BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,763
COMMITMENTS
      45        0       98    2,704    3,097    2,847    3,195      916      568

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -675)
      29        0       -2     -511     -495     -484     -497     -191     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      2.6     71.9     82.3     75.7     84.9     24.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       13       13       14       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,233
COMMITMENTS
   1,706    3,259    2,794   22,371   15,930   26,871   21,983    4,362    9,249

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -5,517)
     465   -1,535     -915   -5,245   -2,344   -5,695   -4,794      178     -723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     10.4      8.9     71.6     51.0     86.0     70.4     14.0     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       13       12       24       18       39       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      193,225
COMMITMENTS
  42,167   17,397   48,217   79,206   85,528  169,591  151,142   23,634   42,083

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     10,211)
   2,548      996    2,216    2,253    5,020    7,018    8,233    3,193    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      9.0     25.0     41.0     44.3     87.8     78.2     12.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      82       53       86       35       46      185      143
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      247,557
COMMITMENTS
  61,721   20,521   57,948  101,311  108,739  220,980  187,208   26,577   60,348

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     10,928)
   5,254    4,657    2,050    1,804    3,972    9,108   10,679    1,820      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      8.3     23.4     40.9     43.9     89.3     75.6     10.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     108       51       69       88      147      246      233
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,235
COMMITMENTS
   2,666    2,308      896      931      869    4,493    4,073    1,742    2,162

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -448)
     -39       23      -85       28      -57      -97     -119     -352     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8     37.0     14.4     14.9     13.9     72.1     65.3     27.9     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       24       12       10       10       35       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,453
COMMITMENTS
  10,151    2,969    7,089    9,302    9,750   26,541   19,807    6,912   13,646

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -4,441)
  -2,060      327   -2,023     -807   -1,232   -4,889   -2,928      448   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      8.9     21.2     27.8     29.1     79.3     59.2     20.7     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      48       17       26       39       56      100       94
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      119,906
COMMITMENTS
  49,042   22,924    6,172   27,414   70,129   82,628   99,226   37,278   20,681

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      5,557)
   3,161    5,822      720    1,472     -103    5,353    6,439      204     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     19.1      5.1     22.9     58.5     68.9     82.8     31.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      30       23       12       21       24       60       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,028
COMMITMENTS
  11,226   30,475      243   46,601   25,569   58,071   56,287   12,957   14,741

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      1,528)
  -1,394    5,190     -399    2,345   -3,696      552    1,095      975      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     42.9      0.3     65.6     36.0     81.8     79.2     18.2     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       16        2       13       10       23       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       83,849
COMMITMENTS
  33,449    5,779      649   45,128   74,542   79,226   80,970    4,623    2,879

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -491)
     608   -4,258      198   -1,290    3,965     -484      -95       -7     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9      6.9      0.8     53.8     88.9     94.5     96.6      5.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      47        7        3       14       17       62       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      135,129
COMMITMENTS
  63,502    9,708      790   38,188  104,171  102,480  114,669   32,648   20,459

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      1,317)
  -3,078     -469      -20    5,714     -271    2,616     -760   -1,299    2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      7.2      0.6     28.3     77.1     75.8     84.9     24.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      29       11        3       21       23       52       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      279,878
COMMITMENTS
  26,772  102,502   11,313  200,950  126,940  239,034  240,755   40,844   39,123

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    -15,747)
    -375  -19,590      -32  -15,502    4,481  -15,909  -15,140      162     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     36.6      4.0     71.8     45.4     85.4     86.0     14.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      30       47       18       34       28       72       85
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      198,470
COMMITMENTS
  86,887   10,844   16,679   31,268  136,043  134,834  163,566   63,636   34,903

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        683)
  -2,955    1,880    1,803      460       49     -691    3,733    1,374   -3,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8      5.5      8.4     15.8     68.5     67.9     82.4     32.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      63       21       35       32       35      102       84
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,852
COMMITMENTS
  11,218      175        0    5,518   17,906   16,736   18,081    2,116      771

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        753)
     531        4        0      143      814      674      818       79      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.5      0.9      0.0     29.3     95.0     88.8     95.9     11.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0        9       12       13       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   20,244,553
COMMITMENTS
 853,719  677,351  7714748 10302221 10170060 18870688 18562159  1373865  1682393

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    608,942)
 119,116  -57,090  249,313  128,423  308,958  496,852  501,181  112,090  107,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.3     38.1     50.9     50.2     93.2     91.7      6.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      67       70      121      159      170      299      300
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      748,173
COMMITMENTS
  90,418   49,793   54,544  446,902  468,681  591,864  573,018  156,309  175,155

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     14,686)
   3,012     -136    4,030   -1,317    4,774    5,725    8,669    8,962    6,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      6.7      7.3     59.7     62.6     79.1     76.6     20.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      64       42       65       88       72      185      146
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,761,712
COMMITMENTS
 279,832  482,826  107,545  932,053  1029898  1319430  1620270  442,281  141,442

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    106,611)
  31,835   89,122   11,694   61,038   10,507  104,567  111,324    2,044   -4,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     27.4      6.1     52.9     58.5     74.9     92.0     25.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      68       90       58       86       81      192      191
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,978
COMMITMENTS
     759        0        0    4,971    7,886    5,730    7,886    4,248    2,092

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        145)
     148     -217        0      -23     -181      125     -398       20      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      0.0     49.8     79.0     57.4     79.0     42.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        8       11       10       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       70,414
COMMITMENTS
   6,440   29,581       27   57,589   32,814   64,056   62,422    6,358    7,992

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -2,019)
    -183     -861        0   -1,868     -588   -2,051   -1,449       32     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     42.0      0.0     81.8     46.6     91.0     88.6      9.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9       10        1       30       20       40       30
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,998
COMMITMENTS
   8,570   13,869       73   39,471   28,566   48,114   42,508    8,884   14,490

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        -86)
     362     -535     -197      -29     -330      136   -1,063     -221      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     24.3      0.1     69.2     50.1     84.4     74.6     15.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       17        2       31       25       51       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      416,054
COMMITMENTS
  73,107  152,792    8,596  272,669  224,894  354,371  386,282   61,682   29,772

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     10,858)
   2,911    1,950    3,113   -2,964     -246    3,059    4,817    7,798    6,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     36.7      2.1     65.5     54.1     85.2     92.8     14.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      55       75       26       55       45      127      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       82,426
COMMITMENTS
  49,712    1,779      180    4,187   71,468   54,079   73,427   28,346    8,998

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     18,231)
  15,324      637       35     -640   16,178   14,720   16,850    3,511    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3      2.2      0.2      5.1     86.7     65.6     89.1     34.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      30        3        1        7       18       37       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       42,516
COMMITMENTS
     400    6,064      109   37,189   26,832   37,698   33,005    4,818    9,511

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        309)
       0   -1,177      105     -711     -178     -606   -1,250      915    1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     14.3      0.3     87.5     63.1     88.7     77.6     11.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1       13        2       26       26       29       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      464,784
COMMITMENTS
  49,375  116,407    5,723  366,384  310,468  421,482  432,599   43,303   32,186

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -2,078)
   4,440   -1,160    1,598   -6,122    4,447      -84    4,885   -1,994   -6,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     25.0      1.2     78.8     66.8     90.7     93.1      9.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      29       91       38       48       69      104      171
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       62,071
COMMITMENTS
  11,224   13,560   10,621   23,861   27,863   45,705   52,043   16,366   10,028

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     15,765)
   1,264     -963    9,166    3,202    4,354   13,633   12,557    2,132    3,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     21.8     17.1     38.4     44.9     73.6     83.8     26.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       16       17       18       22       51       52
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       48,496
COMMITMENTS
   3,342    5,534    3,208   28,175   22,353   34,725   31,095   13,771   17,401

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      8,470)
    -145      849    2,762   -1,146      269    1,471    3,880    6,999    4,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     11.4      6.6     58.1     46.1     71.6     64.1     28.4     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11       15        8       22       18       40       35
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,665
COMMITMENTS
   3,735    1,403       93   15,398   17,831   19,226   19,327      439      338

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:         44)
      29      298        0      -28     -203        1       95       43      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      7.1      0.5     78.3     90.7     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        3        1        9        4       16        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       55,786
COMMITMENTS
   3,570    4,729      838   32,927   40,313   37,335   45,880   18,451    9,906

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     11,798)
    -223      372     -277    5,913    7,139    5,413    7,234    6,385    4,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.5      1.5     59.0     72.3     66.9     82.2     33.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6       10        3       29       37       37       48
 

Updated September 8, 2006