MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,443
COMMITMENTS
   5,048    1,763    7,927   29,909   28,350   42,884   38,040    5,559   10,403

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -4,723)
    -132       35   -1,329   -3,253   -2,719   -4,714   -4,013      -10     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.6     16.4     61.7     58.5     88.5     78.5     11.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      12       15       17       26       29       47       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,410
COMMITMENTS
  48,599   44,348   62,890  125,831  124,799  237,321  232,036   30,090   35,374

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -6,841)
   3,602    1,877   -4,504      380    2,181     -522     -447   -6,319   -6,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     16.6     23.5     47.1     46.7     88.7     86.8     11.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      90       86      104       50       58      202      202
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,109
COMMITMENTS
     715      662       41      375      801    1,131    1,504      978      605

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        -50)
    -147      195      -42       81     -137     -108       16       58      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     31.4      1.9     17.8     38.0     53.6     71.3     46.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        7        1        7        4       17       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      377,103
COMMITMENTS
  94,347   24,420   90,134  164,470  188,710  348,951  303,264   28,153   73,840

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -9,037)
  -3,099      242      400   -7,416   -9,067  -10,115   -8,425    1,078     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      6.5     23.9     43.6     50.0     92.5     80.4      7.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     130       68      114       88      169      275      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       14,922
COMMITMENTS
   4,041    5,303    2,691    6,153    4,988   12,884   12,981    2,038    1,941

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -121)
    -445       -9      168      136      -18     -141      141       20     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     35.5     18.0     41.2     33.4     86.3     87.0     13.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      32       29       15       21       31       60       71
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,735
COMMITMENTS
   9,589    6,646    8,075   11,979    7,684   29,644   22,406    5,091   12,329

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -176)
     767    1,108   -1,309      152      416     -389      216      213     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     19.1     23.2     34.5     22.1     85.3     64.5     14.7     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      36       36       33       44       45      105       91
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      100,920
COMMITMENTS
  33,890   36,133    5,061   31,269   34,098   70,220   75,292   30,701   25,628

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,241)
   4,770    1,932   -1,475      137      798    3,432    1,255   -2,190      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     35.8      5.0     31.0     33.8     69.6     74.6     30.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       20       10       24       16       54       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,500
COMMITMENTS
  18,398   22,876    2,399   13,820   19,662   34,618   44,937   22,882   12,563

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -6,779)
  -7,520    3,259   -1,158    2,940   -8,806   -5,737   -6,705   -1,041      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     39.8      4.2     24.0     34.2     60.2     78.2     39.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15       16        3       11        8       27       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      100,471
COMMITMENTS
  82,684   10,590      406    9,399   81,655   92,489   92,651    7,982    7,820

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        195)
   2,369    4,163       77   -1,266   -4,736    1,180     -496     -985      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.3     10.5      0.4      9.4     81.3     92.1     92.2      7.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      60       16        2        8       16       68       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       92,011
COMMITMENTS
  31,267   38,736    5,631   34,262   20,727   71,159   65,094   20,851   26,917

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -8,660)
  -6,846     -799   -1,956     -676   -3,843   -9,478   -6,598      818   -2,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     42.1      6.1     37.2     22.5     77.3     70.7     22.7     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       30        6       13       14       33       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      216,218
COMMITMENTS
  34,971   32,026   18,791  134,166  140,149  187,928  190,966   28,290   25,252

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -2,918)
  -5,613    5,620   -1,332    3,942   -6,545   -3,004   -2,257       86     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     14.8      8.7     62.1     64.8     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       24       12       28       20       59       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      209,122
COMMITMENTS
  82,056   56,511   24,557   51,691   77,379  158,303  158,446   50,819   50,676

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:    -14,989)
  -7,061   -1,446   -8,932    1,653   -5,156  -14,340  -15,534     -649      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     27.0     11.7     24.7     37.0     75.7     75.8     24.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      54       44       39       32       32      108       93
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,523
COMMITMENTS
  12,212   10,071        0   14,092   18,605   26,304   28,676    4,219    1,847

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      3,668)
     224    1,249        0    2,058    1,978    2,282    3,227    1,386      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     33.0      0.0     46.2     61.0     86.2     93.9     13.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        9        0       12        8       24       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   15,795,319
COMMITMENTS
 841,096  552,334  5385325  8435258  8841511 14661679 14779170  1133641  1016149

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:    501,089)
 112,653   22,508  174,282  181,936  289,031  468,871  485,821   32,219   15,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      3.5     34.1     53.4     56.0     92.8     93.6      7.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      90       45      118      133      129      270      253
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      702,078
COMMITMENTS
  83,565   55,034  106,838  389,745  400,857  580,147  562,729  121,931  139,349

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     30,270)
   3,290   -1,862   10,058   15,181    3,972   28,529   12,169    1,741   18,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      7.8     15.2     55.5     57.1     82.6     80.2     17.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      56       47       64       80       62      168      142
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,568,495
COMMITMENTS
 363,619  637,009  247,457  1511767  1486671  2122842  2371137  445,653  197,358

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:    211,377)
  28,536   45,432   21,483   96,806  176,238  146,825  243,153   64,552  -31,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     24.8      9.6     58.9     57.9     82.6     92.3     17.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     100      129       96      110      106      264      277
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,804
COMMITMENTS
  13,022   26,995      100   68,219   61,260   81,342   88,356   11,462    4,449

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,163)
  -2,007    1,725     -241    2,448   -1,285      200      199      962      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     29.1      0.1     73.5     66.0     87.6     95.2     12.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       15        2       36       28       53       44
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       26,503
COMMITMENTS
   3,714    7,220       43   15,534   14,396   19,291   21,659    7,213    4,845

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,038)
  -1,141      458       35    1,833    1,460      727    1,953      311     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     27.2      0.2     58.6     54.3     72.8     81.7     27.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        9        2       19       20       27       29
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      317,203
COMMITMENTS
 102,782  114,350    9,645  183,414  164,111  295,840  288,105   21,363   29,098

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      9,186)
  -4,988    4,388   -1,001   23,152    3,476   17,163    6,862   -7,977    2,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     36.0      3.0     57.8     51.7     93.3     90.8      6.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      60       75       24       53       51      129      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      103,586
COMMITMENTS
  60,421   12,077    3,789    8,355   67,992   72,565   83,858   31,020   19,728

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        566)
    -983      740        5      196   -1,385     -782     -639    1,348    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3     11.7      3.7      8.1     65.6     70.1     81.0     29.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       11        3       13       14       42       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,844
COMMITMENTS
     860   15,273        0   26,026   14,243   26,886   29,516    6,958    4,327

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      2,186)
     -20    2,298        0    1,825     -978    1,805    1,320      381      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     45.1      0.0     76.9     42.1     79.4     87.2     20.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2       14        0       18       19       20       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      656,864
COMMITMENTS
  83,306  279,960    3,567  555,899  331,035  642,771  614,561   14,093   42,303

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     17,999)
  -1,408   11,581   -2,373   25,609    6,080   21,827   15,287   -3,829    2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     42.6      0.5     84.6     50.4     97.9     93.6      2.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      30      114       25       65       70      111      193
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       68,876
COMMITMENTS
  11,127   31,036        7   48,895   29,813   60,029   60,856    8,846    8,020

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -2,570)
  -1,058   -1,322        0     -807    1,139   -1,865     -183     -705   -2,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     45.1      0.0     71.0     43.3     87.2     88.4     12.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       23        3       13       20       30       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,401
COMMITMENTS
   5,775    5,078      474   20,385   34,374   26,634   39,926   20,767    7,475

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      5,794)
  -1,569   -1,144      108    3,069    6,488    1,608    5,452    4,186      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     10.7      1.0     43.0     72.5     56.2     84.2     43.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        9        3       17       19       31       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       18,473
COMMITMENTS
   4,437   11,284       52   12,070    5,898   16,559   17,234    1,914    1,239

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        388)
     227     -300        0       70      560      297      260       91      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     61.1      0.3     65.3     31.9     89.6     93.3     10.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        8        1        9        6       18       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,206
COMMITMENTS
   6,343      574      181    7,659   14,068   14,183   14,823    2,023    1,383

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        700)
     -88        2      181      -38       69       55      252      645      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      3.5      1.1     47.3     86.8     87.5     91.5     12.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        3        2        5        5       17       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       12,723
COMMITMENTS
   1,280    1,185       14    7,841    8,550    9,135    9,749    3,588    2,974

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        702)
    -492      -61        0     -142     -221     -634     -282    1,336      984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      9.3      0.1     61.6     67.2     71.8     76.6     28.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        2       12       11       18       15
 

Updated July 11, 2008