MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    48,003:     6,377        858      8,022     25,800     28,953     40,198     37,832:     7,804     10,170
Old  :    48,003:     6,377        858      8,022     25,800     28,953     40,198     37,832:     7,804     10,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     1,845:       778          1        -67        952      1,753      1,663      1,687:       182        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        1.8       16.7       53.7       60.3       83.7       78.8:      16.3       21.2
Old  :     100.0:      13.3        1.8       16.7       53.7       60.3       83.7       78.8:      16.3       21.2
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  :        63:        21          5         15         28         26         52         43:
Old  :        63:        21          5         15         28         26         52         43:
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  :                 33.6       31.7       50.1       46.9       33.5       30.1       43.8       42.9
Old  :                 33.6       31.7       50.1       46.9       33.5       30.1       43.8       42.9
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   184,042:    33,357     26,972     46,990     80,486     84,045    160,833    158,007:    23,209     26,035
Old  :   164,590:    26,856     31,221     40,591     77,597     70,484    145,044    142,296:    19,546     22,294
Other:    19,452:    11,447        697      1,453      2,889     13,561     15,789     15,710:     3,663      3,741
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     2,287:        49      2,086      4,700     -1,605     -3,718      3,145      3,068:      -858       -781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.7       25.5       43.7       45.7       87.4       85.9:      12.6       14.1
Old  :     100.0:      16.3       19.0       24.7       47.1       42.8       88.1       86.5:      11.9       13.5
Other:     100.0:      58.8        3.6        7.5       14.9       69.7       81.2       80.8:      18.8       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        73         59         85         33         34        153        155:
Old  :       206:        66         70         82         33         34        148        155:
Other:        73:        35          9         14         11         23         50         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       33.4       36.9       40.7       25.5       31.6       35.6       37.0
Old  :                 28.6       33.7       40.9       41.1       28.5       33.4       39.6       38.8
Other:                 41.7       44.3       51.6       60.8       36.0       35.6       44.6       52.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   289,122:    66,799     28,861     71,586    123,405    132,428    261,790    232,875:    27,332     56,247
Old  :   289,122:    66,799     28,861     71,586    123,405    132,428    261,790    232,875:    27,332     56,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     8,495:     2,984        378      1,876      3,165      4,647      8,026      6,901:       469      1,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.0       24.8       42.7       45.8       90.5       80.5:       9.5       19.5
Old  :     100.0:      23.1       10.0       24.8       42.7       45.8       90.5       80.5:       9.5       19.5
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  :       336:        96         57         96        102        144        262        255:
Old  :       336:        96         57         96        102        144        262        255:
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  :                 22.3       16.6       32.8       27.2       22.3       14.1       32.2       20.7
Old  :                 22.3       16.6       32.8       27.2       22.3       14.1       32.2       20.7
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,550:     2,539      3,986        632      2,244      1,012      5,415      5,630:     2,135      1,920
Old  :     7,550:     2,539      3,986        632      2,244      1,012      5,415      5,630:     2,135      1,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :      -946:      -365       -149        -28       -439       -773       -831       -950:      -114          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       52.8        8.4       29.7       13.4       71.7       74.6:      28.3       25.4
Old  :     100.0:      33.6       52.8        8.4       29.7       13.4       71.7       74.6:      28.3       25.4
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  :        81:        24         28         13         18         20         48         60:
Old  :        81:        24         28         13         18         20         48         60:
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  :                 29.5       25.7       41.7       36.2       29.5       25.7       41.0       36.2
Old  :                 29.5       25.7       41.7       36.2       29.5       25.7       41.0       36.2
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,089:     8,262      1,251      3,777      7,924      6,886     19,964     11,914:     5,125     13,175
Old  :    25,089:     8,262      1,251      3,777      7,924      6,886     19,964     11,914:     5,125     13,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       669:       212       -916        485       -168        -52        529       -484:       141      1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        5.0       15.1       31.6       27.4       79.6       47.5:      20.4       52.5
Old  :     100.0:      32.9        5.0       15.1       31.6       27.4       79.6       47.5:      20.4       52.5
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  :       145:        51         16         21         42         52        104         82:
Old  :       145:        51         16         21         42         52        104         82:
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  :                 16.0       10.9       28.0       16.8       15.3        7.2       26.2       12.4
Old  :                 16.0       10.9       28.0       16.8       15.3        7.2       26.2       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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   182,678:    82,033     38,059      9,402     53,171    105,977    144,606    153,438:    38,072     29,240
Old  :   182,678:    82,033     38,059      9,402     53,171    105,977    144,606    153,438:    38,072     29,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    23,998:    17,279     -8,013       -370      4,226     31,308     21,135     22,925:     2,863      1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       20.8        5.1       29.1       58.0       79.2       84.0:      20.8       16.0
Old  :     100.0:      44.9       20.8        5.1       29.1       58.0       79.2       84.0:      20.8       16.0
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  :        97:        36         25         11         21         26         63         56:
Old  :        97:        36         25         11         21         26         63         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  :                 34.5       31.2       44.3       47.4       29.6       30.7       39.2       45.4
Old  :                 34.5       31.2       44.3       47.4       29.6       30.7       39.2       45.4
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    85,414:    16,942     51,876      2,349     53,323     15,965     72,615     70,191:    12,799     15,223
Old  :    85,414:    16,942     51,876      2,349     53,323     15,965     72,615     70,191:    12,799     15,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :      -311:     2,206      2,587        -64        122     -3,394      2,264       -871:    -2,576        560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       60.7        2.8       62.4       18.7       85.0       82.2:      15.0       17.8
Old  :     100.0:      19.8       60.7        2.8       62.4       18.7       85.0       82.2:      15.0       17.8
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  :        59:        16         26          4          7         15         27         41:
Old  :        59:        16         26          4          7         15         27         41:
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  :                 59.7       36.6       68.1       47.8       57.6       36.6       65.6       47.6
Old  :                 59.7       36.6       68.1       47.8       57.6       36.6       65.6       47.6
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   142,946:    85,843     22,784      1,364     46,229    115,506    133,436    139,654:     9,510      3,292
Old  :   142,946:    85,843     22,784      1,364     46,229    115,506    133,436    139,654:     9,510      3,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    16,266:    16,505      1,770       -358       -796     14,432     15,351     15,844:       915        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.1       15.9        1.0       32.3       80.8       93.3       97.7:       6.7        2.3
Old  :     100.0:      60.1       15.9        1.0       32.3       80.8       93.3       97.7:       6.7        2.3
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  :       112:        65         20          4         14         19         82         40:
Old  :       112:        65         20          4         14         19         82         40:
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  :                 37.8       64.8       54.6       82.0       29.4       56.3       43.5       68.9
Old  :                 37.8       64.8       54.6       82.0       29.4       56.3       43.5       68.9
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   136,164:    65,720     23,024      4,477     34,874     85,310    105,072    112,811:    31,092     23,353
Old  :   136,164:    65,720     23,024      4,477     34,874     85,310    105,072    112,811:    31,092     23,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    -6,671:    -9,395      1,798       -780      7,196     -9,434     -2,979     -8,415:    -3,692      1,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3       16.9        3.3       25.6       62.7       77.2       82.8:      22.8       17.2
Old  :     100.0:      48.3       16.9        3.3       25.6       62.7       77.2       82.8:      22.8       17.2
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  :        84:        37         17         12         18         24         60         48:
Old  :        84:        37         17         12         18         24         60         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  :                 26.7       30.4       40.6       46.5       26.0       30.0       37.7       45.9
Old  :                 26.7       30.4       40.6       46.5       26.0       30.0       37.7       45.9
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   328,462:    41,321    174,806     12,196    226,560    103,430    280,077    290,431:    48,385     38,031
Old  :   328,462:    41,321    174,806     12,196    226,560    103,430    280,077    290,431:    48,385     38,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    14,365:    -4,670     11,136        769     14,706      2,215     10,805     14,120:     3,560        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       53.2        3.7       69.0       31.5       85.3       88.4:      14.7       11.6
Old  :     100.0:      12.6       53.2        3.7       69.0       31.5       85.3       88.4:      14.7       11.6
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  :       140:        38         64         16         31         22         73         98:
Old  :       140:        38         64         16         31         22         73         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  :                 45.1       29.7       59.4       45.6       45.0       26.3       55.8       41.1
Old  :                 45.1       29.7       59.4       45.6       45.0       26.3       55.8       41.1
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   272,350:   142,933     23,744     26,061     38,711    178,675    207,705    228,480:    64,645     43,870
Old  :   272,350:   142,933     23,744     26,061     38,711    178,675    207,705    228,480:    64,645     43,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    15,822:    16,825      1,122      2,172     -1,653     10,426     17,344     13,720:    -1,522      2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.5        8.7        9.6       14.2       65.6       76.3       83.9:      23.7       16.1
Old  :     100.0:      52.5        8.7        9.6       14.2       65.6       76.3       83.9:      23.7       16.1
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  :       164:        78         37         35         35         38        131         93:
Old  :       164:        78         37         35         35         38        131         93:
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  :                 21.7       32.4       30.1       47.6       20.9       30.9       28.3       45.0
Old  :                 21.7       32.4       30.1       47.6       20.9       30.9       28.3       45.0
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    26,331:    20,095        856          6      3,430     23,794     23,531     24,656:     2,800      1,675
Old  :    26,331:    20,095        856          6      3,430     23,794     23,531     24,656:     2,800      1,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     2,714:     3,679       -305          6       -821      2,860      2,864      2,561:      -150        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3        3.3        0.0       13.0       90.4       89.4       93.6:      10.6        6.4
Old  :     100.0:      76.3        3.3        0.0       13.0       90.4       89.4       93.6:      10.6        6.4
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  :        37:        17          2          1          8         14         25         17:
Old  :        37:        17          2          1          8         14         25         17:
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  :                 56.1       66.1       69.8       82.7       55.1       65.5       68.6       82.1
Old  :                 56.1       66.1       69.8       82.7       55.1       65.5       68.6       82.1
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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)                                                  :
     :          :                                                                            :
All  :18,730,630: 1,199,630    980,775  5,501,335 10,767,109 10,682,914 17,468,074 17,165,023: 1,262,555  1,565,606
Old  :18,730,630: 1,199,630    980,775  5,501,335 10,767,109 10,682,914 17,468,074 17,165,023: 1,262,555  1,565,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :   101,462:   208,381     99,762    -70,114     91,957    219,785    230,224    249,433:  -128,762   -147,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        5.2       29.4       57.5       57.0       93.3       91.6:       6.7        8.4
Old  :     100.0:       6.4        5.2       29.4       57.5       57.0       93.3       91.6:       6.7        8.4
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  :       350:        77         78        127        176        179        314        328:
Old  :       350:        77         78        127        176        179        314        328:
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  :                 26.8       14.3       37.8       24.7       22.1        8.3       26.6       14.2
Old  :                 26.8       14.3       37.8       24.7       22.1        8.3       26.6       14.2
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   845,641:    66,873     61,496    131,940    496,177    479,138    694,990    672,574:   150,651    173,067
Old  :   845,641:    66,873     61,496    131,940    496,177    479,138    694,990    672,574:   150,651    173,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    11,224:    -2,257      2,976      8,349      1,063     -1,157      7,156     10,168:     4,068      1,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        7.3       15.6       58.7       56.7       82.2       79.5:      17.8       20.5
Old  :     100.0:       7.9        7.3       15.6       58.7       56.7       82.2       79.5:      17.8       20.5
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  :       221:        53         54         76         92         67        189        153:
Old  :       221:        53         54         76         92         67        189        153:
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  :                 19.1       24.7       27.4       33.7       17.4       24.7       24.1       32.9
Old  :                 19.1       24.7       27.4       33.7       17.4       24.7       24.1       32.9
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,141,746:   413,014    590,237    131,312  1,095,667  1,229,827  1,639,993  1,951,377:   501,753    190,369
Old  : 2,141,746:   413,014    590,237    131,312  1,095,667  1,229,827  1,639,993  1,951,377:   501,753    190,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     7,117:    12,157      4,343      5,712    -28,935    -23,361    -11,066    -13,307:    18,183     20,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       27.6        6.1       51.2       57.4       76.6       91.1:      23.4        8.9
Old  :     100.0:      19.3       27.6        6.1       51.2       57.4       76.6       91.1:      23.4        8.9
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  :       338:        87        112         82         87        105        227        246:
Old  :       338:        87        112         82         87        105        227        246:
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  :                 17.9       20.7       28.7       32.0       14.2       14.4       22.9       25.5
Old  :                 17.9       20.7       28.7       32.0       14.2       14.4       22.9       25.5
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,294:       919          0          0      5,934      7,165      6,853      7,165:     2,441      2,129
Old  :     9,294:       919          0          0      5,934      7,165      6,853      7,165:     2,441      2,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       589:         1          0          0        624        565        625        565:       -36         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        0.0        0.0       63.8       77.1       73.7       77.1:      26.3       22.9
Old  :     100.0:       9.9        0.0        0.0       63.8       77.1       73.7       77.1:      26.3       22.9
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:         2          0          0         11         10         13         10:
Old  :        21:         2          0          0         11         10         13         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  :                 42.1       48.1       59.6       70.0       39.0       48.1       56.4       69.0
Old  :                 42.1       48.1       59.6       70.0       39.0       48.1       56.4       69.0
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    90,696:    14,265     28,413          0     65,193     57,733     79,458     86,146:    11,238      4,550
Old  :    90,696:    14,265     28,413          0     65,193     57,733     79,458     86,146:    11,238      4,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     1,113:     1,525        475        -45       -116        673      1,364      1,103:      -251         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       31.3        0.0       71.9       63.7       87.6       95.0:      12.4        5.0
Old  :     100.0:      15.7       31.3        0.0       71.9       63.7       87.6       95.0:      12.4        5.0
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  :        92:        15         18          0         38         35         53         53:
Old  :        92:        15         18          0         38         35         53         53:
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  :                 33.2       44.8       52.3       61.6       32.6       44.5       51.0       61.4
Old  :                 33.2       44.8       52.3       61.6       32.6       44.5       51.0       61.4
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    58,793:     6,448     14,832        399     44,277     32,416     51,124     47,647:     7,669     11,146
Old  :    58,793:     6,448     14,832        399     44,277     32,416     51,124     47,647:     7,669     11,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     2,210:    -1,794      1,736        -94      4,299      1,391      2,411      3,033:      -201       -823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       25.2        0.7       75.3       55.1       87.0       81.0:      13.0       19.0
Old  :     100.0:      11.0       25.2        0.7       75.3       55.1       87.0       81.0:      13.0       19.0
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  :        83:        12         26          9         27         26         46         54:
Old  :        83:        12         26          9         27         26         46         54:
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  :                 44.1       37.1       60.6       51.0       43.9       37.0       60.2       50.7
Old  :                 44.1       37.1       60.6       51.0       43.9       37.0       60.2       50.7
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   469,530:   148,774    180,283     17,125    246,188    247,082    412,086    444,489:    57,444     25,041
Old  :   469,530:   148,774    180,283     17,125    246,188    247,082    412,086    444,489:    57,444     25,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :   -15,461:   -14,144      7,928     -3,012      7,078    -17,692    -10,078    -12,775:    -5,383     -2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       38.4        3.6       52.4       52.6       87.8       94.7:      12.2        5.3
Old  :     100.0:      31.7       38.4        3.6       52.4       52.6       87.8       94.7:      12.2        5.3
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  :       247:        88         72         23         51         53        153        134:
Old  :       247:        88         72         23         51         53        153        134:
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  :                 26.8       30.0       37.4       45.1       24.3       29.2       34.9       44.2
Old  :                 26.8       30.0       37.4       45.1       24.3       29.2       34.9       44.2
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   117,016:    83,796      8,562        652      4,982     94,788     89,430    104,002:    27,586     13,014
Old  :   117,016:    83,796      8,562        652      4,982     94,788     89,430    104,002:    27,586     13,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       264:     1,700        208         51     -1,298      2,140        453      2,400:      -188     -2,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6        7.3        0.6        4.3       81.0       76.4       88.9:      23.6       11.1
Old  :     100.0:      71.6        7.3        0.6        4.3       81.0       76.4       88.9:      23.6       11.1
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  :        75:        45          9          3         10         18         55         30:
Old  :        75:        45          9          3         10         18         55         30:
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  :                 21.0       40.6       32.3       60.7       21.0       40.5       32.3       59.6
Old  :                 21.0       40.6       32.3       60.7       21.0       40.5       32.3       59.6
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,769:     2,821      8,533          0     38,004     32,924     40,825     41,457:     4,943      4,312
Old  :    45,769:     2,821      8,533          0     38,004     32,924     40,825     41,457:     4,943      4,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     3,817:        34      2,180          0      3,248      2,281      3,282      4,461:       535       -645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       18.6        0.0       83.0       71.9       89.2       90.6:      10.8        9.4
Old  :     100.0:       6.2       18.6        0.0       83.0       71.9       89.2       90.6:      10.8        9.4
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  :        58:         4         18          0         23         20         27         38:
Old  :        58:         4         18          0         23         20         27         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  :                 62.5       44.7       73.6       63.8       60.7       44.7       71.8       63.8
Old  :                 62.5       44.7       73.6       63.8       60.7       44.7       71.8       63.8
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   551,933:    65,503    248,427     12,088    457,503    267,134    535,094    527,650:    16,839     24,283
Old  :   551,933:    65,503    248,427     12,088    457,503    267,134    535,094    527,650:    16,839     24,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    40,431:    -4,366     14,758     -1,493     52,334     30,706     46,475     43,971:    -6,044     -3,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       45.0        2.2       82.9       48.4       96.9       95.6:       3.1        4.4
Old  :     100.0:      11.9       45.0        2.2       82.9       48.4       96.9       95.6:       3.1        4.4
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  :       268:        46        116         51         57         79        146        203:
Old  :       268:        46        116         51         57         79        146        203:
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  :                 49.6       22.6       67.9       33.8       46.8       17.9       63.2       28.5
Old  :                 49.6       22.6       67.9       33.8       46.8       17.9       63.2       28.5
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    56,904:    11,741     16,670        943     32,456     25,719     45,140     43,332:    11,764     13,572
Old  :    56,904:    11,741     16,670        943     32,456     25,719     45,140     43,332:    11,764     13,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    -1,019:     2,184     -1,875        200     -3,209      1,751       -825         76:      -194     -1,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       29.3        1.7       57.0       45.2       79.3       76.1:      20.7       23.9
Old  :     100.0:      20.6       29.3        1.7       57.0       45.2       79.3       76.1:      20.7       23.9
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  :        89:        24         21          7         21         28         47         54:
Old  :        89:        24         21          7         21         28         47         54:
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  :                 26.6       38.8       44.8       47.8       26.0       32.8       41.6       41.8
Old  :                 26.6       38.8       44.8       47.8       26.0       32.8       41.6       41.8
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    59,311:    25,413      4,753        664     23,174     34,481     49,251     39,898:    10,060     19,413
Old  :    59,311:    25,413      4,753        664     23,174     34,481     49,251     39,898:    10,060     19,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :      -204:    -2,103        625        235       -196      2,427     -2,064      3,287:     1,860     -3,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        8.0        1.1       39.1       58.1       83.0       67.3:      17.0       32.7
Old  :     100.0:      42.8        8.0        1.1       39.1       58.1       83.0       67.3:      17.0       32.7
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  :        67:        27          6          2         17         18         44         26:
Old  :        67:        27          6          2         17         18         44         26:
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  :                 31.2       40.4       49.1       51.2       30.5       34.6       45.5       44.8
Old  :                 31.2       40.4       49.1       51.2       30.5       34.6       45.5       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,441:     5,002        701        270     14,616     18,715     19,888     19,686:     1,553      1,755
Old  :    21,441:     5,002        701        270     14,616     18,715     19,888     19,686:     1,553      1,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       467:       452        -70         -7        511        643        956        566:      -489        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        3.3        1.3       68.2       87.3       92.8       91.8:       7.2        8.2
Old  :     100.0:      23.3        3.3        1.3       68.2       87.3       92.8       91.8:       7.2        8.2
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  :        24:         9          3          1          9          5         19          8:
Old  :        24:         9          3          1          9          5         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  :                 63.1       89.4       79.6       91.8       63.1       84.5       78.6       86.7
Old  :                 63.1       89.4       79.6       91.8       63.1       84.5       78.6       86.7
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    62,401:     2,968     18,708      5,389     25,401     26,915     33,758     51,012:    28,643     11,389
Old  :    62,401:     2,968     18,708      5,389     25,401     26,915     33,758     51,012:    28,643     11,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     2,363:         0       -100        735       -367        319        368        954:     1,995      1,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       30.0        8.6       40.7       43.1       54.1       81.7:      45.9       18.3
Old  :     100.0:       4.8       30.0        8.6       40.7       43.1       54.1       81.7:      45.9       18.3
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  :        60:         5         24         10         24         26         39         50:
Old  :        60:         5         24         10         24         26         39         50:
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  :                 20.8       23.9       32.5       38.8       12.8       21.0       20.8       33.2
Old  :                 20.8       23.9       32.5       38.8       12.8       21.0       20.8       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 18, 2007