Due to the following action, the Dow Jones US Real Estate Index (DJUSRE^sm) will be calculated with a new divisor at the open of trade for trade date Monday, July 23, 2007.

Annaly Capital Management, Inc. is to have a share increase due to an equity offering.

As a result, the current divisor for the DJUSRE is: 1,173,624,652.

Additional information regarding the divisor for the DJUSRE is available on the CBOT website.

*”Dow Jones^sm, is a service mark of Dow Jones & Company, Inc. and has been licensed for use for certain purposes by the Board of Trade of the City of Chicago, Inc. (“CBOT^®”).  The CBOT’s futures contract based on the Dow Jones U.S. Real Estate Index are not sponsored, endorsed, sold or promoted by Dow Jones^sm, and Dow Jones^sm makes no representation regarding the advisability of trading in such product.