BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,460
COMMITMENTS
       0       33       61    3,921    3,922    3,982    4,016      478      444

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      1.4     87.9     87.9     89.3     90.0     10.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       10       13       11       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,726
COMMITMENTS
   1,772    3,175    1,277   26,112   16,774   29,161   21,226    3,565   11,500

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        312)
     206      -70      -77      277      344      406      197      -94      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      9.7      3.9     79.8     51.3     89.1     64.9     10.9     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6       13        9       22       18       32       36
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      147,770
COMMITMENTS
  19,950   32,445   44,195   73,894   44,683  138,039  121,323    9,731   26,447

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,310)
   4,205      262      776      534    3,956    5,515    4,994   -6,825   -6,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     22.0     29.9     50.0     30.2     93.4     82.1      6.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      45       72       71       30       39      127      154
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,178
COMMITMENTS
     542      697       60      884      407    1,486    1,164      692    1,014

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -337)
     198     -361     -183      -73       36      -58     -508     -279      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     32.0      2.8     40.6     18.7     68.2     53.4     31.8     46.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7        2        8        6       20       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,495
COMMITMENTS
  49,331   48,053   53,258  120,644   99,217  223,233  200,528   18,262   40,967

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -4,269)
   4,774   -1,464    1,160      149    6,341    6,083    6,037  -10,352  -10,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     19.9     22.1     50.0     41.1     92.4     83.0      7.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      68       79       91       89      137      218      278
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,927
COMMITMENTS
   2,605      944      279      534    2,043    3,418    3,266    1,509    1,661

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -207)
     514     -281      -50     -405      367       59       36     -266     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     19.2      5.7     10.8     41.5     69.4     66.3     30.6     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       10        7       11       24       35       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,825
COMMITMENTS
  11,339    7,383    1,245   10,583    6,264   23,167   14,892    4,658   12,933

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -3,836)
  -1,258     -998   -1,096   -1,490     -764   -3,844   -2,858        8     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     26.5      4.5     38.0     22.5     83.3     53.5     16.7     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      28       43       22       42       55       85      106
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      110,279
COMMITMENTS
  48,997   16,845    1,542   29,719   79,539   80,258   97,926   30,021   12,353

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      9,688)
  17,048      519     -707   -1,884   12,431   14,457   12,243   -4,769   -2,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     15.3      1.4     26.9     72.1     72.8     88.8     27.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      39       14        2       21       25       61       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       89,956
COMMITMENTS
  17,518   30,147        0   56,625   45,190   74,143   75,337   15,813   14,619

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      5,881)
   5,405   -6,395        0      414   15,636    5,819    9,241       62   -3,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     33.5      0.0     62.9     50.2     82.4     83.7     17.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14       14        0       11       15       25       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       84,728
COMMITMENTS
  17,300   23,957      723   64,412   57,736   82,435   82,416    2,293    2,312

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -7,076)
  -1,479   -7,872      723   -4,796    3,232   -5,552   -3,917   -1,524   -3,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     28.3      0.9     76.0     68.1     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       24        3       21       16       40       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,073
COMMITMENTS
  34,133   15,509       84   31,213   58,070   65,430   73,663   23,643   15,410

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -4,589)
    -872   -7,206       65   -3,760    5,274   -4,567   -1,867      -22   -2,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     17.4      0.1     35.0     65.2     73.5     82.7     26.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      23       15        3       14       23       38       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      206,400
COMMITMENTS
  44,389   41,700      684  118,301  144,592  163,374  186,976   43,026   19,424

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      4,985)
   3,392   -5,787      208     -530   20,198    3,070   14,619    1,915   -9,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     20.2      0.3     57.3     70.1     79.2     90.6     20.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       22        8       25       28       58       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      187,074
COMMITMENTS
  90,615   16,141    1,346   39,152  138,150  131,113  155,637   55,961   31,437

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      9,834)
  10,774    1,825      633    1,091    7,806   12,498   10,264   -2,664     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4      8.6      0.7     20.9     73.8     70.1     83.2     29.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      66       20       14       27       33       97       63
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       12,204
COMMITMENTS
   6,517      314        0    4,245    9,917   10,762   10,231    1,442    1,973

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:         33)
     799     -596        0     -729      619       70       23      -37       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4      2.6      0.0     34.8     81.3     88.2     83.8     11.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        0        8       12       11       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       66,265
COMMITMENTS
  24,810      873      215   36,665   58,920   61,690   60,008    4,575    6,257

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      3,170)
    -751        0     -170    3,615    2,950    2,694    2,780      476      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      1.3      0.3     55.3     88.9     93.1     90.6      6.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        1       12       14       18       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,714,535
COMMITMENTS
 949,787  1510615  1599286  6132998  5162971  8682071  8272872  1032464  1441663

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:   -172,331)
 -66,872  -33,430   -7,416  -69,731 -108,612 -144,019 -149,458  -28,312  -22,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     15.6     16.5     63.1     53.1     89.4     85.2     10.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      62       67      103      125      144      240      270
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      660,812
COMMITMENTS
  71,217   57,823    2,844  457,938  508,391  531,999  569,058  128,813   91,754

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      2,544)
   2,754   -1,528      941    1,898    4,809    5,593    4,222   -3,049   -1,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.8      0.4     69.3     76.9     80.5     86.1     19.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      36       43       14       89       56      135      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,307,160
COMMITMENTS
 213,579  425,888   17,616  800,917  735,852  1032112  1179356  275,048  127,804

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     42,100)
  15,327  -12,308   -2,793   31,774   46,643   44,308   31,542   -2,208   10,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     32.6      1.3     61.3     56.3     79.0     90.2     21.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      53       60       19       71       73      137      139
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,319
COMMITMENTS
   1,961      705        0    5,609    8,626    7,570    9,331    3,749    1,988

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        280)
      14        0        0       70      -33       84      -33      196      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      6.2      0.0     49.6     76.2     66.9     82.4     33.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        0       13       13       17       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       57,277
COMMITMENTS
  10,386   11,697        0   35,942   42,840   46,328   54,537   10,949    2,740

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      3,113)
     405      960        0      199    2,914      604    3,874    2,509     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     20.4      0.0     62.8     74.8     80.9     95.2     19.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        9        0       21       25       30       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,761
COMMITMENTS
  14,723   11,875      191   38,275   39,598   53,189   51,664    9,572   11,097

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        703)
  -1,906      190        5    2,851    1,014      950    1,209     -247     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     18.9      0.3     61.0     63.1     84.7     82.3     15.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       15        2       29       28       45       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      355,396
COMMITMENTS
 106,799  138,043    3,960  206,399  194,555  317,158  336,558   38,238   18,838

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     31,515)
  -5,061   19,959      -33   46,846   10,870   41,752   30,796  -10,237      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     38.8      1.1     58.1     54.7     89.2     94.7     10.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      79       63       12       51       38      135      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       57,861
COMMITMENTS
  27,297    5,524        0   12,098   45,089   39,395   50,613   18,466    7,248

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      5,270)
   3,613  -10,403      -75   -1,343   20,652    2,195   10,174    3,075   -4,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      9.5      0.0     20.9     77.9     68.1     87.5     31.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        7        0       12       16       29       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,700
COMMITMENTS
   5,853    5,133       21   28,009   25,635   33,883   30,789    3,817    6,911

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      1,374)
     196     -674        0      821    1,136    1,017      462      357      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.6      0.1     74.3     68.0     89.9     81.7     10.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       10        1       29       26       36       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      355,633
COMMITMENTS
  73,343   97,672    1,776  258,032  242,476  333,151  341,924   22,482   13,709

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     19,441)
  -3,078   18,564      897   20,676    1,321   18,495   20,782      946   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     27.5      0.5     72.6     68.2     93.7     96.1      6.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      28       59        8       39       49       71      112
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,687
COMMITMENTS
  15,365   16,009       77   25,209   26,327   40,651   42,413   10,036    8,274

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        201)
   1,520     -287      -13     -279      489    1,228      189   -1,027       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     31.6      0.2     49.7     51.9     80.2     83.7     19.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       22        3       19       18       46       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       32,087
COMMITMENTS
   8,640    4,889        5   18,195   17,996   26,840   22,890    5,247    9,197

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -2,718)
  -1,856     -473      -42      145    1,475   -1,753      960     -965   -3,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     15.2      0.0     56.7     56.1     83.6     71.3     16.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       10        1       12       17       23       28
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       42,352
COMMITMENTS
   5,561    4,628    1,949   17,359   24,289   24,869   30,866   17,483   11,486

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      1,378)
     800    1,548     -200      697   -1,755    1,297     -407       81    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     10.9      4.6     41.0     57.4     58.7     72.9     41.3     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9       10        7       24       30       37       44
 

Updated May 5, 2006