MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,046
COMMITMENTS
   4,930      726    8,458   24,869   26,767   38,256   35,952    7,789   10,094

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      2,698)
     770      239      581    1,669    2,393    3,020    3,213     -322     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      1.6     18.4     54.0     58.1     83.1     78.1     16.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      19        5       15       29       28       51       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      183,816
COMMITMENTS
  37,430   22,376   46,473   77,179   89,440  161,081  158,288   22,735   25,528

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      7,330)
     346   -1,041    5,576    1,333    2,143    7,255    6,679       74      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     12.2     25.3     42.0     48.7     87.6     86.1     12.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      81       48       77       33       37      155      143
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      293,664
COMMITMENTS
  63,450   26,866   84,400  118,974  126,897  266,824  238,162   26,840   55,502

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -8,404)
  -2,731     -164   -1,733   -1,760   -3,644   -6,224   -5,542   -2,180   -2,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      9.1     28.7     40.5     43.2     90.9     81.1      9.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     101       49       85       92      133      243      234
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,404
COMMITMENTS
   2,842    3,880    1,300    2,491    1,805    6,633    6,985    2,771    2,419

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        366)
       8     -122      190      213      184      411      252      -45      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     41.3     13.8     26.5     19.2     70.5     74.3     29.5     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      28       30       14       18       22       52       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,642
COMMITMENTS
   9,038    2,410    3,990   10,389    9,500   23,418   15,901    6,224   13,741

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:         63)
     123      127      189     -327     -271      -15       46       77       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      8.1     13.5     35.1     32.1     79.0     53.6     21.0     46.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      48       20       23       46       60      107       95
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,638
COMMITMENTS
  37,144   39,721   10,910   51,223   56,374   99,277  107,005   35,360   27,633

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      8,746)
  12,214   -1,949    2,133   -7,436    8,678    6,911    8,862    1,835     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     29.5      8.1     38.0     41.9     73.7     79.5     26.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       31       11       22       24       53       58
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       82,562
COMMITMENTS
  23,155   39,537    2,461   37,638   26,734   63,254   68,732   19,308   13,830

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     10,852)
   5,159     -788      496    3,376    9,674    9,031    9,383    1,821    1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     47.9      3.0     45.6     32.4     76.6     83.2     23.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       21        4        6       15       30       39
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       80,804
COMMITMENTS
  28,053   22,324      654   44,019   53,843   72,726   76,821    8,078    3,983

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      3,251)
    -313    3,717        0    2,883   -1,447    2,570    2,270      681      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     27.6      0.8     54.5     66.6     90.0     95.1     10.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43       17        1       16       15       59       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      159,463
COMMITMENTS
  95,810   23,853    7,668   21,568  102,694  125,046  134,216   34,417   25,247

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     13,205)
  12,430    2,228      187      820   14,181   13,437   16,596     -232   -3,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.1     15.0      4.8     13.5     64.4     78.4     84.2     21.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      50       18       15       16       22       73       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      268,197
COMMITMENTS
  32,068  120,100   12,468  181,589  100,857  226,125  233,425   42,072   34,772

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,869)
  -5,694    5,983      598    7,923     -873    2,827    5,708     -958   -3,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     44.8      4.6     67.7     37.6     84.3     87.0     15.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      29       57       17       30       21       67       87
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      270,865
COMMITMENTS
 132,284   21,959   27,273   38,507  174,380  198,065  223,612   72,801   47,253

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     18,890)
   7,681    2,849    3,011    5,149    7,959   15,841   13,818    3,049    5,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.8      8.1     10.1     14.2     64.4     73.1     82.6     26.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      76       40       33       32       38      128       91
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       28,091
COMMITMENTS
  22,801    1,698        0    2,184   24,689   24,985   26,387    3,106    1,704

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -581)
  -1,397      597        0      412   -1,303     -985     -706      404      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.2      6.0      0.0      7.8     87.9     88.9     93.9     11.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        3        0        7       14       23       17
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       64,453
COMMITMENTS
  13,411        0      120   46,711   61,979   60,242   62,099    4,211    2,354

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      4,592)
     230        0     -430    4,266    5,028    4,066    4,598      526       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      0.0      0.2     72.5     96.2     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        1       13       14       18       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,736,707
COMMITMENTS
 1005654  711,810  5115640 10295311 10293437 16416605 16120888  1320102  1615819

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    967,385)
 -29,466 -106,364  309,649  531,401  647,621  811,584  850,906  155,802  116,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      4.0     28.8     58.0     58.0     92.6     90.9      7.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
      72       76      136      177      181      322      334
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      794,420
COMMITMENTS
  67,268   39,746  100,904  482,205  483,510  650,377  624,160  144,044  170,260

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    -51,459)
  -7,612    2,482  -40,612    2,558   -3,746  -45,666  -41,876   -5,793   -9,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      5.0     12.7     60.7     60.9     81.9     78.6     18.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      51       43       68       91       64      177      140
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,133,262
COMMITMENTS
 354,655  640,966  108,045  1213312  1205342  1676012  1954353  457,250  178,909

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     31,086)
  57,196   14,994  -55,912   29,993   88,342   31,277   47,424     -191  -16,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     30.0      5.1     56.9     56.5     78.6     91.6     21.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      74      117       71       92       97      211      240
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,322
COMMITMENTS
   1,031        0        0    4,677    6,150    5,708    6,150    2,614    2,172

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        411)
     -34        0        0      477      467      443      467      -32      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.0      0.0     56.2     73.9     68.6     73.9     31.4     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11        9       13        9
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,827
COMMITMENTS
  12,550   26,881        0   64,717   57,672   77,267   84,553   12,560    5,274

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -1,296)
    -614      780        0     -902   -2,141   -1,516   -1,361      220       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     29.9      0.0     72.0     64.2     86.0     94.1     14.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       16        0       35       31       48       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,855
COMMITMENTS
   7,743   13,322      290   39,028   28,270   47,060   41,881    7,794   12,973

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,949)
   1,540     -780        4      597      804    2,141       28     -192    1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     24.3      0.5     71.1     51.5     85.8     76.3     14.2     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11       20        8       24       26       41       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      437,579
COMMITMENTS
 113,526  179,445   14,426  246,812  210,333  374,763  404,204   62,816   33,375

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     31,691)
  21,109   15,517      845   -5,666    5,324   16,289   21,687   15,402   10,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     41.0      3.3     56.4     48.1     85.6     92.4     14.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      76       69       18       47       57      136      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,222
COMMITMENTS
  85,137    8,719      373    7,672  101,911   93,183  111,003   32,039   14,220

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -386)
  -3,586   -1,689      114    2,267    1,281   -1,205     -293      819      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0      7.0      0.3      6.1     81.4     74.4     88.6     25.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      46       11        3       11       18       58       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       42,124
COMMITMENTS
   2,792    6,176        0   33,456   28,986   36,248   35,162    5,875    6,962

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      5,291)
     711     -643       -0    2,863    4,063    3,573    3,420    1,717    1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     14.7      0.0     79.4     68.8     86.1     83.5     13.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       16        0       23       20       27       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      469,381
COMMITMENTS
  73,725  213,579   10,278  361,005  219,374  445,007  443,230   24,374   26,151

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      7,209)
    -462    1,902   -4,661    7,983    6,210    2,860    3,451    4,349    3,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     45.5      2.2     76.9     46.7     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      33      102       41       51       70      121      176
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,353
COMMITMENTS
   9,379   17,986      533   33,338   21,101   43,250   39,621   10,103   13,732

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        905)
     103      630      -81      917      897      939    1,446      -34     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     33.7      1.0     62.5     39.6     81.1     74.3     18.9     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       17        5       22       29       46       50
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       53,211
COMMITMENTS
  25,318    3,418      303   20,936   28,919   46,557   32,640    6,654   20,571

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        485)
   2,059    2,008        5    1,338      854    3,402    2,867   -2,917   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6      6.4      0.6     39.3     54.3     87.5     61.3     12.5     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28        6        2       19       16       47       24
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,193
COMMITMENTS
   4,900    1,077      270   14,171   17,944   19,341   19,291      852      902

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -1,106)
    -646     -580      -24     -334       73   -1,004     -531     -102     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      5.3      1.3     70.2     88.9     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        5        1        8        3       20        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       54,961
COMMITMENTS
   3,091   15,495    4,214   21,248   27,000   28,553   46,709   26,408    8,252

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,066)
     -42    1,306       61     -548   -2,171     -529     -804    1,595    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     28.2      7.7     38.7     49.1     52.0     85.0     48.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       22        8       21       26       34       49
 

Updated April 27, 2007