MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,841
COMMITMENTS
   6,454      871    8,299   26,107   29,276   40,859   38,446    7,982   10,395

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        839)
      77       13      278      307      323      661      614      177      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      1.8     17.0     53.5     59.9     83.7     78.7     16.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22        6       17       28       25       54       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      184,353
COMMITMENTS
  34,430   28,924   46,666   82,264   85,341  163,360  160,930   20,993   23,423

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        311)
   1,072    1,952     -324    1,779    1,296    2,527    2,924   -2,216   -2,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     15.7     25.3     44.6     46.3     88.6     87.3     11.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      68       70       84       34       37      152      157
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      295,592
COMMITMENTS
  70,036   31,055   75,104  124,206  133,973  269,346  240,132   26,246   55,460

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      6,470)
   3,237    2,194    3,518      801    1,546    7,556    7,257   -1,086     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     10.5     25.4     42.0     45.3     91.1     81.2      8.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      99       65      101      103      143      271      262
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,710
COMMITMENTS
   2,645    3,690      846    2,223    1,334    5,714    5,870    1,995    1,839

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        159)
     106     -296      214      -21      322      299      241     -140      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     47.9     11.0     28.8     17.3     74.1     76.1     25.9     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       28       11       16       20       46       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,778
COMMITMENTS
   8,987    1,589    3,594    7,615    7,081   20,196   12,263    5,582   13,515

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        689)
     725      338     -184     -309      195      232      349      457      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      6.2     13.9     29.5     27.5     78.3     47.6     21.7     52.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      47       23       22       39       54      104       87
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      187,413
COMMITMENTS
  83,321   43,913   10,985   55,078  103,200  149,384  158,098   38,029   29,315

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      4,736)
   1,288    5,854    1,584    1,907   -2,778    4,778    4,660      -43       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5     23.4      5.9     29.4     55.1     79.7     84.4     20.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      37       27       13       21       24       66       56
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      104,469
COMMITMENTS
   9,014   75,247    2,145   81,540    7,032   92,698   84,424   11,770   20,045

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     19,055)
  -7,928   23,371     -205   28,217   -8,933   20,084   14,234   -1,028    4,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     72.0      2.1     78.1      6.7     88.7     80.8     11.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      11       34        4       13        8       27       43
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,891
COMMITMENTS
  81,362   12,126      790   36,300  111,761  118,452  124,677   10,439    4,214

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -14,055)
  -4,481  -10,658     -574   -9,929   -3,745  -14,984  -14,977      929      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.1      9.4      0.6     28.2     86.7     91.9     96.7      8.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      69       16        2       14       18       85       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      133,081
COMMITMENTS
  56,401   19,958    6,570   37,885   85,265  100,856  111,793   32,225   21,288

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -3,083)
  -9,319   -3,065    2,092    3,010      -45   -4,216   -1,018    1,133   -2,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     15.0      4.9     28.5     64.1     75.8     84.0     24.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       19       13       20       22       59       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      359,512
COMMITMENTS
  46,830  204,400   13,353  252,784  101,485  312,967  319,238   46,545   40,274

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     31,050)
   5,509   29,594    1,157   26,224   -1,944   32,890   28,807   -1,840    2,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     56.9      3.7     70.3     28.2     87.1     88.8     12.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      41       67       18       32       23       79      102
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      255,857
COMMITMENTS
 122,677   30,202   26,500   46,247  154,692  195,425  211,394   60,433   44,464

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -16,493)
 -20,255    6,459      438    7,536  -23,984  -12,281  -17,087   -4,212      594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.9     11.8     10.4     18.1     60.5     76.4     82.6     23.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      75       39       40       35       36      127       98
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,381
COMMITMENTS
  16,607      800        6    5,054   21,951   21,667   22,757    2,714    1,624

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -1,950)
  -3,488      -56        0    1,624   -1,843   -1,864   -1,899      -86      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1      3.3      0.0     20.7     90.0     88.9     93.3     11.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        2        1       10       13       26       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       51,587
COMMITMENTS
   5,830    5,114      272   42,608   43,258   48,710   48,644    2,877    2,943

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -25,103)
  -7,587    1,209     -137  -18,180  -26,520  -25,904  -25,448      801      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      9.9      0.5     82.6     83.9     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       15       11       19       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,421,628
COMMITMENTS
 1373729  1104191  6002175 10867543 10815187 18243447 17921553  1178180  1500075

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    690,998)
 174,099  123,416  500,840  100,434  132,274  775,373  756,530  -84,375  -65,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      5.7     30.9     56.0     55.7     93.9     92.3      6.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      86       77      134      179      184      325      341
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      815,025
COMMITMENTS
  61,379   63,290  108,033  497,131  479,107  666,543  650,430  148,482  164,595

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -30,615)
  -5,494    1,795  -23,907      954      -32  -28,446  -22,143   -2,169   -8,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      7.8     13.3     61.0     58.8     81.8     79.8     18.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      46       45       64       93       65      176      140
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,246,171
COMMITMENTS
 443,438  674,059  104,113  1234592  1288692  1782143  2066864  464,027  179,307

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    104,425)
  30,424   83,822  -27,199  138,925   58,865  142,150  115,487  -37,725  -11,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     30.0      4.6     55.0     57.4     79.3     92.0     20.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      86      113       73       88      101      217      244
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,563
COMMITMENTS
     909        0        0    5,939    7,255    6,848    7,255    2,715    2,308

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        269)
     -10        0        0        5       90       -5       90      274      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      0.0     62.1     75.9     71.6     75.9     28.4     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       10       14       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,044
COMMITMENTS
  13,457   27,841        0   68,634   61,960   82,091   89,801   11,953    4,243

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,348)
    -808     -572        0    3,441    4,227    2,633    3,655      715     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     29.6      0.0     73.0     65.9     87.3     95.5     12.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      17       14        0       40       35       57       49
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       64,355
COMMITMENTS
   8,489   14,604      326   48,121   37,537   56,936   52,467    7,419   11,887

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      5,562)
   2,041     -228      -73    3,844    5,121    5,812    4,820     -250      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     22.7      0.5     74.8     58.3     88.5     81.5     11.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       21        7       27       28       44       52
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      479,030
COMMITMENTS
 172,257  176,550   10,586  237,377  270,361  420,220  457,496   58,810   21,534

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      9,500)
  23,483   -3,733   -6,539   -8,811   23,279    8,134   13,007    1,367   -3,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     36.9      2.2     49.6     56.4     87.7     95.5     12.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      97       66       24       48       56      158      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      105,510
COMMITMENTS
  67,000   19,561      844   10,352   71,955   78,197   92,360   27,313   13,150

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -11,506)
 -16,795   10,999      192    5,370  -22,833  -11,233  -11,642     -273      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.5     18.5      0.8      9.8     68.2     74.1     87.5     25.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      33       14        5       11       17       45       35
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       48,297
COMMITMENTS
   2,779    8,550        0   40,166   34,192   42,945   42,742    5,352    5,555

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,529)
     -42       17        0    2,162    1,268    2,120    1,285      409    1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     17.7      0.0     83.2     70.8     88.9     88.5     11.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4       19        0       21       22       25       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      582,681
COMMITMENTS
  70,960  239,073   17,716  480,502  285,157  569,178  541,946   13,503   40,735

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     30,749)
   5,457   -9,355    5,628   22,999   18,023   34,085   14,296   -3,336   16,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     41.0      3.0     82.5     48.9     97.7     93.0      2.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      42      110       40       56       79      133      195
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       58,013
COMMITMENTS
  12,071   16,504      713   32,469   25,603   45,253   42,820   12,760   15,193

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,109)
     330     -166     -230       13     -116      113     -512      996    1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     28.4      1.2     56.0     44.1     78.0     73.8     22.0     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       20        5       22       31       46       56
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,467
COMMITMENTS
  25,031    4,406      599   25,227   34,730   50,857   39,735    7,610   18,732

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -844)
    -382     -347      -65    2,053      249    1,606     -163   -2,450     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8      7.5      1.0     43.1     59.4     87.0     68.0     13.0     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26        5        2       19       16       45       23
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,333
COMMITMENTS
   4,688      811      270   13,752   17,636   18,710   18,717      623      616

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -2,108)
    -314      110        0     -864   -1,079   -1,178     -969     -930   -1,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      4.2      1.4     71.1     91.2     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        4        1        7        5       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       63,001
COMMITMENTS
   2,162   18,736    6,407   24,702   26,141   33,271   51,284   29,730   11,717

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        600)
    -806       28    1,018     -699     -774     -487      272    1,087      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     29.7     10.2     39.2     41.5     52.8     81.4     47.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       23       10       23       23       37       48
 

Updated May 25, 2007