BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,859
COMMITMENTS
     258        0      106    2,612    3,236    2,976    3,342      883      517

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        168)
     214        0      -22       34      172      226      150      -58       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      2.7     67.7     83.9     77.1     86.6     22.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        1       13       10       18       11
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,329
COMMITMENTS
   3,098    2,890      650   21,696   17,121   25,444   20,661    3,885    8,668

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        917)
     622     -110      -28      342      798      936      660      -19      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      9.9      2.2     74.0     58.4     86.8     70.4     13.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      10       11       12       25       18       40       36
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,220
COMMITMENTS
  34,842   18,395   35,500   77,942   75,328  148,284  129,223   19,936   38,997

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -7,314)
  -5,823     -234   -1,822       66   -4,836   -7,579   -6,892      265     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     10.9     21.1     46.3     44.8     88.1     76.8     11.9     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      58       56       77       33       46      152      143
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,870
COMMITMENTS
  50,129   28,508   45,684   98,555   93,920  194,368  168,112   23,502   49,758

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,754)
  -1,897    2,241    2,812    1,678     -309    2,593    4,744     -839   -2,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     13.1     21.0     45.2     43.1     89.2     77.2     10.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      74       50       76       80      133      196      233
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,420
COMMITMENTS
   2,920    2,874      685    1,221      881    4,826    4,440    1,594    1,980

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        562)
     -24      296      169      212      162      357      627      205      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     44.8     10.7     19.0     13.7     75.2     69.2     24.8     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       25       17       16       15       44       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,065
COMMITMENTS
   8,623    5,660    3,846    8,074    5,859   20,543   15,365    5,522   10,700

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -2,979)
    -905      586     -784     -604   -1,605   -2,293   -1,803     -686   -1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     21.7     14.8     31.0     22.5     78.8     58.9     21.2     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      35       29       23       29       38       78       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       94,128
COMMITMENTS
  38,542   32,032    1,093   25,052   39,995   64,687   73,120   29,441   21,008

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:    -44,710)
  -2,501   -8,156     -657  -43,327  -35,337  -46,485  -44,150    1,775     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     34.0      1.2     26.6     42.5     68.7     77.7     31.3     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      22       23        1       17       13       40       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,977
COMMITMENTS
  10,497   39,517        0   50,350   11,296   60,847   50,813    9,130   19,164

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -7,017)
     386  -14,628        0   -7,079    8,814   -6,693   -5,814     -324   -1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     56.5      0.0     72.0     16.1     87.0     72.6     13.0     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       22        0       10       10       18       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       54,570
COMMITMENTS
  16,227   20,494      330   34,712   30,039   51,269   50,863    3,301    3,707

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,867)
  -4,838    1,891     -429    6,715      -32    1,448    1,430      419      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     37.6      0.6     63.6     55.0     94.0     93.2      6.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       17        3       19       10       46       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      122,122
COMMITMENTS
  74,642   17,675        0   17,207   89,109   91,849  106,784   30,273   15,338

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     17,867)
  14,424      410      -92   -1,516   16,778   12,816   17,096    5,051      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     14.5      0.0     14.1     73.0     75.2     87.4     24.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      27       12        0       12       23       39       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      221,240
COMMITMENTS
  42,518  129,876      449  150,583   55,335  193,550  185,660   27,690   35,580

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -3,858)
   7,563    4,117      107   -9,626   -7,048   -1,956   -2,824   -1,902   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     58.7      0.2     68.1     25.0     87.5     83.9     12.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      29       40        3       25       18       55       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      136,955
COMMITMENTS
  67,422   17,480      818   19,561   89,145   87,801  107,443   49,154   29,512

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      5,557)
  -1,775     -603     -403    4,132    9,204    1,954    8,198    3,603   -2,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     12.8      0.6     14.3     65.1     64.1     78.5     35.9     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      44       20        8       29       27       75       53
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       17,727
COMMITMENTS
  13,141      468        0    2,272   16,282   15,413   16,750    2,314      977

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        119)
    -209        0        0     -296       64     -505       64      624       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1      2.6      0.0     12.8     91.8     86.9     94.5     13.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        2        0        7       10       14       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,430,985
COMMITMENTS
 977,160  648,716  1063015  6349579  6455333  8389754  8167064  1041231  1263921

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:    284,030)
 334,531 -101,042   39,107  -29,137  459,284  344,501  397,349  -60,471 -113,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      6.9     11.3     67.3     68.4     89.0     86.6     11.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      67       54       91      135      152      247      263
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      597,825
COMMITMENTS
  66,696   33,394    2,029  400,935  430,612  469,660  466,035  128,165  131,790

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      7,583)
   1,545    1,913     -278    1,384    4,416    2,651    6,051    4,932    1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      5.6      0.3     67.1     72.0     78.6     78.0     21.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      44       31        9       73       57      122       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,428,199
COMMITMENTS
 276,678  343,784   17,535  729,243  920,376  1023456  1281695  404,743  146,504

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:    124,293)
  70,515   64,148      363   32,360   59,831  103,238  124,342   21,055      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     24.1      1.2     51.1     64.4     71.7     89.7     28.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      62       76       22       72       71      149      154
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       66,145
COMMITMENTS
   5,985   33,187       27   55,496   27,561   61,508   60,775    4,637    5,370

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      2,146)
     571    1,230        0    1,751      792    2,322    2,022     -176      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     50.2      0.0     83.9     41.7     93.0     91.9      7.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      10        8        1       26       20       37       28
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       47,311
COMMITMENTS
   7,608   12,500        0   28,599   27,294   36,207   39,794   11,104    7,517

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -1,218)
    -649     -439        0    1,783      -80    1,134     -519   -2,352     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     26.4      0.0     60.4     57.7     76.5     84.1     23.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       14        0       22       27       39       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      430,416
COMMITMENTS
  72,982  154,283   14,163  316,786  222,611  403,931  391,057   26,485   39,359

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     47,023)
  13,286   37,215    4,419   27,798   25,489   45,503   67,123    1,520  -20,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     35.8      3.3     73.6     51.7     93.8     90.9      6.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      59       53       14       54       42      121      101
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       57,337
COMMITMENTS
  34,442    4,353        0    3,532   44,390   37,974   48,743   19,363    8,594

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -4,615)
  -4,613   -1,070        0      627   -4,607   -3,986   -5,677     -629    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1      7.6      0.0      6.2     77.4     66.2     85.0     33.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        5        0        8       16       30       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,409
COMMITMENTS
     800    4,925        0   28,959   16,727   29,759   21,652    3,650   11,757

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,611)
       0     -759        0    1,843    1,824    1,843    1,065     -232      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     14.7      0.0     86.7     50.1     89.1     64.8     10.9     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2       11        0       26       22       28       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      420,298
COMMITMENTS
  37,272  132,722      897  336,567  271,220  374,736  404,839   45,562   15,459

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     17,699)
   4,689   19,362      200    8,252      568   13,141   20,130    4,558   -2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     31.6      0.2     80.1     64.5     89.2     96.3     10.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      21       75        5       45       61       69      138
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,555
COMMITMENTS
   8,087   15,799        0   21,324   20,728   29,411   36,527   13,144    6,028

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      3,434)
     395     -380        0    2,189    2,971    2,584    2,591      850      843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     37.1      0.0     50.1     48.7     69.1     85.8     30.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       17        0       15       25       32       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       38,812
COMMITMENTS
  16,529    3,347       99   15,722    9,856   32,350   13,302    6,462   25,510

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      2,757)
     297      952       99    3,183    1,154    3,579    2,205     -822      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      8.6      0.3     40.5     25.4     83.4     34.3     16.6     65.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        6        1       19        9       34       16
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,274
COMMITMENTS
   3,436    1,647      107   15,180   16,936   18,723   18,690      551      584

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        324)
      62     -126       14      185      630      261      518       63     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      8.5      0.6     78.8     87.9     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        8        4       15       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       52,104
COMMITMENTS
   3,780    6,428    1,860   26,935   35,235   32,575   43,523   19,529    8,581

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      2,677)
  -1,246    1,653     -197      641    5,116     -802    6,572    3,479   -3,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     12.3      3.6     51.7     67.6     62.5     83.5     37.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        9        4       30       34       36       44
 

Updated September 29, 2006