MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,485
COMMITMENTS
   1,792    3,906    1,257   23,843   16,595   26,892   21,758    3,593    8,727

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        766)
     539      639       41      363    1,044      943    1,724     -177     -958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     12.8      4.1     78.2     54.4     88.2     71.4     11.8     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       18       15       24       17       42       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      169,300
COMMITMENTS
  36,655   19,288   36,692   76,421   77,904  149,768  133,884   19,532   35,416

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     12,696)
   3,199     -160    4,743    3,302    7,284   11,244   11,867    1,452      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     11.4     21.7     45.1     46.0     88.5     79.1     11.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      70       56       68       31       50      157      140
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      203,023
COMMITMENTS
  52,348   23,126   36,279   92,758   92,757  181,385  152,162   21,638   50,861

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -473)
   2,834    3,639    2,002   -3,612   -3,738    1,224    1,903   -1,697   -2,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     11.4     17.9     45.7     45.7     89.3     74.9     10.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      79       48       70       69      142      199      230
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,176
COMMITMENTS
   2,947    2,630      518      996      854    4,461    4,002    1,715    2,174

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -333)
    -141     -267     -116      -13       32     -270     -351      -63       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     42.6      8.4     16.1     13.8     72.2     64.8     27.8     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19       21       13       10       12       39       41
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,397
COMMITMENTS
  13,077    3,918    4,427    8,355    9,665   25,859   18,010    6,538   14,387

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -362)
    -277     -597      105       51      432     -121      -60     -241     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     12.1     13.7     25.8     29.8     79.8     55.6     20.2     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      48       24       28       38       65      106      105
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       86,667
COMMITMENTS
  27,805   12,312    1,703   22,640   53,596   52,148   67,611   34,519   19,056

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -148)
     599   -6,297      568   -2,341    6,031   -1,174      302    1,026     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     14.2      2.0     26.1     61.8     60.2     78.0     39.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      20       15        4       18       18       40       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       68,484
COMMITMENTS
  16,847   27,312      506   38,181   27,544   55,534   55,362   12,950   13,122

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,463)
   3,765   -1,017      506   -2,753    5,023    1,518    4,512      945   -2,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     39.9      0.7     55.8     40.2     81.1     80.8     18.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       15        1        8       12       22       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       82,797
COMMITMENTS
  31,768    6,927       22   46,527   73,802   78,317   80,751    4,480    2,046

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -9,217)
 -10,665      128     -133    1,630   -8,943   -9,168   -8,948      -49     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      8.4      0.0     56.2     89.1     94.6     97.5      5.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      46        8        1       15       21       61       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      127,943
COMMITMENTS
  66,586    9,770       53   30,487  102,648   97,126  112,471   30,817   15,472

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -8,001)
  -7,566   -1,186        3    3,281   -6,920   -4,282   -8,103   -3,719      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0      7.6      0.0     23.8     80.2     75.9     87.9     24.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28        9        2       15       22       44       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      227,195
COMMITMENTS
  30,853  105,930       97  163,702   87,185  194,652  193,212   32,543   33,983

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     10,703)
   1,207   14,010       11   10,241   -5,067   11,459    8,954     -756    1,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     46.6      0.0     72.1     38.4     85.7     85.0     14.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      29       45        3       35       18       65       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      175,943
COMMITMENTS
  89,994    8,524      799   27,222  139,078  118,015  148,401   57,928   27,542

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -2,818)
  -9,056     -322      113    1,804   -4,069   -7,139   -4,278    4,321    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1      4.8      0.5     15.5     79.0     67.1     84.3     32.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      56       19       11       28       35       90       59
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       19,886
COMMITMENTS
  11,787      296        0    6,022   18,680   17,809   18,976    2,077      910

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        350)
  -1,651      120        0    1,806      256      155      376      195      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.3      1.5      0.0     30.3     93.9     89.6     95.4     10.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0        8       11       12       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,303,855
COMMITMENTS
 718,856  888,778  1450390  6972364  6500662  9141610  8839830  1162245  1464025

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    254,186)
 164,656   22,369   21,106  161,465  283,621  347,227  327,096  -93,041  -72,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      8.6     14.1     67.7     63.1     88.7     85.8     11.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      54       67      101      140      158      255      276
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      640,097
COMMITMENTS
  68,575   50,523    2,847  423,867  443,274  495,289  496,644  144,808  143,453

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      7,568)
  -1,903   -4,954    1,084    6,202    8,481    5,383    4,611    2,185    2,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      7.9      0.4     66.2     69.3     77.4     77.6     22.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      50       28       18       79       56      140       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,547,766
COMMITMENTS
 232,641  424,305   22,398  880,108  965,288  1135147  1411991  412,619  135,775

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     44,551)
   2,128   24,046   -3,076   23,185   13,532   22,237   34,502   22,314   10,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     27.4      1.4     56.9     62.4     73.3     91.2     26.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      53       78       20       78       68      144      153
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,736
COMMITMENTS
     355        0        0    4,999    8,210    5,354    8,210    4,382    1,526

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:          7)
    -345        0        0        5       37     -340       37      347      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.0     51.3     84.3     55.0     84.3     45.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       12       10       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       71,220
COMMITMENTS
   5,762   30,091       27   59,621   32,015   65,410   62,133    5,810    9,087

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        469)
    -139      847        0      485   -1,932      346   -1,085      123    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     42.3      0.0     83.7     45.0     91.8     87.2      8.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9       13        1       28       22       38       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,124
COMMITMENTS
   8,202   13,804      256   41,736   31,608   50,194   45,668    8,930   13,456

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        181)
     870      672      214     -348   -2,209      736   -1,323     -555    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     23.3      0.4     70.6     53.5     84.9     77.2     15.1     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      19       15        2       27       26       47       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      413,528
COMMITMENTS
  60,442  142,921    3,591  294,673  242,050  358,706  388,562   54,822   24,966

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    -22,796)
 -17,246  -25,214   -1,723  -18,261    1,141  -37,230  -25,796   14,434    3,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     34.6      0.9     71.3     58.5     86.7     94.0     13.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      59       75       17       52       48      120      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       62,131
COMMITMENTS
  31,584    1,509        0    6,071   53,113   37,655   54,622   24,476    7,509

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    -10,762)
 -11,167   -2,150        0    1,387   -8,974   -9,780  -11,124     -982      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8      2.4      0.0      9.8     85.5     60.6     87.9     39.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      24        3        0        9       15       33       18
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       44,221
COMMITMENTS
     400    6,699        9   40,009   29,008   40,418   35,716    3,803    8,505

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        326)
       0      201        0      628      408      628      609     -302     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     15.1      0.0     90.5     65.6     91.4     80.8      8.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1       13        2       29       25       32       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      470,220
COMMITMENTS
  41,713  112,458    1,846  399,346  337,287  442,905  451,591   27,315   18,629

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,408)
  -3,662    1,220      -18    9,490     -208    5,810      994   -3,402    1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     23.9      0.4     84.9     71.7     94.2     96.0      5.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      16       72        9       43       65       66      139
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,220
COMMITMENTS
  12,391   14,687       19   18,103   22,421   30,513   37,127   13,707    7,093

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        942)
     507    1,421       19      748     -216    1,274    1,224     -332     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     33.2      0.0     40.9     50.7     69.0     84.0     31.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       17        1       14       17       38       35
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,092
COMMITMENTS
   3,760    5,441      328   28,458   20,398   32,546   26,167    7,546   13,925

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -3,187)
  -2,916      781      306     -848    1,112   -3,458    2,199      271   -5,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     13.6      0.8     71.0     50.9     81.2     65.3     18.8     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       11        2       20       15       31       28
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,696
COMMITMENTS
   3,632      875        0   15,458   18,483   19,090   19,358      606      338

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -754)
    -332      425      -93     -164   -1,198     -589     -866     -165      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      4.4      0.0     78.5     93.8     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        0       11        5       18        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       44,798
COMMITMENTS
   4,020    4,639      338   28,115   34,290   32,473   39,267   12,325    5,531

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        829)
     250      400       10    2,038      336    2,298      746   -1,469       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.4      0.8     62.8     76.5     72.5     87.7     27.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       10        2       32       37       40       48
 

Updated August 18, 2006