MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :    39,448:       749      3,830      4,317     29,959     17,225     35,026     25,372:     4,422     14,076
Old  :    39,448:       749      3,830      4,317     29,959     17,225     35,026     25,372:     4,422     14,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :      -478:        -2        138         85        323         56        407        280:      -885       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        9.7       10.9       75.9       43.7       88.8       64.3:      11.2       35.7
Old  :     100.0:       1.9        9.7       10.9       75.9       43.7       88.8       64.3:      11.2       35.7
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:         2         16         12         22         19         35         36:
Old  :        49:         2         16         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  :                 51.9       25.2       72.9       38.9       51.9       21.8       69.0       31.6
Old  :                 51.9       25.2       72.9       38.9       51.9       21.8       69.0       31.6
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 18, 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  :   148,630:    14,385     31,123     40,325     77,039     43,157    131,749    114,605:    16,881     34,025
Old  :   142,954:    14,198     32,653     37,731     75,591     41,027    127,521    111,411:    15,433     31,543
Other:     5,676:     2,439        721        343      1,447      2,130      4,229      3,194:     1,448      2,482
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    -3,529:      -791        105      1,261     -2,899     -4,850     -2,429     -3,485:    -1,100        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       20.9       27.1       51.8       29.0       88.6       77.1:      11.4       22.9
Old  :     100.0:       9.9       22.8       26.4       52.9       28.7       89.2       77.9:      10.8       22.1
Other:     100.0:      43.0       12.7        6.0       25.5       37.5       74.5       56.3:      25.5       43.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        47         69         63         33         34        120        145:
Old  :       180:        49         70         63         31         34        116        145:
Other:        49:        17         12          8         10         13         32         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.5       16.1       47.7       23.9       34.5       12.2       45.5       19.2
Old  :                 35.9       16.4       49.5       24.5       35.9       12.5       47.3       19.8
Other:                 33.2       24.9       50.1       35.7       33.2       24.8       49.4       35.0
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :     2,443:       466        826         61        859        514      1,386      1,401:     1,058      1,043
Old  :     2,443:       466        826         61        859        514      1,386      1,401:     1,058      1,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       417:       124        347          9        167       -116        300        240:       117        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       33.8        2.5       35.2       21.0       56.7       57.3:      43.3       42.7
Old  :     100.0:      19.1       33.8        2.5       35.2       21.0       56.7       57.3:      43.3       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  :        29:        10          9          2          8          6         18         17:
Old  :        29:        10          9          2          8          6         18         17:
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  :                 32.6       32.2       45.6       43.5       30.7       31.8       41.3       41.0
Old  :                 32.6       32.2       45.6       43.5       30.7       31.8       41.3       41.0
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 18, 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  :   274,085:    45,397     43,120     68,342    128,024    105,669    241,763    217,131:    32,322     56,955
Old  :   274,085:    45,397     43,120     68,342    128,024    105,669    241,763    217,131:    32,322     56,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     1,911:       816      2,045      3,475     -1,110     -1,185      3,181      4,334:    -1,270     -2,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       15.7       24.9       46.7       38.6       88.2       79.2:      11.8       20.8
Old  :     100.0:      16.6       15.7       24.9       46.7       38.6       88.2       79.2:      11.8       20.8
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:        71         86         93        110        131        239        277:
Old  :       330:        71         86         93        110        131        239        277:
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  :                 20.5       13.4       33.1       21.4       19.5        7.2       28.2       11.9
Old  :                 20.5       13.4       33.1       21.4       19.5        7.2       28.2       11.9
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 18, 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  :     5,339:     1,936        979        724      1,035      1,649      3,696      3,352:     1,643      1,986
Old  :     5,339:     1,936        979        724      1,035      1,649      3,696      3,352:     1,643      1,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       123:       142        281       -169        -34         73        -62        185:       185        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       18.3       13.6       19.4       30.9       69.2       62.8:      30.8       37.2
Old  :     100.0:      36.3       18.3       13.6       19.4       30.9       69.2       62.8:      30.8       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  :        57:        15         17         11         14         20         37         41:
Old  :        57:        15         17         11         14         20         37         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  :                 29.1       19.8       45.9       29.6       28.1       11.8       38.0       19.8
Old  :                 29.1       19.8       45.9       29.6       28.1       11.8       38.0       19.8
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 18, 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  :    38,782:    12,552      6,719      7,062     12,472      7,821     32,086     21,602:     6,696     17,180
Old  :    38,782:    12,552      6,719      7,062     12,472      7,821     32,086     21,602:     6,696     17,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       512:       -45        547        184       -272         50       -134        781:       646       -269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       17.3       18.2       32.2       20.2       82.7       55.7:      17.3       44.3
Old  :     100.0:      32.4       17.3       18.2       32.2       20.2       82.7       55.7:      17.3       44.3
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  :       164:        31         44         28         62         60        107        121:
Old  :       164:        31         44         28         62         60        107        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       11.5       32.9       18.2       19.1        7.1       27.2       10.8
Old  :                 22.1       11.5       32.9       18.2       19.1        7.1       27.2       10.8
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 18, 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  :   100,107:    23,678     18,090      3,052     38,140     60,207     64,869     81,348:    35,238     18,759
Old  :   100,107:    23,678     18,090      3,052     38,140     60,207     64,869     81,348:    35,238     18,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     5,718:    -1,272      6,131       -250      6,554        210      5,032      6,091:       686       -373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       18.1        3.0       38.1       60.1       64.8       81.3:      35.2       18.7
Old  :     100.0:      23.7       18.1        3.0       38.1       60.1       64.8       81.3:      35.2       18.7
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  :        81:        26         19          7         23         24         52         47:
Old  :        81:        26         19          7         23         24         52         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       32.5       29.6       47.6       16.5       30.3       29.1       44.7
Old  :                 16.8       32.5       29.6       47.6       16.5       30.3       29.1       44.7
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 18, 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  :    82,099:    11,040     33,036        222     56,179     29,698     67,441     62,956:    14,658     19,143
Old  :    82,099:    11,040     33,036        222     56,179     29,698     67,441     62,956:    14,658     19,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     2,453:     4,307     -2,087       -192     -5,534      6,071     -1,419      3,792:     3,872     -1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       40.2        0.3       68.4       36.2       82.1       76.7:      17.9       23.3
Old  :     100.0:      13.4       40.2        0.3       68.4       36.2       82.1       76.7:      17.9       23.3
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  :        47:        10         19          1         13         12         24         31:
Old  :        47:        10         19          1         13         12         24         31:
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  :                 58.6       39.1       71.9       51.7       58.5       39.1       69.8       51.4
Old  :                 58.6       39.1       71.9       51.7       58.5       39.1       69.8       51.4
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 18, 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  :    80,941:    16,522     23,489        329     60,495     53,299     77,346     77,117:     3,595      3,824
Old  :    80,941:    16,522     23,489        329     60,495     53,299     77,346     77,117:     3,595      3,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       979:       342      2,685        329        572     -2,182      1,243        832:      -264        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       29.0        0.4       74.7       65.8       95.6       95.3:       4.4        4.7
Old  :     100.0:      20.4       29.0        0.4       74.7       65.8       95.6       95.3:       4.4        4.7
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  :        69:        13         28          2         18         16         33         44:
Old  :        69:        13         28          2         18         16         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  :                 47.6       58.6       70.3       72.5       40.3       42.0       55.3       53.9
Old  :                 47.6       58.6       70.3       72.5       40.3       42.0       55.3       53.9
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 18, 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  :    88,509:    27,589     22,508      2,638     35,354     42,901     65,580     68,047:    22,929     20,462
Old  :    88,509:    27,589     22,508      2,638     35,354     42,901     65,580     68,047:    22,929     20,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     6,463:    10,860       -228      1,248     -7,757      4,813      4,350      5,834:     2,113        629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       25.4        3.0       39.9       48.5       74.1       76.9:      25.9       23.1
Old  :     100.0:      31.2       25.4        3.0       39.9       48.5       74.1       76.9:      25.9       23.1
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  :        72:        23         18          7         19         21         43         45:
Old  :        72:        23         18          7         19         21         43         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  :                 26.4       30.7       41.1       45.0       25.2       24.7       36.9       38.9
Old  :                 26.4       30.7       41.1       45.0       25.2       24.7       36.9       38.9
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 18, 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  :   247,161:    37,329     80,068      5,448    167,433    126,195    210,210    211,711:    36,951     35,450
Old  :   247,161:    37,329     80,068      5,448    167,433    126,195    210,210    211,711:    36,951     35,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    -3,031:     2,460    -10,883        636    -10,571      8,616     -7,475     -1,631:     4,444     -1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       32.4        2.2       67.7       51.1       85.0       85.7:      15.0       14.3
Old  :     100.0:      15.1       32.4        2.2       67.7       51.1       85.0       85.7:      15.0       14.3
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  :       109:        29         39          9         29         28         63         71:
Old  :       109:        29         39          9         29         28         63         71:
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  :                 44.6       31.7       59.1       49.1       36.0       25.3       43.5       36.2
Old  :                 44.6       31.7       59.1       49.1       36.0       25.3       43.5       36.2
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 18, 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  :   196,522:    67,162     14,789     19,864     46,876    122,003    133,902    156,656:    62,620     39,866
Old  :   196,522:    67,162     14,789     19,864     46,876    122,003    133,902    156,656:    62,620     39,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    13,766:    13,500     -1,898      2,207     -6,003      9,083      9,705      9,392:     4,061      4,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        7.5       10.1       23.9       62.1       68.1       79.7:      31.9       20.3
Old  :     100.0:      34.2        7.5       10.1       23.9       62.1       68.1       79.7:      31.9       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  :       129:        55         32         36         26         33        101         81:
Old  :       129:        55         32         36         26         33        101         81:
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  :                 17.7       36.1       29.1       49.3       17.2       34.7       25.6       47.1
Old  :                 17.7       36.1       29.1       49.3       17.2       34.7       25.6       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 18, 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  :    13,154:     5,272        800          0      6,320     10,408     11,592     11,208:     1,562      1,946
Old  :    13,154:     5,272        800          0      6,320     10,408     11,592     11,208:     1,562      1,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       742:     1,685       -451          0       -872        863        813        412:       -71        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        6.1        0.0       48.0       79.1       88.1       85.2:      11.9       14.8
Old  :     100.0:      40.1        6.1        0.0       48.0       79.1       88.1       85.2:      11.9       14.8
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  :        26:         7          2          0         10         10         17         12:
Old  :        26:         7          2          0         10         10         17         12:
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  :                 49.2       74.5       70.2       83.1       49.1       72.5       70.1       81.0
Old  :                 49.2       74.5       70.2       83.1       49.1       72.5       70.1       81.0
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 18, 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  :    59,424:    26,582        873        150     29,552     52,970     56,284     53,993:     3,140      5,431
Old  :    59,424:    26,582        873        150     29,552     52,970     56,284     53,993:     3,140      5,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :   -25,299:    -4,065          0     -1,754    -20,550    -22,950    -26,369    -24,704:     1,070       -595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7        1.5        0.3       49.7       89.1       94.7       90.9:       5.3        9.1
Old  :     100.0:      44.7        1.5        0.3       49.7       89.1       94.7       90.9:       5.3        9.1
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:         6          1          1         10         15         16         17:
Old  :        26:         6          1          1         10         15         16         17:
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  :                 52.0       65.3       72.3       80.8       52.0       65.2       69.6       80.6
Old  :                 52.0       65.3       72.3       80.8       52.0       65.2       69.6       80.6
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 18, 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  :17,283,688:   898,044  1,212,894  6,334,599  8,802,785  8,100,944 16,035,428 15,648,437: 1,248,260  1,635,251
Old  :17,283,688:   898,044  1,212,894  6,334,599  8,802,785  8,100,944 16,035,428 15,648,437: 1,248,260  1,635,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :  -105,490:    -5,162   -100,183    -10,702   -214,343    -31,355   -230,207   -142,240:   124,717     36,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        7.0       36.7       50.9       46.9       92.8       90.5:       7.2        9.5
Old  :     100.0:       5.2        7.0       36.7       50.9       46.9       92.8       90.5:       7.2        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        76         77        125        146        153        287        298:
Old  :       323:        76         77        125        146        153        287        298:
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  :                 25.9       17.4       38.1       26.4       19.1        6.4       22.7        9.8
Old  :                 25.9       17.4       38.1       26.4       19.1        6.4       22.7        9.8
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 18, 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  :   731,365:    71,877     58,615     41,506    471,514    516,303    584,897    616,425:   146,468    114,940
Old  :   731,365:    71,877     58,615     41,506    471,514    516,303    584,897    616,425:   146,468    114,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     3,658:      -661     -2,245     -1,043      6,161      2,146      4,457     -1,142:      -799      4,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        8.0        5.7       64.5       70.6       80.0       84.3:      20.0       15.7
Old  :     100.0:       9.8        8.0        5.7       64.5       70.6       80.0       84.3:      20.0       15.7
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  :       224:        50         57         67         92         70        185        151:
Old  :       224:        50         57         67         92         70        185        151:
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       28.4       26.3       40.7       18.2       27.6       26.0       39.4
Old  :                 18.5       28.4       26.3       40.7       18.2       27.6       26.0       39.4
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 18, 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  : 1,255,937:   186,137    380,181     49,802    723,179    700,146    959,118  1,130,129:   296,819    125,808
Old  : 1,255,937:   186,137    380,181     49,802    723,179    700,146    959,118  1,130,129:   296,819    125,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    23,042:    13,012      6,260     10,575    -12,986     11,415     10,602     28,251:    12,440     -5,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       30.3        4.0       57.6       55.7       76.4       90.0:      23.6       10.0
Old  :     100.0:      14.8       30.3        4.0       57.6       55.7       76.4       90.0:      23.6       10.0
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  :       229:        57         65         42         75         74        162        151:
Old  :       229:        57         65         42         75         74        162        151:
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  :                 19.7       27.0       30.7       41.9       18.1       24.7       26.9       36.4
Old  :                 19.7       27.0       30.7       41.9       18.1       24.7       26.9       36.4
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 18, 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  :    11,009:     1,991        705          0      5,591      8,655      7,582      9,360:     3,427      1,649
Old  :    11,009:     1,991        705          0      5,591      8,655      7,582      9,360:     3,427      1,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       108:        43          0          0         16       -111         59       -111:        49        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        6.4        0.0       50.8       78.6       68.9       85.0:      31.1       15.0
Old  :     100.0:      18.1        6.4        0.0       50.8       78.6       68.9       85.0:      31.1       15.0
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:         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  :                 32.5       45.0       50.2       71.6       32.5       42.8       50.0       67.4
Old  :                 32.5       45.0       50.2       71.6       32.5       42.8       50.0       67.4
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 18, 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  :    52,236:    11,648     11,516          0     31,415     37,752     43,063     49,268:     9,173      2,968
Old  :    52,236:    11,648     11,516          0     31,415     37,752     43,063     49,268:     9,173      2,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     3,845:     1,701       -344          0        126      4,717      1,827      4,373:     2,018       -528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       22.0        0.0       60.1       72.3       82.4       94.3:      17.6        5.7
Old  :     100.0:      22.3       22.0        0.0       60.1       72.3       82.4       94.3:      17.6        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        12          9          0         24         23         36         32:
Old  :        60:        12          9          0         24         23         36         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  :                 39.4       39.4       54.9       62.5       36.7       39.4       50.0       60.9
Old  :                 39.4       39.4       54.9       62.5       36.7       39.4       50.0       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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  :    60,087:    16,161     12,013        296     33,673     36,174     50,131     48,483:     9,956     11,603
Old  :    60,087:    16,161     12,013        296     33,673     36,174     50,131     48,483:     9,956     11,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :       190:      -545          0        -30        506         16        -68        -13:       258        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       20.0        0.5       56.0       60.2       83.4       80.7:      16.6       19.3
Old  :     100.0:      26.9       20.0        0.5       56.0       60.2       83.4       80.7:      16.6       19.3
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  :        79:        16         17          4         29         26         48         44:
Old  :        79:        16         17          4         29         26         48         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  :                 39.9       31.5       52.4       47.2       39.0       31.3       50.7       46.3
Old  :                 39.9       31.5       52.4       47.2       39.0       31.3       50.7       46.3
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 18, 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  :   324,433:   116,195    109,379      8,546    151,475    188,523    276,216    306,448:    48,217     17,985
Old  :   324,433:   116,195    109,379      8,546    151,475    188,523    276,216    306,448:    48,217     17,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    26,977:    18,418     -4,938       -654     13,348     28,260     31,112     22,668:    -4,136      4,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       33.7        2.6       46.7       58.1       85.1       94.5:      14.9        5.5
Old  :     100.0:      35.8       33.7        2.6       46.7       58.1       85.1       94.5:      14.9        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        78         63         13         45         45        133        111:
Old  :       215:        78         63         13         45         45        133        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       29.7       37.8       48.0       25.5       29.1       34.3       44.9
Old  :                 28.9       29.7       37.8       48.0       25.5       29.1       34.3       44.9
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 18, 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  :    52,738:    20,564      9,436        112     17,592     27,800     38,268     37,348:    14,469     15,389
Old  :    52,738:    20,564      9,436        112     17,592     27,800     38,268     37,348:    14,469     15,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    -2,441:    -2,690     -6,881        110     -1,446      5,509     -4,026     -1,262:     1,584     -1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       17.9        0.2       33.4       52.7       72.6       70.8:      27.4       29.2
Old  :     100.0:      39.0       17.9        0.2       33.4       52.7       72.6       70.8:      27.4       29.2
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  :        44:        12          8          2         14         17         27         26:
Old  :        44:        12          8          2         14         17         27         26:
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  :                 36.2       32.6       49.2       48.9       36.1       32.2       49.2       48.4
Old  :                 36.2       32.6       49.2       48.9       36.1       32.2       49.2       48.4
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 18, 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  :    34,147:     5,261      5,144         22     25,584     22,771     30,867     27,937:     3,280      6,210
Old  :    34,147:     5,261      5,144         22     25,584     22,771     30,867     27,937:     3,280      6,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     1,616:        -5         71          1      1,762      1,914      1,758      1,985:      -141       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       15.1        0.1       74.9       66.7       90.4       81.8:       9.6       18.2
Old  :     100.0:      15.4       15.1        0.1       74.9       66.7       90.4       81.8:       9.6       18.2
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  :        63:         5          9          1         30         28         36         37:
Old  :        63:         5          9          1         30         28         36         37:
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       33.8       52.9       46.8       35.2       31.4       52.6       44.4
Old  :                 35.2       33.8       52.9       46.8       35.2       31.4       52.6       44.4
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 18, 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  :   327,198:    77,441     73,204      6,770    222,021    231,033    306,232    311,007:    20,966     16,191
Old  :   327,198:    77,441     73,204      6,770    222,021    231,033    306,232    311,007:    20,966     16,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     7,424:     4,535      7,209      3,190         92     -5,900      7,817      4,500:      -393      2,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       22.4        2.1       67.9       70.6       93.6       95.1:       6.4        4.9
Old  :     100.0:      23.7       22.4        2.1       67.9       70.6       93.6       95.1:       6.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        28         87         38         42         49        102        142:
Old  :       188:        28         87         38         42         49        102        142:
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  :                 51.0       34.3       66.1       50.2       48.0       31.0       61.0       46.5
Old  :                 51.0       34.3       66.1       50.2       48.0       31.0       61.0       46.5
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 18, 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  :    53,913:    14,218     16,724      1,435     27,292     27,093     42,945     45,252:    10,968      8,661
Old  :    53,913:    14,218     16,724      1,435     27,292     27,093     42,945     45,252:    10,968      8,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    -1,003:    -2,979     -1,074        233        732       -723     -2,014     -1,565:     1,011        561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       31.0        2.7       50.6       50.3       79.7       83.9:      20.3       16.1
Old  :     100.0:      26.4       31.0        2.7       50.6       50.3       79.7       83.9:      20.3       16.1
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  :        83:        26         22          8         18         21         48         48:
Old  :        83:        26         22          8         18         21         48         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       38.4       47.1       48.5       35.3       34.2       45.0       44.3
Old  :                 36.1       38.4       47.1       48.5       35.3       34.2       45.0       44.3
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 18, 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  :    34,142:    13,606      3,529         19     16,463     17,974     30,088     21,522:     4,054     12,620
Old  :    34,142:    13,606      3,529         19     16,463     17,974     30,088     21,522:     4,054     12,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :      -549:       688     -1,009        -60        -70        -39        558     -1,108:    -1,107        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       10.3        0.1       48.2       52.6       88.1       63.0:      11.9       37.0
Old  :     100.0:      39.9       10.3        0.1       48.2       52.6       88.1       63.0:      11.9       37.0
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  :        49:        17          7          2         12         16         30         24:
Old  :        49:        17          7          2         12         16         30         24:
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  :                 37.7       38.4       58.1       47.8       32.6       28.2       50.0       36.8
Old  :                 37.7       38.4       58.1       47.8       32.6       28.2       50.0       36.8
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 18, 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  :    24,975:     7,110      1,140         99     16,941     23,505     24,150     24,744:       825        231
Old  :    24,975:     7,110      1,140         99     16,941     23,505     24,150     24,744:       825        231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :     1,467:     1,550         92         41      1,799      1,596      3,390      1,729:    -1,923       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        4.6        0.4       67.8       94.1       96.7       99.1:       3.3        0.9
Old  :     100.0:      28.5        4.6        0.4       67.8       94.1       96.7       99.1:       3.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         9          3          2          8          3         18          7:
Old  :        21:         9          3          2          8          3         18          7:
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  :                 73.5       96.5       88.1       99.1       73.1       90.1       84.2       92.2
Old  :                 73.5       96.5       88.1       99.1       73.1       90.1       84.2       92.2
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 18, 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  :    41,521:     4,492      3,426      2,194     17,810     24,508     24,496     30,128:    17,025     11,393
Old  :    41,521:     4,492      3,426      2,194     17,810     24,508     24,496     30,128:    17,025     11,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2006                       :
     :    -1,050:      -373        521       -248        462     -1,082       -159       -809:      -891       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.3        5.3       42.9       59.0       59.0       72.6:      41.0       27.4
Old  :     100.0:      10.8        8.3        5.3       42.9       59.0       59.0       72.6:      41.0       27.4
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  :        55:         7         11          6         23         30         33         45:
Old  :        55:         7         11          6         23         30         33         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  :                 31.4       29.1       42.2       42.7       15.6       24.3       23.2       33.3
Old  :                 31.4       29.1       42.2       42.7       15.6       24.3       23.2       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 21, 2006