BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,859:       258          0        106      2,612      3,236      2,976      3,342:       883        517
Old  :     3,859:       258          0        106      2,612      3,236      2,976      3,342:       883        517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :       168:       214          0        -22         34        172        226        150:       -58         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        0.0        2.7       67.7       83.9       77.1       86.6:      22.9       13.4
Old  :     100.0:       6.7        0.0        2.7       67.7       83.9       77.1       86.6:      22.9       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          0          1         13         10         18         11:
Old  :        24:         5          0          1         13         10         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       65.2       61.4       82.1       45.5       64.2       61.3       80.1
Old  :                 45.5       65.2       61.4       82.1       45.5       64.2       61.3       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    29,329:     3,098      2,890        650     21,696     17,121     25,444     20,661:     3,885      8,668
Old  :    29,329:     3,098      2,890        650     21,696     17,121     25,444     20,661:     3,885      8,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :       917:       622       -110        -28        342        798        936        660:       -19        257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.9        2.2       74.0       58.4       86.8       70.4:      13.2       29.6
Old  :     100.0:      10.6        9.9        2.2       74.0       58.4       86.8       70.4:      13.2       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        10         11         12         25         18         40         36:
Old  :        52:        10         11         12         25         18         40         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       40.0       65.1       51.4       48.8       38.9       64.2       49.8
Old  :                 49.0       40.0       65.1       51.4       48.8       38.9       64.2       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   168,220:    34,842     18,395     35,500     77,942     75,328    148,284    129,223:    19,936     38,997
Old  :    21,167:    13,953      6,137        192      2,751      7,254     16,896     13,583:     4,271      7,584
Other:   147,053:    27,063     18,432     29,134     75,191     68,074    131,388    115,640:    15,665     31,413
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -7,314:    -5,823       -234     -1,822         66     -4,836     -7,579     -6,892:       265       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.9       21.1       46.3       44.8       88.1       76.8:      11.9       23.2
Old  :     100.0:      65.9       29.0        0.9       13.0       34.3       79.8       64.2:      20.2       35.8
Other:     100.0:      18.4       12.5       19.8       51.1       46.3       89.3       78.6:      10.7       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        58         56         77         33         46        152        143:
Old  :       118:        49         26          4         14         30         65         58:
Other:       187:        44         71         67         31         44        137        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       24.6       42.4       33.2       31.5       23.4       41.6       29.4
Old  :                 34.1       26.3       45.8       36.6       34.1       26.0       45.8       36.4
Other:                 35.4       25.8       47.7       35.6       35.4       24.2       46.3       30.6
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   217,870:    50,129     28,508     45,684     98,555     93,920    194,368    168,112:    23,502     49,758
Old  :   217,870:    50,129     28,508     45,684     98,555     93,920    194,368    168,112:    23,502     49,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     1,754:    -1,897      2,241      2,812      1,678       -309      2,593      4,744:      -839     -2,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.1       21.0       45.2       43.1       89.2       77.2:      10.8       22.8
Old  :     100.0:      23.0       13.1       21.0       45.2       43.1       89.2       77.2:      10.8       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        74         50         76         80        133        196        233:
Old  :       290:        74         50         76         80        133        196        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       11.3       37.4       18.8       25.1       10.7       35.9       17.1
Old  :                 25.1       11.3       37.4       18.8       25.1       10.7       35.9       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,420:     2,920      2,874        685      1,221        881      4,826      4,440:     1,594      1,980
Old  :     6,420:     2,920      2,874        685      1,221        881      4,826      4,440:     1,594      1,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :       562:       -24        296        169        212        162        357        627:       205        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5       44.8       10.7       19.0       13.7       75.2       69.2:      24.8       30.8
Old  :     100.0:      45.5       44.8       10.7       19.0       13.7       75.2       69.2:      24.8       30.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        18         25         17         16         15         44         54:
Old  :        67:        18         25         17         16         15         44         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       20.2       47.4       32.3       31.1       20.2       44.0       30.1
Old  :                 31.1       20.2       47.4       32.3       31.1       20.2       44.0       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    26,065:     8,623      5,660      3,846      8,074      5,859     20,543     15,365:     5,522     10,700
Old  :    26,065:     8,623      5,660      3,846      8,074      5,859     20,543     15,365:     5,522     10,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -2,979:      -905        586       -784       -604     -1,605     -2,293     -1,803:      -686     -1,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       21.7       14.8       31.0       22.5       78.8       58.9:      21.2       41.1
Old  :     100.0:      33.1       21.7       14.8       31.0       22.5       78.8       58.9:      21.2       41.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        35         29         23         29         38         78         80:
Old  :       122:        35         29         23         29         38         78         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       15.6       32.0       24.6       16.3       13.3       27.2       20.0
Old  :                 20.5       15.6       32.0       24.6       16.3       13.3       27.2       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :    94,128:    38,542     32,032      1,093     25,052     39,995     64,687     73,120:    29,441     21,008
Old  :    94,128:    38,542     32,032      1,093     25,052     39,995     64,687     73,120:    29,441     21,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :   -44,710:    -2,501     -8,156       -657    -43,327    -35,337    -46,485    -44,150:     1,775       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       34.0        1.2       26.6       42.5       68.7       77.7:      31.3       22.3
Old  :     100.0:      40.9       34.0        1.2       26.6       42.5       68.7       77.7:      31.3       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        22         23          1         17         13         40         36:
Old  :        72:        22         23          1         17         13         40         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       35.6       38.8       50.1       23.5       35.6       38.8       50.0
Old  :                 23.5       35.6       38.8       50.1       23.5       35.6       38.8       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    69,977:    10,497     39,517          0     50,350     11,296     60,847     50,813:     9,130     19,164
Old  :    69,977:    10,497     39,517          0     50,350     11,296     60,847     50,813:     9,130     19,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -7,017:       386    -14,628          0     -7,079      8,814     -6,693     -5,814:      -324     -1,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       56.5        0.0       72.0       16.1       87.0       72.6:      13.0       27.4
Old  :     100.0:      15.0       56.5        0.0       72.0       16.1       87.0       72.6:      13.0       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         22          0         10         10         18         32:
Old  :        47:         8         22          0         10         10         18         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       29.3       80.0       43.3       64.7       29.2       80.0       42.7
Old  :                 64.7       29.3       80.0       43.3       64.7       29.2       80.0       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    54,570:    16,227     20,494        330     34,712     30,039     51,269     50,863:     3,301      3,707
Old  :    54,570:    16,227     20,494        330     34,712     30,039     51,269     50,863:     3,301      3,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     1,867:    -4,838      1,891       -429      6,715        -32      1,448      1,430:       419        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       37.6        0.6       63.6       55.0       94.0       93.2:       6.0        6.8
Old  :     100.0:      29.7       37.6        0.6       63.6       55.0       94.0       93.2:       6.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        26         17          3         19         10         46         29:
Old  :        68:        26         17          3         19         10         46         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       73.9       53.4       81.5       33.5       71.8       52.8       79.4
Old  :                 34.1       73.9       53.4       81.5       33.5       71.8       52.8       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :   122,122:    74,642     17,675          0     17,207     89,109     91,849    106,784:    30,273     15,338
Old  :   122,122:    74,642     17,675          0     17,207     89,109     91,849    106,784:    30,273     15,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    17,867:    14,424        410        -92     -1,516     16,778     12,816     17,096:     5,051        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       14.5        0.0       14.1       73.0       75.2       87.4:      24.8       12.6
Old  :     100.0:      61.1       14.5        0.0       14.1       73.0       75.2       87.4:      24.8       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        27         12          0         12         23         39         35:
Old  :        68:        27         12          0         12         23         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       38.9       54.2       62.1       39.9       38.8       54.2       61.9
Old  :                 39.9       38.9       54.2       62.1       39.9       38.8       54.2       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   221,240:    42,518    129,876        449    150,583     55,335    193,550    185,660:    27,690     35,580
Old  :   221,240:    42,518    129,876        449    150,583     55,335    193,550    185,660:    27,690     35,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -3,858:     7,563      4,117        107     -9,626     -7,048     -1,956     -2,824:    -1,902     -1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       58.7        0.2       68.1       25.0       87.5       83.9:      12.5       16.1
Old  :     100.0:      19.2       58.7        0.2       68.1       25.0       87.5       83.9:      12.5       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        29         40          3         25         18         55         60:
Old  :       107:        29         40          3         25         18         55         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       28.6       58.0       46.0       37.8       27.3       56.5       43.1
Old  :                 37.8       28.6       58.0       46.0       37.8       27.3       56.5       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   136,955:    67,422     17,480        818     19,561     89,145     87,801    107,443:    49,154     29,512
Old  :   136,955:    67,422     17,480        818     19,561     89,145     87,801    107,443:    49,154     29,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     5,557:    -1,775       -603       -403      4,132      9,204      1,954      8,198:     3,603     -2,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       12.8        0.6       14.3       65.1       64.1       78.5:      35.9       21.5
Old  :     100.0:      49.2       12.8        0.6       14.3       65.1       64.1       78.5:      35.9       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        44         20          8         29         27         75         53:
Old  :       109:        44         20          8         29         27         75         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       42.3       29.7       54.1       22.8       40.2       29.4       51.0
Old  :                 22.9       42.3       29.7       54.1       22.8       40.2       29.4       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    17,727:    13,141        468          0      2,272     16,282     15,413     16,750:     2,314        977
Old  :    17,727:    13,141        468          0      2,272     16,282     15,413     16,750:     2,314        977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :       119:      -209          0          0       -296         64       -505         64:       624         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1        2.6        0.0       12.8       91.8       86.9       94.5:      13.1        5.5
Old  :     100.0:      74.1        2.6        0.0       12.8       91.8       86.9       94.5:      13.1        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          2          0          7         10         14         12:
Old  :        24:         7          2          0          7         10         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.3       72.6       81.7       90.1       74.3       71.5       81.7       88.7
Old  :                 74.3       72.6       81.7       90.1       74.3       71.5       81.7       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 9,430,985:   977,160    648,716  1,063,015  6,349,579  6,455,333  8,389,754  8,167,064: 1,041,231  1,263,921
Old  : 9,430,985:   977,160    648,716  1,063,015  6,349,579  6,455,333  8,389,754  8,167,064: 1,041,231  1,263,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :   284,030:   334,531   -101,042     39,107    -29,137    459,284    344,501    397,349:   -60,471   -113,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        6.9       11.3       67.3       68.4       89.0       86.6:      11.0       13.4
Old  :     100.0:      10.4        6.9       11.3       67.3       68.4       89.0       86.6:      11.0       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        67         54         91        135        152        247        263:
Old  :       295:        67         54         91        135        152        247        263:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       16.6       44.5       26.1       35.5       11.9       40.2       19.3
Old  :                 36.7       16.6       44.5       26.1       35.5       11.9       40.2       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   597,825:    66,696     33,394      2,029    400,935    430,612    469,660    466,035:   128,165    131,790
Old  :   597,825:    66,696     33,394      2,029    400,935    430,612    469,660    466,035:   128,165    131,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     7,583:     1,545      1,913       -278      1,384      4,416      2,651      6,051:     4,932      1,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        5.6        0.3       67.1       72.0       78.6       78.0:      21.4       22.0
Old  :     100.0:      11.2        5.6        0.3       67.1       72.0       78.6       78.0:      21.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        44         31          9         73         57        122         92:
Old  :       185:        44         31          9         73         57        122         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       24.5       29.6       38.2       21.2       24.5       29.2       38.2
Old  :                 21.3       24.5       29.6       38.2       21.2       24.5       29.2       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,428,199:   276,678    343,784     17,535    729,243    920,376  1,023,456  1,281,695:   404,743    146,504
Old  : 1,428,199:   276,678    343,784     17,535    729,243    920,376  1,023,456  1,281,695:   404,743    146,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :   124,293:    70,515     64,148        363     32,360     59,831    103,238    124,342:    21,055        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       24.1        1.2       51.1       64.4       71.7       89.7:      28.3       10.3
Old  :     100.0:      19.4       24.1        1.2       51.1       64.4       71.7       89.7:      28.3       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        62         76         22         72         71        149        154:
Old  :       248:        62         76         22         72         71        149        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       28.2       33.3       42.1       18.2       26.6       28.7       37.9
Old  :                 20.3       28.2       33.3       42.1       18.2       26.6       28.7       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    66,145:     5,985     33,187         27     55,496     27,561     61,508     60,775:     4,637      5,370
Old  :    66,145:     5,985     33,187         27     55,496     27,561     61,508     60,775:     4,637      5,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     2,146:       571      1,230          0      1,751        792      2,322      2,022:      -176        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       50.2        0.0       83.9       41.7       93.0       91.9:       7.0        8.1
Old  :     100.0:       9.0       50.2        0.0       83.9       41.7       93.0       91.9:       7.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        10          8          1         26         20         37         28:
Old  :        58:        10          8          1         26         20         37         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       56.1       65.0       73.0       46.2       56.0       63.3       73.0
Old  :                 47.8       56.1       65.0       73.0       46.2       56.0       63.3       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    47,311:     7,608     12,500          0     28,599     27,294     36,207     39,794:    11,104      7,517
Old  :    47,311:     7,608     12,500          0     28,599     27,294     36,207     39,794:    11,104      7,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -1,218:      -649       -439          0      1,783        -80      1,134       -519:    -2,352       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       26.4        0.0       60.4       57.7       76.5       84.1:      23.5       15.9
Old  :     100.0:      16.1       26.4        0.0       60.4       57.7       76.5       84.1:      23.5       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        17         14          0         22         27         39         41:
Old  :        73:        17         14          0         22         27         39         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       40.7       52.5       52.6       40.9       40.7       51.2       52.6
Old  :                 40.9       40.7       52.5       52.6       40.9       40.7       51.2       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   430,416:    72,982    154,283     14,163    316,786    222,611    403,931    391,057:    26,485     39,359
Old  :   430,416:    72,982    154,283     14,163    316,786    222,611    403,931    391,057:    26,485     39,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    47,023:    13,286     37,215      4,419     27,798     25,489     45,503     67,123:     1,520    -20,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       35.8        3.3       73.6       51.7       93.8       90.9:       6.2        9.1
Old  :     100.0:      17.0       35.8        3.3       73.6       51.7       93.8       90.9:       6.2        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        59         53         14         54         42        121        101:
Old  :       197:        59         53         14         54         42        121        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       32.8       59.0       51.9       49.5       31.8       57.2       49.1
Old  :                 49.5       32.8       59.0       51.9       49.5       31.8       57.2       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    57,337:    34,442      4,353          0      3,532     44,390     37,974     48,743:    19,363      8,594
Old  :    57,337:    34,442      4,353          0      3,532     44,390     37,974     48,743:    19,363      8,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    -4,615:    -4,613     -1,070          0        627     -4,607     -3,986     -5,677:      -629      1,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.1        7.6        0.0        6.2       77.4       66.2       85.0:      33.8       15.0
Old  :     100.0:      60.1        7.6        0.0        6.2       77.4       66.2       85.0:      33.8       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          5          0          8         16         30         21:
Old  :        48:        22          5          0          8         16         30         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       48.1       39.6       66.4       28.8       48.1       39.6       65.5
Old  :                 28.8       48.1       39.6       66.4       28.8       48.1       39.6       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    33,409:       800      4,925          0     28,959     16,727     29,759     21,652:     3,650     11,757
Old  :    33,409:       800      4,925          0     28,959     16,727     29,759     21,652:     3,650     11,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     1,611:         0       -759          0      1,843      1,824      1,843      1,065:      -232        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       14.7        0.0       86.7       50.1       89.1       64.8:      10.9       35.2
Old  :     100.0:       2.4       14.7        0.0       86.7       50.1       89.1       64.8:      10.9       35.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         2         11          0         26         22         28         33:
Old  :        54:         2         11          0         26         22         28         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       19.2       68.6       33.4       53.7       19.1       68.3       33.0
Old  :                 54.1       19.2       68.6       33.4       53.7       19.1       68.3       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   420,298:    37,272    132,722        897    336,567    271,220    374,736    404,839:    45,562     15,459
Old  :   420,298:    37,272    132,722        897    336,567    271,220    374,736    404,839:    45,562     15,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :    17,699:     4,689     19,362        200      8,252        568     13,141     20,130:     4,558     -2,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       31.6        0.2       80.1       64.5       89.2       96.3:      10.8        3.7
Old  :     100.0:       8.9       31.6        0.2       80.1       64.5       89.2       96.3:      10.8        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        21         75          5         45         61         69        138:
Old  :       183:        21         75          5         45         61         69        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       28.5       73.3       44.0       58.3       24.9       69.7       39.9
Old  :                 58.8       28.5       73.3       44.0       58.3       24.9       69.7       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    42,555:     8,087     15,799          0     21,324     20,728     29,411     36,527:    13,144      6,028
Old  :    42,555:     8,087     15,799          0     21,324     20,728     29,411     36,527:    13,144      6,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     3,434:       395       -380          0      2,189      2,971      2,584      2,591:       850        843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       37.1        0.0       50.1       48.7       69.1       85.8:      30.9       14.2
Old  :     100.0:      19.0       37.1        0.0       50.1       48.7       69.1       85.8:      30.9       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        17         17          0         15         25         32         42:
Old  :        71:        17         17          0         15         25         32         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       35.7       47.3       49.8       32.9       33.5       44.3       45.6
Old  :                 33.5       35.7       47.3       49.8       32.9       33.5       44.3       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    38,812:    16,529      3,347         99     15,722      9,856     32,350     13,302:     6,462     25,510
Old  :    38,812:    16,529      3,347         99     15,722      9,856     32,350     13,302:     6,462     25,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     2,757:       297        952         99      3,183      1,154      3,579      2,205:      -822        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        8.6        0.3       40.5       25.4       83.4       34.3:      16.6       65.7
Old  :     100.0:      42.6        8.6        0.3       40.5       25.4       83.4       34.3:      16.6       65.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        15          6          1         19          9         34         16:
Old  :        48:        15          6          1         19          9         34         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       23.1       47.2       28.9       32.4       17.3       44.3       23.1
Old  :                 35.1       23.1       47.2       28.9       32.4       17.3       44.3       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    19,274:     3,436      1,647        107     15,180     16,936     18,723     18,690:       551        584
Old  :    19,274:     3,436      1,647        107     15,180     16,936     18,723     18,690:       551        584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :       324:        62       -126         14        185        630        261        518:        63       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        8.5        0.6       78.8       87.9       97.1       97.0:       2.9        3.0
Old  :     100.0:      17.8        8.5        0.6       78.8       87.9       97.1       97.0:       2.9        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          5          2          8          4         15         10:
Old  :        22:         6          5          2          8          4         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       93.1       90.4       96.3       75.0       93.0       89.7       96.3
Old  :                 75.5       93.1       90.4       96.3       75.0       93.0       89.7       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    52,104:     3,780      6,428      1,860     26,935     35,235     32,575     43,523:    19,529      8,581
Old  :    52,104:     3,780      6,428      1,860     26,935     35,235     32,575     43,523:    19,529      8,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2006                   :
     :     2,677:    -1,246      1,653       -197        641      5,116       -802      6,572:     3,479     -3,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       12.3        3.6       51.7       67.6       62.5       83.5:      37.5       16.5
Old  :     100.0:       7.3       12.3        3.6       51.7       67.6       62.5       83.5:      37.5       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         3          9          4         30         34         36         44:
Old  :        55:         3          9          4         30         34         36         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       27.4       43.9       46.5       23.5       20.9       29.6       36.8
Old  :                 28.1       27.4       43.9       46.5       23.5       20.9       29.6       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 29, 2006