BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,226
COMMITMENTS
     356       11      128    2,201    2,755    2,685    2,894      541      332

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:         87)
       0        8       15       69       12       84       35        3       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      0.3      4.0     68.2     85.4     83.2     89.7     16.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       13       11       16       12
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,187
COMMITMENTS
   2,806    2,723    4,448   25,063   18,236   32,317   25,407    4,871   11,781

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      1,211)
      55      719      393    1,378      351    1,827    1,463     -616     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      7.3     12.0     67.4     49.0     86.9     68.3     13.1     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12        9       16       31       21       49       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,929
COMMITMENTS
  38,302   14,038   52,905   83,955   89,620  175,161  156,563   22,767   41,366

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     18,936)
   5,750   -3,453    7,340    1,266   12,811   14,357   16,699    4,579    2,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      7.1     26.7     42.4     45.3     88.5     79.1     11.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      70       66       92       37       45      179      153
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      218,788
COMMITMENTS
  48,846   19,655   52,994   97,223   97,757  199,063  170,405   19,725   48,383

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -2,551)
     959   -1,124   -2,857    1,534    5,123     -364    1,142   -2,187   -3,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      9.0     24.2     44.4     44.7     91.0     77.9      9.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      90       56       69       80      133      207      229
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,622
COMMITMENTS
   1,918    2,521      708    2,163    1,373    4,789    4,602    1,833    2,021

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:       -734)
  -1,031      -57     -309      742      -71     -598     -437     -136     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     38.1     10.7     32.7     20.7     72.3     69.5     27.7     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       25       13       18       18       40       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,223
COMMITMENTS
   5,696    7,014    5,339    8,170    2,457   19,206   14,811    6,017   10,413

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -3,418)
  -1,433      -75   -1,473     -335   -1,293   -3,241   -2,841     -177     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     27.8     21.2     32.4      9.7     76.1     58.7     23.9     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      24       35       26       34       21       76       69
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      110,928
COMMITMENTS
  23,681   47,954    4,174   51,843   35,241   79,698   87,368   31,230   23,559

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      4,055)
  -1,052    8,812     -112    4,995   -3,960    3,831    4,740      224     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     43.2      3.8     46.7     31.8     71.8     78.8     28.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       32       11       24       16       48       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       91,757
COMMITMENTS
  11,154   58,407      716   69,138   12,263   81,008   71,386   10,749   20,370

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:    -18,324)
   1,922  -21,455     -193  -21,637    7,649  -19,908  -13,999    1,584   -4,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     63.7      0.8     75.3     13.4     88.3     77.8     11.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       27        1       11       11       21       39
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      113,338
COMMITMENTS
  93,138   10,957      165   14,598  100,173  107,901  111,295    5,437    2,043

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     13,478)
  14,086   -1,012       -2   -1,436   14,529   12,648   13,515      830      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.2      9.7      0.1     12.9     88.4     95.2     98.2      4.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      60       10        1       13       20       74       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      130,470
COMMITMENTS
  80,501   20,433    1,794   17,990   86,055  100,285  108,282   30,185   22,187

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     25,868)
  24,311    1,465      297   -3,956   19,939   20,653   21,700    5,215    4,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7     15.7      1.4     13.8     66.0     76.9     83.0     23.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      35       14        7       14       22       54       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      273,844
COMMITMENTS
  44,966  106,857   11,000  174,314  122,421  230,281  240,277   43,563   33,567

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:    -52,439)
  -3,199  -81,839    2,824  -56,367   32,036  -56,743  -46,980    4,304   -5,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     39.0      4.0     63.7     44.7     84.1     87.7     15.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      38       46       19       26       29       71       88
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      187,326
COMMITMENTS
  83,665   22,747   16,992   30,724  108,136  131,381  147,874   55,945   39,451

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      5,145)
  12,534  -21,103    2,741  -13,036   31,810    2,240   13,448    2,905   -8,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7     12.1      9.1     16.4     57.7     70.1     78.9     29.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      57       33       39       29       36      106       88
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,440
COMMITMENTS
  13,531    1,274        0    2,838   16,046   16,369   17,320    2,071    1,120

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -2,963)
  -2,912       66        0        7   -2,771   -2,905   -2,705      -58     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.4      6.9      0.0     15.4     87.0     88.8     93.9     11.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        5        0        8       11       21       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,137
COMMITMENTS
   3,287      535    1,716   28,907   32,009   33,910   34,260    5,227    4,877

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.4      4.4     73.9     81.8     86.6     87.5     13.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        4       11       11       16       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   17,740,291
COMMITMENTS
 786,602  481,936  6337731  9395821  9401923 16520154 16221590  1220137  1518701

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:    936,583)
 194,968 -113,686  473,820  203,559  599,239  872,347  959,372   64,236  -22,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.7     35.7     53.0     53.0     93.1     91.4      6.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      67       72      120      164      173      298      305
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      730,563
COMMITMENTS
  75,818   32,520   66,301  439,951  470,771  582,070  569,592  148,492  160,971

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -5,964)
  -1,881    2,599    2,275   -3,513    1,531   -3,120    6,405   -2,844  -12,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      4.5      9.1     60.2     64.4     79.7     78.0     20.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      56       46       69       85       70      179      147
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,759,719
COMMITMENTS
 414,332  310,416  113,231  816,518  1198358  1344080  1622004  415,639  137,715

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     57,016)
  31,395  -21,320   10,911   28,574   86,290   70,880   75,880  -13,864  -18,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     17.6      6.4     46.4     68.1     76.4     92.2     23.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      88       66       66       82       77      199      180
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,149
COMMITMENTS
     842        0        0    5,190    6,799    6,032    6,799    3,117    2,350

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:        613)
      93        0        0      713      -66      806      -66     -193      679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      0.0     56.7     74.3     65.9     74.3     34.1     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       11       12       13       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       72,572
COMMITMENTS
   8,097   32,892       27   53,941   36,017   62,065   68,936   10,507    3,636

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      4,656)
     778    1,353        0    2,806    2,946    3,584    4,299    1,072      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     45.3      0.0     74.3     49.6     85.5     95.0     14.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10        7        1       27       26       38       33
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,169
COMMITMENTS
  11,603    7,815      680   41,051   27,345   53,334   35,840    7,835   25,329

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      4,749)
     535   -1,133       54    6,004   -5,040    6,593   -6,119   -1,844   10,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     12.8      1.1     67.1     44.7     87.2     58.6     12.8     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       11        4       28       28       51       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      435,213
COMMITMENTS
 110,213  134,038   19,060  192,463  256,501  321,736  409,599  113,477   25,614

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:        537)
     104    2,800    6,339  -56,158   -9,656  -49,714     -517   50,251    1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     30.8      4.4     44.2     58.9     73.9     94.1     26.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      65       54       20       55       53      133      114
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      108,714
COMMITMENTS
  78,430    7,235      392    2,322   89,841   81,144   97,469   27,569   11,245

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     20,662)
  16,692    1,896      331     -184   17,079   16,839   19,306    3,823    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.1      6.7      0.4      2.1     82.6     74.6     89.7     25.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      39        4        3        5       20       45       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,812
COMMITMENTS
   3,066    3,339        2   30,267   21,346   33,335   24,687    4,477   13,126

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:        875)
      33     -438        0    1,117      827    1,150      389     -274      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      8.8      0.0     80.0     56.5     88.2     65.3     11.8     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       11        1       24       22       29       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      424,357
COMMITMENTS
  65,545  123,621    6,265  296,011  278,610  367,821  408,496   56,536   15,861

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      5,320)
   9,027    6,075      841   -5,520     -409    4,348    6,508      972   -1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     29.1      1.5     69.8     65.7     86.7     96.3     13.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      52       75       42       44       61      121      154
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,758
COMMITMENTS
  11,225   16,428      768   23,523   23,696   35,516   40,892   11,242    5,866

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      3,140)
   1,334    2,065      215    1,458    1,113    3,007    3,393      133     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     35.1      1.6     50.3     50.7     76.0     87.5     24.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       24        6       16       23       39       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       42,211
COMMITMENTS
  15,849    4,177      220   19,011   14,323   35,080   18,720    7,131   23,491

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      3,866)
      19      756      220    3,623      207    3,862    1,183        4    2,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      9.9      0.5     45.0     33.9     83.1     44.3     16.9     55.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        7        2       23       14       42       22
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,827
COMMITMENTS
   6,718    3,361       41   14,665   17,676   21,424   21,078      403      749

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      1,233)
   1,037      732        0       82      503    1,119    1,235      114       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     15.4      0.2     67.2     81.0     98.2     96.6      1.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        1        8        4       14       12
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       54,485
COMMITMENTS
   5,682    9,896    3,334   27,719   33,956   36,735   47,186   17,750    7,299

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:       -663)
   1,008       -1     -193      578      257    1,393       63   -2,056     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     18.2      6.1     50.9     62.3     67.4     86.6     32.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       11        7       28       31       36       45
 

Updated November 3, 2006