MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,926:       751      3,692      4,232     29,636     17,169     34,619     25,092:     5,308     14,834
Old  :    39,926:       751      3,692      4,232     29,636     17,169     34,619     25,092:     5,308     14,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     1,401:         2        312        234      1,005        891      1,241      1,437:       160        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        9.2       10.6       74.2       43.0       86.7       62.8:      13.3       37.2
Old  :     100.0:       1.9        9.2       10.6       74.2       43.0       86.7       62.8:      13.3       37.2
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  :        49:         3         15         12         22         19         35         36:
Old  :        49:         3         15         12         22         19         35         36:
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  :                 50.6       24.8       71.2       38.1       50.6       21.6       67.6       31.0
Old  :                 50.6       24.8       71.2       38.1       50.6       21.6       67.6       31.0
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   152,159:    15,176     31,018     39,064     79,938     48,007    134,179    118,090:    17,981     34,070
Old  :   147,592:    15,535     31,696     37,273     78,128     46,443    130,936    115,413:    16,656     32,179
Other:     4,568:       982        662        451      1,810      1,564      3,243      2,677:     1,325      1,890
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    -1,594:    -1,920      2,538      1,229     -1,060     -5,239     -1,751     -1,472:       157       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       20.4       25.7       52.5       31.6       88.2       77.6:      11.8       22.4
Old  :     100.0:      10.5       21.5       25.3       52.9       31.5       88.7       78.2:      11.3       21.8
Other:     100.0:      21.5       14.5        9.9       39.6       34.2       71.0       58.6:      29.0       41.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        58         69         75         37         37        137        161:
Old  :       199:        63         73         75         34         37        133        161:
Other:        49:        14         13          8         11         14         30         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.0       17.8       47.0       25.8       34.0       13.7       44.8       20.6
Old  :                 35.1       18.1       48.4       26.3       35.1       14.1       46.1       21.1
Other:                 31.9       22.7       48.3       36.5       31.9       21.8       47.3       33.6
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     2,027:       342        479         52        692        630      1,086      1,161:       941        866
Old  :     2,027:       342        479         52        692        630      1,086      1,161:       941        866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :       259:         1        164        -42        -62         90       -103        212:       361         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       23.6        2.6       34.1       31.1       53.6       57.3:      46.4       42.7
Old  :     100.0:      16.9       23.6        2.6       34.1       31.1       53.6       57.3:      46.4       42.7
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  :        23:         7          7          2          7          6         14         15:
Old  :        23:         7          7          2          7          6         14         15:
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  :                 33.7       31.1       46.2       45.8       31.4       31.1       42.1       41.5
Old  :                 33.7       31.1       46.2       45.8       31.4       31.1       42.1       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   272,175:    44,581     41,076     64,867    129,134    106,854    238,582    212,797:    33,593     59,378
Old  :   272,175:    44,581     41,076     64,867    129,134    106,854    238,582    212,797:    33,593     59,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :   -13,349:       146     -1,956     -7,803     -4,473     -1,845    -12,130    -11,604:    -1,220     -1,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.1       23.8       47.4       39.3       87.7       78.2:      12.3       21.8
Old  :     100.0:      16.4       15.1       23.8       47.4       39.3       87.7       78.2:      12.3       21.8
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  :       330:        76         83         92        107        127        236        273:
Old  :       330:        76         83         92        107        127        236        273:
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  :                 20.6       13.2       33.0       21.5       19.9        7.0       28.9       11.7
Old  :                 20.6       13.2       33.0       21.5       19.9        7.0       28.9       11.7
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,215:     1,794        698        894      1,070      1,576      3,758      3,167:     1,458      2,048
Old  :     5,215:     1,794        698        894      1,070      1,576      3,758      3,167:     1,458      2,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -289:        42       -105        204          7         -1        252         98:      -541       -387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       13.4       17.1       20.5       30.2       72.0       60.7:      28.0       39.3
Old  :     100.0:      34.4       13.4       17.1       20.5       30.2       72.0       60.7:      28.0       39.3
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  :        52:        13         16         11         16         18         36         39:
Old  :        52:        13         16         11         16         18         36         39:
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  :                 32.7       21.7       49.6       31.2       28.2       11.4       38.0       18.5
Old  :                 32.7       21.7       49.6       31.2       28.2       11.4       38.0       18.5
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,270:    12,597      6,172      6,879     12,744      7,771     32,220     20,822:     6,051     17,449
Old  :    38,270:    12,597      6,172      6,879     12,744      7,771     32,220     20,822:     6,051     17,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    -1,737:      -228        705       -655       -741     -1,071     -1,624     -1,021:      -113       -716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       16.1       18.0       33.3       20.3       84.2       54.4:      15.8       45.6
Old  :     100.0:      32.9       16.1       18.0       33.3       20.3       84.2       54.4:      15.8       45.6
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  :       170:        31         48         30         64         64        112        129:
Old  :       170:        31         48         30         64         64        112        129:
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       11.9       32.8       18.1       20.3        6.3       27.7        9.5
Old  :                 21.9       11.9       32.8       18.1       20.3        6.3       27.7        9.5
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :    94,389:    24,950     11,959      3,302     31,585     59,997     59,837     75,257:    34,552     19,132
Old  :    94,389:    24,950     11,959      3,302     31,585     59,997     59,837     75,257:    34,552     19,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     2,144:    12,465     -4,740       -779     -6,693      6,933      4,993      1,415:    -2,849        729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.7        3.5       33.5       63.6       63.4       79.7:      36.6       20.3
Old  :     100.0:      26.4       12.7        3.5       33.5       63.6       63.4       79.7:      36.6       20.3
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  :        76:        24         17          7         22         24         49         45:
Old  :        76:        24         17          7         22         24         49         45:
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       38.5       32.6       48.7       19.9       34.2       29.8       43.9
Old  :                 20.2       38.5       32.6       48.7       19.9       34.2       29.8       43.9
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    79,646:     6,733     35,123        414     61,713     23,627     68,860     59,164:    10,786     20,482
Old  :    79,646:     6,733     35,123        414     61,713     23,627     68,860     59,164:    10,786     20,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -576:      -954    -10,421        269     -1,066     12,297     -1,751      2,145:     1,175     -2,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       44.1        0.5       77.5       29.7       86.5       74.3:      13.5       25.7
Old  :     100.0:       8.5       44.1        0.5       77.5       29.7       86.5       74.3:      13.5       25.7
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  :        49:         9         23          2         12         11         22         35:
Old  :        49:         9         23          2         12         11         22         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  :                 67.1       33.0       79.7       44.3       66.9       32.7       77.5       44.0
Old  :                 67.1       33.0       79.7       44.3       66.9       32.7       77.5       44.0
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    79,962:    16,180     20,804          0     59,923     55,481     76,103     76,285:     3,859      3,677
Old  :    79,962:    16,180     20,804          0     59,923     55,481     76,103     76,285:     3,859      3,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :        52:      -445        973       -303        761       -827         13       -157:        39        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       26.0        0.0       74.9       69.4       95.2       95.4:       4.8        4.6
Old  :     100.0:      20.2       26.0        0.0       74.9       69.4       95.2       95.4:       4.8        4.6
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  :        67:        13         27          0         19         15         32         42:
Old  :        67:        13         27          0         19         15         32         42:
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  :                 47.5       59.0       70.0       73.1       39.2       41.4       53.0       52.5
Old  :                 47.5       59.0       70.0       73.1       39.2       41.4       53.0       52.5
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    82,046:    16,729     22,736      1,390     43,112     38,088     61,230     62,213:    20,816     19,833
Old  :    82,046:    16,729     22,736      1,390     43,112     38,088     61,230     62,213:    20,816     19,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -651:     2,926     -2,151       -146     -6,802      5,299     -4,022      3,002:     3,371     -3,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       27.7        1.7       52.5       46.4       74.6       75.8:      25.4       24.2
Old  :     100.0:      20.4       27.7        1.7       52.5       46.4       74.6       75.8:      25.4       24.2
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  :        65:        18         19          6         17         17         36         41:
Old  :        65:        18         19          6         17         17         36         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  :                 29.0       33.2       48.4       47.4       27.5       27.6       44.5       41.5
Old  :                 29.0       33.2       48.4       47.4       27.5       27.6       44.5       41.5
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   250,193:    34,869     90,951      4,811    178,004    117,579    217,685    213,342:    32,508     36,851
Old  :   250,193:    34,869     90,951      4,811    178,004    117,579    217,685    213,342:    32,508     36,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    15,383:     5,153     27,437       -331     12,994    -14,225     17,816     12,881:    -2,433      2,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       36.4        1.9       71.1       47.0       87.0       85.3:      13.0       14.7
Old  :     100.0:      13.9       36.4        1.9       71.1       47.0       87.0       85.3:      13.0       14.7
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  :       111:        27         44          8         30         25         62         72:
Old  :       111:        27         44          8         30         25         62         72:
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       28.5       59.9       45.9       36.3       22.3       45.6       35.2
Old  :                 44.8       28.5       59.9       45.9       36.3       22.3       45.6       35.2
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   182,756:    53,662     16,687     17,656     52,879    112,920    124,197    147,264:    58,559     35,492
Old  :   182,756:    53,662     16,687     17,656     52,879    112,920    124,197    147,264:    58,559     35,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :   -14,627:   -10,664      1,725     -5,291       -674     -3,918    -16,629     -7,484:     2,002     -7,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        9.1        9.7       28.9       61.8       68.0       80.6:      32.0       19.4
Old  :     100.0:      29.4        9.1        9.7       28.9       61.8       68.0       80.6:      32.0       19.4
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  :       122:        47         34         37         27         30         95         80:
Old  :       122:        47         34         37         27         30         95         80:
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  :                 17.0       34.5       28.8       49.5       16.6       33.1       27.4       47.1
Old  :                 17.0       34.5       28.8       49.5       16.6       33.1       27.4       47.1
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    12,412:     3,587      1,251          0      7,192      9,545     10,779     10,796:     1,633      1,616
Old  :    12,412:     3,587      1,251          0      7,192      9,545     10,779     10,796:     1,633      1,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :       -61:       585     -1,363          0       -296      1,681        289        318:      -350       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       10.1        0.0       57.9       76.9       86.8       87.0:      13.2       13.0
Old  :     100.0:      28.9       10.1        0.0       57.9       76.9       86.8       87.0:      13.2       13.0
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  :        26:         5          4          0         10         10         15         14:
Old  :        26:         5          4          0         10         10         15         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  :                 46.4       72.7       70.5       82.6       46.3       70.0       70.4       80.0
Old  :                 46.4       72.7       70.5       82.6       46.3       70.0       70.4       80.0
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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 FACE VALUE)                                       :
     :          :                                                                            :
All  :    84,723:    30,647        873      1,904     50,102     75,920     82,653     78,697:     2,070      6,026
Old  :    84,723:    30,647        873      1,904     50,102     75,920     82,653     78,697:     2,070      6,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    12,258:       985          0        -45     11,870     11,181     12,810     11,136:      -552      1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        1.0        2.2       59.1       89.6       97.6       92.9:       2.4        7.1
Old  :     100.0:      36.2        1.0        2.2       59.1       89.6       97.6       92.9:       2.4        7.1
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  :        33:         7          1          3         14         18         21         22:
Old  :        33:         7          1          3         14         18         21         22:
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  :                 49.1       59.2       71.2       77.7       49.1       59.0       69.3       74.3
Old  :                 49.1       59.2       71.2       77.7       49.1       59.0       69.3       74.3
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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 FACE VALUE)                                       :
     :          :                                                                            :
All  :17,389,178:   903,206  1,313,076  6,345,301  9,017,128  8,132,298 16,265,635 15,790,676: 1,123,543  1,598,501
Old  :17,389,178:   903,206  1,313,076  6,345,301  9,017,128  8,132,298 16,265,635 15,790,676: 1,123,543  1,598,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :   365,032:    42,520    100,906    198,041    167,779    116,362    408,340    415,309:   -43,308    -50,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        7.6       36.5       51.9       46.8       93.5       90.8:       6.5        9.2
Old  :     100.0:       5.2        7.6       36.5       51.9       46.8       93.5       90.8:       6.5        9.2
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  :       328:        80         76        123        149        154        289        299:
Old  :       328:        80         76        123        149        154        289        299:
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  :                 25.7       17.6       37.8       26.6       19.3        6.5       23.2       10.1
Old  :                 25.7       17.6       37.8       26.6       19.3        6.5       23.2       10.1
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   727,707:    72,538     60,860     42,549    465,353    514,157    580,440    617,566:   147,267    110,141
Old  :   727,707:    72,538     60,860     42,549    465,353    514,157    580,440    617,566:   147,267    110,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     7,173:     3,633      2,600      2,026     -5,225     11,748        434     16,374:     6,740     -9,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        8.4        5.8       63.9       70.7       79.8       84.9:      20.2       15.1
Old  :     100.0:      10.0        8.4        5.8       63.9       70.7       79.8       84.9:      20.2       15.1
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  :       218:        56         48         69         89         67        182        147:
Old  :       218:        56         48         69         89         67        182        147:
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  :                 18.5       28.1       26.4       40.6       18.3       27.4       26.0       39.3
Old  :                 18.5       28.1       26.4       40.6       18.3       27.4       26.0       39.3
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,232,895:   173,125    373,921     39,227    736,165    688,731    948,516  1,101,879:   284,379    131,017
Old  : 1,232,895:   173,125    373,921     39,227    736,165    688,731    948,516  1,101,879:   284,379    131,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    30,561:   -28,349     59,690      2,525     92,130    -35,409     66,306     26,805:   -35,745      3,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       30.3        3.2       59.7       55.9       76.9       89.4:      23.1       10.6
Old  :     100.0:      14.0       30.3        3.2       59.7       55.9       76.9       89.4:      23.1       10.6
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  :       219:        53         60         43         77         72        158        147:
Old  :       219:        53         60         43         77         72        158        147:
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  :                 19.9       28.2       31.7       42.4       18.6       25.7       28.6       36.3
Old  :                 19.9       28.2       31.7       42.4       18.6       25.7       28.6       36.3
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,901:     1,948        705          0      5,575      8,766      7,523      9,471:     3,378      1,430
Old  :    10,901:     1,948        705          0      5,575      8,766      7,523      9,471:     3,378      1,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -190:        -6          0         -0         30        -79         24        -79:      -214       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        6.5        0.0       51.1       80.4       69.0       86.9:      31.0       13.1
Old  :     100.0:      17.9        6.5        0.0       51.1       80.4       69.0       86.9:      31.0       13.1
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  :        26:         4          1          1         12         13         16         15:
Old  :        26:         4          1          1         12         13         16         15:
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  :                 32.7       45.4       50.1       72.3       32.7       43.3       49.9       68.0
Old  :                 32.7       45.4       50.1       72.3       32.7       43.3       49.9       68.0
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    48,391:     9,947     11,860          0     31,289     33,035     41,236     44,895:     7,155      3,496
Old  :    48,391:     9,947     11,860          0     31,289     33,035     41,236     44,895:     7,155      3,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     1,534:     1,219        205          0      1,577        741      2,796        946:    -1,262        588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       24.5        0.0       64.7       68.3       85.2       92.8:      14.8        7.2
Old  :     100.0:      20.6       24.5        0.0       64.7       68.3       85.2       92.8:      14.8        7.2
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  :        54:         8         10          0         23         22         31         32:
Old  :        54:         8         10          0         23         22         31         32:
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  :                 42.4       36.8       58.5       60.6       38.9       36.8       52.8       58.8
Old  :                 42.4       36.8       58.5       60.6       38.9       36.8       52.8       58.8
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    59,897:    16,706     12,012        326     33,167     36,158     50,199     48,497:     9,698     11,400
Old  :    59,897:    16,706     12,012        326     33,167     36,158     50,199     48,497:     9,698     11,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :       -15:      -218       -108         65        103        628        -51        585:        35       -600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       20.1        0.5       55.4       60.4       83.8       81.0:      16.2       19.0
Old  :     100.0:      27.9       20.1        0.5       55.4       60.4       83.8       81.0:      16.2       19.0
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  :        81:        16         17          4         29         28         48         46:
Old  :        81:        16         17          4         29         28         48         46:
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  :                 38.9       30.7       51.0       46.3       38.9       30.3       50.7       44.2
Old  :                 38.9       30.7       51.0       46.3       38.9       30.3       50.7       44.2
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   297,456:    97,777    114,317      9,200    138,127    160,262    245,104    283,780:    52,352     13,676
Old  :   297,456:    97,777    114,317      9,200    138,127    160,262    245,104    283,780:    52,352     13,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     5,769:    -7,793      1,742      1,465     13,527     10,704      7,198     13,911:    -1,429     -8,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       38.4        3.1       46.4       53.9       82.4       95.4:      17.6        4.6
Old  :     100.0:      32.9       38.4        3.1       46.4       53.9       82.4       95.4:      17.6        4.6
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  :       219:        75         73         19         41         46        126        128:
Old  :       219:        75         73         19         41         46        126        128:
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  :                 26.7       26.1       35.1       41.9       24.0       25.8       32.1       40.3
Old  :                 26.7       26.1       35.1       41.9       24.0       25.8       32.1       40.3
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    55,179:    23,254     16,317          2     19,038     22,291     42,294     38,610:    12,885     16,569
Old  :    55,179:    23,254     16,317          2     19,038     22,291     42,294     38,610:    12,885     16,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :   -11,639:     1,561    -11,253       -953    -11,189      5,438    -10,582     -6,768:    -1,058     -4,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       29.6        0.0       34.5       40.4       76.6       70.0:      23.4       30.0
Old  :     100.0:      42.1       29.6        0.0       34.5       40.4       76.6       70.0:      23.4       30.0
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  :        54:        15         16          1         13         17         29         33:
Old  :        54:        15         16          1         13         17         29         33:
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  :                 38.4       26.7       51.3       38.1       38.4       26.3       50.6       37.7
Old  :                 38.4       26.7       51.3       38.1       38.4       26.3       50.6       37.7
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    32,530:     5,266      5,073         21     23,822     20,857     29,109     25,951:     3,421      6,579
Old  :    32,530:     5,266      5,073         21     23,822     20,857     29,109     25,951:     3,421      6,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     1,900:       -44        178          0      2,244      2,104      2,200      2,282:      -299       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       15.6        0.1       73.2       64.1       89.5       79.8:      10.5       20.2
Old  :     100.0:      16.2       15.6        0.1       73.2       64.1       89.5       79.8:      10.5       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  :        62:         5          9          1         28         27         34         36:
Old  :        62:         5          9          1         28         27         34         36:
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  :                 37.6       32.0       54.6       45.5       37.6       29.5       54.6       43.0
Old  :                 37.6       32.0       54.6       45.5       37.6       29.5       54.6       43.0
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   319,774:    72,906     65,995      3,580    221,930    236,933    298,415    306,507:    21,359     13,266
Old  :   319,774:    72,906     65,995      3,580    221,930    236,933    298,415    306,507:    21,359     13,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    11,463:    -5,458     -1,393     -1,439     19,529     13,911     12,631     11,079:    -1,168        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       20.6        1.1       69.4       74.1       93.3       95.9:       6.7        4.1
Old  :     100.0:      22.8       20.6        1.1       69.4       74.1       93.3       95.9:       6.7        4.1
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  :       175:        43         62         32         38         50         93        132:
Old  :       175:        43         62         32         38         50         93        132:
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  :                 52.2       34.2       68.0       50.1       49.2       30.8       63.1       46.6
Old  :                 52.2       34.2       68.0       50.1       49.2       30.8       63.1       46.6
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    54,917:    17,197     17,798      1,202     26,560     27,816     44,960     46,817:     9,957      8,100
Old  :    54,917:    17,197     17,798      1,202     26,560     27,816     44,960     46,817:     9,957      8,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     2,108:       -48      1,245         39        339       -323        330        961:     1,778      1,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       32.4        2.2       48.4       50.7       81.9       85.3:      18.1       14.7
Old  :     100.0:      31.3       32.4        2.2       48.4       50.7       81.9       85.3:      18.1       14.7
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  :        93:        31         25          8         19         22         54         52:
Old  :        93:        31         25          8         19         22         54         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  :                 35.2       37.2       45.4       47.2       35.1       34.7       45.2       44.7
Old  :                 35.2       37.2       45.4       47.2       35.1       34.7       45.2       44.7
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    34,691:    12,918      4,538         79     16,533     18,013     29,530     22,630:     5,161     12,061
Old  :    34,691:    12,918      4,538         79     16,533     18,013     29,530     22,630:     5,161     12,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :       170:    -1,657      1,751         74        666      3,092       -917      4,917:     1,087     -4,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       13.1        0.2       47.7       51.9       85.1       65.2:      14.9       34.8
Old  :     100.0:      37.2       13.1        0.2       47.7       51.9       85.1       65.2:      14.9       34.8
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  :        53:        15         11          2         13         16         29         28:
Old  :        53:        15         11          2         13         16         29         28:
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  :                 37.3       36.6       57.7       45.2       32.3       27.7       50.3       35.4
Old  :                 37.3       36.6       57.7       45.2       32.3       27.7       50.3       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    23,508:     5,560      1,048         58     15,142     21,909     20,760     23,015:     2,748        493
Old  :    23,508:     5,560      1,048         58     15,142     21,909     20,760     23,015:     2,748        493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :       124:    -1,646        -78        -39        -47        169     -1,732         52:     1,856         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        4.5        0.2       64.4       93.2       88.3       97.9:      11.7        2.1
Old  :     100.0:      23.7        4.5        0.2       64.4       93.2       88.3       97.9:      11.7        2.1
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:         8          4          1          6          4         14          9:
Old  :        21:         8          4          1          6          4         14          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  :                 71.9       95.0       83.8       97.9       71.7       95.0       83.5       97.7
Old  :                 71.9       95.0       83.8       97.9       71.7       95.0       83.5       97.7
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, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    42,571:     4,865      2,905      2,442     17,348     25,590     24,655     30,937:    17,916     11,634
Old  :    42,571:     4,865      2,905      2,442     17,348     25,590     24,655     30,937:    17,916     11,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     3,416:       144       -462        491        246      2,491        881      2,520:     2,535        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        6.8        5.7       40.8       60.1       57.9       72.7:      42.1       27.3
Old  :     100.0:      11.4        6.8        5.7       40.8       60.1       57.9       72.7:      42.1       27.3
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  :        54:         9          8          6         22         31         33         44:
Old  :        54:         9          8          6         22         31         33         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  :                 31.3       28.9       41.5       41.7       15.4       24.2       21.1       33.0
Old  :                 31.3       28.9       41.5       41.7       15.4       24.2       21.1       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 14, 2006