MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,919
COMMITMENTS
   4,170    1,220    8,524   26,918   25,510   39,612   35,255    6,306   10,664

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,706)
     210      242      357      647      565    1,214    1,164      492      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.7     18.6     58.6     55.6     86.3     76.8     13.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23        6       20       28       26       57       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      280,872
COMMITMENTS
  46,251   36,644   77,035  127,823  132,558  251,110  246,238   29,762   34,634

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -1,250)
  -1,457      758      875   -1,627   -2,982   -2,209   -1,348      960       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     13.0     27.4     45.5     47.2     89.4     87.7     10.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      82       92      111       37       52      197      193
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,891
COMMITMENTS
     574      352       16      544      979    1,134    1,347      757      544

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        -40)
     120       20      -52      -79      -21      -11      -53      -29       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     18.6      0.8     28.8     51.8     60.0     71.2     40.0     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        9        1        6        3       15       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      361,919
COMMITMENTS
 106,863   38,362   71,634  157,777  178,144  336,274  288,141   25,645   73,779

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -3,631)
  -6,437    1,182     -124    2,274   -3,349   -4,287   -2,292      656   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     10.6     19.8     43.6     49.2     92.9     79.6      7.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     113       76      101      103      180      259      322
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       15,120
COMMITMENTS
   4,940    4,867    2,363    5,739    5,963   13,042   13,194    2,078    1,926

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -244)
     277      241     -385     -196       -1     -304     -145       60      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     32.2     15.6     38.0     39.4     86.3     87.3     13.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      32       33       19       20       27       62       71
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,798
COMMITMENTS
  11,735    5,656    9,072   10,481    7,442   31,288   22,170    4,511   13,629

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        167)
     459   -1,630    1,132     -662      616      929      118     -762       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     15.8     25.3     29.3     20.8     87.4     61.9     12.6     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      40       38       41       40       52      106      111
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      130,291
COMMITMENTS
  57,673   21,080    6,898   28,221   80,872   92,792  108,850   37,499   21,441

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      8,821)
   6,771    4,949      488   -2,906    2,821    4,354    8,258    4,467      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     16.2      5.3     21.7     62.1     71.2     83.5     28.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36       11        9       25       27       63       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       72,593
COMMITMENTS
  18,795   22,517    5,453   27,603   31,408   51,852   59,378   20,741   13,215

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -5,254)
   5,751   -7,178      212  -13,499    3,581   -7,536   -3,384    2,282   -1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     31.0      7.5     38.0     43.3     71.4     81.8     28.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17       16        3        9       13       28       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,535
COMMITMENTS
  97,539    6,940      723   14,543  103,896  112,805  111,559    3,730    4,976

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -2,310)
  -7,294    1,135      161    6,795   -6,470     -338   -5,174   -1,972    2,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.7      6.0      0.6     12.5     89.2     96.8     95.7      3.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      63       19        6       13       17       80       38
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      175,351
COMMITMENTS
  23,152   46,482    9,111  125,984   92,772  158,248  148,365   17,103   26,986

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -9,383)
  -3,773   -4,030   -2,439   -1,932    1,227   -8,144   -5,241   -1,239   -4,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     26.5      5.2     71.8     52.9     90.2     84.6      9.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       33        9       21       22       44       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      217,281
COMMITMENTS
  61,861   25,087   22,659  101,864  150,228  186,384  197,973   30,897   19,308

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -7,704)
   3,561   -3,627      603  -15,391   -4,325  -11,228   -7,349    3,524     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     11.5     10.4     46.9     69.1     85.8     91.1     14.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      41       25       18       25       25       73       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      254,150
COMMITMENTS
  70,843   60,055   32,291  102,780  113,685  205,913  206,031   48,237   48,119

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      7,146)
  14,719   -1,142      893  -10,919    5,766    4,693    5,517    2,453    1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     23.6     12.7     40.4     44.7     81.0     81.1     19.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      55       52       35       32       40      110      104
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,921
COMMITMENTS
  12,274    7,733        0   16,327   21,836   28,601   29,569    2,320    1,352

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        544)
   1,081      -16      -24      -50      497    1,007      457     -463       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     25.0      0.0     52.8     70.6     92.5     95.6      7.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        7        0        8       11       24       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,325,808
COMMITMENTS
 929,331  473,458  6034900  8183635  8845717 15147866 15354075  1177942  971,733

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    290,069)
  -3,788  -40,300  131,886  132,956  245,893  261,055  337,479   29,014  -47,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.9     37.0     50.1     54.2     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      81       43      101      142      138      266      245
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      665,576
COMMITMENTS
  65,748   81,692   71,032  397,953  389,869  534,733  542,593  130,843  122,983

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      3,266)
   2,726      817   -2,140   -2,261   -3,683   -1,675   -5,006    4,941    8,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     12.3     10.7     59.8     58.6     80.3     81.5     19.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      40       53       57       82       70      159      144
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,380,369
COMMITMENTS
 387,042  610,492  156,094  1452241  1373740  1995377  2140326  384,993  240,044

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     59,079)
  31,489   42,666  -25,283    9,690    4,494   15,896   21,876   43,183   37,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     25.6      6.6     61.0     57.7     83.8     89.9     16.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      85      116       76      107      100      234      250
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,459
COMMITMENTS
   8,641   41,278       64   70,135   44,033   78,840   85,375   11,620    5,084

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        268)
   1,309      399       -6   -1,130      423      173      816       95     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     45.6      0.1     77.5     48.7     87.2     94.4     12.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       17        1       41       25       54       42
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       37,386
COMMITMENTS
   6,014    8,665       72   23,809   17,214   29,895   25,950    7,491   11,435

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -551)
      32      668      -38     -489      -23     -495      608      -56   -1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     23.2      0.2     63.7     46.0     80.0     69.4     20.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9       11        3       26       19       37       31
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      379,533
COMMITMENTS
  83,011  147,481   14,503  224,477  196,095  321,991  358,078   57,541   21,454

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -14,458)
 -25,918     -152      847   10,774  -13,607  -14,297  -12,912     -162   -1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     38.9      3.8     59.1     51.7     84.8     94.3     15.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      59       72       30       49       54      124      140
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,565
COMMITMENTS
  72,453   11,877    2,342    8,600   89,280   83,395  103,499   31,170   11,067

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     10,260)
   3,070     -462     -191    1,639    9,928    4,517    9,274    5,743      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2     10.4      2.0      7.5     77.9     72.8     90.3     27.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      36       10        3        8       19       46       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       41,898
COMMITMENTS
   6,670   13,864    1,501   18,512   21,942   26,683   37,307   15,215    4,591

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        916)
     -17     -306       54      596      699      632      447      283      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     33.1      3.6     44.2     52.4     63.7     89.0     36.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       20        6       15       22       23       46
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      721,871
COMMITMENTS
  66,061  301,214   13,966  628,399  324,277  708,426  639,457   13,445   82,414

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     10,193)
  -7,311    9,312    1,308   15,649   -2,268    9,647    8,352      546    1,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     41.7      1.9     87.1     44.9     98.1     88.6      1.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      31      124       35       65       84      120      219
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       90,534
COMMITMENTS
  11,502   51,297      726   68,312   30,534   80,540   82,556    9,994    7,978

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:         84)
  -1,525     -991      115    1,708      486      298     -390     -214      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     56.7      0.8     75.5     33.7     89.0     91.2     11.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       22        3       16       22       37       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,109
COMMITMENTS
  23,277    5,383      635   18,606   36,710   42,518   42,728   17,591   17,381

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        647)
  -1,136     -185     -170     -271     -910   -1,577   -1,265    2,224    1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7      9.0      1.1     31.0     61.1     70.7     71.1     29.3     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14        9        2       16       14       30       25
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       17,499
COMMITMENTS
   3,114   11,196       97   12,376    4,812   15,587   16,105    1,912    1,394

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        429)
     367      199        0       33      292      400      491       29      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     64.0      0.6     70.7     27.5     89.1     92.0     10.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        1        8        7       13       13
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,170
COMMITMENTS
   6,378      344        0    8,598   15,256   14,976   15,600    1,194      570

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -1,786)
    -431      128        0     -402   -1,057     -833     -929     -953     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4      2.1      0.0     53.2     94.3     92.6     96.5      7.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        2        0        5        5       17        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       26,426
COMMITMENTS
   4,081    2,455       39   20,600   13,902   24,720   16,396    1,706   10,030

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -126)
     103     -970        0    1,866      202    1,969     -768   -2,095      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      9.3      0.1     78.0     52.6     93.5     62.0      6.5     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        2       15       18       23       22
 

Updated May 23, 2008