MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,656
COMMITMENTS
     625    1,760    1,347   25,527   15,625   27,499   18,732    4,157   12,924

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      1,154)
     163     -685       36    1,134      324    1,333     -325     -179    1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      5.6      4.3     80.6     49.4     86.9     59.2     13.1     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        9        6       18       17       24       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      142,070
COMMITMENTS
  18,607   29,217   28,150   79,386   51,704  126,143  109,071   15,927   32,999

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -2,043)
     642     -429     -419      303     -214      526   -1,062   -2,569     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     20.6     19.8     55.9     36.4     88.8     76.8     11.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      48       72       63       29       36      118      152
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,871
COMMITMENTS
     494      188      169      553      705    1,216    1,062      655      809

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -215)
    -200       30      -22      -28      -82     -250      -74       35     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     10.0      9.0     29.6     37.7     65.0     56.8     35.0     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        3        5        6       13       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      222,381
COMMITMENTS
  39,682   43,176   42,718  111,754   82,454  194,154  168,348   28,227   54,033

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      4,650)
  -1,895    6,555    2,169    3,961   -2,765    4,235    5,959      415   -1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     19.4     19.2     50.3     37.1     87.3     75.7     12.7     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      66       93       90       82      115      205      262
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,944
COMMITMENTS
   1,508      815      362      779    1,291    2,649    2,468    1,295    1,476

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:          0)
    -144      111       84      -15     -409      -75     -214       75      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     20.7      9.2     19.8     32.7     67.2     62.6     32.8     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       16        7        8       13       24       31
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,170
COMMITMENTS
  14,324    6,446    4,196   12,580    8,312   31,100   18,954    5,070   17,216

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -150)
     959     -870    1,067   -1,555   -1,141      471     -944     -621      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     17.8     11.6     34.8     23.0     86.0     52.4     14.0     47.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      36       42       28       46       52      101      107
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       85,219
COMMITMENTS
  18,295   22,037    1,426   32,225   46,797   51,946   70,260   33,273   14,959

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -40,493)
 -15,684    2,079   -1,711  -17,851  -42,493  -35,246  -42,125   -5,247    1,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     25.9      1.7     37.8     54.9     61.0     82.4     39.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22       20        3       22       18       45       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       83,307
COMMITMENTS
   3,462   50,327        0   70,686   10,420   74,148   60,747    9,159   22,560

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -10,406)
  -3,967   -5,480      -36   -7,431   -3,755  -11,434   -9,271    1,028   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     60.4      0.0     84.9     12.5     89.0     72.9     11.0     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       24        0       12        9       17       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       73,692
COMMITMENTS
  28,530    7,520      385   39,679   61,773   68,594   69,678    5,098    4,014

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -4,024)
  -7,124    1,796      -12    4,402   -5,728   -2,734   -3,944   -1,290      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     10.2      0.5     53.8     83.8     93.1     94.6      6.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      27       13        3       18       14       46       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       68,099
COMMITMENTS
  13,183   18,418       27   39,994   30,911   53,204   49,356   14,895   18,743

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -1,918)
   2,194   -7,203       17   -4,941    8,687   -2,730    1,501      812   -3,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     27.0      0.0     58.7     45.4     78.1     72.5     21.9     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       15        1       18       14       33       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      175,962
COMMITMENTS
  23,115   52,471      354  123,357   93,753  146,826  146,578   29,136   29,384

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -13,551)
  -1,699  -17,632      203  -11,755    8,681  -13,251   -8,748     -300   -4,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     29.8      0.2     70.1     53.3     83.4     83.3     16.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       29        6       25       22       44       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      141,536
COMMITMENTS
  58,377   16,925      485   33,700   88,412   92,562  105,822   48,974   35,714

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      6,666)
   3,319  -10,149     -950   -1,865   18,805      504    7,706    6,162   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     12.0      0.3     23.8     62.5     65.4     74.8     34.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      50       21        7       21       28       74       53
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       11,380
COMMITMENTS
   3,661    1,924        0    5,968    7,496    9,629    9,420    1,751    1,960

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        678)
    -688      178        0      579      444     -109      622      787       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     16.9      0.0     52.4     65.9     84.6     82.8     15.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        0       11        8       16       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       65,041
COMMITMENTS
  26,868      873    1,133   31,975   56,558   59,976   58,564    5,065    6,477

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      8,197)
   5,668      797       78    3,526    8,221    9,272    9,096   -1,075     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      1.3      1.7     49.2     87.0     92.2     90.0      7.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        1        3       11       17       18       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,165,411
COMMITMENTS
 831,953  1021939  1439594  5873998  5279076  8145545  7740609  1019866  1424802

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:   -120,319)
-177,954 -212,839  169,360 -168,626  -32,223 -177,220  -75,702   56,901  -44,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     11.1     15.7     64.1     57.6     88.9     84.5     11.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      56       65      100      137      155      247      279
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      655,139
COMMITMENTS
  63,452   54,771    2,309  450,887  476,713  516,648  533,793  138,491  121,346

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -84,858)
  -3,090   12,414  -18,158  -33,756  -70,734  -55,004  -76,478  -29,854   -8,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      8.4      0.4     68.8     72.8     78.9     81.5     21.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      30       36        7       79       54      115       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,181,330
COMMITMENTS
 219,294  282,984   17,788  537,607  756,134  774,689  1056906  406,641  124,424

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:   -522,602)
 -37,728 -105,245  -45,169 -483,333 -265,917 -566,230 -416,331   43,628 -106,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     24.0      1.5     45.5     64.0     65.6     89.5     34.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      48       56       16       65       66      121      130
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,132
COMMITMENTS
   1,901      705        0    5,815    9,211    7,716    9,916    3,416    1,216

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -3,584)
    -298        0        0   -1,796   -2,999   -2,094   -2,999   -1,490     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      6.3      0.0     52.2     82.7     69.3     89.1     30.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        0       12       14       16       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       41,638
COMMITMENTS
   6,158   12,426        0   28,871   26,130   35,029   38,556    6,609    3,082

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -25,189)
    -630     -610     -191  -22,916  -19,497  -23,737  -20,298   -1,452   -4,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     29.8      0.0     69.3     62.8     84.1     92.6     15.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        8        0       22       22       28       30
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        3,485
COMMITMENTS
   2,825    1,930        0      620    1,530    3,445    3,460       40       25

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        445)
     575      925        0     -155     -505      420      420       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.1     55.4      0.0     17.8     43.9     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        6        0        4        4       11       10
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,187
COMMITMENTS
  16,051   10,810       52   30,718   35,705   46,821   46,567    9,366    9,620

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -34,645)
   3,868    1,571   -3,764  -16,199  -29,722  -16,095  -31,915  -18,550   -2,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     19.2      0.1     54.7     63.5     83.3     82.9     16.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       14        1       26       27       45       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      225,674
COMMITMENTS
  75,475  105,640    2,102  111,392  100,751  188,969  208,493   36,705   17,181

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:   -256,823)
 -40,921    2,184  -16,715 -199,748 -169,209 -257,384 -183,740      561  -73,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     46.8      0.9     49.4     44.6     83.7     92.4     16.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      73       59       10       39       38      117      102
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,058
COMMITMENTS
  19,065   30,392        0   28,478    9,527   47,543   39,919   13,515   21,139

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     17,964)
   2,494   15,455        0   12,621   -2,600   15,115   12,855    2,849    5,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     49.8      0.0     46.6     15.6     77.9     65.4     22.1     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       20        0       17        8       30       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,474
COMMITMENTS
   5,026    4,957       20   22,618   18,672   27,664   23,649    3,810    7,825

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -15,422)
    -378   -2,324   -3,725   -8,769   -7,790  -12,872  -13,839   -2,550   -1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     15.7      0.1     71.9     59.3     87.9     75.1     12.1     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       10        1       29       24       35       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      289,167
COMMITMENTS
  70,276   62,478      558  191,900  212,937  262,734  275,973   26,433   13,194

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -98,815)
  38,085   -7,037  -45,123  -92,554  -43,024  -99,592  -95,184      777   -3,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     21.6      0.2     66.4     73.6     90.9     95.4      9.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      29       56       10       37       44       71      105
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,609
COMMITMENTS
  17,131   15,881      184   22,142   25,094   39,457   41,159   10,152    8,450

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      1,576)
   2,678    1,090       -3     -349     -344    2,326      743     -750      833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     32.0      0.4     44.6     50.6     79.5     83.0     20.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      27       22        4       14       22       45       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,790
COMMITMENTS
  15,319    3,157        0   13,437   12,037   28,756   15,194    8,034   21,596

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      2,950)
   2,214      406     -105   -2,247    1,812     -138    2,113    3,088      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      8.6      0.0     36.5     32.7     78.2     41.3     21.8     58.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16        5        0       14       14       30       19
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,683
COMMITMENTS
   6,250      738      239   15,431   21,088   21,920   22,065      763      618

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -1,440)
     -30     -470        3   -1,546   -1,146   -1,573   -1,613      133      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      3.3      1.1     68.0     93.0     96.6     97.3      3.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        3        2        6        4       15        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,914
COMMITMENTS
   5,308    5,420    1,085   14,216   21,875   20,609   28,380   13,305    5,534

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -813)
     113    2,305      193       86   -1,360      392    1,138   -1,205   -1,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     16.0      3.2     41.9     64.5     60.8     83.7     39.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       10        8       17       24       31       40
 

Updated March 24, 2006