MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,711
COMMITMENTS
   6,261    1,329      633   19,167   21,319   26,061   23,281    4,650    7,430

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,116)
     438      326      -65      314      392      687      653      429      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      4.3      2.1     62.4     69.4     84.9     75.8     15.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20        5       14       26       22       48       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      252,068
COMMITMENTS
  41,813   42,258   62,457  119,956  116,629  224,226  221,344   27,842   30,724

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -293)
  -1,656      155    1,533   -1,287   -2,220   -1,410     -532    1,117      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     16.8     24.8     47.6     46.3     89.0     87.8     11.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      73       91      103       32       52      183      189
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,887
COMMITMENTS
     574      352       16      544      979    1,134    1,347      753      540

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        -39)
     120       20      -52      -79      -21      -11      -53      -28       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     18.7      0.8     28.8     51.9     60.1     71.4     39.9     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        9        1        6        3       15       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      297,598
COMMITMENTS
  97,971   39,382   42,104  134,464  150,737  274,539  232,223   23,059   65,375

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -1,215)
  -5,618      845    1,203    2,262   -2,545   -2,153     -497      938     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     13.2     14.1     45.2     50.7     92.3     78.0      7.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     110       72       90       74      169      220      303
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       14,681
COMMITMENTS
   4,924    4,917    2,143    5,656    5,801   12,723   12,861    1,958    1,820

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -219)
     259      205     -343     -197       14     -281     -124       62      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     33.5     14.6     38.5     39.5     86.7     87.6     13.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      32       31       15       17       27       58       67
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,702
COMMITMENTS
  11,588    7,119    6,826   10,347    6,692   28,761   20,637    3,941   12,065

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        265)
     470   -1,493    1,120     -715      576      875      203     -610       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     21.8     20.9     31.6     20.5     87.9     63.1     12.1     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      33       41       28       29       47       83      101
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,665
COMMITMENTS
  53,118   21,700    2,029   26,201   73,244   81,348   96,973   34,317   18,692

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      7,138)
   6,872    4,863     -341   -3,440    2,164    3,091    6,686    4,047      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     18.8      1.8     22.7     63.3     70.3     83.8     29.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      34       13        5       20       24       56       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,984
COMMITMENTS
  19,037   23,980        0   24,695   27,624   43,732   51,604   19,252   11,380

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -6,204)
   5,279   -7,214        0  -13,679    2,977   -8,400   -4,237    2,196   -1,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     38.1      0.0     39.2     43.9     69.4     81.9     30.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17       16        0        9       12       26       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,535
COMMITMENTS
  97,539    6,940      723   14,543  103,896  112,805  111,559    3,730    4,976

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -2,310)
  -7,294    1,135      161    6,795   -6,470     -338   -5,174   -1,972    2,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.7      6.0      0.6     12.5     89.2     96.8     95.7      3.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      63       19        6       13       17       80       38
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      160,094
COMMITMENTS
  22,233   47,573      113  122,488   87,829  144,834  135,515   15,260   24,579

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -5,749)
  -3,640   -3,104        6     -681    1,500   -4,315   -1,598   -1,434   -4,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     29.7      0.1     76.5     54.9     90.5     84.6      9.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       31        3       19       20       36       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      165,388
COMMITMENTS
  65,203   25,155    1,636   69,969  121,168  136,808  147,959   28,580   17,429

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -9,035)
   2,994   -3,238      161  -15,496   -5,408  -12,341   -8,485    3,306     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     15.2      1.0     42.3     73.3     82.7     89.5     17.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       25        9       22       21       64       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      212,882
COMMITMENTS
  70,240   63,399    3,481   94,653  104,525  168,374  171,405   44,508   41,477

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      5,536)
  14,831   -1,509      412  -12,179    5,846    3,064    4,749    2,472      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     29.8      1.6     44.5     49.1     79.1     80.5     20.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      56       41       10       30       35       91       81
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,921
COMMITMENTS
  12,274    7,733        0   16,327   21,836   28,601   29,569    2,320    1,352

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        544)
   1,081      -16      -24      -50      497    1,007      457     -463       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     25.0      0.0     52.8     70.6     92.5     95.6      7.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        7        0        8       11       24       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,230,299
COMMITMENTS
 1820321  758,041  740,746  5602973  6826603  8164040  8325390  1066259  904,909

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -33,486)
   9,522  -78,143  -10,156  -42,192  104,168  -42,826   15,869    9,340  -49,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      8.2      8.0     60.7     74.0     88.4     90.2     11.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      75       29       83      130      131      238      220
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      565,457
COMMITMENTS
  66,741   86,674    9,402  371,939  363,235  448,082  459,311  117,375  106,146

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      8,673)
   4,213    3,200    1,213     -684   -2,915    4,742    1,498    3,931    7,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     15.3      1.7     65.8     64.2     79.2     81.2     20.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      36       42       19       77       62      124      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,225,222
COMMITMENTS
 391,253  616,037   46,810  1412445  1338440  1850508  2001287  374,714  223,935

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     96,018)
  26,334   46,454   -4,588   29,236   16,271   50,982   58,137   45,036   37,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     27.7      2.1     63.5     60.1     83.2     89.9     16.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      79      114       42      100       98      202      231
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,442
COMMITMENTS
   8,641   41,278       64   70,131   44,033   78,836   85,375   11,606    5,067

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        298)
   1,309      399       -6   -1,095      423      208      816       90     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     45.6      0.1     77.5     48.7     87.2     94.4     12.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       17        1       40       25       53       42
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       37,186
COMMITMENTS
   6,014    8,679       16   23,772   17,204   29,802   25,899    7,384   11,287

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -485)
      32      649        0     -469       -1     -437      648      -48   -1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     23.3      0.0     63.9     46.3     80.1     69.6     19.9     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       10        1       26       19       35       30
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      372,819
COMMITMENTS
  83,403  148,611   10,900  221,793  192,720  316,096  352,231   56,723   20,588

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -7,497)
 -26,453     -142    3,679   15,854   -9,530   -6,920   -5,993     -577   -1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     39.9      2.9     59.5     51.7     84.8     94.5     15.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      60       69       21       49       53      119      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      111,047
COMMITMENTS
  72,418   11,117      914    8,600   89,280   81,932  101,311   29,115    9,736

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      9,531)
   2,625   -1,222      114    1,639    9,928    4,378    8,820    5,153      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2     10.0      0.8      7.7     80.4     73.8     91.2     26.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      37        9        2        8       19       46       29
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,170
COMMITMENTS
   6,528   13,705       12   18,511   21,942   25,051   35,659   15,119    4,511

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        867)
     -10     -298        0      596      699      586      401      281      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     34.1      0.0     46.1     54.6     62.4     88.8     37.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       17        1       15       22       19       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      711,598
COMMITMENTS
  65,771  301,687    5,568  627,369  323,198  698,708  630,453   12,890   81,145

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     10,360)
  -6,597    9,858      592   15,904   -2,100    9,899    8,350      461    2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     42.4      0.8     88.2     45.4     98.2     88.6      1.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      29      120       18       65       82      106      208
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       90,528
COMMITMENTS
  11,502   51,293      725   68,307   30,532   80,534   82,550    9,994    7,978

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:         84)
  -1,525     -991      115    1,708      486      298     -390     -214      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     56.7      0.8     75.5     33.7     89.0     91.2     11.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       22        2       16       21       35       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,109
COMMITMENTS
  23,277    5,383      635   18,606   36,710   42,518   42,728   17,591   17,381

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        647)
  -1,136     -185     -170     -271     -910   -1,577   -1,265    2,224    1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      9.0      1.1     31.0     61.1     70.7     71.1     29.3     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14        9        2       16       14       30       25
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       17,499
COMMITMENTS
   3,114   11,196       97   12,376    4,812   15,587   16,105    1,912    1,394

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        429)
     367      199        0       33      292      400      491       29      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     64.0      0.6     70.7     27.5     89.1     92.0     10.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        1        8        7       13       13
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,170
COMMITMENTS
   6,378      344        0    8,598   15,256   14,976   15,600    1,194      570

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -1,786)
    -431      128        0     -402   -1,057     -833     -929     -953     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      2.1      0.0     53.2     94.3     92.6     96.5      7.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        2        0        5        5       17        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       26,426
COMMITMENTS
   4,081    2,455       39   20,600   13,902   24,720   16,396    1,706   10,030

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -126)
     103     -970        0    1,866      202    1,969     -768   -2,095      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      9.3      0.1     78.0     52.6     93.5     62.0      6.5     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        2       15       18       23       22
 

Updated May 23, 2008