MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,414
COMMITMENTS
   1,566    3,245    1,354   25,835   16,430   28,755   21,029    3,659   11,385

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        515)
      30       64       75      253      482      358      621      157     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     10.0      4.2     79.7     50.7     88.7     64.9     11.3     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6       12        7       21       18       29       35
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      149,080
COMMITMENTS
  15,745   32,183   43,419   73,360   40,727  132,524  116,329   16,556   32,751

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      7,462)
   1,416   -1,163    6,989   -1,874      218    6,531    6,044      931    1,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     21.6     29.1     49.2     27.3     88.9     78.0     11.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      40       71       65       29       37      118      151
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,515
COMMITMENTS
     344    1,058      243      957      371    1,544    1,672      971      843

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        136)
    -136      220      219       98     -143      181      296      -45     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     42.1      9.7     38.1     14.8     61.4     66.5     38.6     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       11        4        9        6       19       19
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      245,764
COMMITMENTS
  44,557   49,517   52,098  120,495   92,876  217,150  194,491   28,614   51,273

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      6,133)
     318      796    2,656    3,221    3,091    6,195    6,543      -62     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     20.1     21.2     49.0     37.8     88.4     79.1     11.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      60       83       85       81      127      198      268
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,134
COMMITMENTS
   2,091    1,225      329      939    1,676    3,359    3,230    1,775    1,904

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        228)
     157      163     -108      -60      167      -11      222      239        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     23.9      6.4     18.3     32.6     65.4     62.9     34.6     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       17        9       12       21       37       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,661
COMMITMENTS
  12,597    8,381    2,341   12,073    7,028   27,011   17,750    4,650   13,911

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -1,268)
     187     -591     -921      405      910     -329     -602     -939     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     26.5      7.4     38.1     22.2     85.3     56.1     14.7     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      28       42       28       53       58       99      113
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      100,591
COMMITMENTS
  31,949   16,326    2,249   31,603   67,108   65,801   85,683   34,790   14,908

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      7,421)
   8,724       19      782   -4,581    7,865    4,925    8,666    2,496   -1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     16.2      2.2     31.4     66.7     65.4     85.2     34.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       15        3       19       23       51       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       84,075
COMMITMENTS
  12,113   36,542        0   56,211   29,554   68,324   66,096   15,751   17,979

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      3,150)
   1,369    3,630     -123      256      104    1,502    3,611    1,648     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     43.5      0.0     66.9     35.2     81.3     78.6     18.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       18        0       11       13       21       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       91,804
COMMITMENTS
  18,779   31,829        0   69,208   54,504   87,987   86,333    3,817    5,471

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     10,864)
   2,257    8,340     -329    8,713    1,205   10,641    9,216      223    1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     34.7      0.0     75.4     59.4     95.8     94.0      4.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       31        0       19       15       34       46
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       93,662
COMMITMENTS
  35,005   22,715       19   34,973   52,796   69,997   75,530   23,665   18,132

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     10,380)
   7,703      507     -285      991   10,866    8,409   11,088    1,971     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     24.3      0.0     37.3     56.4     74.7     80.6     25.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       18        2       16       22       40       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      201,415
COMMITMENTS
  40,997   47,487      476  118,831  124,394  160,304  172,357   41,111   29,058

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -624)
   2,248  -32,403      116  -10,612   35,770   -8,248    3,483    7,624   -4,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     23.6      0.2     59.0     61.8     79.6     85.6     20.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      33       23        6       24       26       59       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      177,240
COMMITMENTS
  79,841   14,316      713   38,061  130,344  118,615  145,373   58,625   31,867

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     11,499)
   9,822     -361     -607     -500   11,819    8,715   10,851    2,784      648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0      8.1      0.4     21.5     73.5     66.9     82.0     33.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      60       20        8       26       33       90       57
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       12,171
COMMITMENTS
   5,718      910        0    4,974    9,298   10,692   10,208    1,479    1,963

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -983)
     446      110        0   -1,346   -1,110     -900   -1,000      -83       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0      7.5      0.0     40.9     76.4     87.8     83.9     12.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        3        0        9       12       14       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       63,095
COMMITMENTS
  25,561      873      385   33,050   55,970   58,996   57,228    4,099    5,867

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      3,671)
  -1,021        0      235    3,498    3,000    2,712    3,235      959      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      1.4      0.6     52.4     88.7     93.5     90.7      6.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        1       10       14       16       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,886,866
COMMITMENTS
 1016659  1544045  1606702  6202729  5271583  8826090  8422330  1060776  1464536

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:    173,061)
    -430   78,368   87,348  116,607   26,839  203,525  192,555  -30,464  -19,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     15.6     16.3     62.7     53.3     89.3     85.2     10.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      69       66      104      134      146      252      276
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      658,268
COMMITMENTS
  68,463   59,351    1,903  456,040  503,582  526,406  564,836  131,862   93,432

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      4,073)
    -165     -758      767    3,434    5,974    4,036    5,983       37   -1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      9.0      0.3     69.3     76.5     80.0     85.8     20.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      33       43       12       86       58      129      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,265,060
COMMITMENTS
 198,252  438,196   20,409  769,143  689,209  987,804  1147814  277,256  117,246

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     63,128)
   9,064   59,661   -3,583   72,639    8,700   78,120   64,778  -14,992   -1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     34.6      1.6     60.8     54.5     78.1     90.7     21.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      53       65       21       69       73      134      147
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,039
COMMITMENTS
   1,947      705        0    5,539    8,659    7,486    9,364    3,553    1,675

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:         30)
     -44        0        0      -52        4      -96        4      126       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      6.4      0.0     50.2     78.4     67.8     84.8     32.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        0       12       13       16       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       54,164
COMMITMENTS
   9,981   10,737        0   35,743   39,926   45,724   50,663    8,440    3,501

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,928)
  -1,667     -779        0    4,328    2,174    2,661    1,395     -733      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     19.8      0.0     66.0     73.7     84.4     93.5     15.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        8        0       23       24       32       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,058
COMMITMENTS
  16,629   11,685      186   35,424   38,584   52,239   50,455    9,819   11,603

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      2,155)
     467     -392      -11    1,783    2,492    2,239    2,089      -84       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     18.8      0.3     57.1     62.2     84.2     81.3     15.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       15        2       29       29       47       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      323,881
COMMITMENTS
 111,860  118,084    3,993  159,553  183,685  275,406  305,762   48,475   18,119

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      5,669)
  -4,243    7,616     -947   10,306   -1,563    5,116    5,106      553      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     36.5      1.2     49.3     56.7     85.0     94.4     15.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      75       65       11       47       38      127      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       52,591
COMMITMENTS
  23,684   15,927       75   13,441   24,437   37,200   40,439   15,391   12,152

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        542)
   3,087    6,491        0   -4,151   -3,363   -1,064    3,128    1,606   -2,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     30.3      0.1     25.6     46.5     70.7     76.9     29.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        9        1       13       13       27       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,326
COMMITMENTS
   5,657    5,807       21   27,188   24,499   32,866   30,327    3,460    5,999

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      2,207)
     396      664        0    1,608    1,728    2,004    2,392      203     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     16.0      0.1     74.8     67.4     90.5     83.5      9.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6       11        1       30       27       37       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      336,192
COMMITMENTS
  76,421   79,108      879  237,356  241,155  314,656  321,142   21,536   15,050

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     17,315)
  -1,218    6,135     -691   18,156   11,615   16,247   17,059    1,068      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     23.5      0.3     70.6     71.7     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      27       53        6       40       48       71      103
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,486
COMMITMENTS
  13,845   16,296       90   25,488   25,838   39,423   42,224   11,063    8,262

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -1,884)
  -1,682     -428       -2     -595   -1,205   -2,279   -1,635      395     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     32.3      0.2     50.5     51.2     78.1     83.6     21.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      23       22        3       17       20       43       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       34,805
COMMITMENTS
  10,496    5,362       47   18,050   16,521   28,593   21,930    6,212   12,875

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        663)
  -3,110    1,833       28    1,587   -1,453   -1,495      408    2,158      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     15.4      0.1     51.9     47.5     82.2     63.0     17.8     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14       12        2       12       13       27       26
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       40,974
COMMITMENTS
   4,761    3,080    2,149   16,662   26,044   23,572   31,273   17,402    9,701

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -529)
     269     -346      -45   -1,148    1,536     -924    1,145      395   -1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      7.5      5.2     40.7     63.6     57.5     76.3     42.5     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       10        7       22       31       34       46
 

Updated April 28, 2006