MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED 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:       34,755
COMMITMENTS
     969    5,086    2,981   26,501   16,336   30,450   24,402    4,305   10,353

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -3,787)
     107     -698     -345   -2,883   -1,666   -3,121   -2,709     -666   -1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     14.6      8.6     76.2     47.0     87.6     70.2     12.4     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       20       13       27       18       43       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      169,321
COMMITMENTS
  34,075   17,046   38,049   77,509   74,129  149,632  129,224   19,689   40,097

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -241)
   1,859     -956      -77   -2,324      956     -543      -77      301     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     10.1     22.5     45.8     43.8     88.4     76.3     11.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      56       69       68       35       47      148      139
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      262,157
COMMITMENTS
  54,860   12,987   59,466  117,789  125,786  232,116  198,238   30,042   63,919

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    -13,871)
   2,113      120  -12,751   -4,360   -1,106  -14,999  -13,737    1,128     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      5.0     22.7     44.9     48.0     88.5     75.6     11.5     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     100       53      100      107      152      274      269
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        7,095
COMMITMENTS
   2,768    2,822    1,099    1,118    1,085    4,986    5,006    2,109    2,089

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:         -6)
      70       51      -78     -110       69     -118       42      112      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     39.8     15.5     15.8     15.3     70.3     70.6     29.7     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      16       27       14       15       13       42       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       37,469
COMMITMENTS
  12,606    2,527    7,261   10,408   11,146   30,275   20,934    7,194   16,535

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        362)
    -196      384     -108      -82     -313     -386      -37      749      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      6.7     19.4     27.8     29.7     80.8     55.9     19.2     44.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      51       20       29       52       64      118      106
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:       92,511
COMMITMENTS
  23,227   13,881    5,436   23,834   54,420   52,498   73,737   40,013   18,774

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -5,224)
   3,015  -13,621      343  -10,049    9,865   -6,691   -3,412    1,467   -1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     15.0      5.9     25.8     58.8     56.7     79.7     43.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       17        6       19       24       42       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       73,267
COMMITMENTS
  21,484   36,381      123   36,065   22,775   57,672   59,278   15,596   13,989

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      7,588)
   3,997    9,484       34      543    1,284    4,574   10,803    3,013   -3,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     49.7      0.2     49.2     31.1     78.7     80.9     21.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       15        1        7       10       24       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:       79,565
COMMITMENTS
  28,762    6,854      155   46,248   69,843   75,165   76,852    4,400    2,713

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -6,981)
   1,507   -2,727     -257   -5,918   -1,397   -4,668   -4,381   -2,313   -2,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      8.6      0.2     58.1     87.8     94.5     96.6      5.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      38       12        1       13       22       52       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED 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:      131,051
COMMITMENTS
  65,125    9,308      590   31,296  101,689   97,011  111,587   34,040   19,464

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     14,367)
   8,848   -1,773      202    3,054   13,505   12,104   11,934    2,262    2,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.7      7.1      0.5     23.9     77.6     74.0     85.1     26.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      26       10        3       15       23       43       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      247,575
COMMITMENTS
  23,526   80,517    6,404  180,782  131,473  210,711  218,394   36,863   29,181

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,484)
     -23    8,823   -1,102    1,572   -3,865      447    3,857    1,037   -2,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     32.5      2.6     73.0     53.1     85.1     88.2     14.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      28       43       13       33       23       68       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      204,673
COMMITMENTS
 103,023    9,081   13,617   27,960  150,813  144,601  173,511   60,071   31,161

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     17,064)
  15,829   -2,311   -2,122      510   24,294   14,217   19,861    2,846   -2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.3      4.4      6.7     13.7     73.7     70.6     84.8     29.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      66       20       31       29       35      104       77
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   19,580,629
COMMITMENTS
 735,959  654,782  7530435  9912421  9716621 18178815 17901838  1401813  1678791

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    389,420)
 103,182  -21,745   94,891  112,248  288,015  310,321  361,161   79,099   28,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.3     38.5     50.6     49.6     92.8     91.4      7.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      58       88      128      160      168      301      311
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      719,472
COMMITMENTS
  77,515   57,383   57,722  429,582  469,787  564,818  584,891  154,653  134,580

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,417)
  -1,710   -2,062    4,721    1,822   -4,695    4,834   -2,036      583    7,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      8.0      8.0     59.7     65.3     78.5     81.3     21.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       47       66       85       65      180      142
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,545,328
COMMITMENTS
 191,512  389,015   87,465  918,644  936,978  1197620  1413458  347,707  131,870

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     89,705)
  25,535   24,541   18,096   24,490   49,551   68,121   92,187   21,584   -2,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     25.2      5.7     59.4     60.6     77.5     91.5     22.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      60       79       61       81       74      176      179
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       59,202
COMMITMENTS
   7,102   18,109       57   40,842   34,399   48,001   52,564   11,202    6,638

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,564)
     825    2,526       15      481      668    1,321    3,209    2,243      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     30.6      0.1     69.0     58.1     81.1     88.8     18.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       21        1       26       26       44       47
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      440,480
COMMITMENTS
  55,563  182,554    6,942  350,830  211,098  413,335  400,594   27,145   39,886

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     16,082)
   7,484  -16,799    2,664     -340   17,819    9,809    3,684    6,273   12,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     41.4      1.6     79.6     47.9     93.8     90.9      6.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      44       96       20       59       50      112      157
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:       66,179
COMMITMENTS
  36,321    3,233      221    4,646   53,975   41,188   57,429   24,991    8,750

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -2,637)
  -3,874    1,225       21    1,153   -3,778   -2,701   -2,532       63     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.9      4.9      0.3      7.0     81.6     62.2     86.8     37.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      26        3        2        8       17       35       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       41,837
COMMITMENTS
     400    6,522       12   37,604   27,222   38,016   33,755    3,821    8,082

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 TRADER
     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:       59)
       1       15        2       28       25       31       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      464,644
COMMITMENTS
  46,563  107,427    5,202  382,957  336,260  434,721  448,888   29,923   15,756

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      4,832)
  -3,783   10,497      829    4,208   -4,837    1,253    6,488    3,578   -1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     23.1      1.1     82.4     72.4     93.6     96.6      6.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      31       75       33       45       61       89      156
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       45,262
COMMITMENTS
   9,125   12,872      701   18,949   20,512   28,775   34,085   16,487   11,177

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,705)
     575     -570     -607     -293    2,299     -324    1,122    4,029    2,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     28.4      1.5     41.9     45.3     63.6     75.3     36.4     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       20        6       14       21       33       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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