748)
 -81,510  -40,409  637,156  369,997  379,974  925,642  976,721    8,105  -42,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.3     40.6     47.4     52.5     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      97       50      129      180      173      330      306
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      879,328
COMMITMENTS
  63,327  105,934  136,485  515,353  506,055  715,165  748,475  164,163  130,853

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     49,200)
   3,256    3,098   16,384    1,733    7,713   21,373   27,196   27,826   22,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     12.0     15.5     58.6     57.6     81.3     85.1     18.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      52       65       82       90       66      189      166
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,438,930
COMMITMENTS
 283,913  682,896  212,564  1723517  1245105  2219994  2140565  218,935  298,365

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    189,537)
 -15,404   24,582   15,747  130,093   38,062  130,436   78,390   59,100  111,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     28.0      8.7     70.7     51.1     91.0     87.8      9.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      56      128       65       99      111      206      254
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,503
COMMITMENTS
   6,836   25,687        0   73,326   58,034   80,162   83,721    8,341    4,782

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,072)
    -121      164        0    1,708    1,745    1,587    1,909      485      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     29.0      0.0     82.9     65.6     90.6     94.6      9.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       7       11        0       36       35       43       46
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       72,970
COMMITMENTS
   6,304   25,588      150   58,957   33,200   65,410   58,938    7,560   14,032

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,098)
    -257      752      -25      521      890      239    1,616      859     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     35.1      0.2     80.8     45.5     89.6     80.8     10.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       19        3       29       20       46       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      497,558
COMMITMENTS
 117,915  106,169   19,799  288,172  350,820  425,886  476,788   71,671   20,770

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     50,473)
   2,289    4,039   -1,847   41,573   52,017   42,015   54,209    8,458   -3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     21.3      4.0     57.9     70.5     85.6     95.8     14.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      86       58       28       51       58      151      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,023
COMMITMENTS
  39,919    9,371    1,832   43,498   84,624   85,249   95,827   22,774   12,196

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,170)
   3,696     -184     -261   -4,354    3,968     -920    3,523    3,089   -1,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      8.7      1.7     40.3     78.3     78.9     88.7     21.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18       11        4       11       15       32       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       60,378
COMMITMENTS
     355   13,389       75   50,912   41,687   51,342   55,152    9,035    5,226

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,921)
     351    3,441       15      749     -669    1,115    2,787      806     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     22.2      0.1     84.3     69.0     85.0     91.3     15.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2       22        3       23       21       27       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      668,522
COMMITMENTS
  73,198  257,075   15,755  568,947  349,591  657,901  622,422   10,621   46,100

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     51,816)
   9,392   30,176   -2,080   45,675   18,870   52,987   46,966   -1,171    4,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     38.5      2.4     85.1     52.3     98.4     93.1      1.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      32      146       60       58       92      137      251
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:      122,791
COMMITMENTS
  12,519   22,950   18,325   72,878   62,461  103,722  103,737   19,069   19,054

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     55,458)
    -356    2,439   14,891   30,811   29,146   45,346   46,476   10,112    8,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     18.7     14.9     59.4     50.9     84.5     84.5     15.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      20       27       12       26       34       52       67
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       93,038
COMMITMENTS
  18,820    3,737   16,797   36,540   39,705   72,157   60,239   20,881   32,799

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     35,862)
  -4,694     -468   16,433    8,470    7,353   20,209   23,318   15,653   12,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      4.0     18.1     39.3     42.7     77.6     64.7     22.4     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19        7        9       21       17       45       28
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,538
COMMITMENTS
   5,734    2,938        7   13,944   17,529   19,685   20,474    1,853    1,064

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        525)
      46      155        7     -132       -1      -79      161      604      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     13.6      0.0     64.7     81.4     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        6        1        5        4       14       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       47,877
COMMITMENTS
  10,000    6,287    5,188   24,519   18,513   39,707   29,988    8,170   17,889

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -3,768)
  -2,951     -375      121       53     -608   -2,777     -862     -991   -2,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     13.1     10.8     51.2     38.7     82.9     62.6     17.1     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       12        9       23       26       38       44
 

Updated September 14, 2007