MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,628
COMMITMENTS
   8,589      482      873   17,901   23,461   27,363   24,816    6,265    8,812

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        752)
   1,051      -11      251     -739      396      563      636      189      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      1.4      2.6     53.2     69.8     81.4     73.8     18.6     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17        4       10       23       20       42       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      170,375
COMMITMENTS
  36,930   24,941   37,233   74,727   84,667  148,890  146,841   21,485   23,534

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     -3,482)
   3,243    2,127   -1,323   -3,288   -3,182   -1,368   -2,378   -2,114   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     14.6     21.9     43.9     49.7     87.4     86.2     12.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      65       61       67       25       34      135      130
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,906
COMMITMENTS
  65,155   37,886   67,716  117,952  118,235  250,823  223,837   27,083   54,069

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    -16,395)
  -8,913   -5,461   -4,046   -2,071   -3,086  -15,030  -12,593   -1,365   -3,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     13.6     24.4     42.4     42.5     90.3     80.5      9.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      98       51       88       68      135      224      239
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,467
COMMITMENTS
   2,871    3,999      851    2,208    1,449    5,930    6,299    2,537    2,168

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        -24)
     340        6     -192     -156       27       -8     -159      -16      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     47.2     10.1     26.1     17.1     70.0     74.4     30.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      25       32       15       17       18       52       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,875
COMMITMENTS
   8,667    3,568    1,838   10,565    9,138   21,070   14,544    5,805   12,331

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     -3,093)
  -1,240     -807     -335     -959     -759   -2,534   -1,901     -559   -1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     13.3      6.8     39.3     34.0     78.4     54.1     21.6     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      38       21       17       33       54       83       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,610
COMMITMENTS
  25,549   41,540    3,181   56,053   45,950   84,783   90,671   29,827   23,939

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      4,344)
   2,487    2,914      452      -27    2,074    2,912    5,440    1,432   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     36.2      2.8     48.9     40.1     74.0     79.1     26.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       28        5       19       20       44       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       67,565
COMMITMENTS
  17,907   40,279      242   32,831   15,524   50,980   56,045   16,585   11,520

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      8,847)
   4,454    3,620      230      991    5,512    5,675    9,362    3,172     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     59.6      0.4     48.6     23.0     75.5     82.9     24.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18       19        2        5       14       24       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       77,552
COMMITMENTS
  28,366   18,607      654   41,136   55,290   70,156   74,551    7,396    3,001

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      2,444)
  -2,074    1,911        0    4,417      436    2,343    2,347      101       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     24.0      0.8     53.0     71.3     90.5     96.1      9.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      42       17        1       13       16       55       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      134,953
COMMITMENTS
  83,429   23,762      369   18,904   85,161  102,702  109,292   32,251   25,661

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     14,485)
  13,334    2,084      245   -3,243    7,671   10,336   10,000    4,149    4,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8     17.6      0.3     14.0     63.1     76.1     81.0     23.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      45       17        4       13       20       61       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      234,796
COMMITMENTS
  43,281  113,800      883  150,691   83,251  194,855  197,934   39,941   36,862

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      4,426)
     563    6,241   -1,789    8,745      272    7,519    4,724   -3,093     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     48.5      0.4     64.2     35.5     83.0     84.3     17.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      34       47        6       26       19       62       70
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      217,447
COMMITMENTS
 129,044   22,274      741   22,960  158,914  152,745  181,929   64,702   35,518

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      5,360)
   2,097     -279     -125      381    6,163    2,353    5,759    3,007     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.3     10.2      0.3     10.6     73.1     70.2     83.7     29.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      82       26        9       27       31      111       64
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,672
COMMITMENTS
  24,198    1,101        0    1,772   25,992   25,970   27,093    2,702    1,579

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,289)
   3,130      100        0     -144    3,157    2,986    3,257      303       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.4      3.8      0.0      6.2     90.7     90.6     94.5      9.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      16        2        0        6       15       22       17
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       59,861
COMMITMENTS
  13,181        0      550   42,445   56,951   56,176   57,501    3,685    2,360

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    -18,979)
    -531   -7,219      -80  -18,444  -10,653  -19,055  -17,952       76   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      0.0      0.9     70.9     95.1     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        1       14       13       19       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,720,403
COMMITMENTS
 1078424  796,898  1083011  7489995  7444919  9651430  9324828  1068973  1395575

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    284,370)
 176,684  270,728  -65,767   96,740  -24,220  207,657  180,741   76,713  103,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      7.4     10.1     69.9     69.4     90.0     87.0     10.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      66       64      103      152      163      273      288
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      627,371
COMMITMENTS
  58,376   35,193    2,134  441,448  457,506  501,958  494,833  125,413  132,538

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     -5,644)
   2,044    3,535     -185   -9,039    1,982   -7,180    5,332    1,536  -10,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      5.6      0.3     70.4     72.9     80.0     78.9     20.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      52       32       16       83       54      142       95
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,945,192
COMMITMENTS
 301,911  633,203   34,817  1159689  1100738  1496417  1768758  448,775  176,434

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     58,017)
     430    6,724    5,287   79,918   17,399   85,635   29,410  -27,618   28,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     32.6      1.8     59.6     56.6     76.9     90.9     23.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      77      114       26       80       91      171      217
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,911
COMMITMENTS
   1,065        0        0    4,200    5,683    5,265    5,683    2,646    2,228

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        194)
       5        0        0       -8      -65       -3      -65      197      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      0.0     53.1     71.8     66.6     71.8     33.4     28.2

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 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,123
COMMITMENTS
  13,164   26,101        0   65,619   59,813   78,783   85,914   12,340    5,209

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,126)
   1,579      537        0      753    2,918    2,332    3,455      794     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     28.6      0.0     72.0     65.6     86.5     94.3     13.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       14        0       38       33       52       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,166
COMMITMENTS
   6,138   14,103       90   38,202   27,357   44,430   41,550    7,736   10,616

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,442)
    -627      -14        4    3,601    2,791    2,978    2,781      464      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     27.0      0.2     73.2     52.4     85.2     79.6     14.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9       15        3       24       25       35       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      392,546
COMMITMENTS
  92,086  162,166    4,377  248,881  203,362  345,344  369,905   47,202   22,641

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     13,287)
  17,702   12,402    1,787  -11,257   -3,771    8,232   10,418    5,055    2,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     41.3      1.1     63.4     51.8     88.0     94.2     12.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      71       69       16       50       58      130      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      123,468
COMMITMENTS
  88,724   10,407      259    4,980  100,022   93,963  110,688   29,505   12,780

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      5,906)
   8,147    4,185   -1,081      -58    4,155    7,008    7,259   -1,102   -1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.9      8.4      0.2      4.0     81.0     76.1     89.6     23.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      43       11        1        9       19       53       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,824
COMMITMENTS
   2,079    6,818        0   30,592   24,923   32,671   31,741    4,153    5,083

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,252)
     594      296        0    2,133    1,802    2,727    2,098      525    1,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     18.5      0.0     83.1     67.7     88.7     86.2     11.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3       16        0       22       21       25       37
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      441,484
COMMITMENTS
  67,987  208,622    3,822  350,147  209,350  421,956  421,794   19,528   19,690

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     15,829)
   1,152    6,723    1,466   12,576    4,340   15,194   12,529      635    3,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     47.3      0.9     79.3     47.4     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      32       86        9       51       69       91      156
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,438
COMMITMENTS
   9,270   17,356      613   32,418   20,196   42,301   38,165   10,137   14,273

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      4,431)
    -650    1,495      373    4,798    2,051    4,521    3,919      -90      512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     33.1      1.2     61.8     38.5     80.7     72.8     19.3     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       18        3       21       26       41       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       52,726
COMMITMENTS
  23,259    1,410      298   19,598   28,065   43,155   29,773    9,571   22,953

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      5,445)
   2,205     -105       27    1,942      994    4,174      916    1,271    4,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1      2.7      0.6     37.2     53.2     81.8     56.5     18.2     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      26        3        2       17       15       43       20
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,299
COMMITMENTS
   5,546    1,657      294   14,505   17,871   20,345   19,822      954    1,477

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        -21)
     275      -21        5      472     -333      752     -349     -773      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      7.8      1.4     68.1     83.9     95.5     93.1      4.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        6        2        8        3       20        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       53,895
COMMITMENTS
   3,133   14,189    4,153   21,796   29,171   29,082   47,513   24,813    6,382

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      3,055)
    -170    2,535      524      657      430    1,011    3,489    2,044     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     26.3      7.7     40.4     54.1     54.0     88.2     46.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6       23        8       21       26       34       50
 

Updated April 20, 2007