BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     4,289:         0         12         73      3,932      4,110      4,005      4,195:       284         94
Old  :     4,289:         0         12         73      3,932      4,110      4,005      4,195:       284         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :        34:         0         -1         20         99        184        119        203:       -85       -169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        1.7       91.7       95.8       93.4       97.8:       6.6        2.2
Old  :     100.0:       0.0        0.3        1.7       91.7       95.8       93.4       97.8:       6.6        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          1         11         13         12         14:
Old  :        21:         0          1          1         11         13         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       67.1       86.8       84.6       67.2       65.5       84.2       81.8
Old  :                 68.5       67.1       86.8       84.6       67.2       65.5       84.2       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    37,396:       907      1,874      3,974     27,566     17,477     32,448     23,326:     4,948     14,070
Old  :    37,396:       907      1,874      3,974     27,566     17,477     32,448     23,326:     4,948     14,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       729:       219       -444        132        -71        618        280        306:       449        423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        5.0       10.6       73.7       46.7       86.8       62.4:      13.2       37.6
Old  :     100.0:       2.4        5.0       10.6       73.7       46.7       86.8       62.4:      13.2       37.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7          6          8         22         17         31         29:
Old  :        42:         7          6          8         22         17         31         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       29.8       67.2       42.6       48.7       28.7       64.4       37.6
Old  :                 48.8       29.8       67.2       42.6       48.7       28.7       64.4       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   166,835:    30,148     17,286     40,756     77,133     67,521    148,037    125,562:    18,798     41,272
Old  :   146,162:    25,677     24,703     31,828     73,483     55,874    130,989    112,405:    15,173     33,757
Other:    20,673:    12,326        439      1,072      3,650     11,647     17,048     13,157:     3,625      7,516
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -4,128:     4,181     -5,773    -12,118        270      8,860     -7,668     -9,031:     3,540      4,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       10.4       24.4       46.2       40.5       88.7       75.3:      11.3       24.7
Old  :     100.0:      17.6       16.9       21.8       50.3       38.2       89.6       76.9:      10.4       23.1
Other:     100.0:      59.6        2.1        5.2       17.7       56.3       82.5       63.6:      17.5       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        83         59         80         41         49        170        157:
Old  :       216:        72         71         76         36         48        159        156:
Other:        82:        28          9         13         19         34         52         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       20.0       40.8       27.5       29.6       19.6       39.2       25.8
Old  :                 33.8       21.1       44.6       28.9       33.8       21.1       44.5       27.1
Other:                 34.0       27.2       50.9       37.9       34.0       23.7       48.6       32.9
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,946:       392        483        246        566        391      1,204      1,119:       743        827
Old  :     1,906:       392        465        241        566        391      1,199      1,097:       707        809
Other:        40:         0         18          5          0          0          5         22:        35         18
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :      -152:        14       -265          4       -131         21       -113       -241:       -39         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       24.8       12.6       29.1       20.1       61.8       57.5:      38.2       42.5
Old  :     100.0:      20.6       24.4       12.6       29.7       20.5       62.9       57.5:      37.1       42.5
Other:     100.0:       0.0       44.8       11.4        0.0        0.0       11.4       56.1:      88.6       43.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          7          4          3          5         13         13:
Old  :        22:         7          7          4          3          5         13         13:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       31.6       50.9       48.9       34.6       29.1       45.8       39.0
Old  :                 36.9       32.3       51.7       48.8       35.4       29.7       46.8       39.9
Other:                 11.4       56.1       11.4       56.1        0.0       44.8        0.0       44.8
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   274,024:    59,778     26,326     62,219    120,457    120,306    242,454    208,851:    31,570     65,173
Old  :   274,024:    59,778     26,326     62,219    120,457    120,306    242,454    208,851:    31,570     65,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -4,783:       724     -2,291     -4,057     -4,780     -3,197     -8,113     -9,545:     3,330      4,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        9.6       22.7       44.0       43.9       88.5       76.2:      11.5       23.8
Old  :     100.0:      21.8        9.6       22.7       44.0       43.9       88.5       76.2:      11.5       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        80         68         82         99        149        230        260:
Old  :       318:        80         68         82         99        149        230        260:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       11.1       33.2       20.0       18.6        8.5       27.5       13.0
Old  :                 20.2       11.1       33.2       20.0       18.6        8.5       27.5       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,095:     2,300      2,087        731      1,374      1,158      4,405      3,976:     1,690      2,119
Old  :     6,095:     2,300      2,087        731      1,374      1,158      4,405      3,976:     1,690      2,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :        16:      -171        208        -73        162        -45        -82         90:        98        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       34.2       12.0       22.5       19.0       72.3       65.2:      27.7       34.8
Old  :     100.0:      37.7       34.2       12.0       22.5       19.0       72.3       65.2:      27.7       34.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        17         26         15         19         20         45         56:
Old  :        69:        17         26         15         19         20         45         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       15.1       43.0       24.8       30.9       14.6       39.1       22.0
Old  :                 30.9       15.1       43.0       24.8       30.9       14.6       39.1       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,523:    10,880      3,284      4,636      8,732      7,470     24,249     15,391:     6,274     15,132
Old  :    30,523:    10,880      3,284      4,636      8,732      7,470     24,249     15,391:     6,274     15,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       741:       281       -305         50       -291        111         39       -145:       702        887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       10.8       15.2       28.6       24.5       79.4       50.4:      20.6       49.6
Old  :     100.0:      35.6       10.8       15.2       28.6       24.5       79.4       50.4:      20.6       49.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        45         24         25         41         59         98         98:
Old  :       145:        45         24         25         41         59         98         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       10.1       28.0       16.1       16.5        7.6       25.7       12.4
Old  :                 18.1       10.1       28.0       16.1       16.5        7.6       25.7       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   139,868:    46,697     14,006      7,222     47,094     97,896    101,012    119,123:    38,856     20,744
Old  :   139,868:    46,697     14,006      7,222     47,094     97,896    101,012    119,123:    38,856     20,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     5,562:     2,058     -8,300     -3,202      8,184     19,073      7,040      7,572:    -1,478     -2,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       10.0        5.2       33.7       70.0       72.2       85.2:      27.8       14.8
Old  :     100.0:      33.4       10.0        5.2       33.7       70.0       72.2       85.2:      27.8       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        31         16          8         26         28         61         48:
Old  :        83:        31         16          8         26         28         61         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       33.9       27.0       50.9       14.6       29.9       24.0       44.0
Old  :                 15.9       33.9       27.0       50.9       14.6       29.9       24.0       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :   123,197:    21,143     24,058        361     86,167     85,686    107,672    110,105:    15,525     13,091
Old  :   123,197:    21,143     24,058        361     86,167     85,686    107,672    110,105:    15,525     13,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    13,814:    -5,948      6,739       -264     25,409      8,258     19,198     14,734:    -5,384       -920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       19.5        0.3       69.9       69.6       87.4       89.4:      12.6       10.6
Old  :     100.0:      17.2       19.5        0.3       69.9       69.6       87.4       89.4:      12.6       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17         10          2         16         15         33         27:
Old  :        45:        17         10          2         16         15         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       58.3       67.7       74.0       40.8       50.3       51.6       57.3
Old  :                 47.7       58.3       67.7       74.0       40.8       50.3       51.6       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :   103,158:    10,088     36,343      1,805     88,666     60,108    100,559     98,255:     2,599      4,902
Old  :   103,158:    10,088     36,343      1,805     88,666     60,108    100,559     98,255:     2,599      4,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    13,096:     1,218       -431      1,084     10,999     11,891     13,300     12,543:      -204        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       35.2        1.7       86.0       58.3       97.5       95.2:       2.5        4.8
Old  :     100.0:       9.8       35.2        1.7       86.0       58.3       97.5       95.2:       2.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        16         40          4         22         17         40         59:
Old  :        83:        16         40          4         22         17         40         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       55.3       72.1       71.3       40.1       38.0       50.5       49.2
Old  :                 57.4       55.3       72.1       71.3       40.1       38.0       50.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :   129,085:    34,221     11,880      1,048     64,257     98,647     99,526    111,575:    29,559     17,510
Old  :   129,085:    34,221     11,880      1,048     64,257     98,647     99,526    111,575:    29,559     17,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    17,456:     1,256        927     -2,298     20,407     18,615     19,365     17,244:    -1,909        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        9.2        0.8       49.8       76.4       77.1       86.4:      22.9       13.6
Old  :     100.0:      26.5        9.2        0.8       49.8       76.4       77.1       86.4:      22.9       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        19         10          8         22         25         46         38:
Old  :        61:        19         10          8         22         25         46         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       43.4       44.4       59.4       26.2       35.8       38.7       49.5
Old  :                 26.5       43.4       44.4       59.4       26.2       35.8       38.7       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   292,367:    36,516     50,480      7,533    198,094    190,494    242,142    248,506:    50,225     43,861
Old  :   292,367:    36,516     50,480      7,533    198,094    190,494    242,142    248,506:    50,225     43,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    32,712:   -10,175     22,462        264     39,819       -637     29,908     22,089:     2,804     10,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       17.3        2.6       67.8       65.2       82.8       85.0:      17.2       15.0
Old  :     100.0:      12.5       17.3        2.6       67.8       65.2       82.8       85.0:      17.2       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        28         27         15         29         29         64         65:
Old  :        95:        28         27         15         29         29         64         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       32.4       57.8       51.8       29.9       26.4       40.0       38.1
Old  :                 40.5       32.4       57.8       51.8       29.9       26.4       40.0       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   226,641:    71,237     10,367     13,687     70,932    158,004    155,856    182,058:    70,785     44,583
Old  :   226,641:    71,237     10,367     13,687     70,932    158,004    155,856    182,058:    70,785     44,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -33,696:   -25,113     -2,919    -19,058     14,590     -6,585    -29,582    -28,563:    -4,114     -5,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        4.6        6.0       31.3       69.7       68.8       80.3:      31.2       19.7
Old  :     100.0:      31.4        4.6        6.0       31.3       69.7       68.8       80.3:      31.2       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        50         24         28         28         34         88         76:
Old  :       115:        50         24         28         28         34         88         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       36.2       31.1       54.1       14.1       35.8       23.2       49.2
Old  :                 20.1       36.2       31.1       54.1       14.1       35.8       23.2       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    22,546:     7,030      4,717         33     13,997     16,553     21,060     21,303:     1,486      1,243
Old  :    22,546:     7,030      4,717         33     13,997     16,553     21,060     21,303:     1,486      1,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     9,371:       120        -35         33      8,871      9,563      9,024      9,561:       347       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       20.9        0.1       62.1       73.4       93.4       94.5:       6.6        5.5
Old  :     100.0:      31.2       20.9        0.1       62.1       73.4       93.4       94.5:       6.6        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          3          1         12         12         15         15:
Old  :        22:         2          3          1         12         12         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       71.6       87.0       90.6       40.7       43.9       47.3       49.9
Old  :                 74.2       71.6       87.0       90.6       40.7       43.9       47.3       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    64,710:    20,960      2,951        485     39,641     56,703     61,086     60,139:     3,624      4,571
Old  :    64,710:    20,960      2,951        485     39,641     56,703     61,086     60,139:     3,624      4,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     4,584:    -1,479        990          0      6,899      3,230      5,420      4,220:      -836        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        4.6        0.7       61.3       87.6       94.4       92.9:       5.6        7.1
Old  :     100.0:      32.4        4.6        0.7       61.3       87.6       94.4       92.9:       5.6        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          3          1         11          7         17         10:
Old  :        22:         5          3          1         11          7         17         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       82.7       77.6       91.6       55.2       80.9       75.4       87.8
Old  :                 55.2       82.7       77.6       91.6       55.2       80.9       75.4       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :19,797,348:   900,003  1,171,215  7,811,630  9,829,553  9,139,812 18,541,187 18,122,657: 1,256,161  1,674,691
Old  :19,797,348:   900,003  1,171,215  7,811,630  9,829,553  9,139,812 18,541,187 18,122,657: 1,256,161  1,674,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   385,862:   -43,203     40,077    269,283    153,284    129,393    379,363    438,753:     6,499    -52,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.9       39.5       49.7       46.2       93.7       91.5:       6.3        8.5
Old  :     100.0:       4.5        5.9       39.5       49.7       46.2       93.7       91.5:       6.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        79         75        123        156        165        294        309:
Old  :       334:        79         75        123        156        165        294        309:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       20.8       41.4       28.0       18.4        5.2       21.3        8.6
Old  :                 30.5       20.8       41.4       28.0       18.4        5.2       21.3        8.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  : 1,013,641:    90,749     77,511    132,423    573,412    597,357    796,584    807,291:   217,057    206,350
Old  : 1,013,641:    90,749     77,511    132,423    573,412    597,357    796,584    807,291:   217,057    206,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   194,206:     1,607      5,854     57,465    100,858     44,458    159,930    107,777:    34,276     86,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        7.6       13.1       56.6       58.9       78.6       79.6:      21.4       20.4
Old  :     100.0:       9.0        7.6       13.1       56.6       58.9       78.6       79.6:      21.4       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        62         48         72         96         74        191        161:
Old  :       223:        62         48         72         96         74        191        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       23.6       24.6       32.8       12.6       16.6       17.6       23.9
Old  :                 17.7       23.6       24.6       32.8       12.6       16.6       17.6       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,152,246:   238,440    488,562    195,248  1,147,316  1,296,481  1,581,004  1,980,291:   571,242    171,955
Old  : 2,152,246:   238,440    488,562    195,248  1,147,316  1,296,481  1,581,004  1,980,291:   571,242    171,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   505,827:     8,153      1,654    116,883     19,514    362,695    144,550    481,232:   361,277     24,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       22.7        9.1       53.3       60.2       73.5       92.0:      26.5        8.0
Old  :     100.0:      11.1       22.7        9.1       53.3       60.2       73.5       92.0:      26.5        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        57         81         69         94         93        189        205:
Old  :       259:        57         81         69         94         93        189        205:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       25.1       26.0       36.4       11.7       18.6       18.9       28.6
Old  :                 16.6       25.1       26.0       36.4       11.7       18.6       18.9       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    12,717:     1,979        705        396      6,226     10,414      8,601     11,515:     4,116      1,202
Old  :    12,717:     1,979        705        396      6,226     10,414      8,601     11,515:     4,116      1,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     1,867:       419          0        371        766      1,700      1,556      2,071:       311       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.5        3.1       49.0       81.9       67.6       90.5:      32.4        9.5
Old  :     100.0:      15.6        5.5        3.1       49.0       81.9       67.6       90.5:      32.4        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          2         12         13         17         15:
Old  :        26:         4          1          2         12         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       38.2       50.1       65.5       31.1       36.5       46.6       60.9
Old  :                 31.4       38.2       50.1       65.5       31.1       36.5       46.6       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    70,537:     9,318     21,521      1,917     52,578     39,658     63,813     63,096:     6,724      7,441
Old  :    70,537:     9,318     21,521      1,917     52,578     39,658     63,813     63,096:     6,724      7,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    21,217:       930      3,454      1,792     17,854     11,420     20,576     16,666:       641      4,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       30.5        2.7       74.5       56.2       90.5       89.5:       9.5       10.5
Old  :     100.0:      13.2       30.5        2.7       74.5       56.2       90.5       89.5:       9.5       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         8         13          3         31         24         42         37:
Old  :        60:         8         13          3         31         24         42         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       32.1       55.4       53.5       28.8       26.1       43.2       39.6
Old  :                 31.7       32.1       55.4       53.5       28.8       26.1       43.2       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    83,122:     8,451     13,958      2,865     47,271     51,370     58,587     68,193:    24,535     14,929
Old  :    83,122:     8,451     13,958      2,865     47,271     51,370     58,587     68,193:    24,535     14,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     6,107:    -1,652     -2,887      1,268        884        -44        500     -1,663:     5,607      7,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       16.8        3.4       56.9       61.8       70.5       82.0:      29.5       18.0
Old  :     100.0:      10.2       16.8        3.4       56.9       61.8       70.5       82.0:      29.5       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        16         22          6         41         36         60         61:
Old  :        95:        16         22          6         41         36         60         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       30.6       42.4       43.2       29.4       30.6       36.9       40.8
Old  :                 32.5       30.6       42.4       43.2       29.4       30.6       36.9       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   607,238:   126,740    249,876     15,713    407,884    249,928    550,337    515,518:    56,901     91,720
Old  :   607,238:   126,740    249,876     15,713    407,884    249,928    550,337    515,518:    56,901     91,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   138,610:    18,654     33,386      7,647     79,458     68,328    105,759    109,361:    32,851     29,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       41.1        2.6       67.2       41.2       90.6       84.9:       9.4       15.1
Old  :     100.0:      20.9       41.1        2.6       67.2       41.2       90.6       84.9:       9.4       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        58         96         38         57         53        136        169:
Old  :       231:        58         96         38         57         53        136        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       23.2       55.5       35.2       33.1       21.4       47.9       31.0
Old  :                 39.1       23.2       55.5       35.2       33.1       21.4       47.9       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    81,860:    23,419     11,350        198     37,012     61,109     60,629     72,657:    21,232      9,203
Old  :    81,860:    23,419     11,350        198     37,012     61,109     60,629     72,657:    21,232      9,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     7,256:      -716        984         64     12,331      7,842     11,679      8,891:    -4,423     -1,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       13.9        0.2       45.2       74.7       74.1       88.8:      25.9       11.2
Old  :     100.0:      28.6       13.9        0.2       45.2       74.7       74.1       88.8:      25.9       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          4          2         12         19         29         23:
Old  :        42:        15          4          2         12         19         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       48.0       52.3       69.1       32.0       48.0       43.5       61.0
Old  :                 36.3       48.0       52.3       69.1       32.0       48.0       43.5       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    61,558:     5,427      7,210      2,096     40,146     42,199     47,669     51,506:    13,889     10,052
Old  :    61,558:     5,427      7,210      2,096     40,146     42,199     47,669     51,506:    13,889     10,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    11,428:      -322      1,115      1,707      5,023      4,981      6,408      7,803:     5,020      3,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.7        3.4       65.2       68.6       77.4       83.7:      22.6       16.3
Old  :     100.0:       8.8       11.7        3.4       65.2       68.6       77.4       83.7:      22.6       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         5         17          7         30         30         41         48:
Old  :        66:         5         17          7         30         30         41         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       37.1       58.5       50.7       41.4       32.6       49.5       45.2
Old  :                 44.9       37.1       58.5       50.7       41.4       32.6       49.5       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   646,106:    89,410    127,925     61,173    447,987    383,974    598,570    573,072:    47,536     73,034
Old  :   646,106:    89,410    127,925     61,173    447,987    383,974    598,570    573,072:    47,536     73,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   168,602:    16,118     15,127     54,847     70,293     65,052    141,259    135,027:    27,344     33,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       19.8        9.5       69.3       59.4       92.6       88.7:       7.4       11.3
Old  :     100.0:      13.8       19.8        9.5       69.3       59.4       92.6       88.7:       7.4       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        43         69         37         50         56        108        148:
Old  :       188:        43         69         37         50         56        108        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       24.7       68.6       40.0       42.7       18.5       53.6       29.3
Old  :                 53.5       24.7       68.6       40.0       42.7       18.5       53.6       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    42,368:    10,828     17,986      1,594     18,467     16,439     30,890     36,020:    11,478      6,348
Old  :    42,368:    10,828     17,986      1,594     18,467     16,439     30,890     36,020:    11,478      6,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -21,922:    -4,641        173     -1,997    -13,706    -16,024    -20,343    -17,848:    -1,579     -4,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       42.5        3.8       43.6       38.8       72.9       85.0:      27.1       15.0
Old  :     100.0:      25.6       42.5        3.8       43.6       38.8       72.9       85.0:      27.1       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        20         24          7         14         18         37         46:
Old  :        73:        20         24          7         14         18         37         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       33.8       47.9       47.2       34.6       32.3       47.9       45.7
Old  :                 34.7       33.8       47.9       47.2       34.6       32.3       47.9       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    36,395:    14,259      4,459         38     14,588     14,914     28,885     19,411:     7,510     16,984
Old  :    36,395:    14,259      4,459         38     14,588     14,914     28,885     19,411:     7,510     16,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -14,726:     5,700     -3,274     -3,667    -16,250     -5,280    -14,217    -12,221:      -509     -2,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       12.3        0.1       40.1       41.0       79.4       53.3:      20.6       46.7
Old  :     100.0:      39.2       12.3        0.1       40.1       41.0       79.4       53.3:      20.6       46.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        18         10          1         14         12         32         23:
Old  :        53:        18         10          1         14         12         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       29.0       47.6       38.4       30.5       29.0       45.3       38.1
Old  :                 32.8       29.0       47.6       38.4       30.5       29.0       45.3       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    22,364:     4,507        510        127     14,677     20,428     19,311     21,065:     3,053      1,299
Old  :    22,364:     4,507        510        127     14,677     20,428     19,311     21,065:     3,053      1,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       590:    -1,422        130         97         -5       -185     -1,330         42:     1,920        548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        2.3        0.6       65.6       91.3       86.3       94.2:      13.7        5.8
Old  :     100.0:      20.2        2.3        0.6       65.6       91.3       86.3       94.2:      13.7        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          2          2          8          4         19          8:
Old  :        23:        11          2          2          8          4         19          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       93.2       76.6       94.2       63.8       93.1       76.0       93.5
Old  :                 64.2       93.2       76.6       94.2       63.8       93.1       76.0       93.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    50,734:     6,801      5,369      2,747     16,601     33,690     26,149     41,806:    24,585      8,928
Old  :    50,734:     6,801      5,369      2,747     16,601     33,690     26,149     41,806:    24,585      8,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     2,857:       600        475        260     -1,240        848       -380      1,583:     3,237      1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.6        5.4       32.7       66.4       51.5       82.4:      48.5       17.6
Old  :     100.0:      13.4       10.6        5.4       32.7       66.4       51.5       82.4:      48.5       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        10         13          4         25         36         37         52:
Old  :        63:        10         13          4         25         36         37         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       22.3       32.1       40.4       11.2       17.6       15.3       31.4
Old  :                 23.2       22.3       32.1       40.4       11.2       17.6       15.3       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 16, 2006