BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,452
COMMITMENTS
       0       13       64    4,065    4,129    4,129    4,206      323      246

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        179)
       0      -12      -13      189      189      176      164        3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      1.4     91.3     92.7     92.7     94.5      7.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       13       14       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,040
COMMITMENTS
   1,227    1,914    1,495   25,789   16,234   28,511   19,643    3,529   12,397

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        429)
    -254   -1,285      167      411      537      324     -581      105    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.0      4.7     80.5     50.7     89.0     61.3     11.0     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4       10        7       24       18       32       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      160,830
COMMITMENTS
  22,145   30,658   47,056   74,093   48,261  143,294  125,975   17,536   34,855

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,684)
  -1,581      352    2,306      289     -464    1,014    2,194      670     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     19.1     29.3     46.1     30.0     89.1     78.3     10.9     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      48       79       80       33       40      140      160
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,091
COMMITMENTS
     378      748      242      697      370    1,317    1,360      774      731

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        255)
      54      232       73       19       27      146      332      109      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     35.8     11.6     33.3     17.7     63.0     65.0     37.0     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        3        5        5       13       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,745
COMMITMENTS
  51,994   42,747   53,290  127,849  107,129  233,133  203,166   26,612   56,579

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -9,067)
    -143   -3,117   -3,352   -3,595   -1,705   -7,090   -8,174   -1,977     -893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     16.5     20.5     49.2     41.2     89.8     78.2     10.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      65       73       79       81      143      199      265
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,979
COMMITMENTS
   2,231    1,323      697      722    1,085    3,650    3,105    1,329    1,874

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        739)
     -47      191      344       67     -244      364      291      375      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8     26.6     14.0     14.5     21.8     73.3     62.4     26.7     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       17       10       10       18       32       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,707
COMMITMENTS
   9,713    6,483    1,155    8,748    4,581   19,616   12,219    5,091   12,488

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,379)
    -737   -1,163     -263   -1,127     -691   -2,127   -2,117     -252     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     26.2      4.7     35.4     18.5     79.4     49.5     20.6     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      34       36       18       35       43       84       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      109,252
COMMITMENTS
  45,937   14,230    2,912   25,988   74,774   74,837   91,916   34,415   17,336

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,724)
   8,957   -7,048      729  -10,769    2,964   -1,083   -3,355   -1,641      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     13.0      2.7     23.8     68.4     68.5     84.1     31.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      39       14        8       20       23       64       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      100,852
COMMITMENTS
  30,264   19,733       80   50,973   70,528   81,317   90,341   19,535   10,511

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:       -882)
     126   -2,023        0     -309    2,116     -183       93     -699     -975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     19.6      0.1     50.5     69.9     80.6     89.6     19.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21        9        1        8       13       29       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       90,621
COMMITMENTS
   8,027   36,887      320   79,365   48,217   87,712   85,424    2,909    5,197

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:       -320)
  -3,957    6,382     -205    4,238   -7,759       76   -1,582     -396    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     40.7      0.4     87.6     53.2     96.8     94.3      3.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       35        2       20       12       35       49
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      112,099
COMMITMENTS
  51,965   12,268       50   30,254   83,711   82,269   96,029   29,830   16,070

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,673)
   9,037     -102      -66  -10,530   -3,452   -1,559   -3,620   -1,114      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     10.9      0.0     27.0     74.7     73.4     85.7     26.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      32       10        1       17       23       49       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      208,512
COMMITMENTS
  56,019   30,278      644  108,021  153,269  164,684  184,191   43,828   24,321

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -3,437)
   6,350   -1,062      -66   -8,113   -1,129   -1,829   -2,257   -1,608   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     14.5      0.3     51.8     73.5     79.0     88.3     21.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      35       17        6       22       24       60       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      195,502
COMMITMENTS
  96,864   16,980    1,246   39,005  138,891  137,115  157,117   58,387   38,385

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,304)
   9,503    1,695   -1,071  -11,074   -7,173   -2,642   -6,549      338    4,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5      8.7      0.6     20.0     71.0     70.1     80.4     29.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      70       16       14       25       28       99       54
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       13,244
COMMITMENTS
   7,614    4,786        0    4,459    6,802   12,073   11,588    1,171    1,656

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,081)
     131    4,570        0   -1,136   -5,238   -1,005     -668      -76     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     36.1      0.0     33.7     51.4     91.2     87.5      8.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0       10       10       13       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,155,363
COMMITMENTS
 1076630  1608979  1486255  6494683  5648302  9057568  8743536  1097795  1411827

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:   -155,274)
  20,462   11,252 -133,406  -84,579  -79,878 -197,523 -202,032   42,249   46,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     15.8     14.6     64.0     55.6     89.2     86.1     10.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      67       59      101      130      146      243      270
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      663,918
COMMITMENTS
  80,077   64,525    4,778  431,930  511,139  516,785  580,442  147,133   83,476

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -5,090)
     -49    2,537       -3   -4,881   -4,148   -4,933   -1,614     -157   -3,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      9.7      0.7     65.1     77.0     77.8     87.4     22.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      39       46       25       85       63      143      115
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,493,600
COMMITMENTS
 217,857  438,229   39,190  1012748  888,429  1269795  1365848  223,805  127,752

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     17,803)
  21,357  -15,083   -2,783   37,973   33,449   56,547   15,583  -38,744    2,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     29.3      2.6     67.8     59.5     85.0     91.4     15.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      53       74       24       84       77      153      159
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,601
COMMITMENTS
   1,855      705        0    5,000    8,642    6,855    9,347    3,746    1,254

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        -94)
       1        0        0     -126      -57     -125      -57       31      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      6.7      0.0     47.2     81.5     64.7     88.2     35.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       12       13       16       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       51,660
COMMITMENTS
   8,581   18,362        0   37,495   29,897   46,076   48,259    5,584    3,401

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,500)
  -1,312    2,887        0      611   -4,265     -701   -1,378     -799     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     35.5      0.0     72.6     57.9     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       18        0       24       21       30       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,570
COMMITMENTS
  11,799   15,230      103   42,285   47,187   54,187   62,520   15,383    7,050

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:        878)
  -1,359     -310       10     -424    1,577   -1,773    1,277    2,651     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     21.9      0.1     60.8     67.8     77.9     89.9     22.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       23        3       33       29       50       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      427,909
COMMITMENTS
 105,598  207,649    3,294  291,033  173,128  399,925  384,071   27,984   43,838

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     10,101)
   5,212   13,904   -1,587    8,647  -13,037   12,272     -720   -2,171   10,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     48.5      0.8     68.0     40.5     93.5     89.8      6.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      56      109       10       57       36      120      148
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       76,396
COMMITMENTS
  33,720    6,932        0   18,797   61,867   52,517   68,799   23,879    7,597

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -5,176)
   5,267   -5,211        0   -9,944      309   -4,677   -4,902     -499     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1      9.1      0.0     24.6     81.0     68.7     90.1     31.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24        5        0       10       15       34       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       43,085
COMMITMENTS
   4,998    5,830       14   31,987   32,048   36,999   37,892    6,086    5,193

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      1,058)
    -433      252        0      297    1,085     -136    1,337    1,194     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     13.5      0.0     74.2     74.4     85.9     87.9     14.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       13        2       26       27       32       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      425,496
COMMITMENTS
  75,788  101,424    2,366  333,955  295,728  412,109  399,518   13,387   25,978

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:      9,330)
  -2,348     -988      600   16,302      872   14,554      484   -5,224    8,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     23.8      0.6     78.5     69.5     96.9     93.9      3.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      27       72       10       37       50       71      125
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,645
COMMITMENTS
  14,768   16,972      567   25,484   29,128   40,819   46,667   12,826    6,978

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -2,171)
  -2,184   -3,259      -34      518    1,918   -1,700   -1,375     -471     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     31.6      1.1     47.5     54.3     76.1     87.0     23.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       25        5       19       17       44       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       41,581
COMMITMENTS
   7,917    5,580      122   26,249   16,475   34,288   22,177    7,293   19,404

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,085)
    -636   -1,431     -479     -628     -759   -1,743   -2,669      658    1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     13.4      0.3     63.1     39.6     82.5     53.3     17.5     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       11        2       15       15       28       27
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,375
COMMITMENTS
   5,734      498      123   14,688   20,585   20,545   21,206      830      169

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      2.3      0.6     68.7     96.3     96.1     99.2      3.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        2        7        2       17        6
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 05/30/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       46,841
COMMITMENTS
   7,102    3,659    2,096   16,814   31,204   26,012   36,959   20,829    9,882

CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST:     -1,481)
       0     -234     -877   -1,227      464   -2,104     -647      623     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      7.8      4.5     35.9     66.6     55.5     78.9     44.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       10        5       27       33       39       46
 

Updated June 2, 2006