MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       39,235
COMMITMENTS
   3,295    1,353    6,208   23,005   21,955   32,508   29,516    6,726    9,719

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -2,751)
    -445     -701     -294   -1,114   -1,137   -1,853   -2,131     -898     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      3.4     15.8     58.6     56.0     82.9     75.2     17.1     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13        9       12       28       27       48       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      188,006
COMMITMENTS
  33,610   19,296   41,958   84,287   96,957  159,855  158,212   28,151   29,794

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -1,327)
  -1,339     -877   -3,444    3,121    1,346   -1,662   -2,975      335    1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     10.3     22.3     44.8     51.6     85.0     84.2     15.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      71       63       97       36       44      171      163
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED 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:        1,427
COMMITMENTS
     338      256      146      243      252      727      654      700      773

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -107)
    -159       51       76       47       21      -36      148      -71     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     17.9     10.2     17.0     17.7     50.9     45.8     49.1     54.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        6        3        4        4       15       11
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      311,045
COMMITMENTS
  75,799   26,976   77,197  128,089  140,048  281,085  244,221   29,960   66,824

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      4,053)
  -2,707   -1,524    5,532    1,962     -977    4,787    3,031     -733    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      8.7     24.8     41.2     45.0     90.4     78.5      9.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     116       64      108      104      157      293      281
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        7,325
COMMITMENTS
   2,485    3,368      746    1,895    1,155    5,126    5,269    2,199    2,056

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -230)
      98     -263     -133      -94      -37     -128     -433     -102      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     46.0     10.2     25.9     15.8     70.0     71.9     30.0     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      20       29       10       11       15       38       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       39,272
COMMITMENTS
  10,390    4,519    7,949   13,706   10,578   32,046   23,046    7,227   16,226

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:       -106)
       7   -1,214     -211      -44      760     -248     -666      142      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     11.5     20.2     34.9     26.9     81.6     58.7     18.4     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      46       21       37       50       53      119      100
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      167,450
COMMITMENTS
  21,805   96,561    7,523  106,247   33,896  135,575  137,980   31,875   29,471

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     20,597)
   3,882   21,887    1,536   16,702     -847   22,120   22,576   -1,523   -1,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     57.7      4.5     63.4     20.2     81.0     82.4     19.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       39       11       24       21       49       66
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       88,526
COMMITMENTS
  16,722   38,376    2,501   50,239   34,470   69,462   75,348   19,063   13,178

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -19,640)
     925  -21,259      369  -19,287    5,947  -17,993  -14,943   -1,647   -4,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     43.4      2.8     56.8     38.9     78.5     85.1     21.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18       18        4       14       15       34       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      102,085
COMMITMENTS
  30,811   46,405    1,751   66,234   49,740   98,797   97,896    3,288    4,189

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      7,322)
  -2,857   12,925    1,626    9,542   -7,417    8,312    7,134     -990      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED 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:      161,846
COMMITMENTS
  57,133   29,487    5,651   68,172  104,183  130,956  139,320   30,890   22,526

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     -6,038)
 -31,627   10,014    1,764   33,698  -14,207    3,835   -2,429   -9,873   -3,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     18.2      3.5     42.1     64.4     80.9     86.1     19.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      32       22       13       23       20       59       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      324,247
COMMITMENTS
  25,633   94,521   23,137  228,969  169,095  277,739  286,753   46,507   37,494

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -45,281)
  -5,648  -57,754    1,693  -31,635   14,941  -35,589  -41,119   -9,692   -4,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     29.2      7.1     70.6     52.2     85.7     88.4     14.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      32       49       26       29       26       76       86
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      232,143
COMMITMENTS
 104,106   17,055   21,402   46,453  161,050  171,962  199,508   60,182   32,636

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -23,408)
 -16,613   -1,646   -1,702    1,813  -13,011  -16,502  -16,360   -6,907   -7,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      7.3      9.2     20.0     69.4     74.1     85.9     25.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      67       32       39       36       28      122       80
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   17,902,372
COMMITMENTS
 1017430  417,675  5047020 10606260 10945785 16670710 16410480  1231662  1491892

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    493,493)
  -2,665 -235,124  243,535  361,700  595,238  602,569  603,648 -109,076 -110,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.3     28.2     59.2     61.1     93.1     91.7      6.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      61       79      120      174      180      310      313
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      840,107
COMMITMENTS
  64,524   58,036  120,495  483,456  522,915  668,475  701,445  171,631  138,661

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      1,750)
 -16,630   -8,282   13,471   19,661    8,735   16,502   13,924  -14,753  -12,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      6.9     14.3     57.5     62.2     79.6     83.5     20.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      51       56       76       91       64      189      149
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,239,289
COMMITMENTS
 338,755  463,462  160,078  1386795  1418438  1885627  2041977  353,662  197,312

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    110,259)
 -79,023   11,762    5,052  228,275   62,039  154,303   78,852  -44,044   31,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     20.7      7.1     61.9     63.3     84.2     91.2     15.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      84      110      104       92       90      234      246
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       58,171
COMMITMENTS
   9,729    8,543      234   28,202   42,243   38,165   51,020   20,007    7,151

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:      1,492)
  -3,893    1,958     -580      401      533   -4,072    1,912    5,564     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     14.7      0.4     48.5     72.6     65.6     87.7     34.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      14       17        8       29       32       46       54
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      456,187
COMMITMENTS
  63,770  143,445   17,595  326,981  193,561  408,346  354,601   47,841  101,586

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     61,417)
 -48,867  -15,872    1,281  104,378   13,073   56,791   -1,519    4,626   62,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     31.4      3.9     71.7     42.4     89.5     77.7     10.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      68       71       25       58       53      139      137
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      121,693
COMMITMENTS
  45,864   18,961    1,576   49,184   89,942   96,625  110,480   25,068   11,213

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:    -19,192)
 -46,805    9,333    1,432   32,977  -28,637  -12,396  -17,872   -6,797   -1,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     15.6      1.3     40.4     73.9     79.4     90.8     20.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      32        8        3       13       14       45       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       44,086
COMMITMENTS
   1,783    5,372        0   36,536   33,576   38,319   38,948    5,767    5,138

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 TRADER
     4.0     12.2      0.0     82.9     76.2     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2       14        0       25       27       27       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      501,419
COMMITMENTS
  64,456  179,222   15,372  401,987  274,338  481,815  468,932   19,605   32,488

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     45,626)
  -4,383   -2,032    1,736   54,478   33,715   51,831   33,419   -6,205   12,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     35.7      3.1     80.2     54.7     96.1     93.5      3.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      37      112       61       52       76      136      202
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       70,020
COMMITMENTS
  11,167   16,420   11,927   32,717   28,834   55,810   57,181   14,210   12,839

CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST:     12,993)
   1,375   -1,110   10,930     -624    1,120   11,681   10,940    1,312    2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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:       82)
      23       15       16       29       28       63       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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