BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,528
COMMITMENTS
     292       65      112    1,626    2,145    2,030    2,322      498      206

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -698)
     -64       54      -16     -575     -610     -655     -572      -43     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      2.6      4.4     64.3     84.8     80.3     91.9     19.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       12       10       15       12
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,987
COMMITMENTS
   4,317    1,811      560   17,700   14,884   22,577   17,255    4,410    9,732

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,147)
    -526     -639      -67   -3,231   -2,064   -3,824   -2,770      677     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      6.7      2.1     65.6     55.2     83.7     63.9     16.3     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        9       11       26       16       40       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      191,291
COMMITMENTS
  43,422   17,848   42,474   82,665   91,571  168,561  151,893   22,730   39,398

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      3,840)
   5,046     -402   -3,367    1,444    7,328    3,123    3,559      717      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      9.3     22.2     43.2     47.9     88.1     79.4     11.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      77       53       91       35       45      183      150
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      198,160
COMMITMENTS
  53,077   27,447   35,347   92,167   88,926  180,591  151,720   17,569   46,440

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      2,737)
   4,873      257   -2,137     -239      720    2,497   -1,160      240    3,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     13.9     17.8     46.5     44.9     91.1     76.6      8.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      67       63       67       53      111      159      217
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,146
COMMITMENTS
   2,123    2,531      406    1,924    1,224    4,453    4,161    1,693    1,985

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:         17)
     144        6        8     -112       26       40       40      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     41.2      6.6     31.3     19.9     72.5     67.7     27.5     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      18       20        7       20       21       41       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,889
COMMITMENTS
   6,115    8,961    4,019    9,275    2,601   19,409   15,581    5,480    9,308

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      3,366)
     413    1,263    1,386    1,419      445    3,218    3,094      148      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     36.0     16.1     37.3     10.5     78.0     62.6     22.0     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      28       37       25       36       25       77       78
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      103,426
COMMITMENTS
  24,999   45,341    1,107   48,484   36,062   74,590   82,510   28,836   20,916

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -924)
   1,181   -2,155     -324   -1,536    2,318     -679     -161     -245     -763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     43.8      1.1     46.9     34.9     72.1     79.8     27.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      17       27        2       23       15       41       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      103,184
COMMITMENTS
  14,326   70,027        0   77,233   13,343   91,559   83,370   11,625   19,814

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     13,216)
   3,096   11,728        0    8,641    1,580   11,737   13,308    1,479      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     67.9      0.0     74.8     12.9     88.7     80.8     11.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       28        0       11       10       20       38
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       90,298
COMMITMENTS
  67,625    9,565      173   16,715   77,904   84,513   87,642    5,785    2,656

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -23,034)
 -25,513   -1,392        8    2,118  -22,269  -23,387  -23,653      353      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9     10.6      0.2     18.5     86.3     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      59       11        1       14       19       74       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      152,030
COMMITMENTS
 104,189   19,909      168   16,385  113,267  120,742  133,344   31,288   18,686

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     25,352)
  23,680     -736       -5     -586   27,802   23,089   27,061    2,263   -1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.5     13.1      0.1     10.8     74.5     79.4     87.7     20.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      41       13        1       12       25       54       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      229,063
COMMITMENTS
  48,102  111,614    2,418  141,299   85,210  191,819  199,242   37,244   29,821

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      2,456)
   1,326    5,238      670    1,596   -2,139    3,592    3,769   -1,136   -1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     48.7      1.1     61.7     37.2     83.7     87.0     16.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      37       43        7       27       21       68       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      178,237
COMMITMENTS
  96,738   27,813    3,344   25,137  119,259  125,219  150,416   53,018   27,821

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     16,007)
  12,175    3,298     -134      493   16,336   12,534   19,500    3,473   -3,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3     15.6      1.9     14.1     66.9     70.3     84.4     29.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      57       30       10       23       32       84       69
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,916
COMMITMENTS
  14,371      452        0    2,362   17,477   16,733   17,929    2,183      987

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        476)
     840     -822        0     -476    1,431      364      609      112     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0      2.4      0.0     12.5     92.4     88.5     94.8     11.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        2        0        6       12       19       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       41,987
COMMITMENTS
   4,084      535    1,385   30,083   35,038   35,552   36,958    6,435    5,029

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      2,850)
     797        0     -331    1,176    3,029    1,642    2,698    1,208      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      1.3      3.3     71.6     83.4     84.7     88.0     15.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        3       12       12       17       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,257,548
COMMITMENTS
 1098271  615,272  1304227  6907317  7022621  9309815  8942120  947,733  1315428

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    162,099)
  13,401   51,654   21,399  252,062  148,227  286,862  221,280 -124,763  -59,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      6.0     12.7     67.3     68.5     90.8     87.2      9.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      61       56       90      149      165      259      273
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      628,889
COMMITMENTS
  75,356   33,871    3,951  417,899  451,815  497,206  489,637  131,683  139,252

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      9,561)
   3,659      123      -34    3,294    1,325    6,919    1,414    2,642    8,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      5.4      0.6     66.5     71.8     79.1     77.9     20.9     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      50       35       17       79       60      135      106
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,697,597
COMMITMENTS
 424,597  340,753   32,328  805,968  1192325  1262893  1565406  434,704  132,191

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     48,287)
   4,229   17,201    5,090   10,747   20,836   20,066   43,127   28,221    5,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     20.1      1.9     47.5     70.2     74.4     92.2     25.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      89       68       30       78       74      185      154
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,372
COMMITMENTS
     831        0        0    5,313    6,794    6,144    6,794    3,228    2,578

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        223)
     -11        0        0      123       -5      112       -5      111      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.0      0.0     56.7     72.5     65.6     72.5     34.4     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       12       12       14       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       73,426
COMMITMENTS
   9,352   32,781      369   52,947   37,526   62,668   70,676   10,758    2,750

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        854)
   1,255     -111      342     -994    1,509      603    1,740      251     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     44.6      0.5     72.1     51.1     85.3     96.3     14.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11        9        2       30       29       43       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,417
COMMITMENTS
  12,714    7,603        3   44,613   31,886   57,330   39,492    8,087   25,925

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      6,130)
   1,328      -50        0    3,961    4,733    5,289    4,683      841    1,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     11.6      0.0     68.2     48.7     87.6     60.4     12.4     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       11        1       26       30       48       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      473,590
COMMITMENTS
 143,543  161,066   21,951  192,920  266,664  358,414  449,681  115,176   23,909

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     43,245)
  33,118   26,687    6,090    2,006   11,608   41,214   44,385    2,031   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     34.0      4.6     40.7     56.3     75.7     95.0     24.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      82       53       14       62       54      150      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      123,491
COMMITMENTS
  94,014    8,399        0      832  105,593   94,846  113,992   28,645    9,499

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     15,834)
  15,584    1,322     -263   -1,490   15,752   13,831   16,811    2,003     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1      6.8      0.0      0.7     85.5     76.8     92.3     23.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      48        4        0        5       21       53       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,889
COMMITMENTS
   3,048    3,503        0   30,158   21,362   33,206   24,865    4,683   13,024

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:         96)
     -18      165       -2     -108       16     -128      179      224      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      9.2      0.0     79.6     56.4     87.6     65.6     12.4     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5       10        0       26       22       31       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      407,790
COMMITMENTS
  50,902  145,274    1,694  299,891  246,285  352,487  393,253   55,303   14,537

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -9,393)
 -15,163   21,703      207    6,071  -30,945   -8,885   -9,035     -508     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     35.6      0.4     73.5     60.4     86.4     96.4     13.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      31       61       10       43       61       79      128
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,908
COMMITMENTS
  11,125   14,042        2   23,417   25,060   34,544   39,104   11,364    6,804

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -141)
    -643   -2,386     -213      593    1,374     -263   -1,225      122    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     30.6      0.0     51.0     54.6     75.2     85.2     24.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       15        1       17       26       41       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       43,532
COMMITMENTS
  16,532    4,168        1   19,541   13,956   36,074   18,125    7,458   25,407

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,321)
     683       -9     -219      530     -367      994     -595      327    1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      9.6      0.0     44.9     32.1     82.9     41.6     17.1     58.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      18        7        1       23       11       41       19
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       23,975
COMMITMENTS
   6,501    3,336       41   14,597   17,520   21,139   20,897    2,836    3,078

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      2,148)
    -217      -25        0      -68     -156     -285     -181    2,433    2,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     13.9      0.2     60.9     73.1     88.2     87.2     11.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        6        1        9        5       13       12
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       58,160
COMMITMENTS
   6,448    9,907    3,215   28,178   31,714   37,841   44,836   20,319   13,324

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      3,675)
     766       11     -119      459   -2,242    1,106   -2,350    2,569    6,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     17.0      5.5     48.4     54.5     65.1     77.1     34.9     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6       11        8       28       30       38       45
 

Updated November 13, 2006