MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,408
COMMITMENTS
   1,139    3,779    1,347   23,360   15,382   25,846   20,508    3,562    8,900

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -2,859)
     191     -612     -127   -2,425   -1,362   -2,361   -2,101     -498     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.9      4.6     79.4     52.3     87.9     69.7     12.1     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       17       11       24       18       37       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      160,441
COMMITMENTS
  34,060   20,618   31,799   75,903   70,529  141,762  122,946   18,679   37,495

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -1,102)
   1,845      -15     -789   -2,286      160   -1,230     -644      128     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     12.9     19.8     47.3     44.0     88.4     76.6     11.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      54       68       64       30       45      139      136
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      233,053
COMMITMENTS
  50,521   18,466   43,787  111,631  112,220  205,939  174,473   27,114   58,580

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:         27)
   4,834     -673   -5,534     -891    4,788   -1,591   -1,419    1,618    1,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      7.9     18.8     47.9     48.2     88.4     74.9     11.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      77       52       94       89      144      232      258
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,617
COMMITMENTS
   2,843    2,814      803    1,061    1,019    4,707    4,636    1,910    1,981

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -116)
     120       48     -188     -135      101     -203      -39       87      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     42.5     12.1     16.0     15.4     71.1     70.1     28.9     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       25       11       14       13       39       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,151
COMMITMENTS
  12,403    4,807    3,323    9,820    9,421   25,546   17,551    6,605   14,600

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        478)
    -352      330      -62      134     -254     -280       14      758      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     15.0     10.3     30.5     29.3     79.5     54.6     20.5     45.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      41       24       27       42       58      101       99
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       82,510
COMMITMENTS
  23,185   13,355    1,135   21,619   51,755   45,939   66,245   36,571   16,265

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -3,538)
   4,376  -12,870        0   -9,882   11,057   -5,506   -1,813    1,968   -1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     16.2      1.4     26.2     62.7     55.7     80.3     44.3     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      19       15        2       19       21       40       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,643
COMMITMENTS
  21,484   36,337        0   36,065   22,775   57,549   59,112   15,094   13,531

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      7,538)
   3,997    9,456        0      543    1,284    4,540   10,740    2,998   -3,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     50.0      0.0     49.6     31.4     79.2     81.4     20.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       15        0        7       10       23       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       79,548
COMMITMENTS
  28,762    6,853      155   46,247   69,843   75,164   76,851    4,384    2,697

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -6,984)
   1,507   -2,727     -257   -5,918   -1,397   -4,668   -4,381   -2,316   -2,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      8.6      0.2     58.1     87.8     94.5     96.6      5.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      38       11        1       13       22       52       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      128,112
COMMITMENTS
  65,228    9,602        3   30,603  101,574   95,834  111,179   32,278   16,933

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     14,037)
   8,931   -1,692      -40    2,847   13,600   11,738   11,868    2,299    2,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9      7.5      0.0     23.9     79.3     74.8     86.8     25.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      26       10        1       15       21       42       31
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      198,570
COMMITMENTS
  25,031   76,822    1,064  141,054   94,420  167,149  172,306   31,421   26,264

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,944)
    -360    8,447      -12    2,188   -3,019    1,816    5,416    1,128   -2,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     38.7      0.5     71.0     47.5     84.2     86.8     15.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      27       39        3       31       17       60       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      177,763
COMMITMENTS
 101,133    9,025      537   22,548  144,363  124,218  153,925   53,545   23,838

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     19,907)
  16,061   -2,618     -108    1,613   25,565   17,566   22,839    2,341   -2,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9      5.1      0.3     12.7     81.2     69.9     86.6     30.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      63       16        6       25       32       89       53
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       17,327
COMMITMENTS
   9,468    2,523        0    6,233   13,907   15,701   16,430    1,626      897

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -833)
  -1,487     -229        0      652     -307     -835     -536        2     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     14.6      0.0     36.0     80.3     90.6     94.8      9.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        0        7       11       12       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       46,461
COMMITMENTS
  10,809    3,619      200   31,052   37,466   42,061   41,285    4,400    5,176

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      4,757)
  -2,729    1,990      140    7,549    2,672    4,960    4,802     -203      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      7.8      0.4     66.8     80.6     90.5     88.9      9.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        1       15       15       19       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,129,193
COMMITMENTS
 658,967  846,532  1535981  6714102  6260833  8909050  8643346  1220143  1485847

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    230,009)
 -28,726 -115,836   78,505  118,730  257,917  168,509  220,586   61,500    9,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      8.4     15.2     66.3     61.8     88.0     85.3     12.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      45       83      109      143      160      263      293
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      624,608
COMMITMENTS
  69,741   57,243    1,744  413,349  450,746  484,834  509,733  139,774  114,875

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,493)
  -1,911   -3,007     -146    5,677   -1,065    3,620   -4,218    1,873    9,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      9.2      0.3     66.2     72.2     77.6     81.6     22.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      54       29       15       80       56      143       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,465,662
COMMITMENTS
 194,010  394,246   29,205  899,799  917,394  1123014  1340845  342,648  124,817

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     78,948)
  25,860   31,450      667   30,430   48,819   56,957   80,936   21,991   -1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     26.9      2.0     61.4     62.6     76.6     91.5     23.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      56       73       28       79       71      152      155
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,553
COMMITMENTS
     700        0        0    4,983    8,084    5,683    8,084    3,870    1,469

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:         59)
      78        0        0       12      100       90      100      -31      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.0     52.2     84.6     59.5     84.6     40.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       12       11       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       69,642
COMMITMENTS
   4,792   28,842       24   60,048   33,209   64,864   62,075    4,778    7,567

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -489)
  -4,137      444        0    3,626     -319     -511      125       22     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     41.4      0.0     86.2     47.7     93.1     89.1      6.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6       14        1       30       24       37       38
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,058
COMMITMENTS
   7,102   18,108       57   40,770   34,297   47,929   52,462   11,129    6,596

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,558)
     825    2,526       15      480      668    1,320    3,209    2,238      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     30.7      0.1     69.0     58.1     81.2     88.8     18.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       21        1       24       26       42       47
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      435,921
COMMITMENTS
  54,657  181,924    4,597  349,778  209,770  409,032  396,291   26,889   39,630

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     15,876)
   7,259  -16,980    2,012      243   18,440    9,514    3,472    6,362   12,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     41.7      1.1     80.2     48.1     93.8     90.9      6.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      43       94       11       59       49      107      149
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       65,353
COMMITMENTS
  36,364    3,307        0    4,646   53,975   41,010   57,282   24,343    8,071

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -2,578)
  -3,831    1,225        0    1,153   -3,778   -2,678   -2,553      100      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6      5.1      0.0      7.1     82.6     62.8     87.7     37.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      26        3        0        8       17       34       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       41,830
COMMITMENTS
     400    6,523        9   37,602   27,222   38,011   33,754    3,819    8,076

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,380)
       0       66        0    1,554    1,431    1,554    1,497     -174     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     15.6      0.0     89.9     65.1     90.9     80.7      9.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1       14        2       28       25       31       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      459,981
COMMITMENTS
  46,853  107,532    1,907  381,956  335,144  430,716  444,583   29,265   15,398

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      4,727)
  -3,883   10,613      323    4,839   -4,567    1,279    6,369    3,448   -1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     23.4      0.4     83.0     72.9     93.6     96.7      6.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      16       73        9       44       59       67      134
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,551
COMMITMENTS
   9,812   12,871        2   18,250   20,501   28,064   33,374   16,487   11,177

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,705)
     576     -570     -607     -293    2,299     -324    1,122    4,029    2,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     28.9      0.0     41.0     46.0     63.0     74.9     37.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       19        1       14       20       33       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,874
COMMITMENTS
   6,491    3,907       39   26,473   17,476   33,003   21,422    7,871   19,452

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        694)
   1,015      534     -101     -903     -269       11      164      683      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      9.6      0.1     64.8     42.8     80.7     52.4     19.3     47.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14        9        1       22       11       36       21
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,528
COMMITMENTS
   3,924      100       94   15,532   19,977   19,550   20,171      978      357

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -157)
    -640     -118       94      195     -190     -351     -214      194       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      0.5      0.5     75.7     97.3     95.2     98.3      4.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        1        2        9        5       16        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       42,777
COMMITMENTS
   3,826    4,298      287   25,659   32,497   29,772   37,082   13,005    5,695

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        888)
    -427     -600        0    2,109    2,153    1,682    1,553     -794     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     10.0      0.7     60.0     76.0     69.6     86.7     30.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        9        2       29       36       36       46
 

Updated August 11, 2006