MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,003
COMMITMENTS
   6,377      858    8,022   25,800   28,953   40,198   37,832    7,804   10,170

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,845)
     778        1      -67      952    1,753    1,663    1,687      182      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      1.8     16.7     53.7     60.3     83.7     78.8     16.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21        5       15       28       26       52       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      184,042
COMMITMENTS
  33,357   26,972   46,990   80,486   84,045  160,833  158,007   23,209   26,035

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,287)
      49    2,086    4,700   -1,605   -3,718    3,145    3,068     -858     -781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     14.7     25.5     43.7     45.7     87.4     85.9     12.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      73       59       85       33       34      153      155
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      289,122
COMMITMENTS
  66,799   28,861   71,586  123,405  132,428  261,790  232,875   27,332   56,247

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      8,495)
   2,984      378    1,876    3,165    4,647    8,026    6,901      469    1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     10.0     24.8     42.7     45.8     90.5     80.5      9.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      96       57       96      102      144      262      255
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,550
COMMITMENTS
   2,539    3,986      632    2,244    1,012    5,415    5,630    2,135    1,920

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -946)
    -365     -149      -28     -439     -773     -831     -950     -114        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     52.8      8.4     29.7     13.4     71.7     74.6     28.3     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       28       13       18       20       48       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,089
COMMITMENTS
   8,262    1,251    3,777    7,924    6,886   19,964   11,914    5,125   13,175

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        669)
     212     -916      485     -168      -52      529     -484      141    1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      5.0     15.1     31.6     27.4     79.6     47.5     20.4     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      51       16       21       42       52      104       82
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      182,678
COMMITMENTS
  82,033   38,059    9,402   53,171  105,977  144,606  153,438   38,072   29,240

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     23,998)
  17,279   -8,013     -370    4,226   31,308   21,135   22,925    2,863    1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9     20.8      5.1     29.1     58.0     79.2     84.0     20.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      36       25       11       21       26       63       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       85,414
COMMITMENTS
  16,942   51,876    2,349   53,323   15,965   72,615   70,191   12,799   15,223

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -311)
   2,206    2,587      -64      122   -3,394    2,264     -871   -2,576      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     60.7      2.8     62.4     18.7     85.0     82.2     15.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       26        4        7       15       27       41
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,946
COMMITMENTS
  85,843   22,784    1,364   46,229  115,506  133,436  139,654    9,510    3,292

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     16,266)
  16,505    1,770     -358     -796   14,432   15,351   15,844      915      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.1     15.9      1.0     32.3     80.8     93.3     97.7      6.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      65       20        4       14       19       82       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      136,164
COMMITMENTS
  65,720   23,024    4,477   34,874   85,310  105,072  112,811   31,092   23,353

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     -6,671)
  -9,395    1,798     -780    7,196   -9,434   -2,979   -8,415   -3,692    1,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3     16.9      3.3     25.6     62.7     77.2     82.8     22.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      37       17       12       18       24       60       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      328,462
COMMITMENTS
  41,321  174,806   12,196  226,560  103,430  280,077  290,431   48,385   38,031

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     14,365)
  -4,670   11,136      769   14,706    2,215   10,805   14,120    3,560      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     53.2      3.7     69.0     31.5     85.3     88.4     14.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      38       64       16       31       22       73       98
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      272,350
COMMITMENTS
 142,933   23,744   26,061   38,711  178,675  207,705  228,480   64,645   43,870

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     15,822)
  16,825    1,122    2,172   -1,653   10,426   17,344   13,720   -1,522    2,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.5      8.7      9.6     14.2     65.6     76.3     83.9     23.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      78       37       35       35       38      131       93
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,331
COMMITMENTS
  20,095      856        6    3,430   23,794   23,531   24,656    2,800    1,675

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,714)
   3,679     -305        6     -821    2,860    2,864    2,561     -150      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3      3.3      0.0     13.0     90.4     89.4     93.6     10.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        2        1        8       14       25       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,730,630
COMMITMENTS
 1199630  980,775  5501335 10767109 10682914 17468074 17165023  1262555  1565606

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    101,462)
 208,381   99,762  -70,114   91,957  219,785  230,224  249,433 -128,762 -147,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      5.2     29.4     57.5     57.0     93.3     91.6      6.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      77       78      127      176      179      314      328
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      845,641
COMMITMENTS
  66,873   61,496  131,940  496,177  479,138  694,990  672,574  150,651  173,067

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     11,224)
  -2,257    2,976    8,349    1,063   -1,157    7,156   10,168    4,068    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      7.3     15.6     58.7     56.7     82.2     79.5     17.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      53       54       76       92       67      189      153
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,141,746
COMMITMENTS
 413,014  590,237  131,312  1095667  1229827  1639993  1951377  501,753  190,369

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      7,117)
  12,157    4,343    5,712  -28,935  -23,361  -11,066  -13,307   18,183   20,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     27.6      6.1     51.2     57.4     76.6     91.1     23.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      87      112       82       87      105      227      246
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,294
COMMITMENTS
     919        0        0    5,934    7,165    6,853    7,165    2,441    2,129

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        589)
       1        0        0      624      565      625      565      -36       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      0.0     63.8     77.1     73.7     77.1     26.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       10       13       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,696
COMMITMENTS
  14,265   28,413        0   65,193   57,733   79,458   86,146   11,238    4,550

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,113)
   1,525      475      -45     -116      673    1,364    1,103     -251       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     31.3      0.0     71.9     63.7     87.6     95.0     12.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       18        0       38       35       53       53
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,793
COMMITMENTS
   6,448   14,832      399   44,277   32,416   51,124   47,647    7,669   11,146

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,210)
  -1,794    1,736      -94    4,299    1,391    2,411    3,033     -201     -823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     25.2      0.7     75.3     55.1     87.0     81.0     13.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       26        9       27       26       46       54
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      469,530
COMMITMENTS
 148,774  180,283   17,125  246,188  247,082  412,086  444,489   57,444   25,041

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    -15,461)
 -14,144    7,928   -3,012    7,078  -17,692  -10,078  -12,775   -5,383   -2,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     38.4      3.6     52.4     52.6     87.8     94.7     12.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      88       72       23       51       53      153      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,016
COMMITMENTS
  83,796    8,562      652    4,982   94,788   89,430  104,002   27,586   13,014

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        264)
   1,700      208       51   -1,298    2,140      453    2,400     -188   -2,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6      7.3      0.6      4.3     81.0     76.4     88.9     23.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      45        9        3       10       18       55       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,769
COMMITMENTS
   2,821    8,533        0   38,004   32,924   40,825   41,457    4,943    4,312

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      3,817)
      34    2,180        0    3,248    2,281    3,282    4,461      535     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     18.6      0.0     83.0     71.9     89.2     90.6     10.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4       18        0       23       20       27       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      551,933
COMMITMENTS
  65,503  248,427   12,088  457,503  267,134  535,094  527,650   16,839   24,283

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     40,431)
  -4,366   14,758   -1,493   52,334   30,706   46,475   43,971   -6,044   -3,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     45.0      2.2     82.9     48.4     96.9     95.6      3.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      46      116       51       57       79      146      203
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,904
COMMITMENTS
  11,741   16,670      943   32,456   25,719   45,140   43,332   11,764   13,572

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     -1,019)
   2,184   -1,875      200   -3,209    1,751     -825       76     -194   -1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     29.3      1.7     57.0     45.2     79.3     76.1     20.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       21        7       21       28       47       54
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,311
COMMITMENTS
  25,413    4,753      664   23,174   34,481   49,251   39,898   10,060   19,413

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:       -204)
  -2,103      625      235     -196    2,427   -2,064    3,287    1,860   -3,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8      8.0      1.1     39.1     58.1     83.0     67.3     17.0     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      27        6        2       17       18       44       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,441
COMMITMENTS
   5,002      701      270   14,616   18,715   19,888   19,686    1,553    1,755

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        467)
     452      -70       -7      511      643      956      566     -489      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      3.3      1.3     68.2     87.3     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        1        9        5       19        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       62,401
COMMITMENTS
   2,968   18,708    5,389   25,401   26,915   33,758   51,012   28,643   11,389

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      2,363)
       0     -100      735     -367      319      368      954    1,995    1,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     30.0      8.6     40.7     43.1     54.1     81.7     45.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       24       10       24       26       39       50
 

Updated May 18, 2007