BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,528:       292         65        112      1,626      2,145      2,030      2,322:       498        206
Old  :     2,528:       292         65        112      1,626      2,145      2,030      2,322:       498        206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :      -698:       -64         54        -16       -575       -610       -655       -572:       -43       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        2.6        4.4       64.3       84.8       80.3       91.9:      19.7        8.1
Old  :     100.0:      11.6        2.6        4.4       64.3       84.8       80.3       91.9:      19.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          1          1         12         10         15         12:
Old  :        23:         3          1          1         12         10         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       60.2       62.7       82.6       42.7       60.1       60.4       78.2
Old  :                 42.7       60.2       62.7       82.6       42.7       60.1       60.4       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,987:     4,317      1,811        560     17,700     14,884     22,577     17,255:     4,410      9,732
Old  :    26,987:     4,317      1,811        560     17,700     14,884     22,577     17,255:     4,410      9,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    -3,147:      -526       -639        -67     -3,231     -2,064     -3,824     -2,770:       677       -377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        6.7        2.1       65.6       55.2       83.7       63.9:      16.3       36.1
Old  :     100.0:      16.0        6.7        2.1       65.6       55.2       83.7       63.9:      16.3       36.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         9          9         11         26         16         40         33:
Old  :        50:         9          9         11         26         16         40         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       38.3       58.0       50.2       40.7       37.3       57.0       48.8
Old  :                 41.2       38.3       58.0       50.2       40.7       37.3       57.0       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   191,291:    43,422     17,848     42,474     82,665     91,571    168,561    151,893:    22,730     39,398
Old  :   190,583:    43,117     17,848     42,474     82,585     91,067    168,176    151,389:    22,407     39,194
Other:       708:       305          0          0         80        504        385        504:       323        204
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     3,840:     5,046       -402     -3,367      1,444      7,328      3,123      3,559:       717        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        9.3       22.2       43.2       47.9       88.1       79.4:      11.9       20.6
Old  :     100.0:      22.6        9.4       22.3       43.3       47.8       88.2       79.4:      11.8       20.6
Other:     100.0:      43.1        0.0        0.0       11.3       71.2       54.4       71.2:      45.6       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        77         53         91         35         45        183        150:
Old  :       223:        77         53         91         35         45        183        150:
Other:        13:         3          0          0          2          8          5          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       28.1       39.3       35.7       28.2       26.4       37.8       32.8
Old  :                 28.3       28.2       39.5       35.8       28.3       26.5       37.9       32.7
Other:                 54.1       64.0       54.4       71.2       54.1       64.0       54.4       71.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   198,160:    53,077     27,447     35,347     92,167     88,926    180,591    151,720:    17,569     46,440
Old  :   198,160:    53,077     27,447     35,347     92,167     88,926    180,591    151,720:    17,569     46,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     2,737:     4,873        257     -2,137       -239        720      2,497     -1,160:       240      3,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       13.9       17.8       46.5       44.9       91.1       76.6:       8.9       23.4
Old  :     100.0:      26.8       13.9       17.8       46.5       44.9       91.1       76.6:       8.9       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        67         63         67         53        111        159        217:
Old  :       273:        67         63         67         53        111        159        217:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       13.2       40.5       20.4       28.3       11.9       40.2       18.9
Old  :                 28.3       13.2       40.5       20.4       28.3       11.9       40.2       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,146:     2,123      2,531        406      1,924      1,224      4,453      4,161:     1,693      1,985
Old  :     6,146:     2,123      2,531        406      1,924      1,224      4,453      4,161:     1,693      1,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :        17:       144          6          8       -112         26         40         40:       -23        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       41.2        6.6       31.3       19.9       72.5       67.7:      27.5       32.3
Old  :     100.0:      34.5       41.2        6.6       31.3       19.9       72.5       67.7:      27.5       32.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        18         20          7         20         21         41         45:
Old  :        65:        18         20          7         20         21         41         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       23.0       49.2       34.0       32.5       23.0       49.2       32.7
Old  :                 32.5       23.0       49.2       34.0       32.5       23.0       49.2       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    24,889:     6,115      8,961      4,019      9,275      2,601     19,409     15,581:     5,480      9,308
Old  :    24,889:     6,115      8,961      4,019      9,275      2,601     19,409     15,581:     5,480      9,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     3,366:       413      1,263      1,386      1,419        445      3,218      3,094:       148        272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       36.0       16.1       37.3       10.5       78.0       62.6:      22.0       37.4
Old  :     100.0:      24.6       36.0       16.1       37.3       10.5       78.0       62.6:      22.0       37.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        28         37         25         36         25         77         78:
Old  :       119:        28         37         25         36         25         77         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       15.2       32.1       25.8       18.3       15.0       29.5       21.7
Old  :                 19.5       15.2       32.1       25.8       18.3       15.0       29.5       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   103,426:    24,999     45,341      1,107     48,484     36,062     74,590     82,510:    28,836     20,916
Old  :   103,426:    24,999     45,341      1,107     48,484     36,062     74,590     82,510:    28,836     20,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :      -924:     1,181     -2,155       -324     -1,536      2,318       -679       -161:      -245       -763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       43.8        1.1       46.9       34.9       72.1       79.8:      27.9       20.2
Old  :     100.0:      24.2       43.8        1.1       46.9       34.9       72.1       79.8:      27.9       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        17         27          2         23         15         41         43:
Old  :        75:        17         27          2         23         15         41         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       28.7       42.6       45.6       26.4       28.7       42.1       44.9
Old  :                 26.4       28.7       42.6       45.6       26.4       28.7       42.1       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :   103,184:    14,326     70,027          0     77,233     13,343     91,559     83,370:    11,625     19,814
Old  :   103,184:    14,326     70,027          0     77,233     13,343     91,559     83,370:    11,625     19,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    13,216:     3,096     11,728          0      8,641      1,580     11,737     13,308:     1,479        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       67.9        0.0       74.8       12.9       88.7       80.8:      11.3       19.2
Old  :     100.0:      13.9       67.9        0.0       74.8       12.9       88.7       80.8:      11.3       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         9         28          0         11         10         20         38:
Old  :        54:         9         28          0         11         10         20         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       41.0       78.6       50.8       65.0       39.1       76.9       48.1
Old  :                 65.0       41.0       78.6       50.8       65.0       39.1       76.9       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    90,298:    67,625      9,565        173     16,715     77,904     84,513     87,642:     5,785      2,656
Old  :    90,298:    67,625      9,565        173     16,715     77,904     84,513     87,642:     5,785      2,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -23,034:   -25,513     -1,392          8      2,118    -22,269    -23,387    -23,653:       353        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.9       10.6        0.2       18.5       86.3       93.6       97.1:       6.4        2.9
Old  :     100.0:      74.9       10.6        0.2       18.5       86.3       93.6       97.1:       6.4        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        59         11          1         14         19         74         30:
Old  :       100:        59         11          1         14         19         74         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       55.7       52.2       78.7       40.8       54.5       52.2       77.5
Old  :                 40.8       55.7       52.2       78.7       40.8       54.5       52.2       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :   152,030:   104,189     19,909        168     16,385    113,267    120,742    133,344:    31,288     18,686
Old  :   152,030:   104,189     19,909        168     16,385    113,267    120,742    133,344:    31,288     18,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    25,352:    23,680       -736         -5       -586     27,802     23,089     27,061:     2,263     -1,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       13.1        0.1       10.8       74.5       79.4       87.7:      20.6       12.3
Old  :     100.0:      68.5       13.1        0.1       10.8       74.5       79.4       87.7:      20.6       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        41         13          1         12         25         54         38:
Old  :        85:        41         13          1         12         25         54         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       40.9       49.9       60.4       37.0       40.1       49.9       59.7
Old  :                 37.0       40.9       49.9       60.4       37.0       40.1       49.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   229,063:    48,102    111,614      2,418    141,299     85,210    191,819    199,242:    37,244     29,821
Old  :   229,063:    48,102    111,614      2,418    141,299     85,210    191,819    199,242:    37,244     29,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     2,456:     1,326      5,238        670      1,596     -2,139      3,592      3,769:    -1,136     -1,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       48.7        1.1       61.7       37.2       83.7       87.0:      16.3       13.0
Old  :     100.0:      21.0       48.7        1.1       61.7       37.2       83.7       87.0:      16.3       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        37         43          7         27         21         68         67:
Old  :       119:        37         43          7         27         21         68         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       33.0       51.6       49.8       34.4       31.7       48.6       46.6
Old  :                 34.4       33.0       51.6       49.8       34.4       31.7       48.6       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   178,237:    96,738     27,813      3,344     25,137    119,259    125,219    150,416:    53,018     27,821
Old  :   178,237:    96,738     27,813      3,344     25,137    119,259    125,219    150,416:    53,018     27,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    16,007:    12,175      3,298       -134        493     16,336     12,534     19,500:     3,473     -3,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.3       15.6        1.9       14.1       66.9       70.3       84.4:      29.7       15.6
Old  :     100.0:      54.3       15.6        1.9       14.1       66.9       70.3       84.4:      29.7       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        57         30         10         23         32         84         69:
Old  :       131:        57         30         10         23         32         84         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       40.2       32.1       52.2       22.0       38.5       30.9       49.3
Old  :                 22.1       40.2       32.1       52.2       22.0       38.5       30.9       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    18,916:    14,371        452          0      2,362     17,477     16,733     17,929:     2,183        987
Old  :    18,916:    14,371        452          0      2,362     17,477     16,733     17,929:     2,183        987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       476:       840       -822          0       -476      1,431        364        609:       112       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0        2.4        0.0       12.5       92.4       88.5       94.8:      11.5        5.2
Old  :     100.0:      76.0        2.4        0.0       12.5       92.4       88.5       94.8:      11.5        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        13          2          0          6         12         19         14:
Old  :        31:        13          2          0          6         12         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       68.5       76.6       88.2       66.9       66.9       76.6       86.4
Old  :                 66.9       68.5       76.6       88.2       66.9       66.9       76.6       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    41,987:     4,084        535      1,385     30,083     35,038     35,552     36,958:     6,435      5,029
Old  :    41,987:     4,084        535      1,385     30,083     35,038     35,552     36,958:     6,435      5,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     2,850:       797          0       -331      1,176      3,029      1,642      2,698:     1,208        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        1.3        3.3       71.6       83.4       84.7       88.0:      15.3       12.0
Old  :     100.0:       9.7        1.3        3.3       71.6       83.4       84.7       88.0:      15.3       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          1          3         12         12         17         15:
Old  :        21:         4          1          3         12         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       60.3       71.6       78.9       51.9       57.2       65.8       70.6
Old  :                 54.3       60.3       71.6       78.9       51.9       57.2       65.8       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :10,257,548: 1,098,271    615,272  1,304,227  6,907,317  7,022,621  9,309,815  8,942,120:   947,733  1,315,428
Old  :10,257,548: 1,098,271    615,272  1,304,227  6,907,317  7,022,621  9,309,815  8,942,120:   947,733  1,315,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   162,099:    13,401     51,654     21,399    252,062    148,227    286,862    221,280:  -124,763    -59,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        6.0       12.7       67.3       68.5       90.8       87.2:       9.2       12.8
Old  :     100.0:      10.7        6.0       12.7       67.3       68.5       90.8       87.2:       9.2       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        61         56         90        149        165        259        273:
Old  :       305:        61         56         90        149        165        259        273:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       16.9       45.4       27.8       35.7       13.8       41.6       21.3
Old  :                 37.1       16.9       45.4       27.8       35.7       13.8       41.6       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   628,889:    75,356     33,871      3,951    417,899    451,815    497,206    489,637:   131,683    139,252
Old  :   628,889:    75,356     33,871      3,951    417,899    451,815    497,206    489,637:   131,683    139,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     9,561:     3,659        123        -34      3,294      1,325      6,919      1,414:     2,642      8,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        5.4        0.6       66.5       71.8       79.1       77.9:      20.9       22.1
Old  :     100.0:      12.0        5.4        0.6       66.5       71.8       79.1       77.9:      20.9       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        50         35         17         79         60        135        106:
Old  :       200:        50         35         17         79         60        135        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       24.3       28.2       38.4       20.5       24.3       27.9       38.4
Old  :                 20.5       24.3       28.2       38.4       20.5       24.3       27.9       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,697,597:   424,597    340,753     32,328    805,968  1,192,325  1,262,893  1,565,406:   434,704    132,191
Old  : 1,697,597:   424,597    340,753     32,328    805,968  1,192,325  1,262,893  1,565,406:   434,704    132,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    48,287:     4,229     17,201      5,090     10,747     20,836     20,066     43,127:    28,221      5,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       20.1        1.9       47.5       70.2       74.4       92.2:      25.6        7.8
Old  :     100.0:      25.0       20.1        1.9       47.5       70.2       74.4       92.2:      25.6        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        89         68         30         78         74        185        154:
Old  :       275:        89         68         30         78         74        185        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       30.7       29.2       45.7       13.9       26.2       23.0       39.1
Old  :                 18.5       30.7       29.2       45.7       13.9       26.2       23.0       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :     9,372:       831          0          0      5,313      6,794      6,144      6,794:     3,228      2,578
Old  :     9,372:       831          0          0      5,313      6,794      6,144      6,794:     3,228      2,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       223:       -11          0          0        123         -5        112         -5:       111        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        0.0        0.0       56.7       72.5       65.6       72.5:      34.4       27.5
Old  :     100.0:       8.9        0.0        0.0       56.7       72.5       65.6       72.5:      34.4       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          0         12         12         14         12:
Old  :        24:         2          0          0         12         12         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       44.0       50.9       62.7       32.5       41.8       48.9       57.3
Old  :                 33.3       44.0       50.9       62.7       32.5       41.8       48.9       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    73,426:     9,352     32,781        369     52,947     37,526     62,668     70,676:    10,758      2,750
Old  :    73,426:     9,352     32,781        369     52,947     37,526     62,668     70,676:    10,758      2,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       854:     1,255       -111        342       -994      1,509        603      1,740:       251       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       44.6        0.5       72.1       51.1       85.3       96.3:      14.7        3.7
Old  :     100.0:      12.7       44.6        0.5       72.1       51.1       85.3       96.3:      14.7        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        11          9          2         30         29         43         39:
Old  :        71:        11          9          2         30         29         43         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       49.2       53.8       65.9       35.7       49.2       52.2       65.8
Old  :                 36.3       49.2       53.8       65.9       35.7       49.2       52.2       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    65,417:    12,714      7,603          3     44,613     31,886     57,330     39,492:     8,087     25,925
Old  :    65,417:    12,714      7,603          3     44,613     31,886     57,330     39,492:     8,087     25,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     6,130:     1,328        -50          0      3,961      4,733      5,289      4,683:       841      1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       11.6        0.0       68.2       48.7       87.6       60.4:      12.4       39.6
Old  :     100.0:      19.4       11.6        0.0       68.2       48.7       87.6       60.4:      12.4       39.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        21         11          1         26         30         48         41:
Old  :        80:        21         11          1         26         30         48         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       24.8       58.1       33.6       43.9       24.4       57.7       33.1
Old  :                 44.3       24.8       58.1       33.6       43.9       24.4       57.7       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   473,590:   143,543    161,066     21,951    192,920    266,664    358,414    449,681:   115,176     23,909
Old  :   473,590:   143,543    161,066     21,951    192,920    266,664    358,414    449,681:   115,176     23,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    43,245:    33,118     26,687      6,090      2,006     11,608     41,214     44,385:     2,031     -1,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       34.0        4.6       40.7       56.3       75.7       95.0:      24.3        5.0
Old  :     100.0:      30.3       34.0        4.6       40.7       56.3       75.7       95.0:      24.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        82         53         14         62         54        150        115:
Old  :       237:        82         53         14         62         54        150        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       37.2       29.0       56.4       20.1       35.6       27.5       53.3
Old  :                 20.6       37.2       29.0       56.4       20.1       35.6       27.5       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :   123,491:    94,014      8,399          0        832    105,593     94,846    113,992:    28,645      9,499
Old  :   123,491:    94,014      8,399          0        832    105,593     94,846    113,992:    28,645      9,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    15,834:    15,584      1,322       -263     -1,490     15,752     13,831     16,811:     2,003       -977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1        6.8        0.0        0.7       85.5       76.8       92.3:      23.2        7.7
Old  :     100.0:      76.1        6.8        0.0        0.7       85.5       76.8       92.3:      23.2        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        48          4          0          5         21         53         25:
Old  :        74:        48          4          0          5         21         53         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       54.1       43.9       74.1       31.2       53.9       43.9       73.9
Old  :                 31.2       54.1       43.9       74.1       31.2       53.9       43.9       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    37,889:     3,048      3,503          0     30,158     21,362     33,206     24,865:     4,683     13,024
Old  :    37,889:     3,048      3,503          0     30,158     21,362     33,206     24,865:     4,683     13,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :        96:       -18        165         -2       -108         16       -128        179:       224        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.2        0.0       79.6       56.4       87.6       65.6:      12.4       34.4
Old  :     100.0:       8.0        9.2        0.0       79.6       56.4       87.6       65.6:      12.4       34.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         5         10          0         26         22         31         32:
Old  :        57:         5         10          0         26         22         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       24.6       67.2       39.2       47.0       24.0       67.0       38.5
Old  :                 47.3       24.6       67.2       39.2       47.0       24.0       67.0       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   407,790:    50,902    145,274      1,694    299,891    246,285    352,487    393,253:    55,303     14,537
Old  :   407,790:    50,902    145,274      1,694    299,891    246,285    352,487    393,253:    55,303     14,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    -9,393:   -15,163     21,703        207      6,071    -30,945     -8,885     -9,035:      -508       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       35.6        0.4       73.5       60.4       86.4       96.4:      13.6        3.6
Old  :     100.0:      12.5       35.6        0.4       73.5       60.4       86.4       96.4:      13.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        31         61         10         43         61         79        128:
Old  :       179:        31         61         10         43         61         79        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       25.5       61.1       39.1       49.3       23.8       60.5       37.4
Old  :                 49.7       25.5       61.1       39.1       49.3       23.8       60.5       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    45,908:    11,125     14,042          2     23,417     25,060     34,544     39,104:    11,364      6,804
Old  :    45,908:    11,125     14,042          2     23,417     25,060     34,544     39,104:    11,364      6,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :      -141:      -643     -2,386       -213        593      1,374       -263     -1,225:       122      1,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       30.6        0.0       51.0       54.6       75.2       85.2:      24.8       14.8
Old  :     100.0:      24.2       30.6        0.0       51.0       54.6       75.2       85.2:      24.8       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        23         15          1         17         26         41         41:
Old  :        77:        23         15          1         17         26         41         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       27.1       45.0       46.8       29.9       25.3       41.6       43.9
Old  :                 32.3       27.1       45.0       46.8       29.9       25.3       41.6       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    43,532:    16,532      4,168          1     19,541     13,956     36,074     18,125:     7,458     25,407
Old  :    43,532:    16,532      4,168          1     19,541     13,956     36,074     18,125:     7,458     25,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     1,321:       683         -9       -219        530       -367        994       -595:       327      1,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        9.6        0.0       44.9       32.1       82.9       41.6:      17.1       58.4
Old  :     100.0:      38.0        9.6        0.0       44.9       32.1       82.9       41.6:      17.1       58.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        18          7          1         23         11         41         19:
Old  :        56:        18          7          1         23         11         41         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       25.1       41.8       33.2       24.2       17.1       35.7       24.3
Old  :                 29.6       25.1       41.8       33.2       24.2       17.1       35.7       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    23,975:     6,501      3,336         41     14,597     17,520     21,139     20,897:     2,836      3,078
Old  :    23,975:     6,501      3,336         41     14,597     17,520     21,139     20,897:     2,836      3,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     2,148:      -217        -25          0        -68       -156       -285       -181:     2,433      2,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       13.9        0.2       60.9       73.1       88.2       87.2:      11.8       12.8
Old  :     100.0:      27.1       13.9        0.2       60.9       73.1       88.2       87.2:      11.8       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          6          1          9          5         13         12:
Old  :        22:         4          6          1          9          5         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       79.0       83.7       86.0       74.4       79.0       83.4       86.0
Old  :                 74.6       79.0       83.7       86.0       74.4       79.0       83.4       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    58,160:     6,448      9,907      3,215     28,178     31,714     37,841     44,836:    20,319     13,324
Old  :    58,160:     6,448      9,907      3,215     28,178     31,714     37,841     44,836:    20,319     13,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     3,675:       766         11       -119        459     -2,242      1,106     -2,350:     2,569      6,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       17.0        5.5       48.4       54.5       65.1       77.1:      34.9       22.9
Old  :     100.0:      11.1       17.0        5.5       48.4       54.5       65.1       77.1:      34.9       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         6         11          8         28         30         38         45:
Old  :        54:         6         11          8         28         30         38         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       27.7       41.8       43.6       21.6       20.0       29.5       31.2
Old  :                 25.6       27.7       41.8       43.6       21.6       20.0       29.5       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 13, 2006