BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,273
COMMITMENTS
       0       25       77    3,876    3,940    3,953    4,042      320      231

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -157)
       0       -1       -6       -6      -66      -12      -73     -145      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      1.8     90.7     92.2     92.5     94.6      7.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       13       13       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,050
COMMITMENTS
     832    3,414    4,535   29,329   17,286   34,696   25,235    4,355   13,815

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:        423)
    -154     -656      361      341      259      548      -37     -125      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      8.7     11.6     75.1     44.3     88.8     64.6     11.2     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       14       10       24       19       35       36
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      165,982
COMMITMENTS
  23,805   28,018   48,945   75,403   51,048  148,152  128,011   17,829   37,971

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      1,027)
    -301     -344    2,068      608      146    2,374    1,870   -1,348     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     16.9     29.5     45.4     30.8     89.3     77.1     10.7     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      51       76       79       40       41      149      159
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,845
COMMITMENTS
     324      516      169      678      343    1,171    1,028      674      817

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -372)
     -88     -115       48     -112      -16     -152      -83     -220     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     28.0      9.2     36.8     18.6     63.5     55.7     36.5     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        3        7        5       14       11
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      307,501
COMMITMENTS
  57,451   39,072   76,859  138,619  128,209  272,929  244,139   34,572   63,362

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -4,222)
     655     -811      409    1,282     -634    2,345   -1,037   -6,567   -3,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     12.7     25.0     45.1     41.7     88.8     79.4     11.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      92       73      104      119      155      267      300
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,591
COMMITMENTS
   2,304    1,026      516      682    1,467    3,501    3,009    1,089    1,582

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -249)
     -80      195       91      108     -231      118       55     -368     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2     22.3     11.2     14.8     32.0     76.3     65.5     23.7     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       16       10       10       23       29       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,458
COMMITMENTS
  10,665    5,577    4,386   10,245    6,803   25,297   16,766    6,161   14,691

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -1,524)
    -152      257     -311     -544     -232   -1,006     -286     -517   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     17.7     13.9     32.6     21.6     80.4     53.3     19.6     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      38       41       25       57       57      110      109
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      124,529
COMMITMENTS
  37,653   22,438    6,853   39,982   73,596   84,488  102,886   40,042   21,643

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -4,722)
  -8,768   -5,804      873    3,674     -105   -4,221   -5,036     -501      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     18.0      5.5     32.1     59.1     67.8     82.6     32.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33       15        8       22       24       58       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      103,603
COMMITMENTS
  30,657   21,756       80   51,528   68,836   82,265   90,672   21,338   12,931

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      1,067)
   6,207   -3,760      -81   -3,599    5,666    2,527    1,825   -1,460     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     21.0      0.1     49.7     66.4     79.4     87.5     20.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20        8        1       12       14       32       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       90,944
COMMITMENTS
  11,984   30,505      526   75,127   55,976   87,637   87,007    3,307    3,937

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      2,617)
  -3,503    3,945     -177    6,624   -1,306    2,944    2,463     -327      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     33.5      0.6     82.6     61.5     96.4     95.7      3.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      16       30        3       21       15       39       47
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      123,158
COMMITMENTS
  42,252   11,920    3,537   42,765   88,087   88,554  103,544   34,604   19,615

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      4,542)
   3,705   -2,623     -392    1,084    8,303    4,396    5,288      145     -746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      9.7      2.9     34.7     71.5     71.9     84.1     28.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      30       10        7       20       27       53       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      271,432
COMMITMENTS
  48,980   32,851    7,194  162,222  199,731  218,396  239,776   53,037   31,656

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -3,171)
    -890    1,812      503      112   -5,156     -275   -2,840   -2,896     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     12.1      2.7     59.8     73.6     80.5     88.3     19.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      35       21       11       28       28       68       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      251,288
COMMITMENTS
  81,596   13,949   36,012   65,705  155,557  183,313  205,518   67,975   45,770

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      4,909)
      57    2,007    1,456    4,983    3,299    6,496    6,762   -1,588   -1,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      5.6     14.3     26.1     61.9     72.9     81.8     27.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      58       33       44       32       35      112       90
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       14,325
COMMITMENTS
   7,483      216        0    5,595   12,040   13,078   12,256    1,247    2,069

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:        132)
    -384     -285        0      459       85       75     -200       57      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.2      1.5      0.0     39.1     84.0     91.3     85.6      8.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       10       13       12       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   18,654,226
COMMITMENTS
 825,106  1226487  6999897  9603385  8873380 17428389 17099764  1225837  1554462

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:    256,589)
  -5,008 -123,301   13,793  164,023  194,770  172,809   85,262   83,781  171,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.6     37.5     51.5     47.6     93.4     91.7      6.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      71       77      122      151      159      285      303
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      804,594
COMMITMENTS
  94,021   75,071   62,959  462,868  548,275  619,848  686,305  184,746  118,289

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     42,473)
   6,129   11,378   13,445    1,765   15,792   21,339   40,616   21,134    1,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      9.3      7.8     57.5     68.1     77.0     85.3     23.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      57       46       62       92       69      180      146
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,531,886
COMMITMENTS
 199,534  463,878   61,703  996,083  873,343  1257320  1398924  274,566  132,962

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:    104,229)
  -4,070   39,021   -3,901  117,466   62,642  109,495   97,762   -5,266    6,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     30.3      4.0     65.0     57.0     82.1     91.3     17.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      55       64       45       83       84      165      166
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,695
COMMITMENTS
   1,854      705        0    5,126    8,699    6,980    9,404    3,715    1,291

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -222)
    -228        0        0       35       72     -193       72      -29     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      6.6      0.0     47.9     81.3     65.3     87.9     34.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       12       13       16       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       53,160
COMMITMENTS
   9,893   15,475        0   36,884   34,162   46,777   49,637    6,383    3,523

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -3,065)
  -1,405    2,531       -2    1,021   -5,650     -386   -3,121   -2,679       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     29.1      0.0     69.4     64.3     88.0     93.4     12.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       12        0       21       22       29       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,928
COMMITMENTS
  13,158   15,541       93   42,760   45,682   56,011   61,317   12,918    7,612

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      5,341)
    -826    3,771       87    4,627    1,989    3,888    5,847    1,453     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     22.5      0.1     62.0     66.3     81.3     89.0     18.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       23        3       35       29       53       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      423,185
COMMITMENTS
 102,833  193,615    6,342  283,524  189,908  392,699  389,865   30,485   33,320

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     43,273)
  21,214   24,789    1,257   21,245   10,096   43,716   36,142     -443    7,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     45.8      1.5     67.0     44.9     92.8     92.1      7.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      68       91       17       56       38      133      138
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       83,322
COMMITMENTS
  28,472   12,060      267   28,741   61,558   57,480   73,885   25,842    9,437

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      2,843)
  -8,061    6,205        3   11,442   -4,764    3,384    1,444     -541    1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     14.5      0.3     34.5     73.9     69.0     88.7     31.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        6        1       14       16       36       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       42,045
COMMITMENTS
   5,431    5,583       18   31,692   30,963   37,142   36,564    4,904    5,481

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      1,926)
    -659       21      -25    1,711    1,704    1,026    1,699      900      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     13.3      0.0     75.4     73.6     88.3     87.0     11.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       11        2       26       27       33       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      422,966
COMMITMENTS
  77,713  103,136    5,696  319,375  296,333  402,785  405,165   20,181   17,801

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      3,958)
   3,729   -6,925     -114    8,666   18,639   12,281   11,600   -8,323   -7,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     24.4      1.3     75.5     70.1     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      34       65       22       41       54       82      134
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,338
COMMITMENTS
  15,626   20,231    1,942   26,472   27,240   44,040   49,414   13,297    7,924

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:        190)
    -702    1,429      258     -576     -501   -1,020    1,185    1,210     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     35.3      3.4     46.2     47.5     76.8     86.2     23.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       26        8       19       16       45       48
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       42,666
COMMITMENTS
   8,553    7,011      601   26,877   17,234   36,031   24,846    6,635   17,820

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      6,992)
     859    1,644     -106    4,531   -1,218    5,284      320    1,708    6,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     16.4      1.4     63.0     40.4     84.4     58.2     15.6     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       12        3       19       15       35       28
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       48,367
COMMITMENTS
   7,102    3,893    2,973   18,041   30,740   28,116   37,606   20,251   10,761

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -1,530)
    -274    1,159     -160   -2,045    2,265   -2,479    3,264      949   -4,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      8.0      6.1     37.3     63.6     58.1     77.8     41.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9       11        5       28       32       40       46
 

Updated May 26, 2006