MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :    48,841:     6,454        871      8,299     26,107     29,276     40,859     38,446:     7,982     10,395
Old  :    48,841:     6,454        871      8,299     26,107     29,276     40,859     38,446:     7,982     10,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       839:        77         13        278        307        323        661        614:       177        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        1.8       17.0       53.5       59.9       83.7       78.7:      16.3       21.3
Old  :     100.0:      13.2        1.8       17.0       53.5       59.9       83.7       78.7:      16.3       21.3
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  :        65:        22          6         17         28         25         54         44:
Old  :        65:        22          6         17         28         25         54         44:
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  :                 33.1       31.3       50.4       47.1       32.9       29.7       44.2       43.0
Old  :                 33.1       31.3       50.4       47.1       32.9       29.7       44.2       43.0
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 22, 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  :   184,353:    34,430     28,924     46,666     82,264     85,341    163,360    160,930:    20,993     23,423
Old  :   164,251:    28,537     33,728     39,172     79,135     71,663    146,844    144,562:    17,408     19,689
Other:    20,102:    11,808      1,110      1,580      3,129     13,678     16,516     16,368:     3,585      3,734
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       311:     1,072      1,952       -324      1,779      1,296      2,527      2,924:    -2,216     -2,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       15.7       25.3       44.6       46.3       88.6       87.3:      11.4       12.7
Old  :     100.0:      17.4       20.5       23.8       48.2       43.6       89.4       88.0:      10.6       12.0
Other:     100.0:      58.7        5.5        7.9       15.6       68.0       82.2       81.4:      17.8       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        68         70         84         34         37        152        157:
Old  :       206:        64         77         80         34         37        147        156:
Other:        73:        30         13         12         12         24         46         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       33.5       37.4       40.6       25.6       31.8       35.6       37.4
Old  :                 28.8       33.8       41.7       41.1       28.7       33.8       39.8       39.9
Other:                 43.6       42.6       53.4       58.9       37.6       33.8       46.1       49.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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  :   295,592:    70,036     31,055     75,104    124,206    133,973    269,346    240,132:    26,246     55,460
Old  :   295,592:    70,036     31,055     75,104    124,206    133,973    269,346    240,132:    26,246     55,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     6,470:     3,237      2,194      3,518        801      1,546      7,556      7,257:    -1,086       -787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       10.5       25.4       42.0       45.3       91.1       81.2:       8.9       18.8
Old  :     100.0:      23.7       10.5       25.4       42.0       45.3       91.1       81.2:       8.9       18.8
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  :       344:        99         65        101        103        143        271        262:
Old  :       344:        99         65        101        103        143        271        262:
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  :                 21.9       16.4       32.1       26.7       21.9       13.2       31.6       20.0
Old  :                 21.9       16.4       32.1       26.7       21.9       13.2       31.6       20.0
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 22, 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  :     7,710:     2,645      3,690        846      2,223      1,334      5,714      5,870:     1,995      1,839
Old  :     7,710:     2,645      3,690        846      2,223      1,334      5,714      5,870:     1,995      1,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       159:       106       -296        214        -21        322        299        241:      -140        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       47.9       11.0       28.8       17.3       74.1       76.1:      25.9       23.9
Old  :     100.0:      34.3       47.9       11.0       28.8       17.3       74.1       76.1:      25.9       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  :        78:        24         28         11         16         20         46         56:
Old  :        78:        24         28         11         16         20         46         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  :                 29.3       24.0       42.4       34.4       29.3       23.3       41.8       32.6
Old  :                 29.3       24.0       42.4       34.4       29.3       23.3       41.8       32.6
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 22, 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  :    25,778:     8,987      1,589      3,594      7,615      7,081     20,196     12,263:     5,582     13,515
Old  :    25,778:     8,987      1,589      3,594      7,615      7,081     20,196     12,263:     5,582     13,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       689:       725        338       -184       -309        195        232        349:       457        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        6.2       13.9       29.5       27.5       78.3       47.6:      21.7       52.4
Old  :     100.0:      34.9        6.2       13.9       29.5       27.5       78.3       47.6:      21.7       52.4
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  :       153:        47         23         22         39         54        104         87:
Old  :       153:        47         23         22         39         54        104         87:
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  :                 16.1        8.8       28.1       14.7       15.4        6.6       26.1       11.7
Old  :                 16.1        8.8       28.1       14.7       15.4        6.6       26.1       11.7
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 22, 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  :   187,413:    83,321     43,913     10,985     55,078    103,200    149,384    158,098:    38,029     29,315
Old  :   187,413:    83,321     43,913     10,985     55,078    103,200    149,384    158,098:    38,029     29,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     4,736:     1,288      5,854      1,584      1,907     -2,778      4,778      4,660:       -43         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5       23.4        5.9       29.4       55.1       79.7       84.4:      20.3       15.6
Old  :     100.0:      44.5       23.4        5.9       29.4       55.1       79.7       84.4:      20.3       15.6
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  :        98:        37         27         13         21         24         66         56:
Old  :        98:        37         27         13         21         24         66         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  :                 33.8       30.7       46.8       48.0       29.2       29.0       40.3       44.6
Old  :                 33.8       30.7       46.8       48.0       29.2       29.0       40.3       44.6
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 22, 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  :   104,469:     9,014     75,247      2,145     81,540      7,032     92,698     84,424:    11,770     20,045
Old  :   104,469:     9,014     75,247      2,145     81,540      7,032     92,698     84,424:    11,770     20,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    19,055:    -7,928     23,371       -205     28,217     -8,933     20,084     14,234:    -1,028      4,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       72.0        2.1       78.1        6.7       88.7       80.8:      11.3       19.2
Old  :     100.0:       8.6       72.0        2.1       78.1        6.7       88.7       80.8:      11.3       19.2
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  :        62:        11         34          4         13          8         27         43:
Old  :        62:        11         34          4         13          8         27         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  :                 64.0       35.3       74.6       46.3       62.7       35.3       72.6       46.3
Old  :                 64.0       35.3       74.6       46.3       62.7       35.3       72.6       46.3
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 22, 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  :   128,891:    81,362     12,126        790     36,300    111,761    118,452    124,677:    10,439      4,214
Old  :   128,891:    81,362     12,126        790     36,300    111,761    118,452    124,677:    10,439      4,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -14,055:    -4,481    -10,658       -574     -9,929     -3,745    -14,984    -14,977:       929        922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1        9.4        0.6       28.2       86.7       91.9       96.7:       8.1        3.3
Old  :     100.0:      63.1        9.4        0.6       28.2       86.7       91.9       96.7:       8.1        3.3
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  :       113:        69         16          2         14         18         85         35:
Old  :       113:        69         16          2         14         18         85         35:
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  :                 35.6       69.7       51.6       85.3       25.4       57.0       39.3       68.7
Old  :                 35.6       69.7       51.6       85.3       25.4       57.0       39.3       68.7
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 22, 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  :   133,081:    56,401     19,958      6,570     37,885     85,265    100,856    111,793:    32,225     21,288
Old  :   133,081:    56,401     19,958      6,570     37,885     85,265    100,856    111,793:    32,225     21,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -3,083:    -9,319     -3,065      2,092      3,010        -45     -4,216     -1,018:     1,133     -2,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       15.0        4.9       28.5       64.1       75.8       84.0:      24.2       16.0
Old  :     100.0:      42.4       15.0        4.9       28.5       64.1       75.8       84.0:      24.2       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  :        80:        32         19         13         20         22         59         47:
Old  :        80:        32         19         13         20         22         59         47:
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  :                 28.3       31.0       40.5       47.7       28.0       30.7       36.9       47.0
Old  :                 28.3       31.0       40.5       47.7       28.0       30.7       36.9       47.0
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 22, 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  :   359,512:    46,830    204,400     13,353    252,784    101,485    312,967    319,238:    46,545     40,274
Old  :   359,512:    46,830    204,400     13,353    252,784    101,485    312,967    319,238:    46,545     40,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    31,050:     5,509     29,594      1,157     26,224     -1,944     32,890     28,807:    -1,840      2,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       56.9        3.7       70.3       28.2       87.1       88.8:      12.9       11.2
Old  :     100.0:      13.0       56.9        3.7       70.3       28.2       87.1       88.8:      12.9       11.2
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  :       149:        41         67         18         32         23         79        102:
Old  :       149:        41         67         18         32         23         79        102:
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  :                 46.6       32.9       60.0       47.5       46.5       29.2       56.1       42.3
Old  :                 46.6       32.9       60.0       47.5       46.5       29.2       56.1       42.3
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 22, 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  :   255,857:   122,677     30,202     26,500     46,247    154,692    195,425    211,394:    60,433     44,464
Old  :   255,857:   122,677     30,202     26,500     46,247    154,692    195,425    211,394:    60,433     44,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -16,493:   -20,255      6,459        438      7,536    -23,984    -12,281    -17,087:    -4,212        594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       11.8       10.4       18.1       60.5       76.4       82.6:      23.6       17.4
Old  :     100.0:      47.9       11.8       10.4       18.1       60.5       76.4       82.6:      23.6       17.4
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  :       160:        75         39         40         35         36        127         98:
Old  :       160:        75         39         40         35         36        127         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  :                 22.8       30.0       31.6       43.9       22.4       27.7       28.5       41.0
Old  :                 22.8       30.0       31.6       43.9       22.4       27.7       28.5       41.0
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 22, 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  :    24,381:    16,607        800          6      5,054     21,951     21,667     22,757:     2,714      1,624
Old  :    24,381:    16,607        800          6      5,054     21,951     21,667     22,757:     2,714      1,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -1,950:    -3,488        -56          0      1,624     -1,843     -1,864     -1,899:       -86        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1        3.3        0.0       20.7       90.0       88.9       93.3:      11.1        6.7
Old  :     100.0:      68.1        3.3        0.0       20.7       90.0       88.9       93.3:      11.1        6.7
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  :        37:        16          2          1         10         13         26         16:
Old  :        37:        16          2          1         10         13         26         16:
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  :                 52.9       71.7       69.5       85.0       52.6       71.1       69.1       84.4
Old  :                 52.9       71.7       69.5       85.0       52.6       71.1       69.1       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    51,587:     5,830      5,114        272     42,608     43,258     48,710     48,644:     2,877      2,943
Old  :    51,587:     5,830      5,114        272     42,608     43,258     48,710     48,644:     2,877      2,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -25,103:    -7,587      1,209       -137    -18,180    -26,520    -25,904    -25,448:       801        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        9.9        0.5       82.6       83.9       94.4       94.3:       5.6        5.7
Old  :     100.0:      11.3        9.9        0.5       82.6       83.9       94.4       94.3:       5.6        5.7
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  :        21:         3          2          2         15         11         19         14:
Old  :        21:         3          2          2         15         11         19         14:
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  :                 44.8       82.2       63.2       91.8       40.1       70.9       56.7       74.2
Old  :                 44.8       82.2       63.2       91.8       40.1       70.9       56.7       74.2
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 22, 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  :19,421,628: 1,373,729  1,104,191  6,002,175 10,867,543 10,815,187 18,243,447 17,921,553: 1,178,180  1,500,075
Old  :19,421,628: 1,373,729  1,104,191  6,002,175 10,867,543 10,815,187 18,243,447 17,921,553: 1,178,180  1,500,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   690,998:   174,099    123,416    500,840    100,434    132,274    775,373    756,530:   -84,375    -65,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        5.7       30.9       56.0       55.7       93.9       92.3:       6.1        7.7
Old  :     100.0:       7.1        5.7       30.9       56.0       55.7       93.9       92.3:       6.1        7.7
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  :       364:        86         77        134        179        184        325        341:
Old  :       364:        86         77        134        179        184        325        341:
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  :                 27.4       15.0       38.1       25.8       21.4        8.3       25.5       14.0
Old  :                 27.4       15.0       38.1       25.8       21.4        8.3       25.5       14.0
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 22, 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  :   815,025:    61,379     63,290    108,033    497,131    479,107    666,543    650,430:   148,482    164,595
Old  :   815,025:    61,379     63,290    108,033    497,131    479,107    666,543    650,430:   148,482    164,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -30,615:    -5,494      1,795    -23,907        954        -32    -28,446    -22,143:    -2,169     -8,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        7.8       13.3       61.0       58.8       81.8       79.8:      18.2       20.2
Old  :     100.0:       7.5        7.8       13.3       61.0       58.8       81.8       79.8:      18.2       20.2
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  :       209:        46         45         64         93         65        176        140:
Old  :       209:        46         45         64         93         65        176        140:
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  :                 20.2       26.6       28.0       35.2       18.4       26.6       25.6       35.2
Old  :                 20.2       26.6       28.0       35.2       18.4       26.6       25.6       35.2
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 22, 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  : 2,246,171:   443,438    674,059    104,113  1,234,592  1,288,692  1,782,143  2,066,864:   464,027    179,307
Old  : 2,246,171:   443,438    674,059    104,113  1,234,592  1,288,692  1,782,143  2,066,864:   464,027    179,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   104,425:    30,424     83,822    -27,199    138,925     58,865    142,150    115,487:   -37,725    -11,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       30.0        4.6       55.0       57.4       79.3       92.0:      20.7        8.0
Old  :     100.0:      19.7       30.0        4.6       55.0       57.4       79.3       92.0:      20.7        8.0
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  :       339:        86        113         73         88        101        217        244:
Old  :       339:        86        113         73         88        101        217        244:
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  :                 19.8       20.9       29.8       31.8       15.1       15.0       23.4       25.3
Old  :                 19.8       20.9       29.8       31.8       15.1       15.0       23.4       25.3
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 22, 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  :     9,563:       909          0          0      5,939      7,255      6,848      7,255:     2,715      2,308
Old  :     9,563:       909          0          0      5,939      7,255      6,848      7,255:     2,715      2,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       269:       -10          0          0          5         90         -5         90:       274        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        0.0        0.0       62.1       75.9       71.6       75.9:      28.4       24.1
Old  :     100.0:       9.5        0.0        0.0       62.1       75.9       71.6       75.9:      28.4       24.1
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  :        21:         2          0          0         12         10         14         10:
Old  :        21:         2          0          0         12         10         14         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  :                 40.7       47.7       57.6       69.0       37.6       47.5       54.5       67.8
Old  :                 40.7       47.7       57.6       69.0       37.6       47.5       54.5       67.8
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 22, 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  :    94,044:    13,457     27,841          0     68,634     61,960     82,091     89,801:    11,953      4,243
Old  :    94,044:    13,457     27,841          0     68,634     61,960     82,091     89,801:    11,953      4,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     3,348:      -808       -572          0      3,441      4,227      2,633      3,655:       715       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       29.6        0.0       73.0       65.9       87.3       95.5:      12.7        4.5
Old  :     100.0:      14.3       29.6        0.0       73.0       65.9       87.3       95.5:      12.7        4.5
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  :        90:        17         14          0         40         35         57         49:
Old  :        90:        17         14          0         40         35         57         49:
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  :                 31.8       47.1       49.8       64.2       31.2       47.0       48.6       63.9
Old  :                 31.8       47.1       49.8       64.2       31.2       47.0       48.6       63.9
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 22, 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  :    64,355:     8,489     14,604        326     48,121     37,537     56,936     52,467:     7,419     11,887
Old  :    64,355:     8,489     14,604        326     48,121     37,537     56,936     52,467:     7,419     11,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     5,562:     2,041       -228        -73      3,844      5,121      5,812      4,820:      -250        742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       22.7        0.5       74.8       58.3       88.5       81.5:      11.5       18.5
Old  :     100.0:      13.2       22.7        0.5       74.8       58.3       88.5       81.5:      11.5       18.5
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  :        81:        13         21          7         27         28         44         52:
Old  :        81:        13         21          7         27         28         44         52:
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  :                 45.8       38.7       63.6       52.4       45.7       38.6       63.3       52.2
Old  :                 45.8       38.7       63.6       52.4       45.7       38.6       63.3       52.2
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 22, 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  :   479,030:   172,257    176,550     10,586    237,377    270,361    420,220    457,496:    58,810     21,534
Old  :   479,030:   172,257    176,550     10,586    237,377    270,361    420,220    457,496:    58,810     21,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     9,500:    23,483     -3,733     -6,539     -8,811     23,279      8,134     13,007:     1,367     -3,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       36.9        2.2       49.6       56.4       87.7       95.5:      12.3        4.5
Old  :     100.0:      36.0       36.9        2.2       49.6       56.4       87.7       95.5:      12.3        4.5
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  :       251:        97         66         24         48         56        158        133:
Old  :       251:        97         66         24         48         56        158        133:
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  :                 25.1       30.6       36.0       46.8       22.3       30.3       33.2       46.5
Old  :                 25.1       30.6       36.0       46.8       22.3       30.3       33.2       46.5
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 22, 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  :   105,510:    67,000     19,561        844     10,352     71,955     78,197     92,360:    27,313     13,150
Old  :   105,510:    67,000     19,561        844     10,352     71,955     78,197     92,360:    27,313     13,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -11,506:   -16,795     10,999        192      5,370    -22,833    -11,233    -11,642:      -273        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.5       18.5        0.8        9.8       68.2       74.1       87.5:      25.9       12.5
Old  :     100.0:      63.5       18.5        0.8        9.8       68.2       74.1       87.5:      25.9       12.5
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  :        68:        33         14          5         11         17         45         35:
Old  :        68:        33         14          5         11         17         45         35:
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  :                 25.8       38.9       35.5       56.7       25.8       38.8       35.5       54.8
Old  :                 25.8       38.9       35.5       56.7       25.8       38.8       35.5       54.8
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 22, 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  :    48,297:     2,779      8,550          0     40,166     34,192     42,945     42,742:     5,352      5,555
Old  :    48,297:     2,779      8,550          0     40,166     34,192     42,945     42,742:     5,352      5,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     2,529:       -42         17          0      2,162      1,268      2,120      1,285:       409      1,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       17.7        0.0       83.2       70.8       88.9       88.5:      11.1       11.5
Old  :     100.0:       5.8       17.7        0.0       83.2       70.8       88.9       88.5:      11.1       11.5
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  :        60:         4         19          0         21         22         25         41:
Old  :        60:         4         19          0         21         22         25         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  :                 64.6       43.7       75.2       61.8       62.8       43.7       73.4       61.8
Old  :                 64.6       43.7       75.2       61.8       62.8       43.7       73.4       61.8
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 22, 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  :   582,681:    70,960    239,073     17,716    480,502    285,157    569,178    541,946:    13,503     40,735
Old  :   582,681:    70,960    239,073     17,716    480,502    285,157    569,178    541,946:    13,503     40,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    30,749:     5,457     -9,355      5,628     22,999     18,023     34,085     14,296:    -3,336     16,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       41.0        3.0       82.5       48.9       97.7       93.0:       2.3        7.0
Old  :     100.0:      12.2       41.0        3.0       82.5       48.9       97.7       93.0:       2.3        7.0
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  :       260:        42        110         40         56         79        133        195:
Old  :       260:        42        110         40         56         79        133        195:
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  :                 48.3       21.3       67.3       32.6       45.6       16.8       63.2       27.9
Old  :                 48.3       21.3       67.3       32.6       45.6       16.8       63.2       27.9
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 22, 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  :    58,013:    12,071     16,504        713     32,469     25,603     45,253     42,820:    12,760     15,193
Old  :    58,013:    12,071     16,504        713     32,469     25,603     45,253     42,820:    12,760     15,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     1,109:       330       -166       -230         13       -116        113       -512:       996      1,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       28.4        1.2       56.0       44.1       78.0       73.8:      22.0       26.2
Old  :     100.0:      20.8       28.4        1.2       56.0       44.1       78.0       73.8:      22.0       26.2
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  :        92:        23         20          5         22         31         46         56:
Old  :        92:        23         20          5         22         31         46         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  :                 28.1       36.4       43.7       44.1       24.8       28.0       38.0       35.6
Old  :                 28.1       36.4       43.7       44.1       24.8       28.0       38.0       35.6
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 22, 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  :    58,467:    25,031      4,406        599     25,227     34,730     50,857     39,735:     7,610     18,732
Old  :    58,467:    25,031      4,406        599     25,227     34,730     50,857     39,735:     7,610     18,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :      -844:      -382       -347        -65      2,053        249      1,606       -163:    -2,450       -681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        7.5        1.0       43.1       59.4       87.0       68.0:      13.0       32.0
Old  :     100.0:      42.8        7.5        1.0       43.1       59.4       87.0       68.0:      13.0       32.0
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  :        64:        26          5          2         19         16         45         23:
Old  :        64:        26          5          2         19         16         45         23:
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  :                 32.4       42.7       50.5       53.9       30.7       35.2       45.9       46.4
Old  :                 32.4       42.7       50.5       53.9       30.7       35.2       45.9       46.4
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 22, 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  :    19,333:     4,688        811        270     13,752     17,636     18,710     18,717:       623        616
Old  :    19,333:     4,688        811        270     13,752     17,636     18,710     18,717:       623        616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -2,108:      -314        110          0       -864     -1,079     -1,178       -969:      -930     -1,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        4.2        1.4       71.1       91.2       96.8       96.8:       3.2        3.2
Old  :     100.0:      24.2        4.2        1.4       71.1       91.2       96.8       96.8:       3.2        3.2
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  :        25:         9          4          1          7          5         17          9:
Old  :        25:         9          4          1          7          5         17          9:
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  :                 70.4       92.9       87.4       96.2       70.4       91.5       87.4       94.8
Old  :                 70.4       92.9       87.4       96.2       70.4       91.5       87.4       94.8
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 22, 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  :    63,001:     2,162     18,736      6,407     24,702     26,141     33,271     51,284:    29,730     11,717
Old  :    63,001:     2,162     18,736      6,407     24,702     26,141     33,271     51,284:    29,730     11,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       600:      -806         28      1,018       -699       -774       -487        272:     1,087        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       29.7       10.2       39.2       41.5       52.8       81.4:      47.2       18.6
Old  :     100.0:       3.4       29.7       10.2       39.2       41.5       52.8       81.4:      47.2       18.6
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  :        58:         6         23         10         23         23         37         48:
Old  :        58:         6         23         10         23         23         37         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  :                 20.4       24.0       31.6       38.8       12.8       21.3       18.8       33.4
Old  :                 20.4       24.0       31.6       38.8       12.8       21.3       18.8       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 25, 2007