BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :     4,991:         0         23         83      3,536      3,722      3,619      3,828:     1,372      1,163
Old  :     4,991:         0         23         83      3,536      3,722      3,619      3,828:     1,372      1,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       425:         0         -9          9       -482       -497       -473       -497:       898        922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        1.7       70.8       74.6       72.5       76.7:      27.5       23.3
Old  :     100.0:       0.0        0.5        1.7       70.8       74.6       72.5       76.7:      27.5       23.3
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  :        20:         0          1          1         10         12         11         13:
Old  :        20:         0          1          1         10         12         11         13:
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  :                 57.3       53.4       69.6       67.5       57.3       53.4       67.7       66.2
Old  :                 57.3       53.4       69.6       67.5       57.3       53.4       67.7       66.2
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    35,412:       623      2,816      3,271     27,019     16,981     30,913     23,067:     4,499     12,345
Old  :    35,412:       623      2,816      3,271     27,019     16,981     30,913     23,067:     4,499     12,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -3,667:       -49       -231       -464     -3,396     -1,644     -3,909     -2,339:       242     -1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        8.0        9.2       76.3       48.0       87.3       65.1:      12.7       34.9
Old  :     100.0:       1.8        8.0        9.2       76.3       48.0       87.3       65.1:      12.7       34.9
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  :        48:         3         13          9         25         19         36         33:
Old  :        48:         3         13          9         25         19         36         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  :                 50.0       31.0       66.9       43.1       49.9       30.0       65.3       38.1
Old  :                 50.0       31.0       66.9       43.1       49.9       30.0       65.3       38.1
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   172,219:    36,082     11,340     35,202     80,987     85,817    152,270    132,359:    19,948     39,860
Old  :   142,147:    30,485     21,467     23,170     74,001     68,187    127,656    112,824:    14,491     29,323
Other:    30,071:    16,230        506      1,399      6,986     17,630     24,614     19,534:     5,457     10,537
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       262:       170       -547     -1,176        670      1,645       -336        -78:       598        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        6.6       20.4       47.0       49.8       88.4       76.9:      11.6       23.1
Old  :     100.0:      21.4       15.1       16.3       52.1       48.0       89.8       79.4:      10.2       20.6
Other:     100.0:      54.0        1.7        4.7       23.2       58.6       81.9       65.0:      18.1       35.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        72         44         68         39         44        158        129:
Old  :       191:        63         56         61         35         43        145        128:
Other:        82:        33          7         15         20         33         59         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       29.0       40.0       37.1       29.0       26.2       38.2       32.1
Old  :                 35.2       31.9       46.1       40.7       35.2       29.7       45.7       36.7
Other:                 36.1       29.5       53.0       39.9       31.8       23.0       46.4       32.3
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :     1,862:       698        394        187        202        572      1,087      1,153:       775        709
Old  :     1,802:       698        366        183        202        572      1,083      1,121:       719        681
Other:        60:         0         28          4          0          0          4         32:        56         28
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :      -103:       -38        -96        133       -150        -32        -55          4:       -47       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       21.2       10.0       10.8       30.7       58.4       61.9:      41.6       38.1
Old  :     100.0:      38.7       20.3       10.2       11.2       31.7       60.1       62.2:      39.9       37.8
Other:     100.0:       0.0       46.4        6.8        0.0        0.0        6.8       53.2:      93.2       46.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12          9          5          3          7         18         18:
Old  :        29:        12          9          5          3          7         18         18:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       24.8       39.1       41.9       22.1       24.0       36.2       38.5
Old  :                 24.1       25.6       40.4       43.2       22.8       24.8       37.5       39.7
Other:                  6.8       53.2        6.8       53.2        0.0       46.4        0.0       46.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   267,968:    63,303      9,337     65,484    115,829    131,175    244,616    205,996:    23,352     61,972
Old  :   267,968:    63,303      9,337     65,484    115,829    131,175    244,616    205,996:    23,352     61,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -2,233:     5,461     -3,536     -2,954     -4,143      1,596     -1,637     -4,895:      -596      2,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        3.5       24.4       43.2       49.0       91.3       76.9:       8.7       23.1
Old  :     100.0:      23.6        3.5       24.4       43.2       49.0       91.3       76.9:       8.7       23.1
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  :       308:        92         39         75         98        152        234        236:
Old  :       308:        92         39         75         98        152        234        236:
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  :                 19.3       11.9       32.2       20.0       19.3        9.1       27.6       14.0
Old  :                 19.3       11.9       32.2       20.0       19.3        9.1       27.6       14.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :     5,299:     2,635      2,495        367        865        631      3,867      3,493:     1,432      1,806
Old  :     5,299:     2,635      2,495        367        865        631      3,867      3,493:     1,432      1,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :      -461:       151        413       -225       -132       -424       -205       -236:      -256       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       47.1        6.9       16.3       11.9       73.0       65.9:      27.0       34.1
Old  :     100.0:      49.7       47.1        6.9       16.3       11.9       73.0       65.9:      27.0       34.1
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  :        51:        16         20          7         11         12         31         36:
Old  :        51:        16         20          7         11         12         31         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  :                 38.8       22.7       51.6       35.4       38.8       22.7       49.4       35.4
Old  :                 38.8       22.7       51.6       35.4       38.8       22.7       49.4       35.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    34,576:    13,389      2,570      6,743      8,878      9,476     29,010     18,789:     5,565     15,787
Old  :    34,576:    13,389      2,570      6,743      8,878      9,476     29,010     18,789:     5,565     15,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     2,159:     1,170         81        910       -251        385      1,829      1,376:       330        783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        7.4       19.5       25.7       27.4       83.9       54.3:      16.1       45.7
Old  :     100.0:      38.7        7.4       19.5       25.7       27.4       83.9       54.3:      16.1       45.7
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  :       155:        52         21         27         42         60        109         99:
Old  :       155:        52         21         27         42         60        109         99:
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  :                 15.8        9.9       26.4       16.3       13.0        6.0       21.9       10.5
Old  :                 15.8        9.9       26.4       16.3       13.0        6.0       21.9       10.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   106,765:    43,200      7,593      6,491     18,895     74,203     68,586     88,287:    38,179     18,477
Old  :   106,765:    43,200      7,593      6,491     18,895     74,203     68,586     88,287:    38,179     18,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     4,236:     3,805     -1,057       -112         17      4,452      3,710      3,282:       526        954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        7.1        6.1       17.7       69.5       64.2       82.7:      35.8       17.3
Old  :     100.0:      40.5        7.1        6.1       17.7       69.5       64.2       82.7:      35.8       17.3
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:        27         13          6         19         23         49         39:
Old  :        72:        27         13          6         19         23         49         39:
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  :                 24.9       38.3       35.7       55.6       24.8       38.1       34.7       54.8
Old  :                 24.9       38.3       35.7       55.6       24.8       38.1       34.7       54.8
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    59,261:    21,315     25,641         17     26,070     20,703     47,402     46,361:    11,859     12,900
Old  :    59,261:    21,315     25,641         17     26,070     20,703     47,402     46,361:    11,859     12,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -4,662:     6,803     -4,757        -28    -10,595      1,138     -3,821     -3,647:      -841     -1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       43.3        0.0       44.0       34.9       80.0       78.2:      20.0       21.8
Old  :     100.0:      36.0       43.3        0.0       44.0       34.9       80.0       78.2:      20.0       21.8
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  :        40:        16         12          1          5          8         21         21:
Old  :        40:        16         12          1          5          8         21         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  :                 46.4       48.6       63.1       64.8       46.4       48.2       63.0       64.4
Old  :                 46.4       48.6       63.1       64.8       46.4       48.2       63.0       64.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    85,114:    10,965     22,612        180     70,457     57,773     81,602     80,565:     3,512      4,549
Old  :    85,114:    10,965     22,612        180     70,457     57,773     81,602     80,565:     3,512      4,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -3,187:     2,048    -14,140          0     -5,844     11,627     -3,796     -2,513:       608       -675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       26.6        0.2       82.8       67.9       95.9       94.7:       4.1        5.3
Old  :     100.0:      12.9       26.6        0.2       82.8       67.9       95.9       94.7:       4.1        5.3
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:        15         30          1         19         14         35         44:
Old  :        72:        15         30          1         19         14         35         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  :                 60.9       62.7       74.8       78.2       59.6       61.4       73.5       76.2
Old  :                 60.9       62.7       74.8       78.2       59.6       61.4       73.5       76.2
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    81,952:    21,998     10,166      1,060     35,031     55,888     58,090     67,114:    23,862     14,838
Old  :    81,952:    21,998     10,166      1,060     35,031     55,888     58,090     67,114:    23,862     14,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       194:     4,205       -916        219     -3,810      1,596        613        898:      -419       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       12.4        1.3       42.7       68.2       70.9       81.9:      29.1       18.1
Old  :     100.0:      26.8       12.4        1.3       42.7       68.2       70.9       81.9:      29.1       18.1
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  :        53:        17          9          5         16         17         36         28:
Old  :        53:        17          9          5         16         17         36         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  :                 34.9       36.9       49.4       58.5       34.9       36.8       45.9       56.0
Old  :                 34.9       36.9       49.4       58.5       34.9       36.8       45.9       56.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   219,635:    23,561     51,902      7,652    150,911    129,009    182,124    188,563:    37,511     31,072
Old  :   219,635:    23,561     51,902      7,652    150,911    129,009    182,124    188,563:    37,511     31,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -4,289:     1,318    -10,897        283     -6,420      9,596     -4,819     -1,017:       529     -3,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       23.6        3.5       68.7       58.7       82.9       85.9:      17.1       14.1
Old  :     100.0:      10.7       23.6        3.5       68.7       58.7       82.9       85.9:      17.1       14.1
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  :       101:        29         35         14         26         23         63         65:
Old  :       101:        29         35         14         26         23         63         65:
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  :                 47.9       37.9       59.7       55.5       35.9       29.3       41.1       36.5
Old  :                 47.9       37.9       59.7       55.5       35.9       29.3       41.1       36.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   193,017:    87,857     17,499     16,805     28,357    121,473    133,018    155,777:    59,998     37,239
Old  :   193,017:    87,857     17,499     16,805     28,357    121,473    133,018    155,777:    59,998     37,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    17,810:    10,213      4,321      1,675      3,146      8,226     15,033     14,222:     2,777      3,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5        9.1        8.7       14.7       62.9       68.9       80.7:      31.1       19.3
Old  :     100.0:      45.5        9.1        8.7       14.7       62.9       68.9       80.7:      31.1       19.3
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  :       130:        64         29         36         23         31        102         81:
Old  :       130:        64         29         36         23         31        102         81:
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  :                 20.6       36.3       29.6       50.9       19.3       35.3       25.6       49.1
Old  :                 20.6       36.3       29.6       50.9       19.3       35.3       25.6       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    64,726:    24,170      1,799          0     36,224     56,911     60,394     58,710:     4,332      6,016
Old  :    64,726:    24,170      1,799          0     36,224     56,911     60,394     58,710:     4,332      6,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    10,219:     2,922     -2,405          0      8,685     12,969     11,607     10,564:    -1,388       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        2.8        0.0       56.0       87.9       93.3       90.7:       6.7        9.3
Old  :     100.0:      37.3        2.8        0.0       56.0       87.9       93.3       90.7:       6.7        9.3
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  :        29:         5          2          0         13         15         18         17:
Old  :        29:         5          2          0         13         15         18         17:
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  :                 58.2       63.5       76.5       78.9       57.2       63.2       74.3       77.8
Old  :                 58.2       63.5       76.5       78.9       57.2       63.2       74.3       77.8
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :18,852,979:   557,761  1,225,636  7,565,430  9,494,410  8,395,522 17,617,601 17,186,588: 1,235,379  1,666,392
Old  :18,852,979:   557,761  1,225,636  7,565,430  9,494,410  8,395,522 17,617,601 17,186,588: 1,235,379  1,666,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     1,931:  -122,609   -104,683    -76,236    150,992     55,580    -47,853   -125,340:    49,784    127,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        6.5       40.1       50.4       44.5       93.4       91.2:       6.6        8.8
Old  :     100.0:       3.0        6.5       40.1       50.4       44.5       93.4       91.2:       6.6        8.8
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  :       325:        72         75        120        149        164        283        305:
Old  :       325:        72         75        120        149        164        283        305:
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  :                 32.3       21.1       42.8       29.3       18.6        4.5       21.0        7.8
Old  :                 32.3       21.1       42.8       29.3       18.6        4.5       21.0        7.8
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   715,157:    93,445     65,097     48,869    426,184    464,887    568,498    578,853:   146,659    136,304
Old  :   715,157:    93,445     65,097     48,869    426,184    464,887    568,498    578,853:   146,659    136,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :   -22,702:     3,041    -10,228    -11,496     -7,103       -363    -15,558    -22,087:    -7,144       -615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        9.1        6.8       59.6       65.0       79.5       80.9:      20.5       19.1
Old  :     100.0:      13.1        9.1        6.8       59.6       65.0       79.5       80.9:      20.5       19.1
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  :       230:        60         57         68         87         67        189        150:
Old  :       230:        60         57         68         87         67        189        150:
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  :                 18.2       26.0       25.2       36.8       18.0       25.8       24.9       35.5
Old  :                 18.2       26.0       25.2       36.8       18.0       25.8       24.9       35.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,405,684:   227,091    313,659     56,631    744,837    898,019  1,028,559  1,268,310:   377,125    137,374
Old  : 1,405,684:   227,091    313,659     56,631    744,837    898,019  1,028,559  1,268,310:   377,125    137,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    41,821:    17,796    -78,491      1,820     34,380    122,848     53,997     46,177:   -12,176     -4,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       22.3        4.0       53.0       63.9       73.2       90.2:      26.8        9.8
Old  :     100.0:      16.2       22.3        4.0       53.0       63.9       73.2       90.2:      26.8        9.8
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  :       233:        52         69         53         82         74        168        162:
Old  :       233:        52         69         53         82         74        168        162:
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  :                 18.9       24.8       28.6       36.9       15.4       22.0       23.7       32.7
Old  :                 18.9       24.8       28.6       36.9       15.4       22.0       23.7       32.7
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    62,943:     8,439     28,640          0     49,031     28,841     57,470     57,481:     5,473      5,462
Old  :    62,943:     8,439     28,640          0     49,031     28,841     57,470     57,481:     5,473      5,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :      -644:     1,034     -1,910          0     -2,484      1,309     -1,450       -601:       806        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       45.5        0.0       77.9       45.8       91.3       91.3:       8.7        8.7
Old  :     100.0:      13.4       45.5        0.0       77.9       45.8       91.3       91.3:       8.7        8.7
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  :        62:         7         14          0         28         20         35         34:
Old  :        62:         7         14          0         28         20         35         34:
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  :                 45.0       50.3       64.9       67.6       43.0       50.3       62.9       67.0
Old  :                 45.0       50.3       64.9       67.6       43.0       50.3       62.9       67.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    52,193:     7,719     12,085         38     37,247     25,135     45,004     37,258:     7,188     14,935
Old  :    52,193:     7,719     12,085         38     37,247     25,135     45,004     37,258:     7,188     14,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       348:      -311     -2,145         -4        859     -2,516        544     -4,665:      -196      5,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       23.2        0.1       71.4       48.2       86.2       71.4:      13.8       28.6
Old  :     100.0:      14.8       23.2        0.1       71.4       48.2       86.2       71.4:      13.8       28.6
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  :        81:        14         19          1         32         24         47         43:
Old  :        81:        14         19          1         32         24         47         43:
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  :                 44.1       24.0       57.9       39.3       43.1       23.7       56.9       38.5
Old  :                 44.1       24.0       57.9       39.3       43.1       23.7       56.9       38.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   329,418:    60,240    131,823      4,333    201,198    175,872    265,770    312,028:    63,648     17,390
Old  :   329,418:    60,240    131,823      4,333    201,198    175,872    265,770    312,028:    63,648     17,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :   -26,892:   -10,473    -50,531      2,229    -41,406     24,883    -49,650    -23,419:    22,758     -3,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       40.0        1.3       61.1       53.4       80.7       94.7:      19.3        5.3
Old  :     100.0:      18.3       40.0        1.3       61.1       53.4       80.7       94.7:      19.3        5.3
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  :       189:        49         69         13         44         43         98        120:
Old  :       189:        49         69         13         44         43         98        120:
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  :                 45.4       31.4       55.1       43.3       43.4       31.4       49.4       40.8
Old  :                 45.4       31.4       55.1       43.3       43.4       31.4       49.4       40.8
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    46,479:    17,220     12,080         65     11,331     24,672     28,616     36,817:    17,863      9,662
Old  :    46,479:    17,220     12,080         65     11,331     24,672     28,616     36,817:    17,863      9,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     3,656:     2,857        566         65        717      2,938      3,639      3,569:        17         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       26.0        0.1       24.4       53.1       61.6       79.2:      38.4       20.8
Old  :     100.0:      37.0       26.0        0.1       24.4       53.1       61.6       79.2:      38.4       20.8
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  :        40:        14          6          1         11         12         25         19:
Old  :        40:        14          6          1         11         12         25         19:
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  :                 30.1       44.7       41.1       60.8       27.3       44.7       38.3       60.6
Old  :                 30.1       44.7       41.1       60.8       27.3       44.7       38.3       60.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    33,590:     5,733      6,536          9     23,762     20,629     29,504     27,174:     4,087      6,417
Old  :    33,590:     5,733      6,536          9     23,762     20,629     29,504     27,174:     4,087      6,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :      -428:      -242       -507         -1       -245        296       -488       -211:        60       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       19.5        0.0       70.7       61.4       87.8       80.9:      12.2       19.1
Old  :     100.0:      17.1       19.5        0.0       70.7       61.4       87.8       80.9:      12.2       19.1
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  :        60:         2         16          2         24         28         28         44:
Old  :        60:         2         16          2         24         28         28         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  :                 57.4       18.4       67.1       31.8       51.5       16.2       59.9       28.2
Old  :                 57.4       18.4       67.1       31.8       51.5       16.2       59.9       28.2
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   433,982:   122,752    112,174      4,446    287,933    299,922    415,131    416,542:    18,851     17,440
Old  :   433,982:   122,752    112,174      4,446    287,933    299,922    415,131    416,542:    18,851     17,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     5,414:    -3,426       -322        697      9,643      4,425      6,913      4,799:    -1,499        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       25.8        1.0       66.3       69.1       95.7       96.0:       4.3        4.0
Old  :     100.0:      28.3       25.8        1.0       66.3       69.1       95.7       96.0:       4.3        4.0
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  :       186:        20         87         29         41         58         83        152:
Old  :       186:        20         87         29         41         58         83        152:
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  :                 61.4       28.2       75.6       44.6       58.1       26.7       71.4       41.7
Old  :                 61.4       28.2       75.6       44.6       58.1       26.7       71.4       41.7
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    38,869:     8,908     13,874        702     18,979     16,674     28,590     31,251:    10,279      7,618
Old  :    38,869:     8,908     13,874        702     18,979     16,674     28,590     31,251:    10,279      7,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       881:      -447       -632          0         46        436       -401       -196:     1,282      1,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       35.7        1.8       48.8       42.9       73.6       80.4:      26.4       19.6
Old  :     100.0:      22.9       35.7        1.8       48.8       42.9       73.6       80.4:      26.4       19.6
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  :        65:        15         21          6         14         17         32         41:
Old  :        65:        15         21          6         14         17         32         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  :                 39.1       31.5       54.1       45.4       39.1       30.5       54.1       44.3
Old  :                 39.1       31.5       54.1       45.4       39.1       30.5       54.1       44.3
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    36,550:    11,806      3,394         43     17,930     16,262     29,779     19,699:     6,771     16,851
Old  :    36,550:    11,806      3,394         43     17,930     16,262     29,779     19,699:     6,771     16,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       741:       -58       -534        -24      1,953       -556      1,871     -1,114:    -1,130      1,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.3        0.1       49.1       44.5       81.5       53.9:      18.5       46.1
Old  :     100.0:      32.3        9.3        0.1       49.1       44.5       81.5       53.9:      18.5       46.1
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  :        50:        17          7          1         17         10         34         18:
Old  :        50:        17          7          1         17         10         34         18:
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  :                 30.9       34.6       45.2       43.5       28.1       34.3       42.4       42.4
Old  :                 30.9       34.6       45.2       43.5       28.1       34.3       42.4       42.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    20,570:     4,858        738         93     14,898     19,312     19,849     20,143:       721        427
Old  :    20,570:     4,858        738         93     14,898     19,312     19,849     20,143:       721        427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :        53:         0          0          0        -15         13        -15         13:        68         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        3.6        0.5       72.4       93.9       96.5       97.9:       3.5        2.1
Old  :     100.0:      23.6        3.6        0.5       72.4       93.9       96.5       97.9:       3.5        2.1
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  :        20:         8          2          1          7          3         15          6:
Old  :        20:         8          2          1          7          3         15          6:
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       96.9       89.4       97.9       75.1       96.9       88.9       97.5
Old  :                 75.5       96.9       89.4       97.9       75.1       96.9       88.9       97.5
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    35,460:     7,435      3,892        850     14,959     26,109     23,244     30,851:    12,216      4,609
Old  :    35,460:     7,435      3,892        850     14,959     26,109     23,244     30,851:    12,216      4,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :      -546:       700       -250       -500     -1,683      2,572     -1,483      1,822:       937     -2,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       11.0        2.4       42.2       73.6       65.5       87.0:      34.5       13.0
Old  :     100.0:      21.0       11.0        2.4       42.2       73.6       65.5       87.0:      34.5       13.0
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  :        51:         7          8          3         22         32         29         43:
Old  :        51:         7          8          3         22         32         29         43:
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       27.0       47.3       48.0       24.6       25.1       31.8       41.1
Old  :                 34.1       27.0       47.3       48.0       24.6       25.1       31.8       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 7, 2006