MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,676
COMMITMENTS
   6,990    1,520      600   19,204   21,790   26,794   23,910    4,882    7,766

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        965)
     729      191      -33       37      471      733      629      232      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      4.8      1.9     60.6     68.8     84.6     75.5     15.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22        5       14       28       22       51       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      258,638
COMMITMENTS
  42,691   42,571   65,854  121,939  120,734  230,484  229,159   28,154   29,479

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      6,570)
     878      313    3,397    1,983    4,105    6,258    7,815      312   -1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     16.5     25.5     47.1     46.7     89.1     88.6     10.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      77       86      104       31       54      183      190
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,011
COMMITMENTS
     574      445       85      521      945    1,180    1,475      831      536

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        124)
       0       93       69      -23      -34       46      128       78       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     22.1      4.2     25.9     47.0     58.7     73.3     41.3     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8       11        2        6        3       16       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,795
COMMITMENTS
  94,441   36,360   43,500  135,667  150,619  273,608  230,479   23,187   66,316

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -803)
  -3,530   -3,022    1,396    1,203     -118     -931   -1,744      128      941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     12.3     14.7     45.7     50.7     92.2     77.7      7.8     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     116       74       94       70      164      231      297
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       15,434
COMMITMENTS
   4,611    4,479    2,704    5,989    6,431   13,304   13,614    2,130    1,820

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        753)
    -313     -438      561      333      630      581      753      172        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     29.0     17.5     38.8     41.7     86.2     88.2     13.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      27       31       16       20       27       59       67
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,077
COMMITMENTS
  10,463    5,268    7,013    9,679    6,810   27,155   19,091    3,922   11,986

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -1,625)
  -1,125   -1,851      187     -668      118   -1,606   -1,546      -19      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     17.0     22.6     31.1     21.9     87.4     61.4     12.6     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      35       32       23       23       44       75       89
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      127,620
COMMITMENTS
  69,636   19,511    1,851   21,937   87,714   93,424  109,076   34,196   18,544

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     11,955)
  16,518   -2,189     -178   -4,264   14,470   12,076   12,103     -121     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     15.3      1.5     17.2     68.7     73.2     85.5     26.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      41       12        3       20       24       63       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       69,571
COMMITMENTS
  18,907   28,756        2   31,423   29,391   50,332   58,149   19,239   11,422

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      6,587)
    -130    4,776        2    6,728    1,767    6,600    6,545      -13       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     41.3      0.0     45.2     42.2     72.3     83.6     27.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       16        1        8       16       25       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      120,338
COMMITMENTS
 100,428    5,672      482   12,118  112,378  113,028  118,532    7,310    1,806

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      3,803)
   2,889   -1,268     -241   -2,425    8,482      223    6,973    3,580   -3,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.5      4.7      0.4     10.1     93.4     93.9     98.5      6.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      67       13        3       11       20       81       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      164,058
COMMITMENTS
  22,471   47,359       39  126,653   92,447  149,163  139,845   14,895   24,213

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      3,964)
     238     -214      -74    4,165    4,618    4,329    4,330     -365     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     28.9      0.0     77.2     56.4     90.9     85.2      9.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      13       29        4       20       21       36       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      171,688
COMMITMENTS
  62,907   29,603    1,147   79,024  123,067  143,078  153,817   28,610   17,871

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      6,300)
  -2,296    4,448     -489    9,055    1,899    6,270    5,858       30      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     17.2      0.7     46.0     71.7     83.3     89.6     16.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      36       26       10       25       22       64       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      222,241
COMMITMENTS
  64,503   67,893    3,506  108,565  110,485  176,574  181,884   45,667   40,357

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      9,359)
  -5,737    4,494       25   13,912    5,960    8,200   10,479    1,159   -1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     30.5      1.6     48.9     49.7     79.5     81.8     20.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      60       41       13       30       34       95       83
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,124
COMMITMENTS
  12,903    7,939       19   16,861   22,857   29,783   30,815    2,341    1,309

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,203)
     629      206       19      534    1,021    1,182    1,246       21      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     24.7      0.1     52.5     71.2     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        7        1        8       16       24       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,362,061
COMMITMENTS
 1752184  802,091  777,347  5798340  6843279  8327871  8422717  1034190  939,344

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    131,762)
 -68,137   44,050   36,601  195,367   16,676  163,831   97,327  -32,069   34,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      8.6      8.3     61.9     73.1     89.0     90.0     11.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      74       32       84      127      129      234      221
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      561,322
COMMITMENTS
  65,058   89,094   10,072  370,923  356,986  446,053  456,152  115,269  105,170

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -4,135)
  -1,683    2,420      670   -1,016   -6,249   -2,029   -3,159   -2,106     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     15.9      1.8     66.1     63.6     79.5     81.3     20.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      36       43       18       75       60      122      110
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,290,268
COMMITMENTS
 425,620  639,482   52,937  1450053  1404764  1928610  2097183  361,658  193,085

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     65,046)
  34,367   23,445    6,127   37,608   66,324   78,102   95,896  -13,056  -30,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     27.9      2.3     63.3     61.3     84.2     91.6     15.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      82      123       47       97       98      207      240
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,118
COMMITMENTS
  11,312   42,104       64   70,777   47,840   82,153   90,008   11,965    4,110

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      3,676)
   2,671      826        0      646    3,807    3,317    4,633      359     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     44.7      0.1     75.2     50.8     87.3     95.6     12.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15       17        1       38       28       54       45
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       37,653
COMMITMENTS
   4,842    9,545        0   25,519   19,607   30,361   29,152    7,292    8,501

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        467)
  -1,172      866      -16    1,747    2,403      559    3,253      -92   -2,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     25.3      0.0     67.8     52.1     80.6     77.4     19.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7       12        0       24       18       31       30
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      382,400
COMMITMENTS
 118,652  133,691    6,829  214,467  220,951  339,948  361,471   42,452   20,929

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      9,581)
  35,249  -14,920   -4,071   -7,326   28,231   23,852    9,240  -14,271      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     35.0      1.8     56.1     57.8     88.9     94.5     11.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      76       61       19       48       51      131      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      107,884
COMMITMENTS
  67,200    9,908    1,074    8,929   87,302   77,203   98,284   30,681    9,600

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -3,163)
  -5,218   -1,209      160      329   -1,978   -4,729   -3,027    1,566     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3      9.2      1.0      8.3     80.9     71.6     91.1     28.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      36        8        3        8       18       45       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,350
COMMITMENTS
   7,248   13,355       12   18,059   22,506   25,319   35,873   15,031    4,477

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        180)
     720     -350        0     -452      564      268      214      -88      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     33.1      0.0     44.8     55.8     62.7     88.9     37.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4       16        1       14       23       19       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      725,597
COMMITMENTS
  75,221  297,144    7,155  630,280  339,220  712,656  643,519   12,941   82,078

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     13,999)
   9,450   -4,543    1,587    2,911   16,022   13,948   13,066       51      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     41.0      1.0     86.9     46.8     98.2     88.7      1.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      36      116       19       65       86      116      206
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       90,755
COMMITMENTS
  11,546   51,361      394   69,544   30,781   81,484   82,536    9,271    8,219

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        227)
      44       68     -331    1,237      249      950      -14     -723      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     56.6      0.4     76.6     33.9     89.8     90.9     10.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       24        3       17       20       36       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,789
COMMITMENTS
  22,302    5,781      756   19,586   38,312   42,644   44,849   20,145   17,940

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      2,680)
    -975      398      121      980    1,602      126    2,121    2,554      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      9.2      1.2     31.2     61.0     67.9     71.4     32.1     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15        9        3       18       14       34       25
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       16,823
COMMITMENTS
   3,479   11,107       97   11,259    4,122   14,835   15,326    1,988    1,497

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -676)
     365      -89        0   -1,117     -690     -752     -779       76      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     66.0      0.6     66.9     24.5     88.2     91.1     11.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        1        8        5       14       10
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,093
COMMITMENTS
   6,280      204        0    8,531   15,131   14,811   15,335    1,282      758

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        -77)
     -98     -140        0      -67     -125     -165     -265       88      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      1.3      0.0     53.0     94.0     92.0     95.3      8.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        1        0        5        5       17        6
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       27,098
COMMITMENTS
   4,859    2,721       39   20,267   13,830   25,165   16,590    1,933   10,508

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        672)
     778      266        0     -333      -72      445      194      227      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     10.0      0.1     74.8     51.0     92.9     61.2      7.1     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        3        2       15       17       25       21
 

Updated May 30,2008