MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       46,918
COMMITMENTS
   5,731      826    7,864   25,113   28,140   38,708   36,830    8,210   10,088

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,804)
    -888      -90     -624   -1,251   -2,107   -2,763   -2,821      -41       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      1.8     16.8     53.5     60.0     82.5     78.5     17.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      19        8       17       28       25       54       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      193,654
COMMITMENTS
  40,093   37,420   46,514   84,451   83,828  171,057  167,762   22,597   25,892

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,809)
   3,584    5,659   -2,059    1,865     -499    3,390    3,100     -580     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     19.3     24.0     43.6     43.3     88.3     86.6     11.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      80       75       89       31       33      163      157
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      269,546
COMMITMENTS
  60,494   24,905   59,894  124,137  129,924  244,525  214,722   25,022   54,824

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -26,132)
  -5,700   -3,751  -14,334   -2,777   -4,732  -22,811  -22,817   -3,320   -3,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      9.2     22.2     46.1     48.2     90.7     79.7      9.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      90       58       92       91      137      238      252
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        8,505
COMMITMENTS
   2,667    2,703    1,676    2,047    2,088    6,391    6,467    2,114    2,038

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        231)
     -25     -557      693     -236      140      431      275     -200      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     31.8     19.7     24.1     24.5     75.1     76.0     24.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      25       25       20       20       27       60       63
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       23,001
COMMITMENTS
   7,903    2,725    2,572    7,713    5,640   18,188   10,937    4,813   12,064

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:         77)
    -173      711     -113      797     -521      510       77     -434       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4     11.8     11.2     33.5     24.5     79.1     47.5     20.9     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      39       21       17       34       48       84       76
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      206,576
COMMITMENTS
  83,919   40,277   15,595   67,457  118,446  166,971  174,318   39,605   32,258

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      1,412)
  -7,284      860    2,866    8,628   -3,001    4,210      725   -2,798      687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     19.5      7.5     32.7     57.3     80.8     84.4     19.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      41       28       17       23       24       75       58
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:      103,680
COMMITMENTS
  11,370   69,794    2,377   78,084   10,812   91,831   82,984   11,849   20,696

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,022)
   1,699      938      581     -545    1,782    1,734    3,301      288   -1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     67.3      2.3     75.3     10.4     88.6     80.0     11.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11       32        4       11       11       24       45
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      141,435
COMMITMENTS
  97,363    6,309    3,297   30,603  127,721  131,263  137,327   10,172    4,108

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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      154,765
COMMITMENTS
  87,075   23,769    6,997   25,101  100,775  119,172  131,540   35,593   23,225

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     13,494)
  15,882      916    1,395   -5,250    9,738   12,027   12,049    1,467    1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.3     15.4      4.5     16.2     65.1     77.0     85.0     23.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      36       23       14       19       24       67       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      346,279
COMMITMENTS
  46,865  178,072   14,538  233,277  115,944  294,680  308,553   51,599   37,725

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -6,695)
   1,495  -19,817      936  -12,574   14,638  -10,143   -4,243    3,448   -2,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     51.4      4.2     67.4     33.5     85.1     89.1     14.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      45       72       24       34       26       88      113
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      254,389
COMMITMENTS
 114,919   30,676   28,203   45,914  149,285  189,036  208,165   65,353   46,225

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      3,422)
  -5,571    1,567    1,752    4,815   -6,434      996   -3,116    2,426    6,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2     12.1     11.1     18.0     58.7     74.3     81.8     25.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      68       41       37       36       37      124       95
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   21,172,776
COMMITMENTS
 1309732  1296550  7226905 11324345 11051614 19860982 19575069  1311795  1597707

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:  1,156,272)
 -16,442   99,016  900,296  177,468  120,071  1061323  1119383   94,949   36,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      6.1     34.1     53.5     52.2     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      82       80      137      180      181      327      339
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      862,336
COMMITMENTS
  63,546   61,467  134,096  502,789  502,487  700,431  698,050  161,905  164,287

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     43,484)
   2,906     -322   23,882    7,335   17,921   34,124   41,481    9,360    2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      7.1     15.6     58.3     58.3     81.2     80.9     18.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      44       56       75       92       67      189      149
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,523,534
COMMITMENTS
 475,709  738,019  133,104  1504205  1460445  2113018  2331568  410,516  191,966

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    226,114)
  33,490   31,225   24,425  223,028  167,779  280,943  223,429  -54,829    2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     29.2      5.3     59.6     57.9     83.7     92.4     16.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      91      118       87       95      104      239      257
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       62,124
COMMITMENTS
   7,037   13,949      188   47,513   37,219   54,738   51,356    7,386   10,768

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:       -578)
   1,432     -599       33   -1,841   -1,245     -376   -1,811     -201    1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     22.5      0.3     76.5     59.9     88.1     82.7     11.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       21        5       28       28       42       51
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      484,826
COMMITMENTS
 163,345  197,574    8,771  267,310  254,909  439,426  461,255   45,400   23,571

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     23,142)
  17,621   21,988     -496    8,575    4,191   25,700   25,683   -2,558   -2,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     40.8      1.8     55.1     52.6     90.6     95.1      9.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      87       71       29       53       60      158      142
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      124,824
COMMITMENTS
  85,106    7,754      813    7,050  102,883   92,969  111,450   31,855   13,374

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     24,668)
  23,425  -14,454      -70   -4,156   40,099   19,198   25,574    5,470     -907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2      6.2      0.7      5.6     82.4     74.5     89.3     25.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      40       10        3       11       18       52       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       51,159
COMMITMENTS
   2,408    8,192      500   43,586   36,974   46,494   45,666    4,665    5,493

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,730)
    -365     -362      500    3,041    2,569    3,176    2,707     -446       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       60)
       4       17        1       25       23       29       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      625,235
COMMITMENTS
  71,903  262,910   21,697  516,687  313,554  610,287  598,161   14,948   27,074

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     37,622)
   5,603    3,706    3,814   27,928   30,347   37,345   37,867      277     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     42.0      3.5     82.6     50.1     97.6     95.7      2.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      43      117       60       57       82      153      207
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       83,457
COMMITMENTS
  13,163   16,611    5,194   48,329   41,064   66,687   62,870   16,770   20,587

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     25,191)
     752       75    4,483   15,458   15,637   20,693   20,195    4,498    4,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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:       96)
      23       23       18       30       33       66       65
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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