MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,719
COMMITMENTS
   1,253    3,267    1,216   23,480   15,551   25,949   20,034    3,770    9,685

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        311)
     114     -512     -131      120      169      103     -474      208      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     11.0      4.1     79.0     52.3     87.3     67.4     12.7     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9       16       11       24       17       37       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      156,604
COMMITMENTS
  33,456   19,448   31,949   73,119   70,620  138,524  122,017   18,080   34,587

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -3,837)
    -604   -1,170      150   -2,784       91   -3,238     -929     -599   -2,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     12.4     20.4     46.7     45.1     88.5     77.9     11.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      61       58       55       25       43      133      121
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      203,496
COMMITMENTS
  49,514   19,487   34,277   96,370   96,495  180,161  150,259   23,335   53,237

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:    -29,557)
  -1,007    1,021   -9,510  -15,261  -15,725  -25,778  -24,214   -3,779   -5,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      9.6     16.8     47.4     47.4     88.5     73.8     11.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      76       53       74       76      137      206      234
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,509
COMMITMENTS
   3,088    2,897      634    1,009      822    4,731    4,353    1,778    2,156

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:       -108)
     245       83     -169      -52     -197       24     -283     -132      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     44.5      9.7     15.5     12.6     72.7     66.9     27.3     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20       26       12       10       10       40       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,759
COMMITMENTS
  13,354    4,515    4,322    8,304    9,233   25,980   18,070    6,779   14,689

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        608)
     951     -292      999   -1,516     -188      434      519      174       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     13.8     13.2     25.3     28.2     79.3     55.2     20.7     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      47       24       29       35       58      101      100
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       86,815
COMMITMENTS
  27,206   18,609    1,135   24,981   47,565   53,322   67,309   33,493   19,506

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      4,305)
   4,021    5,254        0    3,362   -4,190    7,383    1,064   -3,078    3,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     21.4      1.3     28.8     54.8     61.4     77.5     38.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       16        2       23       17       45       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       66,021
COMMITMENTS
  13,082   28,329        0   40,934   22,521   54,016   50,850   12,005   15,171

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -6,622)
  -8,402   -8,008        0    4,869     -254   -3,533   -8,262   -3,089    1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     42.9      0.0     62.0     34.1     81.8     77.0     18.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       17        0        9        8       21       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       92,014
COMMITMENTS
  42,433    6,799      155   44,897   82,745   87,485   89,699    4,529    2,315

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     12,466)
  13,671      -54        0   -1,350   12,902   12,321   12,848      145     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1      7.4      0.2     48.8     89.9     95.1     97.5      4.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      44       11        1       14       23       59       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      135,944
COMMITMENTS
  74,152   10,956       50   27,206  109,568  101,408  120,574   34,536   15,370

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,832)
   8,924    1,354       47   -3,397    7,994    5,574    9,395    2,258   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5      8.1      0.0     20.0     80.6     74.6     88.7     25.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31       11        1       12       23       43       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      216,492
COMMITMENTS
  29,646   91,920       86  153,461   92,252  183,193  184,258   33,299   32,234

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     17,922)
   4,615   15,098     -978   12,407   -2,168   16,044   11,952    1,878    5,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     42.5      0.0     70.9     42.6     84.6     85.1     15.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       41        2       33       19       64       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      178,761
COMMITMENTS
  99,050    8,846      686   25,418  143,147  125,154  152,679   53,607   26,082

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        998)
  -2,083     -179      149    2,870   -1,216      936   -1,246       62    2,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4      4.9      0.4     14.2     80.1     70.0     85.4     30.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      59       15        5       26       31       86       50
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       19,536
COMMITMENTS
  13,438      176        0    4,216   18,424   17,654   18,600    1,882      936

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,209)
   3,970   -2,347        0   -2,017    4,517    1,953    2,170      256       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8      0.9      0.0     21.6     94.3     90.4     95.2      9.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0        6       12       11       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,049,669
COMMITMENTS
 554,200  866,409  1429284  6810899  6217041  8794383  8512734  1255286  1536935

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:    -79,524)
-104,767   19,877 -106,697   96,797  -43,792 -114,667 -130,612   35,143   51,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      8.6     14.2     67.8     61.9     87.5     84.7     12.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      53       69      104      141      157      259      280
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      632,529
COMMITMENTS
  70,478   55,477    1,763  417,665  434,793  489,906  492,033  142,623  140,496

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,921)
     737   -1,766       19    4,316  -15,953    5,072  -17,700    2,849   25,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      8.8      0.3     66.0     68.7     77.5     77.8     22.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      52       33       15       81       56      142       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,503,215
COMMITMENTS
 230,513  400,259   25,474  856,923  951,756  1112910  1377489  390,305  125,726

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     37,553)
  36,503    6,013   -3,731  -42,876   34,362  -10,104   36,644   47,657      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     26.6      1.7     57.0     63.3     74.0     91.6     26.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      64       71       25       81       69      160      150
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,729
COMMITMENTS
     700        0        0    4,994    8,173    5,694    8,173    4,035    1,556

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        176)
       0        0        0       11       89       11       89      165       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.0     51.3     84.0     58.5     84.0     41.5     16.0

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 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       70,751
COMMITMENTS
   5,901   29,244       27   59,136   33,947   65,064   63,218    5,687    7,533

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,109)
   1,109      402        3     -912      738      200    1,143      909      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     41.3      0.0     83.6     48.0     92.0     89.4      8.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      10       13        1       31       23       42       36
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,943
COMMITMENTS
   7,332   13,132       42   42,084   33,817   49,458   46,991    9,485   11,952

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:       -115)
     230   -4,976      -15    1,314     -480    1,529   -5,471   -1,644    5,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     22.3      0.1     71.4     57.4     83.9     79.7     16.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      18       19        1       26       25       45       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      436,324
COMMITMENTS
  77,688  168,135    5,314  312,934  240,909  395,936  414,358   40,388   21,966

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        403)
  23,031  -13,789      717  -36,844   31,139  -13,096   18,067   13,499  -17,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     38.5      1.2     71.7     55.2     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      72       78       18       59       47      140      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       72,893
COMMITMENTS
  42,751    3,659        0    4,684   62,087   47,435   65,746   25,458    7,147

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,540)
   6,387      352        0       38    8,112    6,425    8,464    1,115     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6      5.0      0.0      6.4     85.2     65.1     90.2     34.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      27        4        0        9       17       36       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       43,895
COMMITMENTS
     400    6,498        9   39,381   28,600   39,790   35,107    4,105    8,788

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,065)
       0      -25        0    1,779    1,378    1,779    1,353      286      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     14.8      0.0     89.7     65.2     90.6     80.0      9.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1       13        2       28       25       31       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      467,812
COMMITMENTS
  45,375  111,238    1,864  389,856  337,495  437,095  450,597   30,717   17,215

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,831)
  -1,478    3,706      -43    7,900    2,351    6,379    6,014    1,452    1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     23.8      0.4     83.3     72.1     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      19       77        9       43       65       69      144
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,278
COMMITMENTS
  11,884   13,266        0   17,355   22,637   29,239   35,903   14,039    7,375

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -1,273)
   2,072      395       -2     -895    2,136    1,175    2,529   -2,448   -3,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     30.7      0.0     40.1     52.3     67.6     83.0     32.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       17        0       14       21       38       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       43,279
COMMITMENTS
   6,676    4,660       22   29,306   19,286   36,004   23,968    7,275   19,311

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,405)
     185      753      -17    2,833    1,810    3,001    2,546     -596     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     10.8      0.1     67.7     44.6     83.2     55.4     16.8     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       11        1       22       14       36       26
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,450
COMMITMENTS
   3,964      450       93   15,622   19,681   19,679   20,224      771      226

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        -78)
      40      350       -1       90     -296      129       53     -207     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      2.2      0.5     76.4     96.2     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        1       10        6       17        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/15/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       43,969
COMMITMENTS
   3,770    4,239      328   26,077   33,954   30,175   38,521   13,794    5,448

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,192)
     -56      -59       41      418    1,457      403    1,439      789     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      9.6      0.7     59.3     77.2     68.6     87.6     31.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        9        2       29       37       36       47
 

Updated August 18, 2006