BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,438
COMMITMENTS
      16        0      100    3,215    3,592    3,331    3,692    1,107      746

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:         -6)
       1        0       -3      841       81      839       78     -845      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      2.3     72.4     80.9     75.1     83.2     24.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       13       15       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,092
COMMITMENTS
   2,064    4,125    1,393   24,217   16,939   27,674   22,457    3,418    8,635

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        607)
     272      219      136      374      344      782      699     -175      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     13.3      4.5     77.9     54.5     89.0     72.2     11.0     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       20       14       26       18       43       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      175,274
COMMITMENTS
  39,613   19,514   39,924   75,879   77,841  155,416  137,279   19,858   37,995

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      5,974)
   2,958      226    3,232     -542      -63    5,648    3,395      326    2,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     11.1     22.8     43.3     44.4     88.7     78.3     11.3     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      71       56       70       30       46      160      132
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      203,046
COMMITMENTS
  55,012   24,856   35,492   91,498   89,883  182,002  150,231   21,044   52,815

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:         23)
   2,664    1,730     -787   -1,260   -2,874      617   -1,931     -594    1,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     12.2     17.5     45.1     44.3     89.6     74.0     10.4     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      81       46       62       57      132      183      215
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,112
COMMITMENTS
   2,697    2,237      673      834      831    4,204    3,741    1,908    2,371

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -64)
    -250     -393      155     -162      -23     -257     -261      193      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     36.6     11.0     13.6     13.6     68.8     61.2     31.2     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       20       10        7       10       30       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,307
COMMITMENTS
  12,371    3,512    5,431    8,689    9,451   26,491   18,394    5,816   13,913

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -90)
    -706     -406    1,004      334     -214      632      384     -722     -474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     10.9     16.8     26.9     29.3     82.0     56.9     18.0     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      51       23       31       38       63      108      106
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      106,142
COMMITMENTS
  45,977   15,372    2,366   23,495   69,190   71,838   86,928   34,304   19,214

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     19,475)
  18,172    3,060      663      855   15,594   19,690   19,317     -215      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     14.5      2.2     22.1     65.2     67.7     81.9     32.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       19        6       18       19       47       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       68,787
COMMITMENTS
  12,618   25,253      464   44,256   29,265   57,338   54,982   11,449   13,805

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        303)
  -4,229   -2,059      -42    6,075    1,721    1,804     -380   -1,501      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     36.7      0.7     64.3     42.5     83.4     79.9     16.6     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       16        1       11       12       23       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       84,319
COMMITMENTS
  32,841   10,036      451   46,417   70,577   79,709   81,064    4,610    3,255

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,522)
   1,073    3,109      429     -110   -3,225    1,392      313      130    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     11.9      0.5     55.0     83.7     94.5     96.1      5.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      48        9        1       17       19       65       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      130,539
COMMITMENTS
  66,676   10,551       80   31,850  104,355   98,606  114,986   31,933   15,553

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      2,596)
      90      781       27    1,363    1,707    1,480    2,515    1,116       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1      8.1      0.1     24.4     79.9     75.5     88.1     24.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      32       10        1       16       20       49       30
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      244,441
COMMITMENTS
  33,920  122,249      199  175,367   85,176  209,486  207,624   34,955   36,817

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     17,246)
   3,067   16,319      102   11,665   -2,009   14,834   14,412    2,412    2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     50.0      0.1     71.7     34.8     85.7     84.9     14.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      31       43        3       34       20       66       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      170,168
COMMITMENTS
  88,423    8,786    1,654   25,123  129,589  115,200  140,029   54,968   30,139

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -5,775)
  -1,571      262      855   -2,099   -9,489   -2,815   -8,372   -2,960    2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0      5.2      1.0     14.8     76.2     67.7     82.3     32.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      59       18       12       22       32       83       60
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,099
COMMITMENTS
  10,687      171        0    5,375   17,092   16,062   17,263    2,037      836

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -1,787)
  -1,100     -125        0     -647   -1,588   -1,747   -1,713      -40      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0      0.9      0.0     29.7     94.4     88.7     95.4     11.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0        8       11       12       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,279,068
COMMITMENTS
 692,715  964,466  1398837  7130047  6541701  9221599  8905004  1057469  1374064

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:    -24,787)
 -26,141   75,688  -51,553  157,683   41,039   79,989   65,174 -104,776  -89,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      9.4     13.6     69.4     63.6     89.7     86.6     10.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      57       66      101      146      165      264      283
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      642,879
COMMITMENTS
  75,482   47,517    4,576  430,061  444,750  510,119  496,843  132,760  146,036

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      2,782)
   6,907   -3,006    1,729    6,194    1,476   14,830      199  -12,048    2,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      7.4      0.7     66.9     69.2     79.3     77.3     20.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      56       26       18       82       55      150       88
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,581,886
COMMITMENTS
 250,158  400,641   42,353  855,679  1002656  1148190  1445650  433,696  136,236

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     34,120)
  17,517  -23,664   19,955  -24,429   37,368   13,043   33,659   21,077      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     25.3      2.7     54.1     63.4     72.6     91.4     27.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      61       74       23       81       69      155      153
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,833
COMMITMENTS
     611      217        0    4,994    8,067    5,605    8,284    4,228    1,549

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:         97)
     256      217        0       -5     -143      251       74     -154       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.2      0.0     50.8     82.0     57.0     84.2     43.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        9       11       11       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       72,433
COMMITMENTS
   6,623   30,442       27   59,457   33,402   66,107   63,871    6,326    8,562

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,213)
     861      351        0     -164    1,387      697    1,738      516     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     42.0      0.0     82.1     46.1     91.3     88.2      8.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10       13        1       29       21       40       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,781
COMMITMENTS
   8,208   14,384      256   39,340   28,706   47,804   43,346    8,977   13,435

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -2,343)
       6      580        0   -2,396   -2,902   -2,390   -2,322       47      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     25.3      0.5     69.3     50.6     84.2     76.3     15.8     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       15        2       28       25       49       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      401,969
COMMITMENTS
  69,621  150,719    3,863  274,789  224,032  348,273  378,614   53,696   23,355

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:    -11,559)
   9,179    7,798      272  -19,884  -18,018  -10,433   -9,948   -1,126   -1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     37.5      1.0     68.4     55.7     86.6     94.2     13.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      67       71       16       54       44      127      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,348
COMMITMENTS
  34,383    1,142        0    4,827   55,290   39,210   56,432   24,138    6,916

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,217)
   2,799     -367        0   -1,244    2,177    1,555    1,810     -338     -593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3      1.8      0.0      7.6     87.3     61.9     89.1     38.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      27        2        0        8       17       35       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       42,203
COMMITMENTS
     400    7,240        4   37,898   27,010   38,302   34,254    3,901    7,949

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -2,018)
       0      541       -5   -2,111   -1,998   -2,116   -1,462       98     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     17.2      0.0     89.8     64.0     90.8     81.2      9.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1       14        1       28       25       30       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      462,821
COMMITMENTS
  45,291  118,029    1,210  371,446  305,216  417,947  424,455   44,874   38,366

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -7,399)
   3,578    5,571     -636  -27,900  -32,071  -24,958  -27,136   17,559   19,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     25.5      0.3     80.3     65.9     90.3     91.7      9.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      20       77        8       43       68       67      149
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,596
COMMITMENTS
  10,648   14,522      755   19,959   23,499   31,362   38,776   14,234    6,820

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,376)
  -1,743     -165      736    1,856    1,078      849    1,649      527     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     31.8      1.7     43.8     51.5     68.8     85.0     31.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       17        4       15       18       38       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,026
COMMITMENTS
   3,487    4,685      446   29,321   22,084   33,254   27,215    6,772   12,811

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -66)
    -273     -756      118      863    1,686      708    1,048     -774   -1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     11.7      1.1     73.3     55.2     83.1     68.0     16.9     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11        8        3       21       17       33       27
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,621
COMMITMENTS
   3,706    1,105       93   15,426   18,034   19,225   19,232      396      389

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -75)
      74      230       93      -32     -449      135     -126     -210       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      5.6      0.5     78.6     91.9     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        1       11        5       18        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/29/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       43,988
COMMITMENTS
   3,793    4,357    1,115   27,014   33,174   31,922   38,646   12,066    5,342

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:       -810)
    -227     -282      777   -1,101   -1,116     -551     -621     -259     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      9.9      2.5     61.4     75.4     72.6     87.9     27.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       10        4       30       36       39       49
 

Updated September 1, 2006