CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/19/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      243,351
COMMITMENTS
  92,321   33,525    3,633  115,191  163,257  211,145  200,415   32,206   42,936

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     11,261)
  -6,083   -2,874     -492   19,303   -1,878   12,728   -5,244   -1,467   16,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     13.8      1.5     47.3     67.1     86.8     82.4     13.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      50       21        7       23       23       78       46