MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,581
COMMITMENTS
   9,761    1,030      608   19,388   25,618   29,757   27,256    5,824    8,325

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,953)
   1,172      548     -265    1,487    2,157    2,394    2,440     -441     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      2.9      1.7     54.5     72.0     83.6     76.6     16.4     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18        4        9       24       23       44       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      176,941
COMMITMENTS
  36,993   23,851   42,506   75,813   86,517  155,312  152,874   21,629   24,067

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      6,566)
      63   -1,090    5,273    1,086    1,850    6,422    6,033      144      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     13.5     24.0     42.8     48.9     87.8     86.4     12.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      69       59       73       28       36      148      139
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,049
COMMITMENTS
  62,560   38,650   64,414  116,169  114,136  243,143  217,200   24,906   50,849

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -9,857)
  -2,595      764   -3,302   -1,783   -4,099   -7,680   -6,637   -2,177   -3,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.4     24.0     43.3     42.6     90.7     81.0      9.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      89       52       77       65      128      206      222
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,710
COMMITMENTS
   2,952    3,869      953    2,356    1,628    6,261    6,450    2,449    2,260

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        243)
      81     -130      102      148      179      331      151      -88       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     44.4     10.9     27.0     18.7     71.9     74.1     28.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       29       13       18       19       50       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,853
COMMITMENTS
   8,965    3,906    1,873   10,245    8,809   21,083   14,588    5,770   12,265

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        -22)
     298      338       35     -320     -329       13       44      -35      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     14.5      7.0     38.2     32.8     78.5     54.3     21.5     45.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      41       22       18       35       55       88       88
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      121,786
COMMITMENTS
  39,017   40,648    3,041   48,384   54,708   90,442   98,397   31,344   23,389

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      7,176)
  13,468     -892     -140   -7,669    8,758    5,659    7,726    1,517     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     33.4      2.5     39.7     44.9     74.3     80.8     25.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       28        4       20       22       47       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       77,956
COMMITMENTS
  23,229   40,080      230   36,288   24,841   59,747   65,151   18,209   12,805

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     10,391)
   5,322     -199      -12    3,457    9,317    8,767    9,106    1,624    1,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     51.4      0.3     46.5     31.9     76.6     83.6     23.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       21        1        6       14       29       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       80,802
COMMITMENTS
  28,053   22,324      654   44,019   53,843   72,726   76,821    8,076    3,981

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      3,250)
    -313    3,717        0    2,883   -1,447    2,570    2,270      680      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     27.6      0.8     54.5     66.6     90.0     95.1     10.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43       17        1       16       15       59       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      148,006
COMMITMENTS
  95,965   25,899      145   19,622   99,196  115,732  125,240   32,274   22,766

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     13,053)
  12,536    2,137     -224      718   14,035   13,030   15,948       23   -2,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.8     17.5      0.1     13.3     67.0     78.2     84.6     21.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      50       17        4       15       21       67       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      235,531
COMMITMENTS
  37,900  119,672      809  158,243   82,310  196,952  202,791   38,579   32,740

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        735)
  -5,381    5,872      -74    7,552     -941    2,097    4,857   -1,362   -4,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     50.8      0.3     67.2     34.9     83.6     86.1     16.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      28       53        5       26       19       57       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      232,312
COMMITMENTS
 137,322   26,040      852   26,774  166,155  164,948  193,047   67,364   39,265

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     14,865)
   8,278    3,766      111    3,814    7,241   12,203   11,118    2,662    3,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.1     11.2      0.4     11.5     71.5     71.0     83.1     29.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      78       27        6       29       33      109       64
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,091
COMMITMENTS
  22,801    1,698        0    2,184   24,689   24,985   26,387    3,106    1,704

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -581)
  -1,397      597        0      412   -1,303     -985     -706      404      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.2      6.0      0.0      7.8     87.9     88.9     93.9     11.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        3        0        7       14       23       17
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       64,453
COMMITMENTS
  13,411        0      120   46,711   61,979   60,242   62,099    4,211    2,354

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      4,592)
     230        0     -430    4,266    5,028    4,066    4,598      526       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      0.0      0.2     72.5     96.2     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        1       13       14       18       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,372,789
COMMITMENTS
 1089174  701,418  1217174  7847195  7935573 10153543  9854165  1219246  1518624

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    652,386)
  10,750  -95,480  134,163  357,200  490,654  502,113  529,337  150,273  123,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      6.2     10.7     69.0     69.8     89.3     86.6     10.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      72       59      112      156      172      281      307
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      644,798
COMMITMENTS
  58,811   37,465    4,563  455,517  461,249  518,891  503,277  125,907  141,521

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     17,427)
     435    2,272    2,429   14,069    3,743   16,933    8,444      494    8,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      5.8      0.7     70.6     71.5     80.5     78.1     19.5     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      41       31       15       84       55      132       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,035,415
COMMITMENTS
 360,840  648,115   27,860  1198107  1195470  1586807  1871445  448,608  163,970

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     90,223)
  58,929   14,912   -6,957   38,418   94,732   90,390  102,687     -167  -12,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     31.8      1.4     58.9     58.7     78.0     91.9     22.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      76      105       26       87       91      176      209
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,322
COMMITMENTS
   1,031        0        0    4,677    6,150    5,708    6,150    2,614    2,172

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        411)
     -34        0        0      477      467      443      467      -32      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.0      0.0     56.2     73.9     68.6     73.9     31.4     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 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,827
COMMITMENTS
  12,550   26,881        0   64,717   57,672   77,267   84,553   12,560    5,274

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -1,296)
    -614      780        0     -902   -2,141   -1,516   -1,361      220       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     29.9      0.0     72.0     64.2     86.0     94.1     14.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       16        0       35       31       48       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,327
COMMITMENTS
   7,680   13,289      102   38,849   28,204   46,631   41,595    7,696   12,732

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      2,161)
   1,542     -814       12      647      847    2,201       45      -40    2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     24.5      0.2     71.5     51.9     85.8     76.6     14.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11       15        4       22       25       36       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      429,952
COMMITMENTS
 113,222  179,192    8,856  245,275  209,055  367,353  397,103   62,599   32,849

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     37,406)
  21,136   17,026    4,479   -3,606    5,693   22,009   27,198   15,397   10,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     41.7      2.1     57.0     48.6     85.4     92.4     14.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      74       71       12       46       56      130      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      123,137
COMMITMENTS
  85,191    8,714        0    7,331  101,405   92,522  110,119   30,615   13,018

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -331)
  -3,533   -1,693     -259    2,351    1,383   -1,441     -569    1,110      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2      7.1      0.0      6.0     82.4     75.1     89.4     24.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      47       10        0       10       18       57       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       42,117
COMMITMENTS
   2,792    6,175        0   33,455   28,986   36,247   35,161    5,870    6,956

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      5,293)
     713     -643        0    2,863    4,063    3,576    3,420    1,717    1,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     14.7      0.0     79.4     68.8     86.1     83.5     13.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       14        0       23       20       27       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      455,972
COMMITMENTS
  72,084  213,491    1,654  358,549  216,699  432,287  431,844   23,685   24,128

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     14,488)
   4,097    4,869   -2,168    8,402    7,349   10,331   10,050    4,157    4,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     46.8      0.4     78.6     47.5     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      34       79        9       51       69       91      151
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,343
COMMITMENTS
   9,373   17,986      532   33,335   21,093   43,240   39,611   10,103   13,732

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        905)
     103      630      -81      917      897      939    1,446      -34     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     33.7      1.0     62.5     39.5     81.1     74.3     18.9     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       17        2       21       28       41       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,211
COMMITMENTS
  25,318    3,418      303   20,936   28,919   46,557   32,640    6,654   20,571

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        485)
   2,059    2,008        5    1,338      854    3,402    2,867   -2,917   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6      6.4      0.6     39.3     54.3     87.5     61.3     12.5     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28        6        2       19       16       47       24
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,193
COMMITMENTS
   4,900    1,077      270   14,171   17,944   19,341   19,291      852      902

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -1,106)
    -646     -580      -24     -334       73   -1,004     -531     -102     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      5.3      1.3     70.2     88.9     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        5        1        8        3       20        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       54,961
COMMITMENTS
   3,091   15,495    4,214   21,248   27,000   28,553   46,709   26,408    8,252

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,066)
     -42    1,306       61     -548   -2,171     -529     -804    1,595    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     28.2      7.7     38.7     49.1     52.0     85.0     48.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       22        8       21       26       34       49
 

Updated April 27, 2007