MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,581:     9,761      1,030        608     19,388     25,618     29,757     27,256:     5,824      8,325
Old  :    35,581:     9,761      1,030        608     19,388     25,618     29,757     27,256:     5,824      8,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     1,953:     1,172        548       -265      1,487      2,157      2,394      2,440:      -441       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        2.9        1.7       54.5       72.0       83.6       76.6:      16.4       23.4
Old  :     100.0:      27.4        2.9        1.7       54.5       72.0       83.6       76.6:      16.4       23.4
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  :        57:        18          4          9         24         23         44         34:
Old  :        57:        18          4          9         24         23         44         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  :                 34.6       38.8       50.2       56.4       34.3       38.5       49.7       55.9
Old  :                 34.6       38.8       50.2       56.4       34.3       38.5       49.7       55.9
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   176,941:    36,993     23,851     42,506     75,813     86,517    155,312    152,874:    21,629     24,067
Old  :   160,924:    29,373     27,266     38,103     75,096     74,585    142,572    139,954:    18,352     20,970
Other:    16,017:    11,977        942         46        717     11,932     12,740     12,920:     3,277      3,097
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     6,566:        63     -1,090      5,273      1,086      1,850      6,422      6,033:       144        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.5       24.0       42.8       48.9       87.8       86.4:      12.2       13.6
Old  :     100.0:      18.3       16.9       23.7       46.7       46.3       88.6       87.0:      11.4       13.0
Other:     100.0:      74.8        5.9        0.3        4.5       74.5       79.5       80.7:      20.5       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        69         59         73         28         36        148        139:
Old  :       198:        63         66         71         27         35        144        137:
Other:        65:        27         15          3          4         22         32         39:
     :----------------------------------------------------------------------------------------------------
     :             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       34.2       37.1       42.9       25.6       32.5       35.2       38.3
Old  :                 28.1       35.5       40.5       44.1       28.1       33.9       38.6       39.4
Other:                 48.5       43.9       62.2       64.6       48.5       40.3       60.6       60.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   268,049:    62,560     38,650     64,414    116,169    114,136    243,143    217,200:    24,906     50,849
Old  :   268,049:    62,560     38,650     64,414    116,169    114,136    243,143    217,200:    24,906     50,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    -9,857:    -2,595        764     -3,302     -1,783     -4,099     -7,680     -6,637:    -2,177     -3,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       14.4       24.0       43.3       42.6       90.7       81.0:       9.3       19.0
Old  :     100.0:      23.3       14.4       24.0       43.3       42.6       90.7       81.0:       9.3       19.0
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  :       304:        89         52         77         65        128        206        222:
Old  :       304:        89         52         77         65        128        206        222:
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  :                 23.3       15.2       35.1       23.4       23.3       12.9       34.1       18.7
Old  :                 23.3       15.2       35.1       23.4       23.3       12.9       34.1       18.7
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,710:     2,952      3,869        953      2,356      1,628      6,261      6,450:     2,449      2,260
Old  :     8,710:     2,952      3,869        953      2,356      1,628      6,261      6,450:     2,449      2,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :       243:        81       -130        102        148        179        331        151:       -88         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       44.4       10.9       27.0       18.7       71.9       74.1:      28.1       25.9
Old  :     100.0:      33.9       44.4       10.9       27.0       18.7       71.9       74.1:      28.1       25.9
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  :        82:        26         29         13         18         19         50         58:
Old  :        82:        26         29         13         18         19         50         58:
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  :                 25.8       22.6       37.5       33.2       25.5       22.2       35.6       31.8
Old  :                 25.8       22.6       37.5       33.2       25.5       22.2       35.6       31.8
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,853:     8,965      3,906      1,873     10,245      8,809     21,083     14,588:     5,770     12,265
Old  :    26,853:     8,965      3,906      1,873     10,245      8,809     21,083     14,588:     5,770     12,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :       -22:       298        338         35       -320       -329         13         44:       -35        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       14.5        7.0       38.2       32.8       78.5       54.3:      21.5       45.7
Old  :     100.0:      33.4       14.5        7.0       38.2       32.8       78.5       54.3:      21.5       45.7
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  :       143:        41         22         18         35         55         88         88:
Old  :       143:        41         22         18         35         55         88         88:
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  :                 15.3       10.5       27.0       17.1       13.7        9.6       24.7       14.6
Old  :                 15.3       10.5       27.0       17.1       13.7        9.6       24.7       14.6
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   121,786:    39,017     40,648      3,041     48,384     54,708     90,442     98,397:    31,344     23,389
Old  :   121,786:    39,017     40,648      3,041     48,384     54,708     90,442     98,397:    31,344     23,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     7,176:    13,468       -892       -140     -7,669      8,758      5,659      7,726:     1,517       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       33.4        2.5       39.7       44.9       74.3       80.8:      25.7       19.2
Old  :     100.0:      32.0       33.4        2.5       39.7       44.9       74.3       80.8:      25.7       19.2
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  :        87:        25         28          4         20         22         47         52:
Old  :        87:        25         28          4         20         22         47         52:
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  :                 38.4       26.0       48.0       39.4       33.9       25.2       43.4       37.9
Old  :                 38.4       26.0       48.0       39.4       33.9       25.2       43.4       37.9
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    77,956:    23,229     40,080        230     36,288     24,841     59,747     65,151:    18,209     12,805
Old  :    77,956:    23,229     40,080        230     36,288     24,841     59,747     65,151:    18,209     12,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    10,391:     5,322       -199        -12      3,457      9,317      8,767      9,106:     1,624      1,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       51.4        0.3       46.5       31.9       76.6       83.6:      23.4       16.4
Old  :     100.0:      29.8       51.4        0.3       46.5       31.9       76.6       83.6:      23.4       16.4
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  :        61:        22         21          1          6         14         29         35:
Old  :        61:        22         21          1          6         14         29         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  :                 48.9       38.4       58.3       50.2       45.8       38.4       55.1       49.1
Old  :                 48.9       38.4       58.3       50.2       45.8       38.4       55.1       49.1
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :    80,802:    28,053     22,324        654     44,019     53,843     72,726     76,821:     8,076      3,981
Old  :    80,802:    28,053     22,324        654     44,019     53,843     72,726     76,821:     8,076      3,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     3,250:      -313      3,717          0      2,883     -1,447      2,570      2,270:       680        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       27.6        0.8       54.5       66.6       90.0       95.1:      10.0        4.9
Old  :     100.0:      34.7       27.6        0.8       54.5       66.6       90.0       95.1:      10.0        4.9
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  :        86:        43         17          1         16         15         59         33:
Old  :        86:        43         17          1         16         15         59         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  :                 43.2       60.7       59.0       75.0       39.9       58.9       55.7       72.6
Old  :                 43.2       60.7       59.0       75.0       39.9       58.9       55.7       72.6
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   148,006:    95,965     25,899        145     19,622     99,196    115,732    125,240:    32,274     22,766
Old  :   148,006:    95,965     25,899        145     19,622     99,196    115,732    125,240:    32,274     22,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    13,053:    12,536      2,137       -224        718     14,035     13,030     15,948:        23     -2,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8       17.5        0.1       13.3       67.0       78.2       84.6:      21.8       15.4
Old  :     100.0:      64.8       17.5        0.1       13.3       67.0       78.2       84.6:      21.8       15.4
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  :        96:        50         17          4         15         21         67         40:
Old  :        96:        50         17          4         15         21         67         40:
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  :                 31.5       34.7       42.6       51.1       31.5       34.7       41.9       50.8
Old  :                 31.5       34.7       42.6       51.1       31.5       34.7       41.9       50.8
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   235,531:    37,900    119,672        809    158,243     82,310    196,952    202,791:    38,579     32,740
Old  :   235,531:    37,900    119,672        809    158,243     82,310    196,952    202,791:    38,579     32,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :       735:    -5,381      5,872        -74      7,552       -941      2,097      4,857:    -1,362     -4,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       50.8        0.3       67.2       34.9       83.6       86.1:      16.4       13.9
Old  :     100.0:      16.1       50.8        0.3       67.2       34.9       83.6       86.1:      16.4       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  :       117:        28         53          5         26         19         57         74:
Old  :       117:        28         53          5         26         19         57         74:
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  :                 44.5       30.0       59.4       48.8       44.4       24.9       54.0       42.7
Old  :                 44.5       30.0       59.4       48.8       44.4       24.9       54.0       42.7
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   232,312:   137,322     26,040        852     26,774    166,155    164,948    193,047:    67,364     39,265
Old  :   232,312:   137,322     26,040        852     26,774    166,155    164,948    193,047:    67,364     39,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    14,865:     8,278      3,766        111      3,814      7,241     12,203     11,118:     2,662      3,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.1       11.2        0.4       11.5       71.5       71.0       83.1:      29.0       16.9
Old  :     100.0:      59.1       11.2        0.4       11.5       71.5       71.0       83.1:      29.0       16.9
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  :       151:        78         27          6         29         33        109         64:
Old  :       151:        78         27          6         29         33        109         64:
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  :                 20.5       40.3       29.0       54.7       20.4       38.4       28.7       52.6
Old  :                 20.5       40.3       29.0       54.7       20.4       38.4       28.7       52.6
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    28,091:    22,801      1,698          0      2,184     24,689     24,985     26,387:     3,106      1,704
Old  :    28,091:    22,801      1,698          0      2,184     24,689     24,985     26,387:     3,106      1,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :      -581:    -1,397        597          0        412     -1,303       -985       -706:       404        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.2        6.0        0.0        7.8       87.9       88.9       93.9:      11.1        6.1
Old  :     100.0:      81.2        6.0        0.0        7.8       87.9       88.9       93.9:      11.1        6.1
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  :        36:        16          3          0          7         14         23         17:
Old  :        36:        16          3          0          7         14         23         17:
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  :                 59.7       60.2       72.9       80.3       59.7       59.6       72.6       79.7
Old  :                 59.7       60.2       72.9       80.3       59.7       59.6       72.6       79.7
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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)                                                  :
     :          :                                                                            :
All  :    64,453:    13,411          0        120     46,711     61,979     60,242     62,099:     4,211      2,354
Old  :    64,453:    13,411          0        120     46,711     61,979     60,242     62,099:     4,211      2,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     4,592:       230          0       -430      4,266      5,028      4,066      4,598:       526         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        0.0        0.2       72.5       96.2       93.5       96.3:       6.5        3.7
Old  :     100.0:      20.8        0.0        0.2       72.5       96.2       93.5       96.3:       6.5        3.7
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  :        25:         5          0          1         13         14         18         15:
Old  :        25:         5          0          1         13         14         18         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  :                 48.0       67.7       67.9       86.7       46.8       56.1       64.8       72.3
Old  :                 48.0       67.7       67.9       86.7       46.8       56.1       64.8       72.3
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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)                                                  :
     :          :                                                                            :
All  :11,372,789: 1,089,174    701,418  1,217,174  7,847,195  7,935,573 10,153,543  9,854,165: 1,219,246  1,518,624
Old  :11,372,789: 1,089,174    701,418  1,217,174  7,847,195  7,935,573 10,153,543  9,854,165: 1,219,246  1,518,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :   652,386:    10,750    -95,480    134,163    357,200    490,654    502,113    529,337:   150,273    123,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        6.2       10.7       69.0       69.8       89.3       86.6:      10.7       13.4
Old  :     100.0:       9.6        6.2       10.7       69.0       69.8       89.3       86.6:      10.7       13.4
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  :       331:        72         59        112        156        172        281        307:
Old  :       331:        72         59        112        156        172        281        307:
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       16.0       46.0       27.2       34.4       12.8       40.9       21.5
Old  :                 36.0       16.0       46.0       27.2       34.4       12.8       40.9       21.5
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   644,798:    58,811     37,465      4,563    455,517    461,249    518,891    503,277:   125,907    141,521
Old  :   644,798:    58,811     37,465      4,563    455,517    461,249    518,891    503,277:   125,907    141,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    17,427:       435      2,272      2,429     14,069      3,743     16,933      8,444:       494      8,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        5.8        0.7       70.6       71.5       80.5       78.1:      19.5       21.9
Old  :     100.0:       9.1        5.8        0.7       70.6       71.5       80.5       78.1:      19.5       21.9
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  :       184:        41         31         15         84         55        132         94:
Old  :       184:        41         31         15         84         55        132         94:
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  :                 22.4       31.3       32.4       42.3       22.1       31.3       30.9       42.2
Old  :                 22.4       31.3       32.4       42.3       22.1       31.3       30.9       42.2
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,035,415:   360,840    648,115     27,860  1,198,107  1,195,470  1,586,807  1,871,445:   448,608    163,970
Old  : 2,035,415:   360,840    648,115     27,860  1,198,107  1,195,470  1,586,807  1,871,445:   448,608    163,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    90,223:    58,929     14,912     -6,957     38,418     94,732     90,390    102,687:      -167    -12,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       31.8        1.4       58.9       58.7       78.0       91.9:      22.0        8.1
Old  :     100.0:      17.7       31.8        1.4       58.9       58.7       78.0       91.9:      22.0        8.1
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  :       317:        76        105         26         87         91        176        209:
Old  :       317:        76        105         26         87         91        176        209:
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  :                 19.3       20.5       30.8       31.6       16.1       14.6       25.4       24.3
Old  :                 19.3       20.5       30.8       31.6       16.1       14.6       25.4       24.3
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,322:     1,031          0          0      4,677      6,150      5,708      6,150:     2,614      2,172
Old  :     8,322:     1,031          0          0      4,677      6,150      5,708      6,150:     2,614      2,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :       411:       -34          0          0        477        467        443        467:       -32        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        0.0        0.0       56.2       73.9       68.6       73.9:      31.4       26.1
Old  :     100.0:      12.4        0.0        0.0       56.2       73.9       68.6       73.9:      31.4       26.1
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  :        20:         2          0          0         11          9         13          9:
Old  :        20:         2          0          0         11          9         13          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  :                 34.9       53.1       54.4       71.3       32.1       53.1       50.8       69.3
Old  :                 34.9       53.1       54.4       71.3       32.1       53.1       50.8       69.3
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    89,827:    12,550     26,881          0     64,717     57,672     77,267     84,553:    12,560      5,274
Old  :    89,827:    12,550     26,881          0     64,717     57,672     77,267     84,553:    12,560      5,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    -1,296:      -614        780          0       -902     -2,141     -1,516     -1,361:       220         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       29.9        0.0       72.0       64.2       86.0       94.1:      14.0        5.9
Old  :     100.0:      14.0       29.9        0.0       72.0       64.2       86.0       94.1:      14.0        5.9
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  :        82:        13         16          0         35         31         48         47:
Old  :        82:        13         16          0         35         31         48         47:
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  :                 32.0       46.4       52.9       65.9       31.6       46.2       51.8       65.7
Old  :                 32.0       46.4       52.9       65.9       31.6       46.2       51.8       65.7
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    54,327:     7,680     13,289        102     38,849     28,204     46,631     41,595:     7,696     12,732
Old  :    54,327:     7,680     13,289        102     38,849     28,204     46,631     41,595:     7,696     12,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     2,161:     1,542       -814         12        647        847      2,201         45:       -40      2,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       24.5        0.2       71.5       51.9       85.8       76.6:      14.2       23.4
Old  :     100.0:      14.1       24.5        0.2       71.5       51.9       85.8       76.6:      14.2       23.4
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  :        66:        11         15          4         22         25         36         41:
Old  :        66:        11         15          4         22         25         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  :                 46.6       38.9       60.9       50.9       46.6       38.8       60.8       50.3
Old  :                 46.6       38.9       60.9       50.9       46.6       38.8       60.8       50.3
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   429,952:   113,222    179,192      8,856    245,275    209,055    367,353    397,103:    62,599     32,849
Old  :   429,952:   113,222    179,192      8,856    245,275    209,055    367,353    397,103:    62,599     32,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    37,406:    21,136     17,026      4,479     -3,606      5,693     22,009     27,198:    15,397     10,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       41.7        2.1       57.0       48.6       85.4       92.4:      14.6        7.6
Old  :     100.0:      26.3       41.7        2.1       57.0       48.6       85.4       92.4:      14.6        7.6
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  :       234:        74         71         12         46         56        130        129:
Old  :       234:        74         71         12         46         56        130        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  :                 30.0       28.5       41.5       41.5       27.4       28.4       38.9       41.5
Old  :                 30.0       28.5       41.5       41.5       27.4       28.4       38.9       41.5
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   123,137:    85,191      8,714          0      7,331    101,405     92,522    110,119:    30,615     13,018
Old  :   123,137:    85,191      8,714          0      7,331    101,405     92,522    110,119:    30,615     13,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :      -331:    -3,533     -1,693       -259      2,351      1,383     -1,441       -569:     1,110        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.2        7.1        0.0        6.0       82.4       75.1       89.4:      24.9       10.6
Old  :     100.0:      69.2        7.1        0.0        6.0       82.4       75.1       89.4:      24.9       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  :        79:        47         10          0         10         18         57         28:
Old  :        79:        47         10          0         10         18         57         28:
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  :                 24.0       43.2       34.0       64.9       24.0       43.2       34.0       64.0
Old  :                 24.0       43.2       34.0       64.9       24.0       43.2       34.0       64.0
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    42,117:     2,792      6,175          0     33,455     28,986     36,247     35,161:     5,870      6,956
Old  :    42,117:     2,792      6,175          0     33,455     28,986     36,247     35,161:     5,870      6,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     5,293:       713       -643          0      2,863      4,063      3,576      3,420:     1,717      1,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       14.7        0.0       79.4       68.8       86.1       83.5:      13.9       16.5
Old  :     100.0:       6.6       14.7        0.0       79.4       68.8       86.1       83.5:      13.9       16.5
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  :        54:         4         14          0         23         20         27         34:
Old  :        54:         4         14          0         23         20         27         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  :                 58.8       41.3       69.2       56.6       56.9       41.3       67.3       56.6
Old  :                 58.8       41.3       69.2       56.6       56.9       41.3       67.3       56.6
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   455,972:    72,084    213,491      1,654    358,549    216,699    432,287    431,844:    23,685     24,128
Old  :   455,972:    72,084    213,491      1,654    358,549    216,699    432,287    431,844:    23,685     24,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    14,488:     4,097      4,869     -2,168      8,402      7,349     10,331     10,050:     4,157      4,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       46.8        0.4       78.6       47.5       94.8       94.7:       5.2        5.3
Old  :     100.0:      15.8       46.8        0.4       78.6       47.5       94.8       94.7:       5.2        5.3
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  :       210:        34         79          9         51         69         91        151:
Old  :       210:        34         79          9         51         69         91        151:
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  :                 48.6       23.7       65.4       34.3       47.8       19.5       61.6       29.3
Old  :                 48.6       23.7       65.4       34.3       47.8       19.5       61.6       29.3
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    53,343:     9,373     17,986        532     33,335     21,093     43,240     39,611:    10,103     13,732
Old  :    53,343:     9,373     17,986        532     33,335     21,093     43,240     39,611:    10,103     13,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :       905:       103        630        -81        917        897        939      1,446:       -34       -541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       33.7        1.0       62.5       39.5       81.1       74.3:      18.9       25.7
Old  :     100.0:      17.6       33.7        1.0       62.5       39.5       81.1       74.3:      18.9       25.7
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  :        81:        19         17          2         21         28         41         46:
Old  :        81:        19         17          2         21         28         41         46:
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  :                 30.9       33.7       50.1       44.7       28.2       30.3       44.3       38.8
Old  :                 30.9       33.7       50.1       44.7       28.2       30.3       44.3       38.8
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    53,211:    25,318      3,418        303     20,936     28,919     46,557     32,640:     6,654     20,571
Old  :    53,211:    25,318      3,418        303     20,936     28,919     46,557     32,640:     6,654     20,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :       485:     2,059      2,008          5      1,338        854      3,402      2,867:    -2,917     -2,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6        6.4        0.6       39.3       54.3       87.5       61.3:      12.5       38.7
Old  :     100.0:      47.6        6.4        0.6       39.3       54.3       87.5       61.3:      12.5       38.7
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  :        68:        28          6          2         19         16         47         24:
Old  :        68:        28          6          2         19         16         47         24:
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  :                 34.2       37.8       51.7       50.0       34.2       33.9       49.5       44.9
Old  :                 34.2       37.8       51.7       50.0       34.2       33.9       49.5       44.9
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    20,193:     4,900      1,077        270     14,171     17,944     19,341     19,291:       852        902
Old  :    20,193:     4,900      1,077        270     14,171     17,944     19,341     19,291:       852        902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :    -1,106:      -646       -580        -24       -334         73     -1,004       -531:      -102       -575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        5.3        1.3       70.2       88.9       95.8       95.5:       4.2        4.5
Old  :     100.0:      24.3        5.3        1.3       70.2       88.9       95.8       95.5:       4.2        4.5
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  :        26:        11          5          1          8          3         20          8:
Old  :        26:        11          5          1          8          3         20          8:
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  :                 68.0       91.6       85.0       95.5       68.0       89.6       85.0       93.4
Old  :                 68.0       91.6       85.0       95.5       68.0       89.6       85.0       93.4
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 - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    54,961:     3,091     15,495      4,214     21,248     27,000     28,553     46,709:    26,408      8,252
Old  :    54,961:     3,091     15,495      4,214     21,248     27,000     28,553     46,709:    26,408      8,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2007                       :
     :     1,066:       -42      1,306         61       -548     -2,171       -529       -804:     1,595      1,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       28.2        7.7       38.7       49.1       52.0       85.0:      48.0       15.0
Old  :     100.0:       5.6       28.2        7.7       38.7       49.1       52.0       85.0:      48.0       15.0
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  :        59:         6         22          8         21         26         34         49:
Old  :        59:         6         22          8         21         26         34         49:
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  :                 22.4       26.0       34.7       41.1       18.5       24.3       27.5       37.4
Old  :                 22.4       26.0       34.7       41.1       18.5       24.3       27.5       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 27, 2007