MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,949
COMMITMENTS
     826    5,200    3,328   28,644   17,731   32,797   26,258    5,152   11,692

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        887)
      35      905      111      402      293      549    1,309      338     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     13.7      8.8     75.5     46.7     86.4     69.2     13.6     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5       20       12       26       19       41       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      164,359
COMMITMENTS
  29,792   17,002   36,219   78,921   72,119  144,932  125,340   19,427   39,019

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,201)
  -1,955    3,692    2,106    1,218   -4,760    1,370    1,038     -169      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     10.3     22.0     48.0     43.9     88.2     76.3     11.8     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      51       66       65       38       47      142      141
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,685
COMMITMENTS
     912      360       89       10      380    1,011      829      674      856

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -110)
      26      -37        9      -98      -14      -63      -41      -47      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.1     21.4      5.3      0.6     22.6     60.0     49.2     40.0     50.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        6        4        1        4       19       10
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      275,833
COMMITMENTS
  53,234   12,808   72,939  121,904  128,504  248,077  214,251   27,756   61,582

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,505)
  -3,289    1,466    1,678    1,978      304      367    3,448    2,138     -942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      4.6     26.4     44.2     46.6     89.9     77.7     10.1     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      95       41       95      102      155      253      263
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,792
COMMITMENTS
   2,576    2,712      665      913      560    4,154    3,937    1,638    1,855

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        261)
    -114       80      182      139      -10      207      251       54        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5     46.8     11.5     15.8      9.7     71.7     68.0     28.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       24       13       10       10       34       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,285
COMMITMENTS
  12,882    2,046    6,759   10,499   11,454   30,140   20,260    6,145   16,025

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        175)
     691     -498     -403       95      961      384       60     -209      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      5.6     18.6     28.9     31.6     83.1     55.8     16.9     44.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      55       19       31       49       67      118      110
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      104,708
COMMITMENTS
  26,342   31,244    4,929   33,609   46,587   64,881   82,760   39,828   21,948

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      8,856)
     438   15,497     -387    6,561   -6,609    6,611    8,501    2,244      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     29.8      4.7     32.1     44.5     62.0     79.0     38.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       21        9       23       20       47       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       74,011
COMMITMENTS
  16,617   37,580       96   45,151   17,788   61,864   55,464   12,147   18,547

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,073)
  -1,504    4,047       95    4,624     -814    3,215    3,327      858      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     50.8      0.1     61.0     24.0     83.6     74.9     16.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       21        3       10        6       23       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       82,137
COMMITMENTS
  16,625    8,556      155   60,713   70,446   77,493   79,157    4,644    2,980

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        436)
    -384   -2,029      -61      698    2,870      253      780      184     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     10.4      0.2     73.9     85.8     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      25       12        1       14       20       40       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      104,318
COMMITMENTS
  34,683   11,968      221   43,454   76,886   78,357   89,075   25,961   15,244

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     13,870)
   6,135      710     -105    7,488   14,220   13,518   14,824      353     -954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     11.5      0.2     41.7     73.7     75.1     85.4     24.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18        9        3       15       22       35       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      259,161
COMMITMENTS
  21,900  105,063    8,624  193,938  111,277  224,461  224,963   34,699   34,198

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      5,436)
  -1,572    6,528       83    7,007     -733    5,518    5,878      -82     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     40.5      3.3     74.8     42.9     86.6     86.8     13.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      25       49       14       33       21       67       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      172,685
COMMITMENTS
  65,556   15,700   15,254   36,315  106,472  117,124  137,427   55,561   35,259

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -6,609)
    -493     -288      -34      869     -828      342   -1,149   -6,951   -5,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0      9.1      8.8     21.0     61.7     67.8     79.6     32.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      56       27       31       30       34      100       78
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       16,341
COMMITMENTS
   9,103    3,658        0    5,799   11,495   14,902   15,153    1,439    1,188

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,393)
   1,899       22        0     -390    1,866    1,509    1,888     -116     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.7     22.4      0.0     35.5     70.3     91.2     92.7      8.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        0        6       10        9       13
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       41,651
COMMITMENTS
  14,552    2,463        0   18,849   34,285   33,401   36,748    8,250    4,903

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,432)
  -1,530     -130        0    1,202    2,333     -328    2,203    2,760      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      5.9      0.0     45.3     82.3     80.2     88.2     19.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        0        7       12       11       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   18,463,842
COMMITMENTS
 487,408  884,509  7014029  9626277  8864168 17127715 16762706  1336128  1701136

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     83,578)
  12,754 -173,072      213  -54,719   98,312  -41,752  -74,546  125,329  158,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      4.8     38.0     52.1     48.0     92.8     90.8      7.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      58       84      117      149      160      280      294
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      708,291
COMMITMENTS
  88,385   64,396   48,586  409,683  466,530  546,654  579,511  161,637  128,780

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    -67,622)
  -5,524  -14,172  -37,095  -19,787  -11,427  -62,407  -62,694   -5,215   -4,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      9.1      6.9     57.8     65.9     77.2     81.8     22.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      56       51       60       81       63      174      137
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,434,853
COMMITMENTS
 191,457  358,751   52,105  852,524  889,546  1096087  1300402  338,767  134,451

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    -65,516)
   2,988  -38,603  -27,773  -20,798   -6,168  -45,583  -72,544  -19,932    7,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     25.0      3.6     59.4     62.0     76.4     90.6     23.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      54       76       47       83       71      169      162
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,435
COMMITMENTS
   1,339      705        0    4,260    7,279    5,599    7,984    3,836    1,451

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        121)
     -42        0        0       -5        4      -47        4      168      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      7.5      0.0     45.2     77.1     59.3     84.6     40.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0        8       11       11       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       67,533
COMMITMENTS
   9,059   29,868        0   53,247   30,194   62,306   60,062    5,227    7,471

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      3,025)
    -348    1,321      -18    3,482      -46    3,116    1,257      -91    1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     44.2      0.0     78.8     44.7     92.3     88.9      7.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7       14        0       27       23       34       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,810
COMMITMENTS
  10,533   15,630       43   36,785   30,397   47,361   46,070    9,450   10,741

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,731)
     355      975       16    1,050     -392    1,421      599      310    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     27.5      0.1     64.8     53.5     83.4     81.1     16.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       23        1       28       24       45       47
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      423,300
COMMITMENTS
  83,433  184,457    9,015  293,074  206,415  385,522  399,887   37,778   23,413

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -8,610)
  -5,926   -5,916   -2,613   -1,978     -612  -10,517   -9,141    1,907      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     43.6      2.1     69.2     48.8     91.1     94.5      8.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      59       91       14       61       43      127      141
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       62,937
COMMITMENTS
  37,046    3,637      126    3,560   50,202   40,732   53,964   22,206    8,973

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      7,750)
   6,432    1,229       27     -625    5,512    5,834    6,768    1,917      982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.9      5.8      0.2      5.7     79.8     64.7     85.7     35.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      23        4        1        7       18       31       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       38,731
COMMITMENTS
   5,733    6,497        7   29,678   25,942   35,418   32,445    3,313    6,285

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      1,930)
       0      -50       -0    2,657    2,114    2,657    2,064     -727     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     16.8      0.0     76.6     67.0     91.4     83.8      8.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       16        1       27       26       30       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      453,375
COMMITMENTS
 120,952   97,955    4,832  308,055  333,708  433,838  436,495   19,536   16,880

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     11,317)
   1,232   -4,281     -420   11,365   13,699   12,177    8,997     -860    2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     21.6      1.1     67.9     73.6     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      28       73       26       44       59       84      146
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,965
COMMITMENTS
   8,957   14,379      699   19,657   18,905   29,313   33,983   11,652    6,982

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -317)
    -494    1,613     -395    1,616   -1,194      727       23   -1,044     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     35.1      1.7     48.0     46.1     71.6     83.0     28.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       22        5       17       20       35       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,814
COMMITMENTS
   6,865    2,909       37   25,133   16,777   32,035   19,723    7,779   20,091

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,714)
  -1,031     -876       37    4,125    1,783    3,131      944     -417    1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      7.3      0.1     63.1     42.1     80.5     49.5     19.5     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        7        1       20       13       32       21
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,782
COMMITMENTS
   4,285    4,712    1,961   20,516   27,609   26,762   34,282   13,020    5,500

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -1,899)
    -600      274     -619      623   -1,914     -596   -2,259   -1,303      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     11.8      4.9     51.6     69.4     67.3     86.2     32.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       10        4       25       31       33       44
 

Updated July 28, 2006