MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,683
COMMITMENTS
  10,726    1,043      811   20,726   28,071   32,263   29,925    6,420    8,758

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        756)
      34      -47      233      261      345      528      531      228      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      2.7      2.1     53.6     72.6     83.4     77.4     16.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22        3       12       25       21       49       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      175,890
COMMITMENTS
  33,766   29,501   42,661   79,951   82,055  156,378  154,217   19,512   21,673

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:         67)
   1,089    1,886     -457    1,666    1,279    2,298    2,708   -2,231   -2,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.8     24.3     45.5     46.7     88.9     87.7     11.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      64       71       81       29       36      144      156
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      266,552
COMMITMENTS
  69,306   43,427   52,446  120,534  119,977  242,286  215,850   24,266   50,702

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      4,677)
   3,249    2,086    2,338      242    1,054    5,829    5,478   -1,152     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     16.3     19.7     45.2     45.0     90.9     81.0      9.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      82       72       89       76      134      230      246
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,219
COMMITMENTS
   2,698    3,684      648    2,091    1,171    5,437    5,503    1,782    1,716

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:         38)
      44     -302      219      -43      234      220      151     -182     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     51.0      9.0     29.0     16.2     75.3     76.2     24.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      23       29       10       14       18       44       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,430
COMMITMENTS
   9,063    2,947    1,664    7,498    6,583   18,225   11,194    5,205   12,236

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        736)
     772      351     -143     -289      231      340      439      396      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     12.6      7.1     32.0     28.1     77.8     47.8     22.2     52.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      42       21       17       28       50       83       81
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      172,032
COMMITMENTS
  83,891   44,924    2,194   51,326   99,885  137,411  147,003   34,621   25,029

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,144)
   1,272    5,402      836      996   -3,092    3,104    3,146       40       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     26.1      1.3     29.8     58.1     79.9     85.5     20.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      39       24        4       19       21       62       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      100,303
COMMITMENTS
   9,372   75,241      162   79,682    5,471   89,216   80,874   11,087   19,429

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     18,975)
  -7,721   23,403     -320   28,009   -8,914   19,968   14,169     -993    4,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     75.0      0.2     79.4      5.5     88.9     80.6     11.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      12       32        2       13        7       26       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,888
COMMITMENTS
  81,362   12,124      790   36,300  111,761  118,452  124,675   10,436    4,213

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -14,055)
  -4,482  -10,658     -573   -9,929   -3,745  -14,984  -14,976      929      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1      9.4      0.6     28.2     86.7     91.9     96.7      8.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      69       16        2       14       18       85       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,261
COMMITMENTS
  56,493   21,155       10   35,585   82,060   92,088  103,225   30,173   19,036

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -3,831)
  -7,518   -1,778     -263    2,793     -133   -4,988   -2,174    1,157   -1,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     17.3      0.0     29.1     67.1     75.3     84.4     24.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      32       18        1       16       19       49       37
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      326,431
COMMITMENTS
  52,301  204,047    1,507  230,085   83,736  283,893  289,290   42,538   37,141

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     29,168)
   5,651   29,501       72   25,865   -2,247   31,588   27,326   -2,420    1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     62.5      0.5     70.5     25.7     87.0     88.6     13.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      37       65        6       29       21       68       90
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      218,897
COMMITMENTS
 126,860   31,573    3,132   35,859  145,736  165,851  180,441   53,046   38,456

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -17,876)
 -20,062    4,189      538    7,373  -24,292  -12,151  -19,565   -5,725    1,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     14.4      1.4     16.4     66.6     75.8     82.4     24.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      72       33       17       30       33      108       77
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,381
COMMITMENTS
  16,607      800        6    5,054   21,951   21,667   22,757    2,714    1,624

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -1,950)
  -3,488      -56        0    1,624   -1,843   -1,864   -1,899      -86      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1      3.3      0.0     20.7     90.0     88.9     93.3     11.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        2        1       10       13       26       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       51,587
COMMITMENTS
   5,830    5,114      272   42,608   43,258   48,710   48,644    2,877    2,943

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -25,103)
  -7,587    1,209     -137  -18,180  -26,520  -25,904  -25,448      801      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      9.9      0.5     82.6     83.9     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       15       11       19       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,879,085
COMMITMENTS
 1463346  1053200  1123580  8221112  8308781 10808038 10485561  1071047  1393524

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -99,634)
 140,303   93,187 -111,913  -28,429    3,399      -39  -15,327  -99,595  -84,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      8.9      9.5     69.2     69.9     91.0     88.3      9.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      78       61      102      160      178      280      309
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,700
COMMITMENTS
  57,102   66,638   11,070  474,228  456,708  542,400  534,416  130,300  138,284

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     12,106)
  -1,506    9,472    3,156   12,985    6,640   14,635   19,268   -2,529   -7,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.9      1.6     70.5     67.9     80.6     79.4     19.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      37       34       15       87       57      133       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,160,963
COMMITMENTS
 454,487  688,565   31,245  1220725  1276491  1706457  1996301  454,506  164,662

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    150,957)
  29,281   88,566    9,248  150,592   64,321  189,121  162,135  -38,164  -11,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     31.9      1.4     56.5     59.1     79.0     92.4     21.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      84      108       30       84       98      187      217
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,563
COMMITMENTS
     909        0        0    5,939    7,255    6,848    7,255    2,715    2,308

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        269)
     -10        0        0        5       90       -5       90      274      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     62.1     75.9     71.6     75.9     28.4     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       10       14       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,044
COMMITMENTS
  13,457   27,841        0   68,634   61,960   82,091   89,801   11,953    4,243

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,348)
    -808     -572        0    3,441    4,227    2,633    3,655      715     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     29.6      0.0     73.0     65.9     87.3     95.5     12.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      17       14        0       40       35       57       49
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,849
COMMITMENTS
   8,501   14,588       86   47,924   37,463   56,511   52,137    7,338   11,712

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      5,594)
   2,025     -309      -10    3,824    5,130    5,839    4,811     -245      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     22.8      0.1     75.1     58.7     88.5     81.7     11.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       18        3       26       27       41       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      472,751
COMMITMENTS
 172,479  176,004    5,969  235,763  269,680  414,211  451,653   58,540   21,098

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     14,441)
  22,772   -4,768   -1,619   -8,110   24,144   13,043   17,757    1,398   -3,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     37.2      1.3     49.9     57.0     87.6     95.5     12.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      98       65       14       47       53      153      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      103,300
COMMITMENTS
  66,861   19,561      595   10,057   71,475   77,513   91,631   25,787   11,669

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -11,484)
 -16,839   10,999      221    5,460  -22,581  -11,158  -11,361     -326     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7     18.9      0.6      9.7     69.2     75.0     88.7     25.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      33       14        3       11       17       45       33
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       48,292
COMMITMENTS
   2,779    8,549        0   40,165   34,192   42,944   42,741    5,348    5,551

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,537)
     -42       18        0    2,162    1,268    2,120    1,286      417    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     17.7      0.0     83.2     70.8     88.9     88.5     11.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4       17        0       21       22       25       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      564,058
COMMITMENTS
  71,081  240,733    3,248  476,815  281,767  551,144  525,748   12,914   38,310

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     26,535)
   6,072   -8,997    1,483   21,572   18,447   29,127   10,933   -2,592   15,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     42.7      0.6     84.5     50.0     97.7     93.2      2.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      39       89        9       55       78      101      170
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       58,002
COMMITMENTS
  12,066   16,503      711   32,465   25,595   45,242   42,809   12,760   15,193

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,109)
     330     -166     -230       13     -116      113     -512      996    1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     28.5      1.2     56.0     44.1     78.0     73.8     22.0     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       19        2       21       30       41       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,467
COMMITMENTS
  25,031    4,406      599   25,227   34,730   50,857   39,735    7,610   18,732

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -844)
    -382     -347      -65    2,053      249    1,606     -163   -2,450     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      7.5      1.0     43.1     59.4     87.0     68.0     13.0     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26        5        2       19       16       45       23
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,333
COMMITMENTS
   4,688      811      270   13,752   17,636   18,710   18,717      623      616

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -2,108)
    -314      110        0     -864   -1,079   -1,178     -969     -930   -1,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      4.2      1.4     71.1     91.2     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        4        1        7        5       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       63,001
COMMITMENTS
   2,162   18,736    6,407   24,702   26,141   33,271   51,284   29,730   11,717

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        600)
    -806       28    1,018     -699     -774     -487      272    1,087      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     29.7     10.2     39.2     41.5     52.8     81.4     47.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       23       10       23       23       37       48
 

Updated May 25, 2007