MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED 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:       34,938
COMMITMENTS
   1,028    4,496    2,873   26,469   16,454   30,370   23,824    4,568   11,114

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        183)
      59     -590     -107      -32      119      -80     -578      263      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     12.9      8.2     75.8     47.1     86.9     68.2     13.1     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7       19       15       26       17       44       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      163,337
COMMITMENTS
  33,515   16,976   36,675   74,514   73,019  144,704  126,669   18,633   36,668

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -5,984)
    -560      -70   -1,374   -2,994   -1,111   -4,928   -2,555   -1,055   -3,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     10.4     22.5     45.6     44.7     88.6     77.6     11.4     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      64       57       58       30       44      141      123
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      235,116
COMMITMENTS
  52,518   12,079   52,841  103,012  110,478  208,371  175,399   26,745   59,718

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:    -27,041)
  -2,343     -907   -6,625  -14,778  -15,308  -23,745  -22,840   -3,296   -4,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      5.1     22.5     43.8     47.0     88.6     74.6     11.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     103       52       85       97      149      257      252
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        7,047
COMMITMENTS
   2,987    2,917      976    1,080      881    5,043    4,774    2,004    2,273

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        -48)
     219       95     -123      -38     -204       57     -232     -105      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     41.4     13.8     15.3     12.5     71.6     67.7     28.4     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       29       15       11       10       43       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       38,650
COMMITMENTS
  13,349    2,396    8,583    9,352   11,094   31,284   22,073    7,365   16,577

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,181)
     744     -131    1,321   -1,056      -52    1,009    1,139      172       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      6.2     22.2     24.2     28.7     80.9     57.1     19.1     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      55       21       32       49       67      120      112
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:       96,555
COMMITMENTS
  27,955   19,260    4,864   26,867   50,341   59,685   74,464   36,870   22,091

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      4,044)
   4,728    5,379     -573    3,032   -4,079    7,187      727   -3,143    3,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     19.9      5.0     27.8     52.1     61.8     77.1     38.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       18        8       23       20       47       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       66,723
COMMITMENTS
  13,085   28,356      177   40,934   22,521   54,196   51,054   12,527   15,668

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -6,545)
  -8,399   -8,024       55    4,869     -254   -3,476   -8,224   -3,069    1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     42.5      0.3     61.3     33.8     81.2     76.5     18.8     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       17        2        9        8       22       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:       92,034
COMMITMENTS
  42,433    6,800      155   44,898   82,745   87,486   89,700    4,548    2,334

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     12,469)
  13,671      -54        0   -1,350   12,902   12,321   12,848      148     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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:       86)
      44       12        1       14       23       59       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED 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:      138,760
COMMITMENTS
  74,085   10,657      618   27,791  109,664  102,494  120,939   36,266   17,821

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,709)
   8,960    1,348       28   -3,505    7,975    5,483    9,352    2,226   -1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.4      7.7      0.4     20.0     79.0     73.9     87.2     26.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31       11        4       12       25       44       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      265,945
COMMITMENTS
  26,732   94,485    6,684  193,674  129,294  227,091  230,463   38,854   35,482

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     18,370)
   3,207   13,968      280   12,892   -2,179   16,379   12,069    1,991    6,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     35.5      2.5     72.8     48.6     85.4     86.7     14.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      28       45       12       35       25       70       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      204,849
COMMITMENTS
 100,119    8,741   13,484   30,444  149,258  144,047  171,483   60,802   33,366

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        176)
  -2,905     -340     -133    2,484   -1,555     -554   -2,029      730    2,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9      4.3      6.6     14.9     72.9     70.3     83.7     29.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      67       15       28       30       34      101       73
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   18,891,384
COMMITMENTS
 588,464  640,609  7125371  9719047  9381585 17432882 17147565  1458502  1743819

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:   -689,245)
-147,495  -14,173 -405,065 -193,374 -335,036 -745,933 -754,273   56,688   65,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.4     37.7     51.4     49.7     92.3     90.8      7.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      53       85      121      154      168      291      301
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      720,969
COMMITMENTS
  78,763   55,067   52,017  433,941  452,523  564,721  559,607  156,248  161,363

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,498)
   1,248   -2,316   -5,704    4,359  -17,264      -97  -25,285    1,595   26,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      7.6      7.2     60.2     62.8     78.3     77.6     21.7     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      54       54       68       87       66      185      144
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,600,884
COMMITMENTS
 226,852  395,929   99,164  879,969  971,780  1205984  1466873  394,900  134,011

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     55,556)
  35,340    6,914   11,699  -38,675   34,802    8,364   53,416   47,192    2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     24.7      6.2     55.0     60.7     75.3     91.6     24.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      67       78       60       83       72      185      175
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:       59,237
COMMITMENTS
   7,332   13,154      101   42,208   33,959   49,641   47,214    9,596   12,023

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:         35)
     230   -4,954       44    1,366     -440    1,640   -5,351   -1,605    5,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     22.2      0.2     71.3     57.3     83.8     79.7     16.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18       20        2       28       25       48       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      442,038
COMMITMENTS
  76,262  167,207   10,300  314,944  242,157  401,506  419,663   40,532   22,375

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,558)
  20,698  -15,347    3,358  -35,885   31,059  -11,830   19,070   13,388  -17,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     37.8      2.3     71.2     54.8     90.8     94.9      9.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      73       80       25       59       48      146      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:       73,750
COMMITMENTS
  42,703    3,630      179    4,684   62,087   47,566   65,896   26,184    7,854

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,570)
   6,382      397      -42       38    8,112    6,378    8,467    1,193     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.9      4.9      0.2      6.4     84.2     64.5     89.4     35.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      27        4        2        9       17       37       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       43,902
COMMITMENTS
     400    6,497       11   39,383   28,600   39,794   35,108    4,108    8,794

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,065)
       0      -25       -0    1,779    1,378    1,778    1,353      286      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     14.8      0.0     89.7     65.1     90.6     80.0      9.4     20.0

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
OPTION AND FUTURES COMBINED 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:      472,493
COMMITMENTS
  45,050  111,060    5,193  391,077  338,531  441,319  454,783   31,174   17,710

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,849)
  -1,513    3,633       -9    8,120    2,271    6,598    5,895    1,251    1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     23.5      1.1     82.8     71.6     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      33       82       38       43       67       94      169
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       43,989
COMMITMENTS
  11,196   13,267      700   18,055   22,647   29,950   36,614   14,039    7,375

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -1,273)
   2,071      395       -2     -894    2,135    1,175    2,529   -2,448   -3,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     30.2      1.6     41.0     51.5     68.1     83.2     31.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      23       18        5       14       22       38       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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