MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,965
COMMITMENTS
   8,616    1,124      500   18,608   23,478   27,724   25,102    6,241    8,863

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        564)
    -154       60       81       77      478        4      619      560      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      3.3      1.5     54.8     69.1     81.6     73.9     18.4     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18        4        8       23       22       41       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      177,894
COMMITMENTS
  30,911   21,479   40,823   80,053   89,801  151,787  152,103   26,107   25,791

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        672)
     113    2,344   -1,447    1,720      162      386    1,059      286     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     12.1     22.9     45.0     50.5     85.3     85.5     14.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      62       60       70       29       39      134      142
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      298,522
COMMITMENTS
  73,659   42,174   78,166  117,338  119,537  269,163  239,877   29,359   58,645

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        651)
    -538      412    2,642   -1,628   -2,237      476      817      175     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     14.1     26.2     39.3     40.0     90.2     80.4      9.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     105       57       92       65      130      237      239
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,126
COMMITMENTS
   2,631    3,737      731    2,382    1,612    5,744    6,080    2,382    2,046

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        306)
     177      242      -20       33       19      190      241      116       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     46.0      9.0     29.3     19.8     70.7     74.8     29.3     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      26       30        8       17       18       45       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,711
COMMITMENTS
   9,155    6,112    4,647   13,387    9,812   27,189   20,571    6,522   13,140

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -166)
    -659      573      421      190     -230      -48      764     -118     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     18.1     13.8     39.7     29.1     80.7     61.0     19.3     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      41       25       29       40       55      103       96
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,484
COMMITMENTS
  24,613   56,595    2,011   60,928   28,841   87,552   87,447   26,932   27,037

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -47,216)
   3,592  -15,579   -5,567  -46,273  -13,714  -48,248  -34,860    1,032  -12,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     49.4      1.8     53.2     25.2     76.5     76.4     23.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       31        3       17       18       41       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,720
COMMITMENTS
  18,597   30,156        0   17,102   11,763   35,699   41,919   17,021   10,801

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -582)
   2,577     -866        0      781    3,873    3,358    3,007   -3,940   -3,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     57.2      0.0     32.4     22.3     67.7     79.5     32.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17       15        0        7       12       24       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       71,690
COMMITMENTS
  26,718   23,174      654   40,657   44,044   68,029   67,872    3,661    3,818

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -3,775)
   5,885  -16,675      154   -9,852   13,262   -3,813   -3,259       38     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     32.3      0.9     56.7     61.4     94.9     94.7      5.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      30       22        1       14       14       44       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      111,802
COMMITMENTS
  63,269   20,691        0   17,817   73,446   81,086   94,137   30,716   17,665

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        156)
  -2,822      729        0     -357    1,965   -3,179    2,694    3,335   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     18.5      0.0     15.9     65.7     72.5     84.2     27.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      29       18        0       13       19       42       37
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      204,073
COMMITMENTS
  37,765   85,245    2,480  125,945   87,199  166,190  174,924   37,883   29,149

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     27,523)
   3,496    1,023      536   27,644   23,553   31,676   25,112   -4,153    2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     41.8      1.2     61.7     42.7     81.4     85.7     18.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      36       43        6       27       21       64       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      192,918
COMMITMENTS
 116,347   22,606      654   19,438  138,232  136,439  161,492   56,479   31,426

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     10,327)
  10,159    4,374       33      764    2,827   10,956    7,234     -629    3,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     11.7      0.3     10.1     71.7     70.7     83.7     29.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      73       27        5       23       29       96       61
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,611
COMMITMENTS
  23,824    1,036        0    2,017   24,524   25,841   25,560    1,770    2,051

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      4,512)
   4,089      157        0      211    3,992    4,300    4,149      212      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.3      3.8      0.0      7.3     88.8     93.6     92.6      6.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        2        0        6       14       20       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       71,796
COMMITMENTS
  10,443    6,588      475   56,535   61,866   67,453   68,929    4,343    2,867

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     19,364)
     355   -1,598      108   19,061   22,356   19,524   20,866     -160   -1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      9.2      0.7     78.7     86.2     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       16       14       20       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,211,744
COMMITMENTS
 774,868  622,558  1240460  7171256  7127312  9186584  8990330  1025160  1221414

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -25,613)
 -26,028  -44,336   37,927  -26,330  -15,965  -14,431  -22,374  -11,182   -3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      6.1     12.1     70.2     69.8     90.0     88.0     10.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      61       60       94      146      167      258      281
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      611,487
COMMITMENTS
  56,113   33,133    3,411  426,897  434,777  486,421  471,321  125,066  140,166

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      7,227)
     -49   -4,311      -68    2,782    5,879    2,665    1,500    4,562    5,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.4      0.6     69.8     71.1     79.5     77.1     20.5     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      47       33       15       78       52      132       93
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,741,510
COMMITMENTS
 293,299  585,715   20,624  961,051  985,769  1274974  1592108  466,536  149,402

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     45,322)
  13,813   56,956    1,608   -6,364     -277    9,057   58,287   36,265  -12,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     33.6      1.2     55.2     56.6     73.2     91.4     26.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      73       96       28       74       80      162      189
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,454
COMMITMENTS
     968        0        0    4,103    6,146    5,071    6,146    2,383    1,308

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         94)
      48        0        0      229        0      277        0     -183       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      0.0     55.0     82.5     68.0     82.5     32.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       11       10       13       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,708
COMMITMENTS
   9,840   29,477      257   66,694   49,727   76,791   79,461    7,917    5,247

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      8,863)
   1,074     -614        8    7,452    8,567    8,534    7,961      329      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     34.8      0.3     78.7     58.7     90.7     93.8      9.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      13       17        3       35       29       50       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       47,167
COMMITMENTS
   5,948   13,944       90   32,974   24,952   39,012   38,986    8,155    8,181

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        161)
  -1,659      563       -3    1,914   -1,962      252   -1,402      -91    1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     29.6      0.2     69.9     52.9     82.7     82.7     17.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11       17        3       27       26       40       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      331,474
COMMITMENTS
  65,226  135,253    1,205  245,823  178,055  312,254  314,513   19,220   16,961

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,594)
  17,535     -966     -984  -16,790   21,714     -239   19,764    1,833  -18,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     40.8      0.4     74.2     53.7     94.2     94.9      5.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       63        9       54       53      122      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,220
COMMITMENTS
  88,508    7,911    1,262    3,580  100,030   93,350  109,203   26,870   11,017

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     16,123)
  16,923     -509     -673       30   16,763   16,280   15,581     -157      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.6      6.6      1.0      3.0     83.2     77.6     90.8     22.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      45       12        1        6       17       51       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,605
COMMITMENTS
   1,044    7,554        0   27,318   19,780   28,362   27,334    4,243    5,271

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        140)
      12     -232        0     -194      742     -182      510      322     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     23.2      0.0     83.8     60.7     87.0     83.8     13.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       15        0       22       19       25       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      413,220
COMMITMENTS
  59,775  193,704    3,409  332,627  197,656  395,811  394,769   17,409   18,451

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      7,945)
   5,149    7,259    2,221    1,504    1,293    8,874   10,773     -929   -2,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     46.9      0.8     80.5     47.8     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      30       82        7       52       66       87      150
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,638
COMMITMENTS
  12,422   18,003      275   26,885   18,160   39,582   36,438   10,056   13,200

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      2,932)
     510    1,213       48    2,169    1,712    2,727    2,973      205      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     36.3      0.6     54.2     36.6     79.7     73.4     20.3     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       19        2       14       23       37       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,520
COMMITMENTS
  25,372    1,975      217   15,329   22,251   40,918   24,443    7,602   24,077

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,781)
   5,243      310      214   -2,335      832    3,122    1,356   -1,341      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3      4.1      0.4     31.6     45.9     84.3     50.4     15.7     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20        7        2       14       17       35       25
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,714
COMMITMENTS
   5,226    1,830      306   14,273   17,595   19,805   19,731      909      983

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        963)
     648     -273        0       24      909      672      636      291      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      8.8      1.5     68.9     84.9     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        2        7        4       16       11
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 03/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       52,953
COMMITMENTS
   3,502   10,529    3,339   20,630   27,029   27,471   40,897   25,482   12,056

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      4,163)
  -1,859   -1,673     -484    2,867    1,400      524     -757    3,639    4,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     19.9      6.3     39.0     51.0     51.9     77.2     48.1     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       18        7       22       26       34       45
 

Updated March 30, 2007