MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,899
COMMITMENTS
   1,536    3,181    1,279   25,582   15,948   28,397   20,408    3,502   11,491

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:       -535)
     -37       60      137      228       66      328      263     -863     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     10.0      4.0     80.2     50.0     89.0     64.0     11.0     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       13        7       19       18       27       35
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,618
COMMITMENTS
  14,329   33,346   36,430   75,234   40,509  125,993  110,285   15,625   31,333

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:         92)
  -1,788     -158    4,769   -2,644   -4,778      337     -167     -245      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     23.5     25.7     53.1     28.6     89.0     77.9     11.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      43       70       57       26       33      107      143
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,379
COMMITMENTS
     480      838       24      859      514    1,363    1,376    1,016    1,003

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        411)
     126      349        5      167     -116      298      238      113      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     35.2      1.0     36.1     21.6     57.3     57.8     42.7     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9       10        1        8        6       17       17
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      239,631
COMMITMENTS
  44,239   48,721   49,442  117,274   89,785  210,955  187,948   28,676   51,683

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      1,597)
     355    2,661    3,455     -995   -2,005    2,815    4,111   -1,218   -2,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     20.3     20.6     48.9     37.5     88.0     78.4     12.0     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      62       85       85       86      122      209      262
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,906
COMMITMENTS
   1,934    1,062      437      999    1,509    3,370    3,008    1,536    1,898

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        117)
     138      284     -177      -27       59      -66      166      183      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     21.6      8.9     20.4     30.8     68.7     61.3     31.3     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       16        9       11       18       33       38
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,929
COMMITMENTS
  12,410    8,972    3,262   11,668    6,118   27,340   18,352    5,589   14,577

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        812)
    -169      770      115      -20     -341      -74      544      886      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     27.2      9.9     35.4     18.6     83.0     55.7     17.0     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      26       44       26       47       50       90      108
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       93,170
COMMITMENTS
  23,225   16,307    1,467   36,184   59,243   60,876   77,017   32,294   16,153

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      5,480)
  -1,414    5,610      -64    6,369      317    4,891    5,863      589     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     17.5      1.6     38.8     63.6     65.3     82.7     34.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       16        3       22       22       49       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       80,925
COMMITMENTS
  10,744   32,912      123   55,955   29,450   66,822   62,485   14,103   18,440

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      2,320)
   4,274   -2,209     -172   -5,602    6,074   -1,500    3,693    3,820   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     40.7      0.2     69.1     36.4     82.6     77.2     17.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       19        1       12       11       22       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       80,940
COMMITMENTS
  16,522   23,489      329   60,495   53,299   77,346   77,117    3,594    3,823

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        979)
     342    2,685      329      572   -2,182    1,243      832     -264      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     29.0      0.4     74.7     65.9     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       28        2       18       16       33       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       83,282
COMMITMENTS
  27,302   22,208      304   33,982   41,930   61,588   64,442   21,694   18,840

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      4,155)
  10,331     -387      304   -8,554    4,243    2,081    4,160    2,074       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     26.7      0.4     40.8     50.3     74.0     77.4     26.0     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       21        2       17       21       37       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      202,039
COMMITMENTS
  38,749   79,890      360  129,443   88,624  168,552  168,874   33,487   33,165

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -3,591)
   2,536  -10,794      228  -10,619    8,390   -7,855   -2,176    4,264   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     39.5      0.2     64.1     43.9     83.4     83.6     16.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       35        5       27       22       58       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      165,741
COMMITMENTS
  70,019   14,677    1,320   38,561  118,525  109,900  134,522   55,841   31,219

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      6,431)
  11,302   -2,410     -692   -7,702    8,204    2,908    5,102    3,523    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2      8.9      0.8     23.3     71.5     66.3     81.2     33.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      61       20        8       24       31       88       56
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       13,154
COMMITMENTS
   5,272      800        0    6,320   10,408   11,592   11,208    1,562    1,946

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        742)
   1,685     -451        0     -872      863      813      412      -71      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      6.1      0.0     48.0     79.1     88.1     85.2     11.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        2        0       10       10       17       12
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       59,424
COMMITMENTS
  26,582      873      150   29,552   52,970   56,284   53,993    3,140    5,431

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:    -25,299)
  -4,065        0   -1,754  -20,550  -22,950  -26,369  -24,704    1,070     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      1.5      0.3     49.7     89.1     94.7     90.9      5.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        1        1       10       15       16       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,713,805
COMMITMENTS
 1017089  1465677  1519354  6086122  5244744  8622565  8229775  1091240  1484030

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:    113,433)
  25,126  -69,583  139,281 -151,914   -3,275   12,493   66,423  100,940   47,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     15.1     15.6     62.7     54.0     88.8     84.7     11.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      69       63      101      130      146      246      273
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      654,195
COMMITMENTS
  68,628   60,109    1,136  452,606  497,608  522,370  558,853  131,825   95,342

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      7,611)
   1,359      842       12    5,533    4,663    6,904    5,517      707    2,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      9.2      0.2     69.2     76.1     79.8     85.4     20.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      35       44       11       84       58      128      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,201,932
COMMITMENTS
 189,188  378,535   23,992  696,504  680,509  909,684  1083036  292,248  118,896

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     22,801)
  15,195    5,630   10,525  -16,950   13,230    8,770   29,385   14,031   -6,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     31.5      2.0     57.9     56.6     75.7     90.1     24.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      57       57       20       69       71      138      136
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,009
COMMITMENTS
   1,991      705        0    5,591    8,655    7,582    9,360    3,427    1,649

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        108)
      43        0        0       16     -111       59     -111       49      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      6.4      0.0     50.8     78.6     68.9     85.0     31.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        0       12       13       16       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       52,236
COMMITMENTS
  11,648   11,516        0   31,415   37,752   43,063   49,268    9,173    2,968

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      3,845)
   1,701     -344        0      126    4,717    1,827    4,373    2,018     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     22.0      0.0     60.1     72.3     82.4     94.3     17.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      12        9        0       24       23       36       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,903
COMMITMENTS
  16,162   12,077      197   33,641   36,092   50,000   48,366    9,903   11,537

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        231)
    -545        9      -26      532       12      -39       -5      270      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     20.2      0.3     56.2     60.3     83.5     80.7     16.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       17        2       27       26       45       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      318,212
COMMITMENTS
 116,103  110,468    4,940  149,247  185,248  270,290  300,656   47,922   17,556

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     26,749)
  18,309   -4,305     -908   13,415   27,699   30,816   22,486   -4,067    4,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     34.7      1.6     46.9     58.2     84.9     94.5     15.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      78       62        9       44       43      129      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       52,049
COMMITMENTS
  20,597    9,436       75   17,592   27,800   38,264   37,311   13,785   14,738

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -2,569)
  -2,657   -6,881       73   -1,446    5,509   -4,030   -1,299    1,461   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     18.1      0.1     33.8     53.4     73.5     71.7     26.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        8        1       14       17       27       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,119
COMMITMENTS
   5,261    5,143       21   25,580   22,771   30,862   27,935    3,257    6,184

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      1,612)
      -5       70        0    1,760    1,914    1,755    1,984     -143     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     15.1      0.1     75.0     66.7     90.5     81.9      9.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        9        1       30       27       36       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      318,877
COMMITMENTS
  77,639   72,973    1,570  219,200  229,540  298,409  304,083   20,468   14,794

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      5,035)
   5,233    7,642      898   -1,344   -5,567    4,787    2,973      248    2,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     22.9      0.5     68.7     72.0     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      27       66        9       41       49       73      119
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,370
COMMITMENTS
  15,527   16,724       92   26,083   27,043   41,702   43,859   10,668    8,511

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -1,327)
  -2,783   -1,076       20      725     -743   -2,038   -1,799      711      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     31.9      0.2     49.8     51.6     79.6     83.7     20.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      27       22        3       17       20       47       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       34,142
COMMITMENTS
  13,606    3,529       19   16,463   17,974   30,088   21,522    4,054   12,620

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:       -549)
     688   -1,009      -60      -70      -39      558   -1,108   -1,107      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     10.3      0.1     48.2     52.6     88.1     63.0     11.9     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17        7        2       12       16       30       24
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       24,975
COMMITMENTS
   7,110    1,140       99   16,941   23,505   24,150   24,744      825      231

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      1,467)
   1,550       92       41    1,799    1,596    3,390    1,729   -1,923     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      4.6      0.4     67.8     94.1     96.7     99.1      3.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        3        2        8        3       18        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       41,503
COMMITMENTS
   4,492    3,426    2,194   17,810   24,508   24,496   30,128   17,007   11,375

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -1,050)
    -373      521     -248      462   -1,082     -159     -809     -891     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.3      5.3     42.9     59.1     59.0     72.6     41.0     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       11        6       23       30       33       45
 

Updated April 21, 2006