MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       46,158
COMMITMENTS
   5,599      857    8,089   24,847   27,200   38,535   36,146    7,623   10,012

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -1,749)
     472      141     -773     -366     -506     -668   -1,137   -1,081     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      1.9     17.5     53.8     58.9     83.5     78.3     16.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19        7       16       27       26       51       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      181,755
COMMITMENTS
  33,308   24,886   42,290   82,090   87,763  157,688  154,938   24,067   26,817

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        981)
   1,324    3,036   -1,262    1,214   -2,205    1,276     -431     -295    1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     13.7     23.3     45.2     48.3     86.8     85.2     13.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      75       61       84       37       39      155      162
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      280,627
COMMITMENTS
  63,814   28,483   69,710  120,240  127,781  253,764  225,974   26,863   54,653

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    -10,901)
    -825     -406  -12,628    2,147      942  -11,306  -12,092      405    1,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     10.1     24.8     42.8     45.5     90.4     80.5      9.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      96       50       79       90      132      232      230
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        8,496
COMMITMENTS
   2,904    4,135      660    2,682    1,785    6,247    6,580    2,249    1,916

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -541)
      48      158     -406       76       79     -283     -170     -258     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     48.7      7.8     31.6     21.0     73.5     77.5     26.5     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       30       12       17       21       47       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       24,419
COMMITMENTS
   8,051    2,167    3,293    8,092    6,938   19,435   12,398    4,984   12,022

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -2,332)
    -935      -29     -254     -736     -815   -1,925   -1,098     -407   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      8.9     13.5     33.1     28.4     79.6     50.8     20.4     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      45       18       17       41       49       94       78
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      158,680
COMMITMENTS
  64,754   46,071    9,772   48,945   74,669  123,471  130,512   35,209   28,167

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      3,663)
  14,176    3,484   -3,752   -4,195    4,146    6,229    3,878   -2,565     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     29.0      6.2     30.8     47.1     77.8     82.2     22.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       30       11       22       24       58       58
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       85,725
COMMITMENTS
  14,736   49,289    2,413   53,201   19,359   70,350   71,062   15,374   14,663

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        939)
  -1,820    1,366     -308    5,008   -1,638    2,880     -581   -1,941    1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     57.5      2.8     62.1     22.6     82.1     82.9     17.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       24        4        8       13       26       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      126,679
COMMITMENTS
  69,338   21,013    1,722   47,025  101,074  118,085  123,809    8,594    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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      142,835
COMMITMENTS
  75,115   21,225    5,257   27,679   94,744  108,051  121,226   34,784   21,609

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    -13,457)
 -13,210     -714   -3,164    3,080   -6,716  -13,293  -10,594     -163   -2,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6     14.9      3.7     19.4     66.3     75.6     84.9     24.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      43       15        9       18       24       64       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      314,097
COMMITMENTS
  45,990  163,670   11,427  211,855  101,214  269,272  276,311   44,825   37,785

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        474)
   4,426   -2,642   -2,515      369    4,684    2,280     -473   -1,806      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     52.1      3.6     67.4     32.2     85.7     88.0     14.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      35       63       17       30       23       72       96
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      256,528
COMMITMENTS
 126,108   22,622   23,889   40,364  168,250  190,361  214,761   66,167   41,767

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    -21,743)
  -3,728   -1,636   -6,608   -4,176   -7,748  -14,513  -15,993   -7,230   -5,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2      8.8      9.3     15.7     65.6     74.2     83.7     25.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      71       36       32       33       39      119       92
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   18,629,167
COMMITMENTS
 991,249  881,013  5571449 10675152 10463128 17237850 16915590  1391317  1713577

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    222,686)
 -45,746   45,052  134,852  126,305   39,455  215,411  219,360    7,275    3,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      4.7     29.9     57.3     56.2     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      87       69      137      179      181      326      337
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      834,417
COMMITMENTS
  69,130   58,520  123,590  495,113  480,295  687,834  662,405  146,583  172,011

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     33,876)
   2,464    3,132   16,537   12,723    6,722   31,724   26,392    2,152    7,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      7.0     14.8     59.3     57.6     82.4     79.4     17.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      50       53       74       94       68      189      150
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,134,629
COMMITMENTS
 400,856  585,894  125,600  1124602  1253189  1651059  1964683  483,570  169,946

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     40,560)
  33,162   33,490   16,769  -24,592    9,629   25,339   59,889   15,221  -19,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     27.4      5.9     52.7     58.7     77.3     92.0     22.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      78      113       77       88      106      216      246
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       56,583
COMMITMENTS
   8,243   13,096      493   39,978   31,025   48,713   44,614    7,869   11,969

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      1,542)
     817     -402       74      506    1,662    1,397    1,335      146      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     23.1      0.9     70.7     54.8     86.1     78.8     13.9     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       22        8       25       29       42       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      484,991
COMMITMENTS
 162,917  172,354   20,136  239,110  264,773  422,164  457,264   62,827   27,727

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     15,256)
   7,417    8,133    1,240    7,028   14,699   15,685   24,071     -429   -8,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     35.5      4.2     49.3     54.6     87.0     94.3     13.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      91       57       22       55       56      159      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      116,752
COMMITMENTS
  82,096    8,354      601    6,280   92,647   88,977  101,603   27,775   15,149

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      6,647)
   9,472     -464      237     -745    5,495    8,964    5,268   -2,317    1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.3      7.2      0.5      5.4     79.4     76.2     87.0     23.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      41        8        4       10       18       51       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       41,952
COMMITMENTS
   2,787    6,352        0   34,756   30,643   37,543   36,995    4,409    4,956

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        257)
      -4     -106        0      -14     -175      -18     -281      275      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     15.1      0.0     82.8     73.0     89.5     88.2     10.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4       17        0       23       21       27       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      511,502
COMMITMENTS
  69,868  233,669   13,581  405,169  236,428  488,619  483,679   22,883   27,823

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     20,159)
      34   11,521    1,113   19,221    5,414   20,368   18,049     -209    2,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     45.7      2.7     79.2     46.2     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      38      112       49       54       77      137      193
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       57,923
COMMITMENTS
   9,557   18,545      743   35,665   23,968   45,965   43,256   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 TRADER
    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:       84)
      23       20        6       20       26       45       50
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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