BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,923
COMMITMENTS
     207        0      116    2,032    2,560    2,355    2,676      568      247

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:         -3)
     -71        0       19      114       91       62      110      -65     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      4.0     69.5     87.6     80.6     91.5     19.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       13       11       16       12
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,301
COMMITMENTS
   2,169    2,311    3,626   22,855   16,636   28,650   22,573    4,651   10,728

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,167)
     567      112     -136      147      243      579      219      589      948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      6.9     10.9     68.6     50.0     86.0     67.8     14.0     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        8       12       27       17       43       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      179,007
COMMITMENTS
  31,957   17,878   45,687   82,177   76,540  159,821  140,105   19,187   38,902

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -5,434)
  -1,378      629     -482   -2,301   -2,071   -4,160   -1,923   -1,274   -3,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     10.0     25.5     45.9     42.8     89.3     78.3     10.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      59       76       79       37       47      160      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,688
COMMITMENTS
  46,738   19,606   50,061   96,335   95,700  193,134  165,367   26,554   54,321

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -7,352)
  -3,847   -1,108   -2,496   -4,055   -4,624  -10,398   -8,227    3,046      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      8.9     22.8     43.9     43.6     87.9     75.3     12.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      81       61       72       88      138      212      241
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,314
COMMITMENTS
   2,765    2,601    1,107    1,481    1,305    5,353    5,013    1,961    2,300

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        333)
     181     -217      255       -8       63      427      101      -94      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     35.6     15.1     20.2     17.8     73.2     68.5     26.8     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      20       25       17       22       20       50       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,898
COMMITMENTS
   6,475    5,792    7,102    8,473    3,685   22,051   16,579    5,848   11,320

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        -15)
    -879     -376    1,333     -363   -1,522       91     -566     -106      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     20.8     25.5     30.4     13.2     79.0     59.4     21.0     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      32       36       32       35       26       87       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      116,841
COMMITMENTS
  27,724   51,818    2,817   54,391   35,215   84,932   89,850   31,909   26,991

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     19,839)
  -7,141   18,878      -38   26,589   -3,750   19,410   15,089      430    4,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     44.3      2.4     46.6     30.1     72.7     76.9     27.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       32        7       24       17       46       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      107,386
COMMITMENTS
  10,385   78,016      948   88,042    4,464   99,375   83,429    8,011   23,958

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      9,476)
   1,844    8,726       33    9,266     -492   11,143    8,268   -1,667    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     72.7      0.9     82.0      4.2     92.5     77.7      7.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       35        1       14        8       23       44
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       84,117
COMMITMENTS
  64,691   12,214      169   14,986   69,852   79,846   82,235    4,270    1,882

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     13,782)
  33,382   -9,323     -119  -17,871   28,190   15,392   18,748   -1,611   -4,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9     14.5      0.2     17.8     83.0     94.9     97.8      5.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      49       12        1       13       20       63       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      111,292
COMMITMENTS
  56,410   23,016      940   27,159   66,534   84,509   90,491   26,783   20,801

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      6,691)
  11,915   -1,525      -66   -3,055    7,037    8,794    5,446   -2,103    1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7     20.7      0.8     24.4     59.8     75.9     81.3     24.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       15        5       13       16       39       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      303,057
COMMITMENTS
  50,365  166,716    7,162  208,112   90,326  265,639  264,204   37,418   38,853

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -4,883)
   2,945   -8,506      805   -9,233    5,346   -5,483   -2,356      599   -2,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     55.0      2.4     68.7     29.8     87.7     87.2     12.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      32       59       15       28       23       68       89
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      178,241
COMMITMENTS
  70,173   43,716   13,246   38,470   74,030  121,889  130,992   56,353   47,249

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,968)
    -119    9,618    1,491    6,275   -9,166    7,646    1,942   -1,678    4,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4     24.5      7.4     21.6     41.5     68.4     73.5     31.6     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      55       39       33       28       29       97       87
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       19,759
COMMITMENTS
  15,075    1,273        0    2,503   17,233   17,578   18,506    2,181    1,253

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      4,009)
   3,419     -274        0      111    3,841    3,530    3,567      479      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3      6.4      0.0     12.7     87.2     89.0     93.7     11.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        7        0        8       10       16       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   16,542,783
COMMITMENTS
 571,164  486,510  5782075  9059344  8866538 15412583 15135122  1130200  1407661

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:   -222,245)
 -62,707  -10,390    1,481 -100,458 -149,425 -161,685 -158,334  -60,560  -63,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.9     35.0     54.8     53.6     93.2     91.5      6.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      63       64      116      155      164      284      288
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      749,332
COMMITMENTS
  77,393   33,036   80,235  440,990  462,945  598,618  576,216  150,714  173,116

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     19,182)
  -2,105    2,948   13,487   10,215    5,631   21,598   22,066   -2,416   -2,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      4.4     10.7     58.9     61.8     79.9     76.9     20.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      57       56       77       85       68      189      154
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,703,226
COMMITMENTS
 342,076  310,037  139,163  795,146  1102043  1276385  1551242  426,841  151,984

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     85,078)
  45,828  -19,013   28,002   32,105   79,489  105,936   88,479  -20,858   -3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     18.2      8.2     46.7     64.7     74.9     91.1     25.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      77       81       72       84       78      204      188
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,361
COMMITMENTS
     601        0        0    4,449    6,524    5,050    6,524    3,311    1,837

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      0.0     53.2     78.0     60.4     78.0     39.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       12       12       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       65,647
COMMITMENTS
   7,026   29,628       27   49,719   32,549   56,772   62,204    8,875    3,443

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,191)
     977      685      -32     -870      583       75    1,236    1,116      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     45.1      0.0     75.7     49.6     86.5     94.8     13.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12        7        1       28       26       41       33
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,626
COMMITMENTS
  11,376   12,904      839   34,868   28,601   47,083   42,345    8,543   13,281

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        664)
    -784     -294       -6      925     -691      134     -991      530    1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     23.2      1.5     62.7     51.4     84.6     76.1     15.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       13        5       28       28       51       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      498,620
COMMITMENTS
 105,824  135,190   19,185  293,544  292,883  418,553  447,258   80,066   51,362

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     24,966)
   4,499  -40,229     -352  -12,906   38,414   -8,759   -2,166   33,725   27,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     27.1      3.8     58.9     58.7     83.9     89.7     16.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      72       59       26       53       50      142      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       74,537
COMMITMENTS
  49,027    9,356       53    4,191   56,534   53,271   65,943   21,267    8,595

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      8,583)
   5,196      791      -28    1,034    9,532    6,202   10,295    2,381   -1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.8     12.6      0.1      5.6     75.8     71.5     88.5     28.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26        7        1        6       16       33       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,742
COMMITMENTS
   1,601    3,988        0   29,400   19,384   31,001   23,372    4,740   12,370

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,502)
     801     -368        0     -315   -1,282      486   -1,650    1,016    3,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     11.2      0.0     82.3     54.2     86.7     65.4     13.3     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       11        0       23       22       26       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      426,252
COMMITMENTS
  46,243  121,473    7,889  320,549  276,412  374,681  405,773   51,571   20,479

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -7,040)
   2,708  -22,109    2,382  -25,273   10,431  -20,183   -9,296   13,143    2,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     28.5      1.9     75.2     64.8     87.9     95.2     12.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      36       89       46       46       62      117      162
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,362
COMMITMENTS
   9,518   15,671      614   23,677   22,861   33,809   39,146   11,553    6,216

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,650)
     230      199       60    1,015    1,861    1,305    2,120      345     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     34.5      1.4     52.2     50.4     74.5     86.3     25.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      19       23        6       16       22       36       50
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       41,230
COMMITMENTS
  16,046    3,139      174   15,843   13,002   32,063   16,315    9,167   24,915

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      3,372)
     139     -250      174      883    1,499    1,196    1,423    2,176    1,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      7.6      0.4     38.4     31.5     77.8     39.6     22.2     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        6        1       19       11       35       17
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,294
COMMITMENTS
   4,921    1,853        0   14,731   17,258   19,652   19,111      642    1,183

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,019)
   1,430       95      -55     -602      622      773      662      246      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      9.1      0.0     72.6     85.0     96.8     94.2      3.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        0        8        4       14        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       55,401
COMMITMENTS
   4,477   10,222    3,577   25,544   32,305   33,598   46,104   21,803    9,297

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      6,106)
    -185    2,797     -100      609      929      324    3,626    5,782    2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     18.5      6.5     46.1     58.3     60.6     83.2     39.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       11        7       28       30       36       44
 

Updated October 20, 2006