BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,430
COMMITMENTS
       0       26       83    3,882    4,006    3,965    4,115      465      315

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        179)
       0       13        3      115      239      118      255       61      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      1.9     87.6     90.4     89.5     92.9     10.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       12       14       13       15
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,627
COMMITMENTS
     985    4,071    4,174   28,988   17,027   34,148   25,272    4,479   13,356

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,009)
     259     -108      253      274      760      786      905      223      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     10.5     10.8     75.0     44.1     88.4     65.4     11.6     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4       16        9       24       19       34       38
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      164,955
COMMITMENTS
  24,106   28,363   46,877   74,795   50,902  145,778  126,142   19,177   38,813

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,358)
   1,612      832    3,717     -740      669    4,590    5,218      769      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     17.2     28.4     45.3     30.9     88.4     76.5     11.6     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      56       72       87       36       43      157      160
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,217
COMMITMENTS
     412      631      121      790      359    1,323    1,111      894    1,106

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        205)
     -75      -35       47       45       77       17       89      188      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     28.5      5.5     35.6     16.2     59.7     50.1     40.3     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        5        3        9        6       18       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,723
COMMITMENTS
  56,797   39,883   76,449  137,337  128,843  270,584  245,176   41,139   66,547

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     16,920)
     483   -4,033    6,661    5,842   10,247   12,986   12,874    3,934    4,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     12.8     24.5     44.1     41.3     86.8     78.7     13.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      86       78      103      122      160      267      305
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,840
COMMITMENTS
   2,384      831      425      574    1,698    3,383    2,954    1,457    1,886

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        257)
      84      172       33        1     -255      118      -50      139      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3     17.2      8.8     11.9     35.1     69.9     61.0     30.1     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       13        6       11       24       29       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,981
COMMITMENTS
  10,817    5,320    4,697   10,789    7,035   26,303   17,052    6,678   15,929

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        677)
     856     -404      441     -769      368      529      405      148      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     16.1     14.2     32.7     21.3     79.8     51.7     20.2     48.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      38       35       28       59       61      110      113
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      129,252
COMMITMENTS
  46,422   28,242    5,980   36,308   73,701   88,709  107,923   40,543   21,329

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     -3,205)
  -7,089    1,949    1,497    3,244   -4,903   -2,347   -1,457     -858   -1,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     21.9      4.6     28.1     57.0     68.6     83.5     31.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37       24        9       22       23       66       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      102,536
COMMITMENTS
  24,450   25,516      161   55,127   63,170   79,738   88,847   22,798   13,689

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      6,104)
   5,697   -3,803      -98   -1,297   14,108    4,302   10,207    1,801   -4,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     24.9      0.2     53.8     61.6     77.8     86.6     22.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16       13        1       12       15       28       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       88,327
COMMITMENTS
  15,487   26,560      703   68,503   57,282   84,693   84,545    3,634    3,782

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,363)
  -4,231    3,536       -7    5,554   -2,072    1,316    1,457       47      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     30.1      0.8     77.6     64.9     95.9     95.7      4.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       23        3       22       15       44       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      118,617
COMMITMENTS
  38,547   14,543    3,929   41,682   79,784   84,158   98,256   34,459   20,361

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      7,729)
  -1,612     -320    1,356    7,093    8,275    6,837    9,310      893   -1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     12.3      3.3     35.1     67.3     70.9     82.8     29.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      30       13        7       19       24       51       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      274,603
COMMITMENTS
  49,870   31,039    6,691  162,110  204,887  218,670  242,616   55,933   31,987

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      6,470)
     461      353      766    5,606    2,830    6,833    3,949     -364    2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     11.3      2.4     59.0     74.6     79.6     88.4     20.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       27        9       28       30       67       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      246,380
COMMITMENTS
  81,539   11,943   34,556   60,721  152,258  176,816  198,757   69,563   47,623

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,142)
  -3,167   -3,663    8,115    5,029    3,187    9,977    7,638   -4,835   -2,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      4.8     14.0     24.6     61.8     71.8     80.7     28.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      62       28       41       28       32      106       85
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       14,193
COMMITMENTS
   7,867      501        0    5,136   11,955   13,003   12,456    1,190    1,737

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        457)
     583      103        0     -142      555      441      658       16     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.4      3.5      0.0     36.2     84.2     91.6     87.8      8.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        0       10       14       13       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   18,397,637
COMMITMENTS
 830,114  1349788  6986104  9439362  8678610 17255581 17014502  1142056  1383135

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:   -520,632)
  20,362   49,976 -389,678  -53,200   41,660 -422,517 -298,042  -98,116 -222,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.3     38.0     51.3     47.2     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      64       84      123      153      157      288      300
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      762,121
COMMITMENTS
  87,893   63,693   49,514  461,102  532,482  598,509  645,689  163,612  116,432

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      4,020)
  14,902    6,704   -4,697  -16,828    5,341   -6,622    7,348   10,642   -3,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      8.4      6.5     60.5     69.9     78.5     84.7     21.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      61       56       82       96       68      200      163
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,427,657
COMMITMENTS
 203,604  424,857   65,604  878,617  810,702  1147825  1301163  279,832  126,495

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      9,264)
 -43,516  -14,702   19,839   42,642    3,084   18,964    8,221   -9,701    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     29.8      4.6     61.5     56.8     80.4     91.1     19.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      59       71       49       82       75      170      166
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,917
COMMITMENTS
   2,082      705        0    5,091    8,627    7,173    9,332    3,744    1,585

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:         79)
     244        0       -0       29        1      273        1     -194       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      6.5      0.0     46.6     79.0     65.7     85.5     34.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       13       13       17       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       56,225
COMMITMENTS
  11,298   12,944        2   35,863   39,812   47,163   52,758    9,062    3,467

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        286)
     356      642        2     -722     -551     -364       93      650      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     23.0      0.0     63.8     70.8     83.9     93.8     16.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        8        1       23       23       32       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,587
COMMITMENTS
  13,984   11,771        6   38,133   43,693   52,123   55,470   11,465    8,117

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -295)
  -1,263    2,249     -160    1,067    3,135     -356    5,225       61   -5,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     18.5      0.0     60.0     68.7     82.0     87.2     18.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       18        2       32       30       50       49
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      379,912
COMMITMENTS
  81,620  168,825    5,085  262,279  179,813  348,984  353,723   30,928   26,189

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     16,855)
 -15,309   37,231   -1,148   49,736  -32,180   33,280    3,903  -16,425   12,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     44.4      1.3     69.0     47.3     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      71       85       17       56       40      136      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       80,479
COMMITMENTS
  36,533    5,855      263   17,299   66,322   54,096   72,441   26,383    8,038

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      4,244)
   1,838       84      -11    1,689    5,721    3,516    5,794      728   -1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      7.3      0.3     21.5     82.4     67.2     90.0     32.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      24        6        1       15       19       40       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,119
COMMITMENTS
   6,090    5,562       44   29,981   29,259   36,115   34,865    4,004    5,254

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -203)
      42      241       -2       46      903       86    1,142     -289   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     13.9      0.1     74.7     72.9     90.0     86.9     10.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7       11        2       27       28       35       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      419,008
COMMITMENTS
  73,984  110,061    5,810  310,710  277,694  390,504  393,565   28,504   25,443

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     51,839)
  -1,728    7,573     -765   52,278   36,904   49,785   43,712    2,054    8,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     26.3      1.4     74.2     66.3     93.2     93.9      6.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      53       66       38       41       56      102      152
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,147
COMMITMENTS
  16,328   18,802    1,685   27,048   27,742   45,060   48,228   12,087    8,919

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -257)
     327      708      143     -970   -1,630     -500     -779      243      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     32.9      2.9     47.3     48.5     78.8     84.4     21.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      25       24        9       19       18       48       48
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,674
COMMITMENTS
   7,694    5,367      707   22,346   18,452   30,747   24,526    4,927   11,148

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -784)
  -2,914     -181      666    2,193      192      -55      677     -729   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     15.0      2.0     62.6     51.7     86.2     68.8     13.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       10        4       18       16       30       29
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       49,896
COMMITMENTS
   7,376    2,734    3,133   20,086   28,475   30,595   34,342   19,301   15,554

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,597)
   1,263   -1,516     -210    1,614    4,567    2,667    2,841      -70     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      5.5      6.3     40.3     57.1     61.3     68.8     38.7     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10        9        7       28       32       42       46
 

Updated May 19, 2006