MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,906
COMMITMENTS
   5,127      715    8,862   25,214   27,706   39,203   37,283    8,704   10,623

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      1,861)
     197      -11      403      345      939      946    1,331      915      529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      1.5     18.5     52.6     57.8     81.8     77.8     18.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20        4       14       27       26       49       42
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      180,774
COMMITMENTS
  31,984   21,850   43,552   80,877   89,968  156,412  155,369   24,362   25,405

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,042)
  -5,446     -526   -2,921    3,698      528   -4,669   -2,919    1,628     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     12.1     24.1     44.7     49.8     86.5     85.9     13.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      83       46       82       35       39      157      148
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      291,528
COMMITMENTS
  64,640   28,888   82,338  118,093  126,839  265,070  238,065   26,458   53,463

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,136)
   1,189    2,023   -2,062     -881      -58   -1,754      -97     -382   -2,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      9.9     28.2     40.5     43.5     90.9     81.7      9.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      98       53       90       88      133      245      236
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,037
COMMITMENTS
   2,857    3,978    1,066    2,606    1,706    6,529    6,750    2,508    2,287

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -367)
      15       98     -234      116      -99     -103     -235     -264     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     44.0     11.8     28.8     18.9     72.3     74.7     27.7     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       27       11       16       19       46       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,751
COMMITMENTS
   8,986    2,196    3,547    8,828    7,753   21,360   13,495    5,391   13,256

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,891)
     -52     -214     -444   -1,562   -1,748   -2,058   -2,405     -833     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      8.2     13.3     33.0     29.0     79.8     50.4     20.2     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      48       16       16       43       53       98       81
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      155,016
COMMITMENTS
  50,579   42,588   13,524   53,140   70,523  117,242  126,635   37,774   28,382

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     20,379)
  13,434    2,867    2,613    1,917   14,149   17,965   19,629    2,414      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     27.5      8.7     34.3     45.5     75.6     81.7     24.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       36       13       22       22       59       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       84,786
COMMITMENTS
  16,556   47,924    2,722   48,193   20,997   67,470   71,643   17,316   13,144

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,224)
  -6,599    8,387      261   10,555   -5,737    4,217    2,911   -1,992     -686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     56.5      3.2     56.8     24.8     79.6     84.5     20.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       25        5        8       15       29       41
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      107,568
COMMITMENTS
  50,776   24,211    1,143   46,442   78,404   98,361  103,758    9,207    3,810

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     26,764)
  22,723    1,887      489    2,423   24,561   25,635   26,937    1,129     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     22.5      1.1     43.2     72.9     91.4     96.5      8.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      52       18        2       12       18       66       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      156,292
COMMITMENTS
  88,325   21,940    8,421   24,599  101,459  121,345  131,820   34,947   24,472

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,171)
  -7,485   -1,913      753    3,031   -1,235   -3,701   -2,396      530     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.5     14.0      5.4     15.7     64.9     77.6     84.3     22.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      46       18       15       18       23       71       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      313,623
COMMITMENTS
  41,564  166,312   13,942  211,486   96,530  266,992  276,785   46,631   36,838

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     45,426)
   9,497   46,213    1,474   29,896   -4,327   40,867   43,360    4,559    2,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     53.0      4.4     67.4     30.8     85.1     88.3     14.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      35       62       19       30       22       72       96
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      278,271
COMMITMENTS
 129,836   24,258   30,497   44,541  175,998  204,874  230,753   73,396   47,517

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      7,405)
  -2,448    2,299    3,224    6,034    1,618    6,810    7,141      596      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7      8.7     11.0     16.0     63.2     73.6     82.9     26.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      72       42       36       32       39      124       97
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,253
COMMITMENTS
  18,777    1,254        0    3,592   22,385   22,369   23,639    2,884    1,614

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,838)
  -4,024     -444        0    1,408   -2,304   -2,616   -2,748     -222      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.4      5.0      0.0     14.2     88.6     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        3        0        9       13       27       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       68,340
COMMITMENTS
  12,617        0      209   52,636   65,495   65,462   65,704    2,878    2,636

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      3,887)
    -794        0       89    5,925    3,516    5,220    3,605   -1,333      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.0      0.3     77.0     95.8     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        1       15       12       20       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,406,481
COMMITMENTS
 1036996  835,961  5436597 10548847 10423673 17022439 16696230  1384042  1710251

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    669,774)
  31,342  124,151  320,956  253,536  130,235  605,834  575,343   63,940   94,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      4.5     29.5     57.3     56.6     92.5     90.7      7.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      79       76      137      175      178      322      333
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      800,541
COMMITMENTS
  66,666   55,388  107,053  482,390  473,573  656,110  636,014  144,432  164,527

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      6,121)
    -602   15,641    6,149      185   -9,937    5,733   11,854      388   -5,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      6.9     13.4     60.3     59.2     82.0     79.4     18.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      48       52       71       89       66      182      144
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,094,069
COMMITMENTS
 367,695  552,404  108,831  1149194  1243559  1625720  1904794  468,349  189,275

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -39,193)
  13,040  -88,562      786  -64,118   38,218  -50,292  -49,559   11,099   10,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     26.4      5.2     54.9     59.4     77.6     91.0     22.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      76      109       77       90       95      214      233
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,937
COMMITMENTS
     917        0       57    5,249    6,598    6,223    6,655    2,714    2,282

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        615)
    -114        0       57      572      448      515      505      100      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      0.6     58.7     73.8     69.6     74.5     30.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       11       10       13       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       91,590
COMMITMENTS
  11,730   26,338        0   67,251   59,919   78,981   86,257   12,609    5,333

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      1,763)
    -820     -543        0    2,534    2,247    1,714    1,704       49       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     28.8      0.0     73.4     65.4     86.2     94.2     13.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14       15        0       39       36       53       51
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,040
COMMITMENTS
   7,426   13,498      419   39,472   29,363   47,317   43,280    7,724   11,761

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        186)
    -317      176      129      445    1,094      256    1,398      -71   -1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     24.5      0.8     71.7     53.3     86.0     78.6     14.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11       22        8       25       26       42       50
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      469,735
COMMITMENTS
 155,500  164,221   18,897  232,082  250,075  406,479  433,193   63,256   36,542

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     32,155)
  41,974  -15,224    4,471  -14,729   39,741   31,716   28,989      440    3,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     35.0      4.0     49.4     53.2     86.5     92.2     13.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      96       59       19       52       58      160      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,105
COMMITMENTS
  72,623    8,818      364    7,025   87,152   80,013   96,334   30,092   13,770

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -15,118)
 -12,514      100       -9     -647  -14,759  -13,170  -14,668   -1,948     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.0      8.0      0.3      6.4     79.2     72.7     87.5     27.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      42        9        3       11       18       53       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       41,695
COMMITMENTS
   2,791    6,459        0   34,770   30,818   37,561   37,277    4,134    4,418

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -429)
      -1      283        0    1,314    1,832    1,313    2,115   -1,742   -2,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     15.5      0.0     83.4     73.9     90.1     89.4      9.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4       17        0       22       21       26       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      491,342
COMMITMENTS
  69,834  222,148   12,468  385,948  231,014  468,250  465,630   23,092   25,712

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     21,962)
  -3,891    8,569    2,190   24,943   11,640   23,243   22,400   -1,281     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     45.2      2.5     78.5     47.0     95.3     94.8      4.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      39      105       49       50       72      131      184
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,077
COMMITMENTS
   9,805   19,110      533   35,481   22,735   45,819   42,378   10,258   13,699

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,724)
     426    1,124       -0    2,143    1,633    2,569    2,757      155      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     34.1      1.0     63.3     40.5     81.7     75.6     18.3     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      24       20        5       25       31       50       55
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,722
COMMITMENTS
  26,321    3,358      425   22,496   30,967   49,242   34,750    6,480   20,972

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,511)
   1,003      -60      122    1,560    2,048    2,685    2,110     -174      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2      6.0      0.8     40.4     55.6     88.4     62.4     11.6     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27        5        2       21       18       48       25
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,297
COMMITMENTS
   4,948    1,101      270   14,278   17,981   19,496   19,352      801      945

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        104)
      48       24        0      107       37      155       61      -51       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      5.4      1.3     70.3     88.6     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        5        1        8        3       19        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       55,467
COMMITMENTS
   3,141   16,493    4,305   21,797   25,383   29,243   46,181   26,224    9,286

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        506)
      50      998       91      549   -1,617      690     -528     -184    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     29.7      7.8     39.3     45.8     52.7     83.3     47.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       22        9       21       26       35       49
 

Updated April 27, 2007