BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,268
COMMITMENTS
     158        0        0    2,268    3,131    2,426    3,131      842      137

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        -59)
     -20        0        0      -42      -56      -62      -56        3       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      0.0     69.4     95.8     74.2     95.8     25.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14       11       16       11
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,443
COMMITMENTS
   5,085    2,114    4,972   23,077   24,057   33,134   31,144    6,309    8,299

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        821)
     392       12      379      392      513    1,163      904     -342      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      5.4     12.6     58.5     61.0     84.0     79.0     16.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17        8       17       29       27       53       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      186,796
COMMITMENTS
  35,501   33,443   43,884   89,584   73,247  168,968  150,574   17,828   36,222

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:    -15,937)
    -128      764   -7,339   -7,414   -7,741  -14,881  -14,316   -1,056   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     17.9     23.5     48.0     39.2     90.5     80.6      9.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      58       77       77       33       54      145      169
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,510
COMMITMENTS
      80      789      117      763      130      960    1,036      550      474

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        136)
       0       42       11       29       62       40      115       96       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     52.3      7.7     50.5      8.6     63.6     68.6     36.4     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2       17        4        5        2       11       19
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,001
COMMITMENTS
  56,022   34,492   48,469  124,423  116,082  228,914  199,044   19,087   48,958

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        419)
     518    1,295     -102      213    1,239      630    2,432     -211   -2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     13.9     19.5     50.2     46.8     92.3     80.3      7.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      83       74       89       75      116      203      247
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,809
COMMITMENTS
   4,292    4,245    1,028    2,226    1,748    7,546    7,021    2,263    2,788

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -563)
     157      210     -417      -44     -213     -305     -420     -258     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     43.3     10.5     22.7     17.8     76.9     71.6     23.1     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      30       30       12       18       21       56       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,891
COMMITMENTS
  12,017    1,823    4,825    7,959    5,840   24,802   12,488    4,089   16,402

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        -20)
    -759     -128      492      464     -180      196      183     -216     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      6.3     16.7     27.5     20.2     85.8     43.2     14.2     56.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      45       20       30       36       45       98       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      171,436
COMMITMENTS
  93,602   14,572   10,189   22,189  115,217  125,980  139,978   45,456   31,458

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     -7,518)
  -8,864   -3,169    1,699   -1,771   -9,421   -8,936  -10,891    1,418    3,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.6      8.5      5.9     12.9     67.2     73.5     81.7     26.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      41       20       15       22       24       71       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       79,718
COMMITMENTS
  26,047   34,746    1,679   29,563   29,757   57,290   66,183   22,429   13,535

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      6,572)
  -1,510    2,464       88    9,610    1,444    8,188    3,996   -1,616    2,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     43.6      2.1     37.1     37.3     71.9     83.0     28.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21       16        3        7        9       29       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       84,626
COMMITMENTS
  37,570    7,376      485   40,431   73,888   78,486   81,749    6,140    2,877

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      4,143)
  11,691   -7,783      -89   -7,264   11,426    4,338    3,554     -195      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4      8.7      0.6     47.8     87.3     92.7     96.6      7.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      56       15        4       12       16       70       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      117,301
COMMITMENTS
  56,355   19,815    6,110   27,373   71,694   89,837   97,619   27,463   19,682

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        498)
   2,007   -2,875    1,062   -3,939    2,377     -869      564    1,368      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.0     16.9      5.2     23.3     61.1     76.6     83.2     23.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       23        9       16       19       47       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      276,614
COMMITMENTS
  44,553   84,381   22,206  174,203  142,475  240,962  249,062   35,652   27,553

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      8,032)
  10,190    1,787    2,728   -4,737    1,928    8,181    6,443     -148    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     30.5      8.0     63.0     51.5     87.1     90.0     12.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      38       46       18       28       24       74       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      242,832
COMMITMENTS
 115,995   27,263   22,551   42,481  150,682  181,027  200,497   61,805   42,335

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      7,728)
  -2,199   -1,806    3,422    7,598    6,165    8,821    7,781   -1,093      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8     11.2      9.3     17.5     62.1     74.5     82.6     25.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      57       41       30       30       36      105       89
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,684
COMMITMENTS
  25,591    3,206      105    2,407   25,560   28,103   28,871    2,581    1,813

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,426)
   1,353       53        0      162       -1    1,515       52      -89    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.4     10.4      0.3      7.8     83.3     91.6     94.1      8.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        6        1        6       13       20       20
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       47,995
COMMITMENTS
   4,987   12,554      564   37,968   31,365   43,519   44,483    4,476    3,512

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:    -49,484)
 -11,295   -4,602   -1,811  -32,309  -43,264  -45,415  -49,677   -4,069      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     26.2      1.2     79.1     65.4     90.7     92.7      9.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       14       12       17       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,270,956
COMMITMENTS
 1137628  314,553  6116156  8694047  9498872 15947831 15929581  1323125  1341375

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:   -628,390)
-118,927    8,857 -350,267 -192,866 -306,530 -662,060 -647,939   33,670   19,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.8     35.4     50.3     55.0     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      69       52      109      161      154      286      268
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      726,809
COMMITMENTS
  51,248   85,622   98,048  451,168  394,987  600,464  578,656  126,345  148,152

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      3,736)
  -5,725   -4,464    4,769    3,031   13,702    2,075   14,007    1,661  -10,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     11.8     13.5     62.1     54.3     82.6     79.6     17.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      53       58       77       89       62      186      153
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,151,279
COMMITMENTS
 323,147  514,262  137,351  1245125  1335230  1705623  1986843  445,656  164,436

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     54,736)
   2,391  -19,516    6,204   32,399   74,252   40,994   60,940   13,743   -6,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     23.9      6.4     57.9     62.1     79.3     92.4     20.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      77      118       75       94      103      217      250
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,808
COMMITMENTS
  13,099   25,812       24   74,566   72,543   87,689   98,379   15,119    4,429

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     -1,323)
     978      527       24     -350    1,861      652    2,412   -1,975   -3,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     25.1      0.0     72.5     70.6     85.3     95.7     14.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16       11        1       39       35       55       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,592
COMMITMENTS
  13,796   10,373      508   25,014   22,482   39,318   33,363   10,274   16,229

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,013)
     491      714      173      209    1,227      873    2,114      140   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     20.9      1.0     50.4     45.3     79.3     67.3     20.7     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       14        3       26       17       47       31
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      432,019
COMMITMENTS
 173,622  121,094   14,479  166,386  278,516  354,487  414,089   77,532   17,930

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     14,602)
  15,674   -1,269   -4,992    3,631   24,519   14,313   18,258      289   -3,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     28.0      3.4     38.5     64.5     82.1     95.8     17.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      90       62       24       50       55      153      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,227
COMMITMENTS
  64,664    9,267    1,244    7,679   79,418   73,587   89,929   26,640   10,298

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      2,303)
   3,579   -2,966      252   -1,828    2,955    2,003      242      299    2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.5      9.2      1.2      7.7     79.2     73.4     89.7     26.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      33       11        3       10       17       45       29
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,588
COMMITMENTS
   2,436   10,982        8   18,065   14,347   20,509   25,337   11,079    6,251

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        -33)
     217     -118        0     -917     -266     -700     -384      666      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     34.8      0.0     57.2     45.4     64.9     80.2     35.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3       22        2       18       18       23       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      586,088
COMMITMENTS
  65,423  234,358   12,459  492,605  284,091  570,487  530,907   15,601   55,181

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,587)
   3,684   -4,276   -3,549     -183   11,117      -48    3,292    1,635   -1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     40.0      2.1     84.0     48.5     97.3     90.6      2.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      34      150       63       56       80      141      242
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       69,442
COMMITMENTS
  12,402   32,806      195   48,582   24,394   61,180   57,395    8,262   12,047

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        528)
    -490      811     -340    1,818     -113      988      358     -460      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     47.2      0.3     70.0     35.1     88.1     82.7     11.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14       24        3       17       21       34       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       65,419
COMMITMENTS
  28,903    4,997      100   29,760   23,429   58,763   28,526    6,656   36,893

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        260)
      76      351        0       60     -985      136     -634      124      894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.2      7.6      0.2     45.5     35.8     89.8     43.6     10.2     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18        6        1       18       18       36       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,108
COMMITMENTS
   6,575    1,784        0   14,315   19,942   20,890   21,726    1,218      382

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -301)
     270        1        0      -71       -8      199       -7     -500     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      8.1      0.0     64.8     90.2     94.5     98.3      5.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        5        0        6        4       18        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       31,124
COMMITMENTS
   4,524    7,526    3,513   11,458   15,829   19,495   26,868   11,629    4,256

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     -2,475)
    -116   -1,023     -804   -2,430     -925   -3,350   -2,752      875      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     24.2     11.3     36.8     50.9     62.6     86.3     37.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       12        7       18       23       29       39
 

Updated October 19, 2007