MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,659
COMMITMENTS
   7,317      373      598   18,280   22,559   26,195   23,530    5,464    8,129

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -2,306)
  -1,299     -751       98     -328     -919   -1,529   -1,572     -777     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      1.2      1.9     57.7     71.3     82.7     74.3     17.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16        3        9       24       22       42       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      176,879
COMMITMENTS
  32,815   22,271   42,111   78,853   87,051  153,779  151,433   23,100   25,446

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,015)
   1,904      792    1,288   -1,200   -2,750    1,992     -670   -3,007     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     12.6     23.8     44.6     49.2     86.9     85.6     13.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      62       67       70       26       35      132      138
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      298,482
COMMITMENTS
  74,190   46,974   75,090  120,915  118,666  270,195  240,730   28,287   57,752

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:        -40)
     531    4,800   -3,076    3,577     -871    1,032      853   -1,072     -893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     15.7     25.2     40.5     39.8     90.5     80.7      9.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     103       57      100       71      131      245      248
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,021
COMMITMENTS
   2,523    4,011    1,381    2,318    1,441    6,222    6,833    2,799    2,188

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:        895)
    -108      274      650      -64     -171      478      753      417      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     44.5     15.3     25.7     16.0     69.0     75.7     31.0     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       31       16       17       18       51       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,623
COMMITMENTS
   9,386    5,123    3,834   12,314    9,933   25,534   18,890    6,089   12,733

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -2,088)
     231     -989     -813   -1,073      121   -1,655   -1,681     -433     -407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     16.2     12.1     38.9     31.4     80.7     59.7     19.3     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      42       20       27       31       54       94       91
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      113,096
COMMITMENTS
  22,068   57,233    2,232   59,240   29,139   83,540   88,604   29,556   24,492

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,388)
  -2,545      638      221   -1,688      298   -4,012    1,157    2,624   -2,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     50.6      2.0     52.4     25.8     73.9     78.3     26.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       32        3       17       19       38       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,666
COMMITMENTS
  10,294   37,559        0   29,494    8,277   39,788   45,836   17,878   11,830

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      4,946)
  -8,303    7,403        0   12,392   -3,486    4,089    3,917      857    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     65.1      0.0     51.1     14.4     69.0     79.5     31.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       21        0        7       10       20       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       73,102
COMMITMENTS
  23,449   21,666      654   40,465   45,591   64,568   67,911    8,534    5,191

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      1,412)
  -3,269   -1,508        0     -192    1,547   -3,461       39    4,873    1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     29.6      0.9     55.4     62.4     88.3     92.9     11.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      34       20        1       13       15       47       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,932
COMMITMENTS
  73,343   17,500       65   18,437   84,038   91,845  101,603   31,087   21,329

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     11,130)
  10,074   -3,191       65      620   10,592   10,759    7,466      371    3,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7     14.2      0.1     15.0     68.4     74.7     82.6     25.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      37       19        2       15       22       53       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      221,748
COMMITMENTS
  36,845  100,703    2,377  140,812   81,355  180,034  184,435   41,714   37,313

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     17,675)
    -920   15,458     -103   14,867   -5,844   13,844    9,511    3,831    8,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     45.4      1.1     63.5     36.7     81.2     83.2     18.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       43        5       28       19       63       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      198,368
COMMITMENTS
 118,379   23,301      660   18,325  143,338  137,364  167,299   61,004   31,069

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      5,450)
   2,032      695        6   -1,113    5,106      925    5,807    4,525     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7     11.7      0.3      9.2     72.3     69.2     84.3     30.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      73       29        6       23       27       96       62
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,025
COMMITMENTS
  23,361      836        0    1,912   24,441   25,273   25,277    1,752    1,748

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:       -586)
    -463     -200        0     -105      -83     -568     -283      -18     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.4      3.1      0.0      7.1     90.4     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        1        0        6       15       23       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       76,257
COMMITMENTS
  14,108    6,364      475   57,351   67,367   71,934   74,206    4,323    2,051

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      4,461)
   3,665     -224        0      816    5,501    4,481    5,277      -20     -816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      8.3      0.6     75.2     88.3     94.3     97.3      5.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        1       17       16       22       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,321,104
COMMITMENTS
 701,121  483,622  1329545  7237220  7249002  9267886  9062169  1053218  1258935

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:    109,360)
 -73,747 -138,936   89,085   65,964  121,690   81,302   71,839   28,058   37,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      4.7     12.9     70.1     70.2     89.8     87.8     10.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      64       60       92      141      163      252      277
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      627,963
COMMITMENTS
  60,675   32,568    2,444  444,410  453,856  507,529  488,868  120,434  139,095

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     16,476)
   4,562     -565     -967   17,513   19,079   21,108   17,547   -4,632   -1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      5.2      0.4     70.8     72.3     80.8     77.8     19.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      53       31       17       80       55      140       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,873,931
COMMITMENTS
 299,690  646,898   21,600  1049992  1046385  1371282  1714883  502,649  159,048

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:    132,421)
   6,391   61,183      976   88,941   60,616   96,308  122,775   36,113    9,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     34.5      1.2     56.0     55.8     73.2     91.5     26.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      71       95       27       76       85      163      191
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,388
COMMITMENTS
   1,021        0        0    3,968    5,457    4,989    5,457    2,399    1,931

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:        -66)
      53        0        0     -135     -689      -82     -689       16      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.0      0.0     53.7     73.9     67.5     73.9     32.5     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11        9       13        9
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,723
COMMITMENTS
  10,652   25,988        0   65,340   57,346   75,992   83,334   11,731    4,389

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      3,015)
     812   -3,489     -257   -1,354    7,619     -799    3,873    3,814     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     29.6      0.0     74.5     65.4     86.6     95.0     13.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15       14        0       37       35       52       49
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       46,167
COMMITMENTS
   5,515   14,277       86   33,573   24,218   39,174   38,581    6,993    7,586

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,000)
    -433      333       -4      599     -734      162     -405   -1,162     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     30.9      0.2     72.7     52.5     84.9     83.6     15.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11       17        2       25       25       37       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      350,189
COMMITMENTS
  88,484  137,020    3,768  225,980  190,222  318,232  331,010   31,957   19,179

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     18,715)
  23,258    1,767    2,563  -19,843   12,167    5,978   16,497   12,737    2,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     39.1      1.1     64.5     54.3     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      75       56        9       46       49      128      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,869
COMMITMENTS
  87,803    5,972    1,290    4,459  103,094   93,552  110,356   28,317   11,513

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      1,649)
    -705   -1,939       28      879    3,064      202    1,153    1,447      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.0      4.9      1.1      3.7     84.6     76.8     90.6     23.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      50        8        1        9       19       59       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,379
COMMITMENTS
   1,434    6,858        0   27,531   20,892   28,965   27,750    4,414    5,629

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:        774)
     390     -696        0      213    1,112      603      416      171      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     20.5      0.0     82.5     62.6     86.8     83.1     13.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       15        0       23       20       26       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      416,746
COMMITMENTS
  63,897  194,487    2,890  332,390  201,678  399,177  399,055   17,569   17,691

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      3,526)
   4,122      783     -519     -237    4,022    3,366    4,286      160     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     46.7      0.7     79.8     48.4     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      35       81        8       49       68       91      150
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       51,162
COMMITMENTS
   9,448   17,379      257   31,004   18,851   40,709   36,487   10,453   14,675

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:      1,524)
  -2,974     -624      -18    4,119      691    1,127       49      397    1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     34.0      0.5     60.6     36.8     79.6     71.3     20.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16       19        2       20       24       38       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,209
COMMITMENTS
  20,085    2,017      635   18,232   23,810   38,952   26,462    8,257   20,747

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -1,311)
  -5,287       42      418    2,903    1,559   -1,966    2,019      655   -3,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      4.3      1.3     38.6     50.4     82.5     56.1     17.5     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18        7        3       19       16       38       25
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,759
COMMITMENTS
   5,430    1,469      280   14,116   17,943   19,826   19,692      933    1,067

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:         45)
     204     -361      -26     -157      348       21      -39       24       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      7.1      1.3     68.0     86.4     95.5     94.9      4.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        5        2        9        5       21       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 04/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       49,938
COMMITMENTS
   2,871   11,165    3,591   21,079   28,574   27,541   43,330   22,397    6,608

CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST:     -3,015)
    -631      636      252      449    1,545       70    2,433   -3,085   -5,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     22.4      7.2     42.2     57.2     55.2     86.8     44.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5       20        7       21       26       33       46
 

Updated April 6, 2007