MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,927
COMMITMENTS
  10,692    1,090      578   20,465   27,726   31,735   29,394    6,192    8,533

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,846)
   1,005      -41      -59      759    1,734    1,705    1,634      141      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      2.9      1.5     54.0     73.1     83.7     77.5     16.3     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20        3        9       24       20       46       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      175,823
COMMITMENTS
  32,677   27,615   43,118   78,285   80,776  154,080  151,509   21,743   24,314

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,259)
     -85    1,812    4,933   -1,605   -3,617    3,243    3,128     -984     -869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     15.7     24.5     44.5     45.9     87.6     86.2     12.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      65       65       82       28       33      145      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      261,875
COMMITMENTS
  66,057   41,341   50,108  120,292  118,923  236,457  210,372   25,418   51,503

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      8,419)
   3,080    1,422    1,531    3,231    3,908    7,842    6,861      577    1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     15.8     19.1     45.9     45.4     90.3     80.3      9.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      81       62       86       76      136      224      240
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,181
COMMITMENTS
   2,654    3,986      429    2,134      937    5,217    5,352    1,964    1,829

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     -1,011)
    -307     -150      -88     -461     -780     -856   -1,018     -155        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     55.5      6.0     29.7     13.0     72.7     74.5     27.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       28       11       17       18       47       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,694
COMMITMENTS
   8,291    2,596    1,807    7,787    6,352   17,885   10,755    4,809   11,939

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        619)
     240     -780      342      -98      -77      484     -515      135    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     11.4      8.0     34.3     28.0     78.8     47.4     21.2     52.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      42       19       16       32       47       86       74
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      168,888
COMMITMENTS
  82,619   39,522    1,358   50,330  102,977  134,307  143,857   34,581   25,031

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     22,577)
  17,502   -7,776   -1,344    3,675   30,856   19,833   21,736    2,744      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     23.4      0.8     29.8     61.0     79.5     85.2     20.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       22        2       19       23       58       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       81,328
COMMITMENTS
  17,093   51,838      482   51,673   14,385   69,248   66,705   12,080   14,623

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -408)
   2,233    2,626     -140      106   -3,395    2,199     -909   -2,607      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     63.7      0.6     63.5     17.7     85.1     82.0     14.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       24        2        7       14       26       38
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,943
COMMITMENTS
  85,844   22,782    1,363   46,229  115,506  133,436  139,651    9,507    3,292

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     16,266)
  16,506    1,771     -359     -796   14,432   15,351   15,844      915      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1     15.9      1.0     32.3     80.8     93.3     97.7      6.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      66       19        4       14       19       82       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      126,092
COMMITMENTS
  64,011   22,933      273   32,792   82,193   97,076  105,399   29,016   20,693

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     -8,048)
 -10,971      -52      217    6,717   -9,575   -4,037   -9,410   -4,011    1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     18.2      0.2     26.0     65.2     77.0     83.6     23.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36       17        3       14       22       52       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      297,263
COMMITMENTS
  46,650  174,546    1,435  204,220   85,983  252,305  261,964   44,958   35,299

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     12,483)
  -4,563   11,074       33   13,549    1,128    9,019   12,235    3,464      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     58.7      0.5     68.7     28.9     84.9     88.1     15.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      33       63        5       29       20       64       86
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      236,773
COMMITMENTS
 146,922   27,384    2,594   28,486  170,028  178,002  200,006   58,771   36,767

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     13,409)
  16,580    2,312      522   -1,913    9,604   15,189   12,438   -1,780      971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.1     11.6      1.1     12.0     71.8     75.2     84.5     24.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      78       28       12       31       35      113       72
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,331
COMMITMENTS
  20,095      856        6    3,430   23,794   23,531   24,656    2,800    1,675

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,714)
   3,679     -305        6     -821    2,860    2,864    2,561     -150      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3      3.3      0.0     13.0     90.4     89.4     93.6     10.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        2        1        8       14       25       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,978,719
COMMITMENTS
 1323043  960,013  1235493  8249541  8305382 10808077 10500888  1170642  1477831

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    119,439)
 173,515   69,028  -32,158  101,678  226,315  243,035  263,185 -123,596 -143,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      8.0     10.3     68.9     69.3     90.2     87.7      9.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      76       56      102      158      173      276      298
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      660,594
COMMITMENTS
  58,608   57,166    7,914  461,243  450,068  527,765  515,148  132,829  145,446

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      8,516)
  -1,584    5,683      788    2,123     -256    1,327    6,215    7,189    2,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      8.7      1.2     69.8     68.1     79.9     78.0     20.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      44       40       11       86       57      136      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,010,006
COMMITMENTS
 425,206  599,999   21,997  1070133  1212170  1517336  1834166  492,670  175,840

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,785)
  17,636    7,410   -1,610  -33,878  -26,718  -17,852  -20,918   19,637   22,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     29.9      1.1     53.2     60.3     75.5     91.3     24.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      89       90       28       81       99      186      201
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,294
COMMITMENTS
     919        0        0    5,934    7,165    6,853    7,165    2,441    2,129

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        589)
       1        0        0      624      565      625      565      -36       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      0.0     63.8     77.1     73.7     77.1     26.3     22.9

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 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,696
COMMITMENTS
  14,265   28,413        0   65,193   57,733   79,458   86,146   11,238    4,550

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,113)
   1,525      475      -45     -116      673    1,364    1,103     -251       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     31.3      0.0     71.9     63.7     87.6     95.0     12.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       18        0       38       35       53       53
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,255
COMMITMENTS
   6,476   14,897       96   44,100   32,333   50,672   47,326    7,583   10,929

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,431)
  -1,764    1,710       11    4,337    1,417    2,584    3,138     -153     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     25.6      0.2     75.7     55.5     87.0     81.2     13.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13       20        4       25       25       41       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      458,310
COMMITMENTS
 149,707  180,772    7,588  243,873  245,536  401,168  433,896   57,142   24,414

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    -15,596)
 -13,070    9,063   -4,275    7,091  -17,830  -10,254  -13,042   -5,342   -2,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     39.4      1.7     53.2     53.6     87.5     94.7     12.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      88       71       12       50       51      145      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,784
COMMITMENTS
  83,700    8,562      374    4,597   94,056   88,671  102,992   26,113   11,792

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        105)
   1,720      208       31   -1,336    2,040      415    2,279     -310   -2,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9      7.5      0.3      4.0     81.9     77.3     89.7     22.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      45        9        1       10       18       55       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,755
COMMITMENTS
   2,821    8,531        0   38,003   32,924   40,824   41,455    4,931    4,300

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      3,813)
      34    2,180        0    3,248    2,281    3,282    4,461      531     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     18.6      0.0     83.1     72.0     89.2     90.6     10.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       16        0       23       20       27       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      537,523
COMMITMENTS
  65,009  249,730    1,765  455,243  263,320  522,017  514,815   15,506   22,708

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     42,395)
  -3,077   16,131   -1,060   53,067   30,354   48,930   45,425   -6,535   -3,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     46.5      0.3     84.7     49.0     97.1     95.8      2.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      41       92        9       56       77      103      172
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,893
COMMITMENTS
  11,736   16,669      941   32,452   25,711   45,129   43,321   11,764   13,572

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     -1,020)
   2,185   -1,876      199   -3,210    1,751     -826       74     -194   -1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     29.3      1.7     57.0     45.2     79.3     76.1     20.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       20        4       20       27       42       49
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,311
COMMITMENTS
  25,413    4,753      664   23,174   34,481   49,251   39,898   10,060   19,413

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -204)
  -2,103      625      235     -196    2,427   -2,064    3,287    1,860   -3,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      8.0      1.1     39.1     58.1     83.0     67.3     17.0     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      27        6        2       17       18       44       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,441
COMMITMENTS
   5,002      701      270   14,616   18,715   19,888   19,686    1,553    1,755

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        467)
     452      -70       -7      511      643      956      566     -489      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      3.3      1.3     68.2     87.3     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        1        9        5       19        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       62,401
COMMITMENTS
   2,968   18,708    5,389   25,401   26,915   33,758   51,012   28,643   11,389

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,363)
       0     -100      735     -367      319      368      954    1,995    1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     30.0      8.6     40.7     43.1     54.1     81.7     45.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       24       10       24       26       39       50
 

Updated May 18, 2007