BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,289
COMMITMENTS
       0       12       73    3,932    4,110    4,005    4,195      284       94

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:         34)
       0       -1       20       99      184      119      203      -85     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      1.7     91.7     95.8     93.4     97.8      6.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       11       13       12       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,756
COMMITMENTS
   1,413    1,886    1,029   24,251   15,961   26,693   18,876    4,063   11,880

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        840)
     331       42     -105      258      609      484      546      356      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      6.1      3.3     78.8     51.9     86.8     61.4     13.2     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       10        7       21       17       29       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      156,142
COMMITMENTS
  29,740   21,065   33,869   74,922   63,447  138,531  118,381   17,611   37,761

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     -6,152)
   4,052   -5,182  -13,302     -141    8,082   -9,391  -10,402    3,239    4,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     13.5     21.7     48.0     40.6     88.7     75.8     11.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      81       59       76       36       47      161      153
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,928
COMMITMENTS
     392      482      241      566      391    1,199    1,114      729      814

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:       -163)
      14     -266       -1     -131       21     -118     -246      -45       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     25.0     12.5     29.4     20.3     62.2     57.8     37.8     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        7        4        3        5       13       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,033
COMMITMENTS
  54,531   32,147   47,345  115,608  104,636  217,484  184,128   26,549   59,905

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     -4,804)
    -111   -2,680   -4,182   -3,910   -2,358   -8,203   -9,220    3,399    4,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     13.2     19.4     47.4     42.9     89.1     75.5     10.9     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      65       70       72       79      138      195      244
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,568
COMMITMENTS
   2,336    2,171      388    1,320    1,011    4,044    3,570    1,524    1,998

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:         18)
    -166      200     -101      182      -41      -85       58      103      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     39.0      7.0     23.7     18.2     72.6     64.1     27.4     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       26       12       18       18       42       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,379
COMMITMENTS
  10,683    5,461    1,632    8,406    5,856   20,721   12,949    5,658   13,430

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        619)
     257     -339       33     -314      132      -24     -174      643      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     20.7      6.2     31.9     22.2     78.6     49.1     21.4     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      37       29       23       31       54       85       91
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      129,707
COMMITMENTS
  46,579   13,228    2,212   44,715   95,815   93,506  111,255   36,201   18,452

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     10,909)
   2,136   -8,353     -364    9,856   19,755   11,628   11,038     -719     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     10.2      1.7     34.5     73.9     72.1     85.8     27.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      33       12        3       26       25       61       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      122,926
COMMITMENTS
  21,176   24,058      304   86,167   85,686  107,647  110,048   15,279   12,878

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     15,300)
  -5,463    6,739     -317   25,739    8,660   19,959   15,082   -4,659      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     19.6      0.2     70.1     69.7     87.6     89.5     12.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17       10        2       16       15       33       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      103,111
COMMITMENTS
  10,088   36,319    1,804   88,642   60,108  100,534   98,231    2,577    4,880

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     13,089)
   1,226     -439    1,092   10,995   11,891   13,313   12,544     -224      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     35.2      1.7     86.0     58.3     97.5     95.3      2.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       39        4       22       17       40       58
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      126,043
COMMITMENTS
  34,221   12,127      690   63,665   98,305   98,576  111,122   27,467   14,921

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     20,729)
     450      642      609   21,461   19,092   22,520   20,343   -1,791      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      9.6      0.5     50.5     78.0     78.2     88.2     21.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       10        7       21       25       44       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      243,513
COMMITMENTS
  39,360   48,957      933  157,545  152,880  197,838  202,770   45,675   40,743

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     41,670)
  -7,788   22,812      219   43,935    5,978   36,366   29,009    5,304   12,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     20.1      0.4     64.7     62.8     81.2     83.3     18.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      32       21        6       27       26       60       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      202,394
COMMITMENTS
  72,732   10,886    1,373   64,770  152,800  138,875  165,059   63,519   37,335

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     -7,158)
 -29,828   -3,478      194   24,229   -1,967   -5,405   -5,251   -1,753   -1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      5.4      0.7     32.0     75.5     68.6     81.6     31.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      48       19       12       26       33       77       61
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       22,546
COMMITMENTS
   7,030    4,717       33   13,997   16,553   21,060   21,303    1,486    1,243

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      9,371)
     120      -35       33    8,871    9,563    9,024    9,561      347     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     20.9      0.1     62.1     73.4     93.4     94.5      6.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        1       12       12       15       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       64,710
COMMITMENTS
  20,960    2,951      485   39,641   56,703   61,086   60,139    3,624    4,571

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      4,584)
  -1,479      990        0    6,899    3,230    5,420    4,220     -836      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      4.6      0.7     61.3     87.6     94.4     92.9      5.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        1       11        7       17       10
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,319,060
COMMITMENTS
 1152857  1572456  1493494  6586442  5798729  9232793  8864679  1086267  1454381

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     37,335)
 -37,683   55,405   -4,883   57,743   71,159   15,177  121,681   22,158  -84,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     15.2     14.5     63.8     56.2     89.5     85.9     10.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      76       62      102      138      152      260      279
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      788,846
COMMITMENTS
  75,193   63,298   18,845  527,671  543,667  621,709  625,810  167,137  163,036

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    103,195)
  -3,337   -2,612   11,826   83,315   23,741   91,804   32,955   11,391   70,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      8.0      2.4     66.9     68.9     78.8     79.3     21.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      40       51       38       92       68      157      132
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,042,655
COMMITMENTS
 235,392  470,466  148,185  1102367  1260610  1485944  1879261  556,711  163,394

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    464,567)
   5,643   -9,041  100,466    3,016  349,784  109,125  441,209  355,442   23,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     23.0      7.3     54.0     61.7     72.7     92.0     27.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      52       82       47       89       90      168      192
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,717
COMMITMENTS
   1,979      705      396    6,226   10,414    8,601   11,515    4,116    1,202

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      1,867)
     419        0      371      766    1,700    1,556    2,071      311     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      5.5      3.1     49.0     81.9     67.6     90.5     32.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       12       13       17       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       70,537
COMMITMENTS
   9,318   21,521    1,917   52,578   39,658   63,813   63,096    6,724    7,441

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     21,217)
     930    3,454    1,792   17,854   11,420   20,576   16,666      641    4,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     30.5      2.7     74.5     56.2     90.5     89.5      9.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8       13        3       31       24       42       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       82,774
COMMITMENTS
   8,451   13,957    2,865   47,147   51,194   58,463   68,016   24,311   14,758

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      6,098)
  -1,652   -2,887    1,268      893      -70      509   -1,689    5,589    7,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     16.9      3.5     57.0     61.8     70.6     82.2     29.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16       22        6       39       36       58       61
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      598,465
COMMITMENTS
 122,616  250,046   13,383  406,005  243,713  542,004  507,142   56,461   91,323

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    137,445)
  17,201   33,504    7,863   79,674   66,899  104,738  108,266   32,707   29,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     41.8      2.2     67.8     40.7     90.6     84.7      9.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      57       96       28       57       50      131      160
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       81,160
COMMITMENTS
  23,302   11,350      198   37,012   61,109   60,512   72,657   20,648    8,503

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      8,192)
    -804    1,162      181   12,332    7,842   11,709    9,185   -3,517     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     14.0      0.2     45.6     75.3     74.6     89.5     25.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        4        2       12       19       29       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       61,497
COMMITMENTS
   5,427    7,208    2,083   40,141   42,199   47,651   51,490   13,846   10,007

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     11,398)
    -325    1,115    1,704    5,021    4,981    6,400    7,800    4,998    3,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     11.7      3.4     65.3     68.6     77.5     83.7     22.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5       16        7       30       29       41       46
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      633,577
COMMITMENTS
  91,120  126,980   52,608  444,378  381,408  588,106  560,996   45,471   72,581

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    162,976)
  17,001   14,360   51,006   68,689   64,068  136,696  129,434   26,280   33,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     20.0      8.3     70.1     60.2     92.8     88.5      7.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      29       72       17       48       55       90      133
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,853
COMMITMENTS
  12,310   17,986       97   16,971   16,422   29,378   34,505   11,475    6,348

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -21,895)
  -3,936      173   -2,692  -13,699  -15,997  -20,327  -18,516   -1,568   -3,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     44.0      0.2     41.5     40.2     71.9     84.5     28.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       23        2       14       17       37       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,395
COMMITMENTS
  14,259    4,459       38   14,588   14,914   28,885   19,411    7,510   16,984

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -14,726)
   5,700   -3,274   -3,667  -16,250   -5,280  -14,217  -12,221     -509   -2,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     12.3      0.1     40.1     41.0     79.4     53.3     20.6     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18       10        1       14       12       32       23
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,364
COMMITMENTS
   4,507      510      127   14,677   20,428   19,311   21,065    3,053    1,299

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        590)
  -1,422      130       97       -5     -185   -1,330       42    1,920      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      2.3      0.6     65.6     91.3     86.3     94.2     13.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        2        2        8        4       19        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 06/13/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       50,705
COMMITMENTS
   6,801    5,369    2,747   16,601   33,690   26,149   41,806   24,556    8,899

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      2,879)
     600      482      260   -1,240      848     -380    1,590    3,259    1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     10.6      5.4     32.7     66.4     51.6     82.4     48.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10       13        4       25       36       37       52
 

Updated June 16, 2006