MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    38,525:       749      3,380      3,998     28,630     16,278     33,377     23,656:     5,148     14,869
Old  :    38,525:       749      3,380      3,998     28,630     16,278     33,377     23,656:     5,148     14,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -2,745:       103        827       -550     -2,210     -1,117     -2,656       -839:       -88     -1,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        8.8       10.4       74.3       42.3       86.6       61.4:      13.4       38.6
Old  :     100.0:       1.9        8.8       10.4       74.3       42.3       86.6       61.4:      13.4       38.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1         15         11         21         18         33         33:
Old  :        46:         1         15         11         21         18         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       24.5       70.9       38.2       50.0       21.2       67.6       30.9
Old  :                 50.0       24.5       70.9       38.2       50.0       21.2       67.6       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   153,753:    17,096     28,480     37,835     80,997     53,246    135,929    119,561:    17,824     34,192
Old  :   149,620:    17,446     29,131     36,224     79,251     51,808    132,921    117,163:    16,699     32,457
Other:     4,133:       950        649        312      1,746      1,438      3,008      2,399:     1,125      1,734
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     2,536:      -193      2,622      3,392     -1,069     -2,837      2,130      3,177:       406       -641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       18.5       24.6       52.7       34.6       88.4       77.8:      11.6       22.2
Old  :     100.0:      11.7       19.5       24.2       53.0       34.6       88.8       78.3:      11.2       21.7
Other:     100.0:      23.0       15.7        7.6       42.2       34.8       72.8       58.0:      27.2       42.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        56         71         80         40         37        145        164:
Old  :       203:        61         72         79         37         37        140        164:
Other:        48:        13         13          8         11         14         30         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       21.9       47.0       29.7       34.1       18.1       44.8       24.4
Old  :                 35.1       22.3       48.2       30.2       35.1       18.4       46.0       25.0
Other:                 33.5       27.9       51.6       39.3       33.5       24.0       50.6       35.1
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,768:       341        315         93        754        540      1,189        949:       580        820
Old  :     1,755:       341        316         86        754        540      1,182        943:       574        813
Other:        13:         1          0          6          0          0          7          6:         6          7
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :      -108:      -160        123        -50        222       -144         12        -71:      -119        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       17.8        5.3       42.6       30.5       67.2       53.7:      32.8       46.3
Old  :     100.0:      19.4       18.0        4.9       43.0       30.8       67.3       53.7:      32.7       46.3
Other:     100.0:       7.7        0.0       46.2        0.0        0.0       53.8       46.2:      46.2       53.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          7          4          7          5         16         14:
Old  :        23:         7          7          4          7          5         16         14:
Other:         1:         1          0          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       34.0       56.6       43.9       40.0       33.8       53.8       42.2
Old  :                 43.1       34.3       57.0       43.9       40.3       34.0       54.2       42.5
Other:                 53.8       46.2       53.8       46.2        7.7        0.0        7.7        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   285,524:    44,435     43,032     72,670    133,607    108,699    250,712    224,402:    34,812     61,123
Old  :   285,524:    44,435     43,032     72,670    133,607    108,699    250,712    224,402:    34,812     61,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    11,724:     4,948      1,062      1,082      4,272      9,241     10,302     11,385:     1,421        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       15.1       25.5       46.8       38.1       87.8       78.6:      12.2       21.4
Old  :     100.0:      15.6       15.1       25.5       46.8       38.1       87.8       78.6:      12.2       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:        73         88         84        114        138        232        282:
Old  :       332:        73         88         84        114        138        232        282:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       13.9       32.5       22.1       19.3        5.6       27.5        9.9
Old  :                 20.2       13.9       32.5       22.1       19.3        5.6       27.5        9.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     5,504:     1,753        803        690      1,063      1,577      3,505      3,069:     1,999      2,435
Old  :     5,504:     1,753        803        690      1,063      1,577      3,505      3,069:     1,999      2,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :       937:       137        -43        -35        185        193        287        115:       650        823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       14.6       12.5       19.3       28.6       63.7       55.8:      36.3       44.2
Old  :     100.0:      31.8       14.6       12.5       19.3       28.6       63.7       55.8:      36.3       44.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        16         18         13         16         18         38         43:
Old  :        56:        16         18         13         16         18         38         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       16.2       40.9       25.1       26.8       11.1       35.4       17.8
Old  :                 26.8       16.2       40.9       25.1       26.8       11.1       35.4       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    40,008:    12,825      5,467      7,533     13,485      8,842     33,844     21,843:     6,164     18,165
Old  :    40,008:    12,825      5,467      7,533     13,485      8,842     33,844     21,843:     6,164     18,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -4,252:    -2,226        109       -982     -1,339     -1,347     -4,548     -2,221:       296     -2,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       13.7       18.8       33.7       22.1       84.6       54.6:      15.4       45.4
Old  :     100.0:      32.1       13.7       18.8       33.7       22.1       84.6       54.6:      15.4       45.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        35         46         31         65         63        117        129:
Old  :       174:        35         46         31         65         63        117        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       12.7       33.3       19.3       20.9        5.5       27.9        8.5
Old  :                 22.2       12.7       33.3       19.3       20.9        5.5       27.9        8.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :    92,245:    12,485     16,698      4,081     38,278     53,064     54,844     73,843:    37,401     18,402
Old  :    92,245:    12,485     16,698      4,081     38,278     53,064     54,844     73,843:    37,401     18,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -3,355:    -2,142     -5,527        966       -257      1,122     -1,433     -3,439:    -1,921         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       18.1        4.4       41.5       57.5       59.5       80.1:      40.5       19.9
Old  :     100.0:      13.5       18.1        4.4       41.5       57.5       59.5       80.1:      40.5       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        21         20         10         21         24         45         51:
Old  :        75:        21         20         10         21         24         45         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       32.9       34.0       45.1       19.7       30.0       27.6       40.1
Old  :                 23.1       32.9       34.0       45.1       19.7       30.0       27.6       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    80,222:     7,687     45,543        145     62,779     11,331     70,611     57,019:     9,611     23,203
Old  :    80,222:     7,687     45,543        145     62,779     11,331     70,611     57,019:     9,611     23,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -5,676:     1,642     -5,814       -249     -9,757       -275     -8,364     -6,337:     2,688        662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       56.8        0.2       78.3       14.1       88.0       71.1:      12.0       28.9
Old  :     100.0:       9.6       56.8        0.2       78.3       14.1       88.0       71.1:      12.0       28.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        10         25          1         10         10         21         35:
Old  :        50:        10         25          1         10         10         21         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       34.3       78.8       45.9       66.7       34.3       76.8       45.9
Old  :                 66.7       34.3       78.8       45.9       66.7       34.3       76.8       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    79,910:    16,625     19,831        303     59,162     56,308     76,090     76,442:     3,820      3,468
Old  :    79,910:    16,625     19,831        303     59,162     56,308     76,090     76,442:     3,820      3,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     9,407:    -4,114     10,314       -446     14,985       -506     10,425      9,362:    -1,018         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       24.8        0.4       74.0       70.5       95.2       95.7:       4.8        4.3
Old  :     100.0:      20.8       24.8        0.4       74.0       70.5       95.2       95.7:       4.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        15         27          2         20         13         36         41:
Old  :        69:        15         27          2         20         13         36         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       64.4       68.8       77.3       40.6       46.1       54.4       57.7
Old  :                 47.8       64.4       68.8       77.3       40.6       46.1       54.4       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    82,697:    13,803     24,887      1,535     49,914     32,788     65,252     59,211:    17,445     23,486
Old  :    82,697:    13,803     24,887      1,535     49,914     32,788     65,252     59,211:    17,445     23,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    12,109:     1,501      5,918        125      7,301      4,576      8,926     10,618:     3,183      1,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       30.1        1.9       60.4       39.6       78.9       71.6:      21.1       28.4
Old  :     100.0:      16.7       30.1        1.9       60.4       39.6       78.9       71.6:      21.1       28.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        13         21          5         22         16         36         41:
Old  :        64:        13         21          5         22         16         36         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       31.2       51.4       43.5       29.8       24.2       46.6       36.2
Old  :                 32.2       31.2       51.4       43.5       29.8       24.2       46.6       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   234,809:    29,716     63,515      5,142    165,010    131,805    199,868    200,461:    34,941     34,348
Old  :   234,809:    29,716     63,515      5,142    165,010    131,805    199,868    200,461:    34,941     34,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    10,313:     3,166      5,867        365      1,031      3,636      4,562      9,869:     5,751        444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       27.0        2.2       70.3       56.1       85.1       85.4:      14.9       14.6
Old  :     100.0:      12.7       27.0        2.2       70.3       56.1       85.1       85.4:      14.9       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        25         41         10         28         24         59         69:
Old  :       102:        25         41         10         28         24         59         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       33.3       62.7       49.8       38.4       25.1       45.8       36.1
Old  :                 47.4       33.3       62.7       49.8       38.4       25.1       45.8       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   197,383:    64,326     14,962     22,947     53,553    116,838    140,825    154,747:    56,557     42,635
Old  :   197,383:    64,326     14,962     22,947     53,553    116,838    140,825    154,747:    56,557     42,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    30,756:    12,167       -582      5,498     11,388     19,970     29,054     24,886:     1,702      5,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        7.6       11.6       27.1       59.2       71.3       78.4:      28.7       21.6
Old  :     100.0:      32.6        7.6       11.6       27.1       59.2       71.3       78.4:      28.7       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        57         34         45         28         33        107         90:
Old  :       135:        57         34         45         28         33        107         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       33.0       31.8       46.3       18.2       31.8       28.9       44.1
Old  :                 18.6       33.0       31.8       46.3       18.2       31.8       28.9       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    12,473:     3,002      2,614          0      7,488      7,864     10,490     10,478:     1,983      1,995
Old  :    12,473:     3,002      2,614          0      7,488      7,864     10,490     10,478:     1,983      1,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :       226:      -227        284          0        430        184        203        468:        23       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       21.0        0.0       60.0       63.0       84.1       84.0:      15.9       16.0
Old  :     100.0:      24.1       21.0        0.0       60.0       63.0       84.1       84.0:      15.9       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          6          0         12          8         17         14:
Old  :        29:         5          6          0         12          8         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       63.5       66.6       78.6       47.1       61.7       66.6       76.1
Old  :                 47.1       63.5       66.6       78.6       47.1       61.7       66.6       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    72,465:    29,662        873      1,949     38,232     64,739     69,843     67,561:     2,622      4,904
Old  :    72,465:    29,662        873      1,949     38,232     64,739     69,843     67,561:     2,622      4,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     2,695:     1,995          0        209      2,302      4,364      4,506      4,573:    -1,811     -1,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        1.2        2.7       52.8       89.3       96.4       93.2:       3.6        6.8
Old  :     100.0:      40.9        1.2        2.7       52.8       89.3       96.4       93.2:       3.6        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          1          3         13         19         20         23:
Old  :        32:         7          1          3         13         19         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       57.1       70.8       76.0       46.1       57.1       66.1       73.7
Old  :                 47.6       57.1       70.8       76.0       46.1       57.1       66.1       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :17,024,146:   860,685  1,212,170  6,147,261  8,849,349  8,015,936 15,857,295 15,375,367: 1,166,851  1,648,779
Old  :17,024,146:   860,685  1,212,170  6,147,261  8,849,349  8,015,936 15,857,295 15,375,367: 1,166,851  1,648,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :   877,403:    21,069    295,389    371,370    389,514     97,548    781,953    764,308:    95,450    113,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        7.1       36.1       52.0       47.1       93.1       90.3:       6.9        9.7
Old  :     100.0:       5.1        7.1       36.1       52.0       47.1       93.1       90.3:       6.9        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        78         75        120        147        155        285        296:
Old  :       324:        78         75        120        147        155        285        296:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       17.4       38.0       26.7       19.5        6.6       23.4       10.1
Old  :                 25.6       17.4       38.0       26.7       19.5        6.6       23.4       10.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   720,534:    68,905     58,260     40,523    470,578    502,409    580,006    601,192:   140,528    119,341
Old  :   720,534:    68,905     58,260     40,523    470,578    502,409    580,006    601,192:   140,528    119,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -1,314:     2,502        665      6,483     -4,810      4,259      4,175     11,406:    -5,489    -12,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        8.1        5.6       65.3       69.7       80.5       83.4:      19.5       16.6
Old  :     100.0:       9.6        8.1        5.6       65.3       69.7       80.5       83.4:      19.5       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        49         46         62         91         64        176        136:
Old  :       210:        49         46         62         91         64        176        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       27.9       26.5       40.4       18.5       27.4       26.3       39.7
Old  :                 18.7       27.9       26.5       40.4       18.5       27.4       26.3       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,202,335:   201,474    314,230     36,702    644,034    724,141    882,210  1,075,073:   320,125    127,261
Old  : 1,202,335:   201,474    314,230     36,702    644,034    724,141    882,210  1,075,073:   320,125    127,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    18,859:    40,846     15,608     -5,481     68,916      8,513    104,281     18,640:   -85,422        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       26.1        3.1       53.6       60.2       73.4       89.4:      26.6       10.6
Old  :     100.0:      16.8       26.1        3.1       53.6       60.2       73.4       89.4:      26.6       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        56         58         40         77         70        161        140:
Old  :       221:        56         58         40         77         70        161        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       31.4       29.6       45.9       17.2       28.5       25.7       40.0
Old  :                 19.0       31.4       29.6       45.9       17.2       28.5       25.7       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    11,091:     1,954        705          0      5,545      8,845      7,499      9,550:     3,592      1,541
Old  :    11,091:     1,954        705          0      5,545      8,845      7,499      9,550:     3,592      1,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :       -65:        -1          0          0       -273        -60       -274        -60:       209         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        6.4        0.0       50.0       79.7       67.6       86.1:      32.4       13.9
Old  :     100.0:      17.6        6.4        0.0       50.0       79.7       67.6       86.1:      32.4       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          1         12         13         16         15:
Old  :        26:         4          1          1         12         13         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       45.4       49.0       71.8       31.8       43.2       48.8       67.6
Old  :                 31.8       45.4       49.0       71.8       31.8       43.2       48.8       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    46,857:     8,728     11,655          0     29,712     32,294     38,440     43,949:     8,417      2,908
Old  :    46,857:     8,728     11,655          0     29,712     32,294     38,440     43,949:     8,417      2,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     2,418:       720     -1,711          0        764      3,833      1,484      2,122:       934        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       24.9        0.0       63.4       68.9       82.0       93.8:      18.0        6.2
Old  :     100.0:      18.6       24.9        0.0       63.4       68.9       82.0       93.8:      18.0        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         8          9          0         20         25         28         34:
Old  :        55:         8          9          0         20         25         28         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       37.0       59.5       57.5       40.6       35.1       55.6       55.4
Old  :                 43.7       37.0       59.5       57.5       40.6       35.1       55.6       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    59,912:    16,924     12,120        261     33,065     35,530     50,250     47,912:     9,662     12,000
Old  :    59,912:    16,924     12,120        261     33,065     35,530     50,250     47,912:     9,662     12,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     3,259:     1,169        927        152        739     -1,020      2,060         60:     1,198      3,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       20.2        0.4       55.2       59.3       83.9       80.0:      16.1       20.0
Old  :     100.0:      28.2       20.2        0.4       55.2       59.3       83.9       80.0:      16.1       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        19         16          6         27         25         49         44:
Old  :        80:        19         16          6         27         25         49         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       31.3       51.7       47.0       39.8       31.2       51.2       45.8
Old  :                 39.8       31.3       51.7       47.0       39.8       31.2       51.2       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   291,687:   105,570    112,575      7,736    124,600    149,558    237,906    269,869:    53,781     21,818
Old  :   291,687:   105,570    112,575      7,736    124,600    149,558    237,906    269,869:    53,781     21,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    38,254:    35,326     -9,777      2,200    -18,950     41,164     18,576     33,586:    19,678      4,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       38.6        2.7       42.7       51.3       81.6       92.5:      18.4        7.5
Old  :     100.0:      36.2       38.6        2.7       42.7       51.3       81.6       92.5:      18.4        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        84         58         11         40         45        132        106:
Old  :       211:        84         58         11         40         45        132        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       26.9       34.5       43.0       23.5       25.4       31.8       40.0
Old  :                 26.0       26.9       34.5       43.0       23.5       25.4       31.8       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    66,818:    21,693     27,570        955     30,227     16,853     52,876     45,378:    13,942     21,440
Old  :    66,818:    21,693     27,570        955     30,227     16,853     52,876     45,378:    13,942     21,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -3,730:     3,110     -4,430        -66     -6,058      2,666     -3,014     -1,830:      -716     -1,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       41.3        1.4       45.2       25.2       79.1       67.9:      20.9       32.1
Old  :     100.0:      32.5       41.3        1.4       45.2       25.2       79.1       67.9:      20.9       32.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        14         19          3         16         13         32         33:
Old  :        57:        14         19          3         16         13         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       24.5       50.6       39.9       31.5       24.2       48.4       39.6
Old  :                 32.9       24.5       50.6       39.9       31.5       24.2       48.4       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    30,630:     5,310      4,895         21     21,578     18,753     26,909     23,669:     3,720      6,960
Old  :    30,630:     5,310      4,895         21     21,578     18,753     26,909     23,669:     3,720      6,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :      -237:        74       -170          1       -411        -32       -336       -201:        98        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       16.0        0.1       70.4       61.2       87.9       77.3:      12.1       22.7
Old  :     100.0:      17.3       16.0        0.1       70.4       61.2       87.9       77.3:      12.1       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         6          9          1         28         27         35         36:
Old  :        62:         6          9          1         28         27         35         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       29.4       52.6       43.5       37.0       26.8       52.1       40.8
Old  :                 37.5       29.4       52.6       43.5       37.0       26.8       52.1       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   308,311:    78,364     67,388      5,019    202,401    223,022    285,784    295,429:    22,527     12,882
Old  :   308,311:    78,364     67,388      5,019    202,401    223,022    285,784    295,429:    22,527     12,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    11,013:     3,980      3,319        330      4,904      9,621      9,215     13,271:     1,799     -2,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       21.9        1.6       65.6       72.3       92.7       95.8:       7.3        4.2
Old  :     100.0:      25.4       21.9        1.6       65.6       72.3       92.7       95.8:       7.3        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        31         75         31         39         49         96        129:
Old  :       176:        31         75         31         39         49         96        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       33.8       65.6       51.0       48.7       31.5       60.7       47.3
Old  :                 48.7       33.8       65.6       51.0       48.7       31.5       60.7       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    52,809:    17,245     16,553      1,163     26,221     28,139     44,630     45,856:     8,179      6,953
Old  :    52,809:    17,245     16,553      1,163     26,221     28,139     44,630     45,856:     8,179      6,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :        19:      -617       -324        293      1,718      2,074      1,395      2,043:    -1,376     -2,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       31.3        2.2       49.7       53.3       84.5       86.8:      15.5       13.2
Old  :     100.0:      32.7       31.3        2.2       49.7       53.3       84.5       86.8:      15.5       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        31         21          9         19         22         56         48:
Old  :        90:        31         21          9         19         22         56         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       37.6       48.2       50.4       35.0       33.3       46.2       46.1
Old  :                 36.0       37.6       48.2       50.4       35.0       33.3       46.2       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    34,521:    14,575      2,787          5     15,867     14,921     30,447     17,713:     4,074     16,808
Old  :    34,521:    14,575      2,787          5     15,867     14,921     30,447     17,713:     4,074     16,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :    -2,756:    -1,956       -314          5        729      3,719     -1,222      3,410:    -1,534     -6,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2        8.1        0.0       46.0       43.2       88.2       51.3:      11.8       48.7
Old  :     100.0:      42.2        8.1        0.0       46.0       43.2       88.2       51.3:      11.8       48.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        16          5          1         13         15         29         21:
Old  :        47:        16          5          1         13         15         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       25.6       57.1       36.1       32.1       17.7       50.7       27.3
Old  :                 36.9       25.6       57.1       36.1       32.1       17.7       50.7       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    23,384:     7,206      1,126         97     15,189     21,740     22,492     22,963:       892        421
Old  :    23,384:     7,206      1,126         97     15,189     21,740     22,492     22,963:       892        421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :       678:       880        645       -123       -161        366        596        888:        82       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        4.8        0.4       65.0       93.0       96.2       98.2:       3.8        1.8
Old  :     100.0:      30.8        4.8        0.4       65.0       93.0       96.2       98.2:       3.8        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9          4          1          6          4         15          9:
Old  :        22:         9          4          1          6          4         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.6       95.0       90.5       98.2       78.2       95.0       90.1       97.8
Old  :                 78.6       95.0       90.5       98.2       78.2       95.0       90.1       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    39,155:     4,721      3,367      1,951     17,102     23,099     23,774     28,417:    15,381     10,738
Old  :    39,155:     4,721      3,367      1,951     17,102     23,099     23,774     28,417:    15,381     10,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2006                       :
     :     8,403:      -574        -66        822      3,520      1,317      3,768      2,073:     4,635      6,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        8.6        5.0       43.7       59.0       60.7       72.6:      39.3       27.4
Old  :     100.0:      12.1        8.6        5.0       43.7       59.0       60.7       72.6:      39.3       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         8          9          7         21         28         33         41:
Old  :        51:         8          9          7         21         28         33         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       32.4       43.6       45.3       16.8       27.5       23.4       35.2
Old  :                 33.8       32.4       43.6       45.3       16.8       27.5       23.4       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 7, 2006