BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,388
COMMITMENTS
       0       14       71    3,969    4,179    4,040    4,264      348      124

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:         99)
       0        2       -2       37       69       35       69       64       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      1.6     90.5     95.2     92.1     97.2      7.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       11       13       12       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,464
COMMITMENTS
   1,488    1,989      958   25,522   16,989   27,968   19,936    3,496   11,528

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        708)
      75      103      -71    1,271    1,028    1,275    1,060     -567     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.3      3.0     81.1     54.0     88.9     63.4     11.1     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        9        6       23       18       31       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      157,887
COMMITMENTS
  32,333   16,971   29,129   77,229   74,848  138,691  120,948   19,196   36,939

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,745)
   2,593   -4,094   -4,740    2,307   11,401      160    2,567    1,585     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     10.7     18.4     48.9     47.4     87.8     76.6     12.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      72       55       64       37       43      152      137
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,741
COMMITMENTS
     570      259       65      418      526    1,053      850      688      891

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -187)
     178     -223     -176     -148      135     -146     -264      -41       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     14.9      3.7     24.0     30.2     60.5     48.8     39.5     51.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        4        2        4        8       16       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      222,638
COMMITMENTS
  49,839   24,045   39,502  113,912  107,576  203,253  171,123   19,385   51,515

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -21,395)
  -4,692   -8,102   -7,843   -1,696    2,940  -14,231  -13,005   -7,164   -8,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     10.8     17.7     51.2     48.3     91.3     76.9      8.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      69       48       52       76      136      177      211
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,457
COMMITMENTS
   2,312    2,050      326    1,293    1,066    3,931    3,442    1,526    2,015

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -111)
     -24     -121      -62      -27       55     -113     -128        2       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     37.6      6.0     23.7     19.5     72.0     63.1     28.0     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       22        9       18       18       40       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,563
COMMITMENTS
  10,705    4,825    1,637    8,467    6,732   20,809   13,194    4,754   12,369

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -816)
      22     -636        5       61      876       88      245     -904   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     18.9      6.4     33.1     26.3     81.4     51.6     18.6     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      43       21       20       34       55       92       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      123,446
COMMITMENTS
  37,024   13,046    1,637   51,442   92,859   90,103  107,542   33,343   15,904

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -6,261)
  -9,555     -182     -575    6,727   -2,956   -3,403   -3,713   -2,858   -2,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     10.6      1.3     41.7     75.2     73.0     87.1     27.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      28       15        3       27       24       58       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       57,617
COMMITMENTS
  20,297   25,769       36   24,895   19,561   45,228   45,366   12,389   12,251

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -65,309)
    -879    1,711     -268  -61,272  -66,125  -62,419  -64,682   -2,890     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     44.7      0.1     43.2     34.0     78.5     78.7     21.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16       11        1        5        5       21       17
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       77,868
COMMITMENTS
   7,765   36,808      165   67,398   36,275   75,328   73,248    2,540    4,620

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -25,243)
  -2,323      489   -1,639  -21,244  -23,833  -25,206  -24,983      -37     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     47.3      0.2     86.6     46.6     96.7     94.1      3.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       40        1       19       12       31       53
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       78,491
COMMITMENTS
  29,010    5,608      130   26,575   61,283   55,715   67,021   22,776   11,470

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -47,552)
  -5,211   -6,519     -560  -37,090  -37,022  -42,861  -44,101   -4,691   -3,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      7.1      0.2     33.9     78.1     71.0     85.4     29.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        7        3        9       19       29       28
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      161,290
COMMITMENTS
  23,877   46,884       86  104,582   85,187  128,545  132,157   32,745   29,133

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -82,223)
 -15,483   -2,073     -847  -52,963  -67,693  -69,293  -70,613  -12,930  -11,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     29.1      0.1     64.8     52.8     79.7     81.9     20.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      27       23        2       22       19       50       43
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      132,604
COMMITMENTS
  66,017   13,527      381   17,807   94,376   84,205  108,284   48,399   24,320

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -69,790)
  -6,715    2,641     -992  -46,963  -58,424  -54,670  -56,775  -15,120  -13,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     10.2      0.3     13.4     71.2     63.5     81.7     36.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      51       18        4       21       27       73       48
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       47,711
COMMITMENTS
  18,505    1,609        0   23,431   41,245   41,936   42,854    5,775    4,857

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -16,999)
  -2,455   -1,342     -485  -16,210  -15,458  -19,150  -17,285    2,151      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      3.4      0.0     49.1     86.4     87.9     89.8     12.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        0       10       10       14       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,400,251
COMMITMENTS
 849,944  1616111  1462001  6087510  4943218  8399455  8021330  1000796  1378921

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:   -918,809)
-302,913   43,655  -31,493 -498,932 -855,511 -833,338 -843,349  -85,471  -75,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     17.2     15.6     64.8     52.6     89.4     85.3     10.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      62       75       96      128      143      239      273
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      618,703
COMMITMENTS
  77,382   66,180    1,250  406,271  430,535  484,903  497,965  133,800  120,738

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:   -170,143)
   2,189    2,882  -17,595 -121,400 -113,132 -136,806 -127,845  -33,337  -42,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     10.7      0.2     65.7     69.6     78.4     80.5     21.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      43       42       13       79       55      130      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,293,970
COMMITMENTS
 192,329  380,103   19,301  675,620  757,400  887,250  1156804  406,720  137,166

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:   -748,685)
 -43,063  -90,363 -128,884 -426,747 -503,210 -598,694 -722,457 -149,991  -26,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     29.4      1.5     52.2     58.5     68.6     89.4     31.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      41       66       16       71       73      123      144
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       57,751
COMMITMENTS
   7,949   24,971        0   44,704   27,228   52,653   52,199    5,098    5,552

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -12,786)
  -1,369    3,450   -1,917   -7,874  -12,430  -11,160  -10,897   -1,626   -1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     43.2      0.0     77.4     47.1     91.2     90.4      8.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       14        0       21       20       28       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,710
COMMITMENTS
   8,783   14,999       24   36,347   27,120   45,154   42,143    5,556    8,567

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -32,064)
     332    1,042   -2,841  -10,800  -24,074  -13,309  -25,873  -18,755   -6,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     29.6      0.0     71.7     53.5     89.0     83.1     11.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       19        1       27       27       43       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      331,256
COMMITMENTS
  69,447  170,809    2,255  219,960  133,370  291,662  306,434   39,594   24,822

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:   -267,209)
 -53,169  -79,237  -11,128 -186,045 -110,343 -250,342 -200,708  -16,867  -66,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     51.6      0.7     66.4     40.3     88.0     92.5     12.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      42       92        4       37       41       83      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       37,629
COMMITMENTS
  11,753   14,165        0   10,406   15,936   22,159   30,101   15,470    7,528

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -43,531)
 -11,549    2,815     -198  -26,606  -45,173  -38,353  -42,556   -5,178     -975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     37.6      0.0     27.7     42.4     58.9     80.0     41.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        5        0       11       11       24       16
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,604
COMMITMENTS
   5,975    6,717        7   22,548   18,819   28,530   25,543    4,074    7,061

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -28,893)
     548     -491   -2,076  -17,593  -23,380  -19,121  -25,947   -9,772   -2,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     20.6      0.0     69.2     57.7     87.5     78.3     12.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       15        2       24       25       29       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      418,115
COMMITMENTS
 133,716  128,737      903  263,762  274,016  398,381  403,656   19,734   14,459

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:   -215,462)
  42,596    1,757  -51,705 -180,616 -107,392 -189,725 -157,340  -25,737  -58,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     30.8      0.2     63.1     65.5     95.3     96.5      4.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      22       71        3       41       47       64      120
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,790
COMMITMENTS
  10,773   15,409        2   17,743   17,046   28,518   32,457   10,272    6,333

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -2,063)
  -1,537   -2,577      -95      772      624     -860   -2,048   -1,203      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     39.7      0.0     45.7     43.9     73.5     83.7     26.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      18       23        1       16       17       35       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,075
COMMITMENTS
  12,660    2,722       43   16,343   16,969   29,046   19,734    7,029   16,341

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -320)
  -1,599   -1,737        5    1,755    2,055      161      323     -481     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      7.5      0.1     45.3     47.0     80.5     54.7     19.5     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        7        1       17       12       35       20
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 06/20/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       32,634
COMMITMENTS
   6,946    4,309    1,310   13,446   21,057   21,702   26,676   10,932    5,958

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -18,071)
     145   -1,060   -1,437   -3,155  -12,633   -4,447  -15,130  -13,624   -2,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     13.2      4.0     41.2     64.5     66.5     81.7     33.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6       12        3       20       29       27       43
 

Updated June 23, 2006