MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,390
COMMITMENTS
   6,805    1,091      501   17,659   20,752   24,965   22,344    5,425    8,046

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,349)
    -696     -643      -74     -881   -1,181   -1,651   -1,898     -698     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      3.6      1.6     58.1     68.3     82.1     73.5     17.9     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13        8        9       23       21       40       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      180,816
COMMITMENTS
  33,661   20,541   37,958   82,220   93,841  153,839  152,340   26,977   28,476

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,232)
  -1,414   -1,681   -3,121    3,020    1,807   -1,515   -2,995      283    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     11.4     21.0     45.5     51.9     85.1     84.3     14.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      65       69       94       29       42      162      160
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,424
COMMITMENTS
     338      256      146      243      252      727      654      697      770

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:        -99)
    -159       52       81       47       21      -31      154      -68     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     18.0     10.3     17.1     17.7     51.1     45.9     48.9     54.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        6        3        4        4       15       11
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      285,021
COMMITMENTS
  74,624   37,011   58,724  123,486  128,302  256,834  224,037   28,187   60,984

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      1,419)
  -2,620     -938    3,333    1,621   -1,634    2,334      761     -915      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     13.0     20.6     43.3     45.0     90.1     78.6      9.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     102       65      103       81      147      264      264
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,042
COMMITMENTS
   2,547    3,363      597    1,875    1,126    5,019    5,086    2,023    1,956

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:         -7)
     -26     -253       18       -5       33      -13     -202        6      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     47.8      8.5     26.6     16.0     71.3     72.2     28.7     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       28        9       11       15       38       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,846
COMMITMENTS
  10,100    6,251    5,327   13,585    9,418   29,012   20,996    6,834   14,850

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -653)
     -48   -1,047     -614     -100      591     -762   -1,070      109      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     17.4     14.9     37.9     26.3     80.9     58.6     19.1     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      39       24       30       40       51      101       97
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      156,871
COMMITMENTS
  21,585   96,510    2,969  103,674   31,004  128,228  130,483   28,643   26,388

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     19,095)
   4,022   22,523      304   16,644   -1,642   20,970   21,185   -1,875   -2,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     61.5      1.9     66.1     19.8     81.7     83.2     18.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       38        4       19       21       41       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       83,320
COMMITMENTS
  16,859   38,726      140   48,582   32,079   65,581   70,945   17,739   12,375

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -20,058)
   1,036  -21,782      133  -19,736    6,069  -18,567  -15,580   -1,491   -4,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     46.5      0.2     58.3     38.5     78.7     85.1     21.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18       17        2       13       15       32       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      102,082
COMMITMENTS
  30,810   46,405    1,751   66,234   49,740   98,795   97,896    3,287    4,186

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      7,326)
  -2,852   12,925    1,626    9,542   -7,417    8,316    7,134     -990      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     45.5      1.7     64.9     48.7     96.8     95.9      3.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       43        7       20       12       48       60
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      152,524
COMMITMENTS
  57,219   29,826      583   65,622  101,299  123,424  131,708   29,100   20,816

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -7,710)
 -31,094    9,541      349   32,900  -14,441    2,155   -4,551   -9,865   -3,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     19.6      0.4     43.0     66.4     80.9     86.4     19.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29       22        3       21       19       52       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      278,491
COMMITMENTS
  30,479   93,365    5,152  202,412  146,414  238,043  244,931   40,448   33,560

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -49,804)
  -8,904  -60,644    2,332  -33,957   12,737  -40,529  -45,575   -9,275   -4,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     33.5      1.8     72.7     52.6     85.5     87.9     14.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      29       47       14       27       24       65       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      201,319
COMMITMENTS
 107,164   18,485    2,323   36,846  152,682  146,333  173,490   54,986   27,829

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -20,152)
 -16,344   -2,425     -415    3,370  -12,414  -13,389  -15,254   -6,763   -4,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2      9.2      1.2     18.3     75.8     72.7     86.2     27.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      63       27       17       30       26      103       60
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,159
COMMITMENTS
  14,404      115      105    4,468   19,240   18,977   19,460    2,182    1,699

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,620)
  -2,394     -177      105    1,045   -1,784   -1,244   -1,856     -376      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1      0.5      0.5     21.1     90.9     89.7     92.0     10.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        1        1       10       12       25       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       54,354
COMMITMENTS
  11,370    1,035        1   40,691   50,806   52,062   51,842    2,292    2,512

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -12,793)
     -17   -5,354        1  -10,180   -4,416  -10,196   -9,769   -2,597   -3,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      1.9      0.0     74.9     93.5     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        1       13       10       18       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,156,583
COMMITMENTS
 966,516  391,747  1287938  7870353  8176121 10124807  9855806  1031776  1300777

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    103,290)
-110,171 -224,821   34,258  330,681  448,681  254,768  258,118 -151,478 -154,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.5     11.5     70.5     73.3     90.8     88.3      9.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      62       56       92      152      175      264      283
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      668,743
COMMITMENTS
  63,566   57,579    9,351  456,490  493,138  529,407  560,068  139,336  108,675

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     12,288)
  -2,427    2,092    1,551   18,693    9,617   17,817   13,260   -5,529     -972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      8.6      1.4     68.3     73.7     79.2     83.7     20.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      42       44       24       84       51      138      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,101,358
COMMITMENTS
 341,698  465,385   53,317  1366754  1399204  1761769  1917906  339,589  183,452

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     94,936)
 -78,939   15,689  -11,245  224,418   60,865  134,234   65,309  -39,298   29,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     22.1      2.5     65.0     66.6     83.8     91.3     16.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      76      108       46       85       87      182      220
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,879
COMMITMENTS
     987        0        0    3,841    5,704    4,828    5,704    3,051    2,175

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -351)
    -356        0        0     -202     -185     -558     -185      207     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.0      0.0     48.7     72.4     61.3     72.4     38.7     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       11       13       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       78,687
COMMITMENTS
   8,915   33,619      451   59,450   40,486   68,816   74,556    9,871    4,131

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,870)
  -3,405   -1,772       80    3,756      785      431     -907   -2,301     -963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     42.7      0.6     75.6     51.5     87.5     94.8     12.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       15        3       40       31       55       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,607
COMMITMENTS
   9,763    8,563       46   28,044   42,115   37,853   50,724   19,754    6,883

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      1,812)
  -3,892    1,994     -478      414      588   -3,956    2,104    5,768     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     14.9      0.1     48.7     73.1     65.7     88.1     34.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       14        3       27       31       42       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      438,592
COMMITMENTS
  63,195  148,416    3,886  324,337  185,376  391,418  337,678   47,174  100,914

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     59,517)
 -49,318  -15,195       46  104,107   11,931   54,835   -3,218    4,682   62,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     33.8      0.9     73.9     42.3     89.2     77.0     10.8     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      66       72       13       58       52      132      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,959
COMMITMENTS
  45,971   18,961    1,352   49,184   89,906   96,507  110,219   24,452   10,740

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -19,077)
 -46,698    9,367    1,329   32,977  -28,580  -12,392  -17,884   -6,685   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     15.7      1.1     40.7     74.3     79.8     91.1     20.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      32        8        1       13       14       45       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       44,076
COMMITMENTS
   1,783    5,371        0   36,534   33,576   38,317   38,947    5,759    5,129

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      6,791)
    -131    1,292      -17    5,392    5,447    5,244    6,722    1,547       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     12.2      0.0     82.9     76.2     86.9     88.4     13.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2       13        0       25       27       27       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      486,855
COMMITMENTS
  63,888  179,509    4,847  400,259  271,606  468,994  455,962   17,861   30,893

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     44,310)
  -3,085      -52   -1,114   54,202   33,519   50,003   32,353   -5,693   11,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     36.9      1.0     82.2     55.8     96.3     93.7      3.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      29       91       12       52       75       87      172
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       70,004
COMMITMENTS
  11,158   16,420   11,925   32,711   28,820   55,794   57,165   14,210   12,839

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     12,991)
   1,373   -1,110   10,930     -624    1,118   11,679   10,938    1,312    2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     23.5     17.0     46.7     41.2     79.7     81.7     20.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       14       11       29       27       58       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       88,406
COMMITMENTS
  11,092    8,025    9,837   34,525   37,442   55,454   55,304   32,952   33,102

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     32,907)
     -20    3,598    8,048    6,697     -434   14,725   11,212   18,182   21,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      9.1     11.1     39.1     42.4     62.7     62.6     37.3     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       17        8       22       22       47       43
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,484
COMMITMENTS
   6,511    1,959      311   14,264   18,483   21,086   20,753      398      731

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      1,102)
     711      436       -5      239      404      945      835      157      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      9.1      1.4     66.4     86.0     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        8        2        7        4       16       13
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 03/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       67,734
COMMITMENTS
   3,133   14,820    6,228   30,207   32,879   39,568   53,927   28,166   13,807

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,049)
      25   -1,439     -856   -4,597   -3,355   -5,428   -5,650    4,379    4,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     21.9      9.2     44.6     48.5     58.4     79.6     41.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8       21       12       26       26       43       52
 

Updated March 9, 2007