BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,452
COMMITMENTS
       0       13       64    4,065    4,129    4,129    4,206      323      246

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        179)
       0      -12      -13      189      189      176      164        3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      1.4     91.3     92.7     92.7     94.5      7.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       13       14       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,485
COMMITMENTS
     798    1,988    4,643   29,578   18,062   35,019   24,693    4,466   14,792

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        435)
     -34   -1,426      108      249      776      323     -542      112      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      5.0     11.8     74.9     45.7     88.7     62.5     11.3     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9        8       25       19       34       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      167,969
COMMITMENTS
  22,280   28,215   51,635   75,681   50,703  149,596  130,554   18,373   37,415

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,987)
  -1,525      197    2,690      278     -345    1,443    2,543      544     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     16.8     30.7     45.1     30.2     89.1     77.7     10.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      52       78       84       39       41      151      162
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,098
COMMITMENTS
     378      748      242      697      370    1,317    1,360      781      738

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        254)
      54      232       73       19       27      146      332      108      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     35.6     11.5     33.2     17.6     62.8     64.8     37.2     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        3        5        5       13       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      302,003
COMMITMENTS
  58,887   36,195   74,695  135,241  128,375  268,823  239,266   33,180   62,737

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -5,498)
   1,435   -2,876   -2,163   -3,379      167   -4,106   -4,873   -1,392     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     12.0     24.7     44.8     42.5     89.0     79.2     11.0     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      85       72       95      109      156      250      286
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,428
COMMITMENTS
   2,263    1,227      899      753    1,245    3,914    3,371    1,514    2,057

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        837)
     -41      201      383       71     -222      413      362      425      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     22.6     16.6     13.9     22.9     72.1     62.1     27.9     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       18       12       12       21       35       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,561
COMMITMENTS
   9,941    4,493    3,891    9,010    6,123   22,842   14,507    5,719   14,054

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,897)
    -724   -1,084     -495   -1,236     -680   -2,455   -2,259     -442     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     15.7     13.6     31.5     21.4     80.0     50.8     20.0     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      40       32       20       44       50       95       92
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      123,201
COMMITMENTS
  47,879   18,050    6,986   30,528   75,898   85,392  100,933   37,809   22,267

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,328)
  10,225   -4,388      133   -9,454    2,302      904   -1,953   -2,233      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     14.7      5.7     24.8     61.6     69.3     81.9     30.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      37       19       13       20       25       66       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      102,662
COMMITMENTS
  30,735   19,733       84   51,217   70,926   82,036   90,743   20,625   11,918

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:       -941)
      78   -2,023        4     -311    2,091     -229       72     -712   -1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     19.2      0.1     49.9     69.1     79.9     88.4     20.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22        9        2        8       14       30       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       90,624
COMMITMENTS
   8,027   36,887      321   79,365   48,217   87,713   85,425    2,911    5,199

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:       -320)
  -3,957    6,382     -205    4,238   -7,759       76   -1,582     -396    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     40.7      0.4     87.6     53.2     96.8     94.3      3.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       35        2       20       12       35       49
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      120,581
COMMITMENTS
  51,073   11,737    3,678   32,271   84,667   87,022  100,082   33,559   20,499

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,577)
   8,821     -182      141  -10,494   -3,420   -1,532   -3,462   -1,045      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      9.7      3.0     26.8     70.2     72.2     83.0     27.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      32       10        5       19       23       52       37
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      267,343
COMMITMENTS
  56,673   32,160    6,684  153,489  199,033  216,846  237,877   50,498   29,467

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -4,089)
   7,693     -691     -510   -8,733     -698   -1,550   -1,899   -2,539   -2,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     12.0      2.5     57.4     74.4     81.1     89.0     18.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      35       21       12       25       28       66       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      249,949
COMMITMENTS
  91,649   15,684   35,101   54,862  149,230  181,612  200,015   68,337   49,934

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,339)
  10,053    1,734     -911  -10,843   -6,327   -1,701   -5,503      362    4,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      6.3     14.0     21.9     59.7     72.7     80.0     27.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      66       27       40       28       32      109       84
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       13,244
COMMITMENTS
   7,614    4,786        0    4,459    6,802   12,073   11,588    1,171    1,656

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,081)
     131    4,570        0   -1,136   -5,238   -1,005     -668      -76     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.5     36.1      0.0     33.7     51.4     91.2     87.5      8.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0       10       10       13       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   18,630,866
COMMITMENTS
 855,077  1259971  6946880  9575030  8813240 17376987 17020091  1253878  1610775

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:    -23,360)
  29,971   33,483  -53,017  -28,356  -60,140  -51,402  -79,674   28,042   56,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.8     37.3     51.4     47.3     93.3     91.4      6.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      70       76      118      149      157      281      294
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      801,380
COMMITMENTS
  91,989   73,048   68,321  460,280  546,415  620,589  687,783  180,791  113,597

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -3,214)
  -2,032   -2,023    5,362   -2,588   -1,860      741    1,479   -3,955   -4,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      9.1      8.5     57.4     68.2     77.4     85.8     22.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      57       50       66       91       69      182      151
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,556,778
COMMITMENTS
 219,243  447,321   65,704  1038163  908,678  1323109  1421702  233,669  135,075

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     24,892)
  19,708  -16,558    4,001   42,080   35,335   65,789   22,778  -40,897    2,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     28.7      4.2     66.7     58.4     85.0     91.3     15.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      59       74       43       88       80      171      173
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,601
COMMITMENTS
   1,855      705        0    5,000    8,642    6,855    9,347    3,746    1,254

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        -94)
       1        0        0     -126      -57     -125      -57       31      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      6.7      0.0     47.2     81.5     64.7     88.2     35.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       12       13       16       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       51,660
COMMITMENTS
   8,581   18,362        0   37,495   29,897   46,076   48,259    5,584    3,401

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,500)
  -1,312    2,887        0      611   -4,265     -701   -1,378     -799     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     35.5      0.0     72.6     57.9     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       18        0       24       21       30       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,801
COMMITMENTS
  11,799   15,231      103   42,336   47,259   54,238   62,593   15,563    7,208

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        873)
  -1,359     -310       10     -424    1,577   -1,773    1,277    2,645     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     21.8      0.1     60.7     67.7     77.7     89.7     22.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       23        3       36       29       53       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      434,640
COMMITMENTS
 107,725  207,196    5,934  292,671  177,369  406,331  390,499   28,309   44,141

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     11,455)
   4,892   13,581     -408    9,147  -12,539   13,631      634   -2,176   10,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     47.7      1.4     67.3     40.8     93.5     89.8      6.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      57      109       18       57       39      125      155
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,174
COMMITMENTS
  33,727    6,768      313   18,797   61,867   52,837   68,948   25,337    9,226

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -5,148)
   5,255   -5,292       46   -9,944      309   -4,643   -4,937     -505     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.1      8.7      0.4     24.0     79.1     67.6     88.2     32.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      25        5        1       10       15       36       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       43,104
COMMITMENTS
   4,998    5,835       18   31,989   32,048   37,005   37,901    6,098    5,203

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,059)
    -433      252       -0      297    1,085     -136    1,337    1,195     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     13.5      0.0     74.2     74.4     85.9     87.9     14.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       13        2       26       28       32       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      432,732
COMMITMENTS
  75,170  101,864    6,875  335,824  297,289  417,869  406,027   14,863   26,705

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      9,766)
  -2,543   -1,272    1,178   16,449      955   15,084      862   -5,318    8,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     23.5      1.6     77.6     68.7     96.6     93.8      3.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      38       72       28       39       50       87      140
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,184
COMMITMENTS
  13,442   16,972    1,909   26,990   29,175   42,341   48,056   12,843    7,128

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,154)
  -2,184   -3,259      -34      518    1,935   -1,700   -1,358     -454     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     30.8      3.5     48.9     52.9     76.7     87.1     23.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       25        9       20       18       45       48
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       41,581
COMMITMENTS
   7,917    5,580      122   26,249   16,475   34,288   22,177    7,293   19,404

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,085)
    -636   -1,431     -479     -628     -759   -1,743   -2,669      658    1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     13.4      0.3     63.1     39.6     82.5     53.3     17.5     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       11        2       15       15       28       27
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,375
COMMITMENTS
   5,734      498      123   14,688   20,585   20,545   21,206      830      169

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      2.3      0.6     68.7     96.3     96.1     99.2      3.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        2        7        2       17        6
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       46,891
COMMITMENTS
   7,102    3,666    2,096   16,814   31,204   26,012   36,966   20,879    9,925

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,476)
       0     -227     -877   -1,227      464   -2,104     -640      628     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      7.8      4.5     35.9     66.5     55.5     78.8     44.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       10        5       27       33       39       46
 

Updated June 2, 2006