MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,574
COMMITMENTS
   9,812      898    1,027   20,210   27,115   31,049   29,040    6,525    8,534

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,764)
  -1,070      -81      103     -715   -1,888   -1,682   -1,866      -82      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      2.4      2.7     53.8     72.2     82.6     77.3     17.4     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18        6       14       25       20       49       35
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      184,131
COMMITMENTS
  39,508   38,712   40,807   82,471   80,552  162,786  160,071   21,345   24,060

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,019)
   3,567    6,206   -3,156    2,081     -604    2,492    2,446     -473     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.0     22.2     44.8     43.7     88.4     86.9     11.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      71       83       85       27       32      155      156
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,058
COMMITMENTS
  59,638   32,893   47,285  120,256  119,257  227,179  199,435   23,879   51,623

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -14,848)
  -5,975   -6,175   -4,324   -2,018   -2,157  -12,317  -12,656   -2,531   -2,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     13.1     18.8     47.9     47.5     90.5     79.4      9.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      75       64       80       73      130      206      239
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,005
COMMITMENTS
   2,661    2,745    1,451    1,917    1,891    6,029    6,087    1,976    1,918

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        346)
     -83     -519      736     -190      152      463      369     -117      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     34.3     18.1     23.9     23.6     75.3     76.0     24.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       26       18       17       25       55       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,007
COMMITMENTS
   7,993    3,786    1,004    7,611    5,342   16,608   10,132    4,399   10,875

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:          1)
    -199      671     -123      794     -513      472       35     -471      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     18.0      4.8     36.2     25.4     79.1     48.2     20.9     51.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      37       20       16       27       43       74       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      184,722
COMMITMENTS
  85,481   41,623    2,771   60,498  113,313  148,750  157,707   35,972   27,015

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,053)
  -6,669    1,493      414    7,215   -4,458      960   -2,551   -3,013      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     22.5      1.5     32.8     61.3     80.5     85.4     19.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      44       22        6       23       21       72       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       99,547
COMMITMENTS
  11,536   69,788      525   76,290    9,178   88,351   79,491   11,196   20,056

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,030)
   1,892      936      513     -661    1,919    1,744    3,368      286   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     70.1      0.5     76.6      9.2     88.8     79.9     11.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       30        3       10       11       23       43
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      141,432
COMMITMENTS
  97,365    6,309    3,295   30,603  127,721  131,263  137,325   10,169    4,107

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      1,467)
   2,625   -2,294    1,804   -3,278    1,127    1,151      637      316      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8      4.5      2.3     21.6     90.3     92.8     97.1      7.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      75       13        4       13       20       90       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,314
COMMITMENTS
  85,999   24,139      514   22,388   97,239  108,901  121,892   33,413   20,422

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     12,786)
  16,051    1,601      463   -5,243    9,418   11,271   11,482    1,515    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4     17.0      0.4     15.7     68.3     76.5     85.7     23.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      36       21        7       16       23       59       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      311,288
COMMITMENTS
  53,781  177,787    1,097  209,829   97,812  264,707  276,696   46,581   34,592

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -7,760)
   2,480  -19,757      -95  -12,896   14,506  -10,511   -5,346    2,751   -2,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     57.1      0.4     67.4     31.4     85.0     88.9     15.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      39       70       11       31       25       75      101
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      214,948
COMMITMENTS
 119,341   34,376    2,729   33,497  136,957  155,567  174,062   59,381   40,886

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      1,077)
  -4,865    4,489     -238    2,952   -9,299   -2,151   -5,048    3,228    6,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     16.0      1.3     15.6     63.7     72.4     81.0     27.6     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      65       36       16       33       35      106       79
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,528
COMMITMENTS
  21,210    1,292        6    3,823   24,816   25,039   26,114    2,489    1,414

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      3,732)
   5,503      496        0   -1,775    3,286    3,728    3,782        4      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0      4.7      0.0     13.9     90.1     91.0     94.9      9.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        3        1        9       16       29       20
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       57,033
COMMITMENTS
   6,112   22,947    2,424   45,078   27,514   53,614   52,885    3,419    4,148

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      4,462)
    -458   17,853    2,159    2,067  -16,845    3,768    3,167      694    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     40.2      4.3     79.0     48.2     94.0     92.7      6.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3       14       10       18       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,017,363
COMMITMENTS
 1444435  1219297  1186482  8181821  8136698 10812738 10542477  1204625  1474886

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -10,094)
 -44,122   78,667   49,520 -121,496 -164,754 -116,098  -36,567  106,004   26,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.1      9.9     68.1     67.7     90.0     87.7     10.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      72       64      100      158      175      276      306
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      703,534
COMMITMENTS
  60,986   64,349   22,765  475,234  476,773  558,985  563,887  144,549  139,647

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     27,152)
   4,072     -866   11,695    2,015   13,499   17,782   24,328    9,370    2,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      9.1      3.2     67.5     67.8     79.5     80.2     20.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      44       37       25       86       63      145      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,405,114
COMMITMENTS
 494,616  759,244   32,320  1478461  1436618  2005397  2228182  399,717  176,932

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    204,587)
  38,786   37,479    4,144  217,106  161,639  260,036  203,262  -55,449    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     31.6      1.3     61.5     59.7     83.4     92.6     16.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      88      107       38       92      101      204      223
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,650
COMMITMENTS
     891        0        0    6,144    7,203    7,035    7,203    2,615    2,447

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        302)
     -17        0        0      275      -52      258      -52       44      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      0.0     63.7     74.6     72.9     74.6     27.1     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       13       10       15       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       96,681
COMMITMENTS
  12,631   27,176        0   71,254   65,873   83,885   93,049   12,796    3,632

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      5,620)
      84     -179        0    3,944    6,394    4,028    6,215    1,592     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     28.1      0.0     73.7     68.1     86.8     96.2     13.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16       13        0       43       39       59       52
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,701
COMMITMENTS
   7,032   13,957       27   47,353   37,144   54,412   51,128    7,289   10,573

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -652)
   1,427     -585       -6   -1,863   -1,261     -442   -1,852     -210    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     22.6      0.0     76.7     60.2     88.2     82.9     11.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       18        3       27       26       39       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      477,255
COMMITMENTS
 163,399  196,888    3,376  265,325  254,092  432,100  454,356   45,155   22,899

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     21,763)
  17,446   21,738   -1,357    8,140    4,144   24,229   24,525   -2,466   -2,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     41.3      0.7     55.6     53.2     90.5     95.2      9.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      87       69       17       52       58      150      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,120
COMMITMENTS
  85,106    7,850      398    6,599  101,954   92,103  110,202   30,017   11,918

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     24,330)
  23,560  -14,358     -197   -4,326   39,603   19,037   25,048    5,293     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.7      6.4      0.3      5.4     83.5     75.4     90.2     24.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      40       10        2       11       18       52       29
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       51,150
COMMITMENTS
   2,408    8,191      500   43,585   36,974   46,493   45,665    4,657    5,485

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,726)
    -365     -362      500    3,041    2,569    3,176    2,707     -450       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     16.0      1.0     85.2     72.3     90.9     89.3      9.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4       15        1       25       23       29       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      600,762
COMMITMENTS
  72,191  265,033    2,821  511,826  309,447  586,838  577,301   13,924   23,461

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     31,917)
   5,688    4,249     -385   26,751   29,566   32,054   33,430     -137   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     44.1      0.5     85.2     51.5     97.7     96.1      2.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      44       87       11       57       81      106      175
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       83,435
COMMITMENTS
  13,152   16,608    5,191   48,322   41,049   66,665   62,848   16,770   20,587

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     25,181)
     746       73    4,480   15,455   15,630   20,681   20,183    4,500    4,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     19.9      6.2     57.9     49.2     79.9     75.3     20.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       20       14       29       32       61       59
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,787
COMMITMENTS
  23,701    4,800    1,232   28,582   35,824   53,515   41,856   17,272   28,931

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     12,838)
  -1,180     -137      730    2,310    2,393    1,860    2,986   10,978    9,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      6.8      1.7     40.4     50.6     75.6     59.1     24.4     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24        7        5       25       24       50       35
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,420
COMMITMENTS
   5,048    1,038      270   14,409   18,503   19,727   19,811      693      609

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        912)
     576      187        0      289      604      865      791       47      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      5.1      1.3     70.6     90.6     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        1        7        5       16       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       60,595
COMMITMENTS
   2,162   18,345    5,510   24,786   26,965   32,458   50,820   28,137    9,775

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,054)
      -1     -620   -1,018     -266     -255   -1,285   -1,893      231      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     30.3      9.1     40.9     44.5     53.6     83.9     46.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       20       11       24       24       39       47
 

Updated June 8, 2007