MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,886
COMMITMENTS
  10,066    1,147      514   19,618   26,436   30,198   28,097    6,688    8,789

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      1,305)
     305      117      -94      230      818      441      841      864      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      3.1      1.4     53.2     71.7     81.9     76.2     18.1     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18        3        9       23       19       43       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      173,056
COMMITMENTS
  31,555   23,093   39,511   78,994   86,664  150,060  149,268   22,996   23,788

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,885)
  -5,438     -758   -2,995    3,181      147   -5,252   -3,606    1,367     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     13.3     22.8     45.6     50.1     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      73       54       78       30       37      149      145
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      264,813
COMMITMENTS
  63,804   41,925   60,960  115,423  113,177  240,187  216,062   24,626   48,751

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,236)
   1,244    3,275   -3,454     -746     -959   -2,956   -1,138     -280   -2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     15.8     23.0     43.6     42.7     90.7     81.6      9.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      87       55       80       60      123      205      219
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,817
COMMITMENTS
   2,914    3,977      955    2,556    1,669    6,425    6,601    2,392    2,216

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        107)
     -38      108        2      200       41      164      151      -57      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     45.1     10.8     29.0     18.9     72.9     74.9     27.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       26       10       16       18       46       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,283
COMMITMENTS
   8,918    3,504    1,706    8,705    7,162   19,329   12,372    4,954   11,911

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,570)
     -47     -402     -167   -1,540   -1,647   -1,754   -2,216     -816     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     14.4      7.0     35.8     29.5     79.6     50.9     20.4     49.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      39       20       11       33       46       80       72
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      138,029
COMMITMENTS
  52,582   43,731    2,873   49,392   67,864  104,847  114,468   33,182   23,561

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     16,243)
  13,565    3,083     -168    1,008   13,156   14,405   16,071    1,838      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     31.7      2.1     35.8     49.2     76.0     82.9     24.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       31        6       20       20       55       54
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       79,989
COMMITMENTS
  16,669   47,839      654   46,332   19,270   63,655   67,763   16,334   12,226

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,033)
  -6,560    7,759      424   10,044   -5,571    3,908    2,612   -1,875     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     59.8      0.8     57.9     24.1     79.6     84.7     20.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18       23        2        8       14       28       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      107,566
COMMITMENTS
  50,776   24,209    1,143   46,442   78,404   98,361  103,756    9,205    3,810

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     26,764)
  22,723    1,885      489    2,423   24,561   25,635   26,935    1,129     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     22.5      1.1     43.2     72.9     91.4     96.5      8.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      52       18        2       12       18       66       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      144,051
COMMITMENTS
  88,457   24,464       82   22,501   97,649  111,040  122,195   33,011   21,856

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,955)
  -7,508   -1,435      -63    2,879   -1,547   -4,692   -3,045      737     -910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.4     17.0      0.1     15.6     67.8     77.1     84.8     22.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      47       16        2       17       22       66       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      279,868
COMMITMENTS
  47,618  166,400      813  188,716   78,461  237,147  245,674   42,721   34,194

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     44,337)
   9,718   46,728        4   30,473   -3,849   40,195   42,883    4,142    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     59.5      0.3     67.4     28.0     84.7     87.8     15.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      32       60        4       28       18       61       81
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      235,249
COMMITMENTS
 135,399   28,711    1,056   31,403  166,590  167,858  196,357   67,391   38,892

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,937)
  -1,923    2,671      204    4,629      435    2,910    3,310       27     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     12.2      0.4     13.3     70.8     71.4     83.5     28.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      77       29       11       29       35      110       71
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,253
COMMITMENTS
  18,777    1,254        0    3,592   22,385   22,369   23,639    2,884    1,614

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,838)
  -4,024     -444        0    1,408   -2,304   -2,616   -2,748     -222      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4      5.0      0.0     14.2     88.6     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        3        0        9       13       27       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       68,340
COMMITMENTS
  12,617        0      209   52,636   65,495   65,462   65,704    2,878    2,636

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      3,887)
    -794        0       89    5,925    3,516    5,220    3,605   -1,333      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      0.0      0.3     77.0     95.8     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        1       15       12       20       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,710,345
COMMITMENTS
 1132056  832,876  1261406  8007010  7983848 10400472 10078130  1309873  1632215

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    337,556)
  42,882  131,458   44,232  159,815   48,275  246,929  223,965   90,627  113,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      7.1     10.8     68.4     68.2     88.8     86.1     11.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      72       65      109      153      169      278      303
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      645,212
COMMITMENTS
  59,798   52,439    5,408  453,351  448,984  518,557  506,831  126,655  138,381

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        414)
     987   14,974      845   -2,166  -12,265     -334    3,554      748   -3,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      8.1      0.8     70.3     69.6     80.4     78.6     19.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      42       34       17       82       56      133       98
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,993,806
COMMITMENTS
 376,405  560,286   26,876  1131967  1232396  1535248  1819558  458,558  174,248

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -41,609)
  15,565  -87,829     -984  -66,140   36,926  -51,559  -51,887    9,950   10,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     28.1      1.3     56.8     61.8     77.0     91.3     23.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      73       98       30       84       90      171      204
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,937
COMMITMENTS
     917        0       57    5,249    6,598    6,223    6,655    2,714    2,282

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        615)
    -114        0       57      572      448      515      505      100      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.6     58.7     73.8     69.6     74.5     30.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       11       10       13       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,590
COMMITMENTS
  11,730   26,338        0   67,251   59,919   78,981   86,257   12,609    5,333

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      1,763)
    -820     -543        0    2,534    2,247    1,714    1,704       49       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     28.8      0.0     73.4     65.4     86.2     94.2     13.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14       15        0       39       36       53       51
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,354
COMMITMENTS
   7,411   13,512       89   39,286   29,278   46,786   42,879    7,568   11,475

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:         27)
    -269      223      -13      437    1,074      155    1,284     -128   -1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     24.9      0.2     72.3     53.9     86.1     78.9     13.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       16        3       23       25       37       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      459,779
COMMITMENTS
 155,351  163,933   11,360  230,128  248,544  396,839  423,837   62,940   35,942

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     29,827)
  42,129  -15,259    2,504  -15,147   39,489   29,486   26,734      341    3,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     35.7      2.5     50.1     54.1     86.3     92.2     13.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      95       60        8       51       57      151      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      107,911
COMMITMENTS
  72,663    8,818        0    6,652   86,586   79,315   95,404   28,596   12,507

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -15,226)
 -12,528      104        0     -679  -14,819  -13,207  -14,715   -2,019     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3      8.2      0.0      6.2     80.2     73.5     88.4     26.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      42        9        0       11       18       53       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       41,687
COMMITMENTS
   2,791    6,458        0   34,769   30,818   37,560   37,276    4,127    4,411

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -430)
      -1      283        0    1,314    1,832    1,313    2,115   -1,743   -2,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     15.5      0.0     83.4     73.9     90.1     89.4      9.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       15        0       22       21       26       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      476,587
COMMITMENTS
  68,618  222,644    2,311  383,670  227,655  454,599  452,610   21,988   23,977

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     20,615)
  -3,466    9,153      657   25,121   10,956   22,312   20,766   -1,697     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     46.7      0.5     80.5     47.8     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      37       81       10       50       70       93      155
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,067
COMMITMENTS
   9,799   19,110      532   35,478   22,726   45,809   42,368   10,258   13,699

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,724)
     426    1,124        0    2,143    1,633    2,569    2,757      155      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     34.1      0.9     63.3     40.5     81.7     75.6     18.3     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       20        2       24       30       45       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,722
COMMITMENTS
  26,321    3,358      425   22,496   30,967   49,242   34,750    6,480   20,972

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,511)
   1,003      -60      122    1,560    2,048    2,685    2,110     -174      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      6.0      0.8     40.4     55.6     88.4     62.4     11.6     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27        5        2       21       18       48       25
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,297
COMMITMENTS
   4,948    1,101      270   14,278   17,981   19,496   19,352      801      945

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        104)
      48       24        0      107       37      155       61      -51       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      5.4      1.3     70.3     88.6     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        5        1        8        3       19        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       55,467
COMMITMENTS
   3,141   16,493    4,305   21,797   25,383   29,243   46,181   26,224    9,286

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        506)
      50      998       91      549   -1,617      690     -528     -184    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     29.7      7.8     39.3     45.8     52.7     83.3     47.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       22        9       21       26       35       49
 

Updated April 27, 2007