MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,081
COMMITMENTS
   9,687    1,131      637   19,706   25,992   30,030   27,760    6,051    8,321

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -805)
    -379      -16      123       88     -444     -168     -337     -637     -468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      3.1      1.8     54.6     72.0     83.2     76.9     16.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19        4       10       23       20       45       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      173,564
COMMITMENTS
  32,762   25,803   38,185   79,890   84,393  150,837  148,381   22,727   25,183

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        508)
   1,207    2,710   -1,326      896   -2,271      777     -887     -269    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     14.9     22.0     46.0     48.6     86.9     85.5     13.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      62       72       78       32       38      144      161
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,456
COMMITMENTS
  62,977   39,919   48,577  117,061  115,015  228,615  203,511   24,841   49,945

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    -11,357)
    -827   -2,006  -12,383    1,638    1,838  -11,572  -12,551      215    1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     15.7     19.2     46.2     45.4     90.2     80.3      9.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      81       56       69       62      127      192      218
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,192
COMMITMENTS
   2,961    4,136      517    2,595    1,717    6,073    6,370    2,119    1,822

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -625)
      47      159     -438       39       48     -352     -231     -273     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     50.5      6.3     31.7     21.0     74.1     77.8     25.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       29       11       17       20       47       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,075
COMMITMENTS
   8,051    3,376    1,465    7,885    6,429   17,401   11,270    4,674   10,805

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -2,208)
    -867     -128     -241     -820     -733   -1,928   -1,102     -280   -1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     15.3      6.6     35.7     29.1     78.8     51.1     21.2     48.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      38       20       12       30       44       75       71
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      146,311
COMMITMENTS
  65,117   47,298    2,702   46,655   72,121  114,474  122,121   31,837   24,190

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      8,282)
  12,535    3,567     -171   -2,737    4,257    9,627    7,653   -1,345      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     32.3      1.8     31.9     49.3     78.2     83.5     21.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       27        4       21       21       55       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       81,736
COMMITMENTS
  14,860   49,212      622   51,567   17,780   67,049   67,614   14,687   14,122

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      1,747)
  -1,809    1,373      -32    5,235   -1,490    3,394     -149   -1,647    1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     60.2      0.8     63.1     21.8     82.0     82.7     18.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       22        2        8       12       25       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      126,677
COMMITMENTS
  69,338   21,011    1,722   47,025  101,074  118,085  123,807    8,592    2,870

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     19,111)
  18,562   -3,198      579      583   22,670   19,724   20,051     -613     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7     16.6      1.4     37.1     79.8     93.2     97.7      6.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      60       20        3       12       19       74       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      134,140
COMMITMENTS
  74,982   22,985       56   26,075   91,768  101,113  114,809   33,027   19,331

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -9,911)
 -13,475   -1,479      -26    3,574   -5,881   -9,927   -7,386       16   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     17.1      0.0     19.4     68.4     75.4     85.6     24.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       17        2       15       23       55       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      284,780
COMMITMENTS
  51,213  163,472    1,402  190,671   84,855  243,286  249,729   41,494   35,051

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      4,912)
   3,595   -2,928      589    1,955    6,394    6,139    4,055   -1,227      857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     57.4      0.5     67.0     29.8     85.4     87.7     14.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      32       61        6       28       20       63       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      223,364
COMMITMENTS
 130,342   25,072    2,072   30,399  160,424  162,813  187,568   60,551   35,796

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    -11,885)
  -5,057   -3,639    1,016   -1,004   -6,166   -5,045   -8,789   -6,840   -3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     11.2      0.9     13.6     71.8     72.9     84.0     27.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      73       27       12       29       36      105       72
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,617
COMMITMENTS
  16,416    1,161        0    4,251   20,934   20,667   22,095    2,950    1,522

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -1,636)
  -2,361      -93        0      659   -1,451   -1,702   -1,544       66      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.5      4.9      0.0     18.0     88.6     87.5     93.6     12.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        2        0        9       13       27       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       76,690
COMMITMENTS
  13,417    3,905      409   60,788   69,778   74,614   74,092    2,076    2,598

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      8,350)
     800    3,905      200    8,152    4,283    9,152    8,388     -802      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      5.1      0.5     79.3     91.0     97.3     96.6      2.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        1        1       16       12       22       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,859,280
COMMITMENTS
 1149528  890,985  1267651  8147863  8079067 10565042 10237703  1294238  1621577

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    148,935)
  17,472   58,109    6,245  140,853   95,219  164,570  159,573  -15,635  -10,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      7.5     10.7     68.7     68.1     89.1     86.3     10.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      76       58      111      156      170      281      304
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      652,078
COMMITMENTS
  60,192   51,483    7,126  459,120  450,324  526,438  508,933  125,640  143,145

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      6,866)
     394     -956    1,718    5,769    1,340    7,881    2,102   -1,015    4,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.9      1.1     70.4     69.1     80.7     78.0     19.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      45       37       15       87       57      140      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,008,221
COMMITMENTS
 407,570  592,589   23,607  1104011  1238888  1535188  1855084  473,033  153,137

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     14,415)
  31,165   32,303   -3,269  -27,956    6,492      -60   35,526   14,475  -21,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     29.5      1.2     55.0     61.7     76.4     92.4     23.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      82       94       31       83      100      181      209
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,705
COMMITMENTS
     918        0        0    5,310    6,600    6,228    6,600    2,477    2,105

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -232)
       1        0      -57       61        2        5      -55     -237     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.0     61.0     75.8     71.5     75.8     28.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       10       13       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,583
COMMITMENTS
  12,740   27,938       45   65,309   57,060   78,094   85,043   11,489    4,540

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -2,007)
   1,010    1,600       45   -1,942   -2,859     -887   -1,214   -1,120     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     31.2      0.1     72.9     63.7     87.2     94.9     12.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       17        1       37       36       55       53
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,824
COMMITMENTS
   8,240   13,187       85   39,763   30,916   48,088   44,188    7,736   11,636

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      1,470)
     829     -325       -4      477    1,638    1,302    1,309      168      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     23.6      0.2     71.2     55.4     86.1     79.2     13.9     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      12       16        3       23       28       37       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      473,906
COMMITMENTS
 162,777  171,709   11,863  236,782  263,366  411,422  446,938   62,484   26,968

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     14,127)
   7,426    7,776      503    6,654   14,822   14,583   23,101     -456   -8,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     36.2      2.5     50.0     55.6     86.8     94.3     13.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      90       58       12       53       55      149      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,679
COMMITMENTS
  81,980    8,354      343    5,933   92,016   88,256  100,713   26,423   13,966

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      6,768)
   9,317     -464      343     -719    5,430    8,941    5,309   -2,173    1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.5      7.3      0.3      5.2     80.2     77.0     87.8     23.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      41        8        2       10       18       51       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       41,942
COMMITMENTS
   2,787    6,351        0   34,755   30,643   37,542   36,994    4,400    4,948

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        255)
      -4     -107        0      -14     -175      -18     -282      273      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     15.1      0.0     82.9     73.1     89.5     88.2     10.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       15        0       23       21       27       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      495,128
COMMITMENTS
  68,086  233,599    2,825  402,176  232,966  473,087  469,390   22,041   25,738

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     18,541)
    -532   10,955      514   18,506    5,311   18,488   16,780       53    1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     47.2      0.6     81.2     47.1     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      39       85        9       54       76       99      164
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,913
COMMITMENTS
   9,551   18,545      742   35,662   23,960   45,955   43,247   11,958   14,666

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      1,846)
    -248     -565      210      184    1,234      146      879    1,700      967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     32.0      1.3     61.6     41.4     79.4     74.7     20.6     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       20        3       19       25       40       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,515
COMMITMENTS
  27,516    4,128      429   23,370   32,054   51,315   36,611    8,200   22,904

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      3,793)
   1,195      770        4      874    1,087    2,073    1,861    1,720    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2      6.9      0.7     39.3     53.9     86.2     61.5     13.8     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27        7        2       20       18       47       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,974
COMMITMENTS
   4,550      771      277   14,105   18,072   18,932   19,120    2,042    1,854

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        677)
    -398     -330        7     -173       91     -564     -232    1,241      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      3.7      1.3     67.2     86.2     90.3     91.2      9.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        2        7        3       16        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/08/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       60,038
COMMITMENTS
   2,968   18,808    4,654   25,768   26,596   33,390   50,058   26,648    9,980

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      4,571)
    -173    2,315      349    3,971    1,213    4,147    3,877      424      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     31.3      7.8     42.9     44.3     55.6     83.4     44.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       24        8       22       27       35       51
 

Updated May 11, 2007