BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,430
COMMITMENTS
       0       26       83    3,882    4,006    3,965    4,115      465      315

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        179)
       0       13        3      115      239      118      255       61      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      1.9     87.6     90.4     89.5     92.9     10.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       12       14       13       15
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,313
COMMITMENTS
   1,706    3,747    1,080   24,957   15,509   27,743   20,336    3,570   10,977

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        876)
     383      441     -161      496      417      718      697      158      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.0      3.4     79.7     49.5     88.6     64.9     11.4     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4       16        7       23       18       31       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      158,050
COMMITMENTS
  23,847   30,959   42,718   73,225   48,317  139,790  121,994   18,260   36,056

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,696)
   1,641      778    3,832     -596      895    4,877    5,505      819      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     19.6     27.0     46.3     30.6     88.4     77.2     11.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      52       72       77       34       41      144      157
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,209
COMMITMENTS
     412      631      121      790      359    1,323    1,111      886    1,098

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        203)
     -75      -35       47       45       77       17       89      186      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     28.6      5.5     35.8     16.3     59.9     50.3     40.1     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        5        3        9        6       18       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,148
COMMITMENTS
  52,161   45,884   56,049  128,618  108,853  236,828  210,786   34,320   60,362

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     15,037)
  -1,602   -4,816    7,423    6,533    8,667   12,354   11,274    2,683    3,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.9     20.7     47.4     40.1     87.3     77.7     12.7     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      68       78       92       97      146      225      284
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,528
COMMITMENTS
   2,367      959      247      571    1,576    3,185    2,782    1,343    1,746

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        196)
      71      171       33        0     -273      104      -69       92      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3     21.2      5.5     12.6     34.8     70.3     61.4     29.7     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       14        5       10       21       27       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,749
COMMITMENTS
  10,721    7,242    1,798   10,414    5,691   22,933   14,731    5,816   14,018

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,178)
     902      -59      229     -289      258      842      428      336      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     25.2      6.3     36.2     19.8     79.8     51.2     20.2     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      35       36       24       43       51       91      100
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      117,839
COMMITMENTS
  46,060   26,532    1,304   32,921   72,276   80,285  100,112   37,554   17,727

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     -3,207)
  -6,051    3,294       16    3,579   -5,242   -2,456   -1,932     -751   -1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     22.5      1.1     27.9     61.3     68.1     85.0     31.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      43       16        5       21       21       65       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      100,736
COMMITMENTS
  23,935   25,516      161   54,887   62,764   78,983   88,441   21,753   12,295

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,880)
   5,629   -3,803      -98   -1,304   14,058    4,227   10,157    1,653   -4,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     25.3      0.2     54.5     62.3     78.4     87.8     21.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       13        1       12       14       27       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       88,324
COMMITMENTS
  15,488   26,560      701   68,503   57,282   84,692   84,543    3,632    3,781

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,363)
  -4,231    3,536       -7    5,554   -2,072    1,316    1,457       47      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     30.1      0.8     77.6     64.9     95.9     95.7      4.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       23        3       22       15       44       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      110,006
COMMITMENTS
  39,358   15,086      430   39,736   78,830   79,524   94,346   30,482   15,660

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,998)
  -1,713     -218      332    6,902    7,807    5,521    7,921      477   -1,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     13.7      0.4     36.1     71.7     72.3     85.8     27.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      30       13        4       17       24       48       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      212,386
COMMITMENTS
  47,053   27,932    1,100  116,805  158,078  164,958  187,110   47,428   25,276

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,841)
     284        7      227    3,782      881    4,293    1,115   -2,452      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     13.2      0.5     55.0     74.4     77.7     88.1     22.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       23        6       25       26       61       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      195,254
COMMITMENTS
  87,436   14,060    1,831   45,579  143,424  134,846  159,315   60,408   35,939

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     -3,247)
    -539   -1,004       51    2,488      920    2,000      -33   -5,247   -3,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      7.2      0.9     23.3     73.5     69.1     81.6     30.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      66       19       16       25       28       96       58
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       14,193
COMMITMENTS
   7,867      501        0    5,136   11,955   13,003   12,456    1,190    1,737

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        457)
     583      103        0     -142      555      441      658       16     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4      3.5      0.0     36.2     84.2     91.6     87.8      8.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        0       10       14       13       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,200,823
COMMITMENTS
 880,806  1566723  1806981  6491020  5621020  9178807  8994724  1022016  1206099

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:    148,416)
 -53,542  -80,540  125,376  128,991  329,027  200,825  373,863  -52,409 -225,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     15.4     17.7     63.6     55.1     90.0     88.2     10.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      61       67      104      133      147      249      275
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      666,313
COMMITMENTS
  81,294   59,827    1,811  438,433  507,847  521,538  569,485  144,775   96,828

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      5,553)
  11,238    2,895   -1,244  -13,810    4,871   -3,816    6,522    9,369     -969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      9.0      0.3     65.8     76.2     78.3     85.5     21.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      40       43       15       90       58      142      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,369,005
COMMITMENTS
 207,357  423,150   35,162  853,835  789,452  1096354  1247764  272,651  121,241

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      7,741)
 -40,506   -9,171   12,779   47,091      403   19,364    4,011  -11,623    3,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     30.9      2.6     62.4     57.7     80.1     91.1     19.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      54       68       25       75       73      145      150
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,917
COMMITMENTS
   2,082      705        0    5,091    8,627    7,173    9,332    3,744    1,585

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:         79)
     244        0        0       29        1      273        1     -194       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      6.5      0.0     46.6     79.0     65.7     85.5     34.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       13       13       17       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       56,225
COMMITMENTS
  11,298   12,944        2   35,863   39,812   47,163   52,758    9,062    3,467

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        286)
     356      642        2     -722     -551     -364       93      650      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     23.0      0.0     63.8     70.8     83.9     93.8     16.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        8        1       23       23       32       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,214
COMMITMENTS
  13,987   11,768        3   38,003   43,628   51,993   55,399   11,221    7,815

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -521)
  -1,261    2,248     -162      964    3,126     -459    5,212      -62   -5,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     18.6      0.0     60.1     69.0     82.2     87.6     17.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       18        1       30       30       48       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      373,119
COMMITMENTS
  79,422  169,271    2,608  260,631  175,484  342,661  347,363   30,458   25,756

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     14,319)
 -17,478   36,877   -1,277   49,718  -34,156   30,963    1,444  -16,644   12,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     45.4      0.7     69.9     47.0     91.8     93.1      8.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      70       86       13       56       36      134      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,831
COMMITMENTS
  36,522    5,937        0   17,242   66,322   53,764   72,259   25,067    6,572

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      4,171)
   1,837      106        0    1,632    5,721    3,469    5,827      702   -1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      7.5      0.0     21.9     84.1     68.2     91.7     31.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      23        6        0       14       19       37       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,077
COMMITMENTS
   6,090    5,552       40   29,979   29,259   36,109   34,851    3,968    5,226

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -225)
      42      229        0       46      903       88    1,132     -313   -1,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.9      0.1     74.8     73.0     90.1     87.0      9.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7       11        2       27       27       35       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      410,542
COMMITMENTS
  72,459  108,479    1,913  309,384  275,301  383,756  385,693   26,786   24,849

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     49,862)
  -3,336    5,700     -351   52,615   35,869   48,928   41,218      934    8,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     26.4      0.5     75.4     67.1     93.5     93.9      6.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      27       67        9       40       55       72      126
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,625
COMMITMENTS
  17,753   18,802      243   25,542   27,711   43,538   46,756   12,087    8,869

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -260)
     325      708      143     -971   -1,633     -503     -782      243      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     33.8      0.4     45.9     49.8     78.3     84.1     21.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       24        4       18       17       47       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,674
COMMITMENTS
   7,694    5,367      707   22,346   18,452   30,747   24,526    4,927   11,148

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:       -784)
  -2,914     -181      666    2,193      192      -55      677     -729   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     15.0      2.0     62.6     51.7     86.2     68.8     13.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       10        4       18       16       30       29
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       49,850
COMMITMENTS
   7,376    2,734    3,133   20,086   28,475   30,595   34,342   19,255   15,508

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,584)
   1,263   -1,516     -210    1,614    4,567    2,667    2,841      -83     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      5.5      6.3     40.3     57.1     61.4     68.9     38.6     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10        9        7       28       32       42       46
 

Updated May 19, 2006