BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,731
COMMITMENTS
      18        0      106    2,697    3,083    2,821    3,189      910      542

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        -32)
     -27        0        8       -7      -14      -26       -6       -6      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      2.8     72.3     82.6     75.6     85.5     24.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       12       14       13
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,213
COMMITMENTS
   1,257    2,585    3,324   23,481   16,537   28,062   22,447    4,151    9,766

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        981)
    -449     -674      530    1,110      607    1,192      464     -211      517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      8.0     10.3     72.9     51.3     87.1     69.7     12.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       12       13       26       21       41       38
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      187,369
COMMITMENTS
  43,160   17,646   41,767   79,983   86,313  164,910  145,726   22,460   41,644

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -5,856)
     994      249   -6,451      776      785   -4,681   -5,417   -1,175     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      9.4     22.3     42.7     46.1     88.0     77.8     12.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      82       53       77       36       47      175      136
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,414
COMMITMENTS
  61,736   20,211   57,814   99,739  109,796  219,289  187,820   29,125   60,594

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        858)
      15     -310     -134   -1,572    1,056   -1,691      612    2,548      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      8.1     23.3     40.2     44.2     88.3     75.6     11.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     110       47       74       91      142      250      236
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,037
COMMITMENTS
   2,871    2,483      638    1,005      789    4,514    3,910    1,523    2,127

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -198)
     205      176     -258       74      -80       21     -162     -218      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     41.1     10.6     16.7     13.1     74.8     64.8     25.2     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       23       12       11       10       34       39
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,397
COMMITMENTS
  10,416    3,352    6,459    9,578    9,545   26,454   19,356    6,943   14,041

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        -56)
     265      384     -629      276     -205      -87     -450       32      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2     10.0     19.3     28.7     28.6     79.2     58.0     20.8     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      55       20       26       39       54      105       93
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      143,557
COMMITMENTS
  37,884   23,521    4,183   63,370   93,569  105,437  121,273   38,120   22,284

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     23,651)
 -11,158      597   -1,989   35,956   23,440   22,808   22,048      842    1,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     16.4      2.9     44.1     65.2     73.4     84.5     26.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       23        8       26       22       54       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       98,686
COMMITMENTS
  12,045   45,071      344   74,818   32,162   87,207   77,577   11,479   21,109

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     27,658)
     818   14,596      101   28,217    6,593   29,136   21,290   -1,478    6,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     45.7      0.3     75.8     32.6     88.4     78.6     11.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       23        1       16        8       26       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       81,325
COMMITMENTS
  21,116   13,041    1,980   55,416   62,581   78,512   77,602    2,814    3,723

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -2,523)
 -12,333    7,263    1,331   10,288  -11,961     -714   -3,368   -1,809      845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     16.0      2.4     68.1     77.0     96.5     95.4      3.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35       17        8       17       17       56       38
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      130,099
COMMITMENTS
  50,261   12,767    5,942   44,270   88,794  100,474  107,503   29,625   22,596

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -5,030)
 -13,241    3,059    5,152    6,083  -15,378   -2,006   -7,167   -3,024    2,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      9.8      4.6     34.0     68.3     77.2     82.6     22.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       14        6       20       23       45       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      315,971
COMMITMENTS
  30,781  134,519    7,145  238,708  118,601  276,634  260,265   39,337   55,706

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     36,093)
   4,010   32,017   -4,167   37,758   -8,339   37,601   19,510   -1,507   16,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     42.6      2.3     75.5     37.5     87.6     82.4     12.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      23       48       13       35       23       66       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      185,640
COMMITMENTS
  79,236   12,478   10,129   37,523  122,490  126,889  145,097   58,751   40,543

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -12,830)
  -7,650    1,633   -6,550    6,255  -13,553   -7,945  -18,470   -4,885    5,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7      6.7      5.5     20.2     66.0     68.4     78.2     31.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      46       21       22       35       35       89       70
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       19,320
COMMITMENTS
   9,750      239       26    7,865   18,037   17,641   18,302    1,679    1,018

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        468)
  -1,468       64       26    2,347      131      905      221     -437      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5      1.2      0.1     40.7     93.4     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        2        1        9       12       17       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   19,710,014
COMMITMENTS
 830,108  712,526  7329226 10197092 10054648 18356425 18096400  1353589  1613614

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:   -534,538)
 -23,611   35,175 -385,522 -105,130 -115,412 -514,263 -465,759  -20,275  -68,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.6     37.2     51.7     51.0     93.1     91.8      6.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      70       66      117      160      170      296      297
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      806,873
COMMITMENTS
  82,904   49,329   58,176  500,240  521,073  641,319  628,577  165,554  178,296

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     58,700)
  -7,515     -464    3,631   53,338   52,392   49,455   55,559    9,245    3,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      6.1      7.2     62.0     64.6     79.5     77.9     20.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      54       45       68      103       77      196      152
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,096,832
COMMITMENTS
 262,496  460,284  127,888  1243900  1324476  1634284  1912649  462,548  184,184

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    335,121)
 -17,337  -22,542   20,343  311,847  294,578  314,853  292,379   20,267   42,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     22.0      6.1     59.3     63.2     77.9     91.2     22.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      67       88       77       87       81      204      198
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,871
COMMITMENTS
     387        0        0    6,352    9,175    6,739    9,175    5,132    2,696

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,893)
    -372        0        0    1,381    1,289    1,009    1,289      884      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     53.5     77.3     56.8     77.3     43.2     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       13       14       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,335
COMMITMENTS
   7,026   29,189       27   69,547   42,980   76,600   72,196   10,735   15,139

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     16,921)
     586     -392        0   11,958   10,166   12,544    9,774    4,377    7,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     33.4      0.0     79.6     49.2     87.7     82.7     12.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10        8        1       36       27       47       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,620
COMMITMENTS
   7,518   12,921    2,238   44,396   36,090   54,152   51,250   13,467   16,370

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     10,622)
  -1,052     -948    2,165    4,925    7,524    6,038    8,741    4,584    1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     19.1      3.3     65.7     53.4     80.1     75.8     19.9     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18       16       11       36       34       59       57
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      561,191
COMMITMENTS
  80,793  164,738   27,886  385,468  320,904  494,147  513,528   67,044   47,663

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    145,137)
   7,686   11,947   19,290  112,799   96,010  139,776  127,247    5,362   17,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     29.4      5.0     68.7     57.2     88.1     91.5     11.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      64       72       45       60       59      145      155
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       69,828
COMMITMENTS
  25,694    1,205    2,061   19,295   55,186   47,049   58,452   22,779   11,376

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -12,597)
 -24,018     -574    1,880   15,108  -16,282   -7,030  -14,976   -5,567    2,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      1.7      3.0     27.6     79.0     67.4     83.7     32.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        3        3       14       15       37       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       53,392
COMMITMENTS
     500    5,894    2,646   43,176   33,459   46,322   41,999    7,070   11,393

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     10,876)
     100     -169    2,536    5,987    6,627    8,623    8,994    2,252    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     11.0      5.0     80.9     62.7     86.8     78.7     13.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2       14        6       32       31       38       48
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      525,769
COMMITMENTS
  48,734  117,957   10,825  415,922  353,255  475,481  482,037   50,288   43,733

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     60,985)
    -641    1,549    5,102   49,538   42,787   53,999   49,438    6,986   11,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     22.4      2.1     79.1     67.2     90.4     91.7      9.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      30       95       46       54       70      118      177
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,352
COMMITMENTS
   6,788   16,460      513   18,140   15,073   25,440   32,046   12,912    6,307

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -23,719)
  -4,436    2,900  -10,108   -5,721  -12,790  -20,265  -19,998   -3,454   -3,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     42.9      1.3     47.3     39.3     66.3     83.6     33.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15       16        5       10       21       25       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       34,729
COMMITMENTS
  16,886    2,278        5   11,841    7,408   28,732    9,691    5,997   25,038

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -13,767)
  13,544   -3,256   -3,203  -16,334  -14,945   -5,993  -21,404   -7,774    7,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6      6.6      0.0     34.1     21.3     82.7     27.9     17.3     72.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14        4        1       18       10       32       15
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,367
COMMITMENTS
   3,634    1,851      117   15,306   17,333   19,057   19,301    1,310    1,066

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        702)
    -101      448       24      -92     -498     -169      -26      871      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      9.1      0.6     75.2     85.1     93.6     94.8      6.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        8        5       14       12
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       58,801
COMMITMENTS
   4,120    5,598    1,910   32,305   40,061   38,335   47,569   20,466   11,232

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,015)
     550      869    1,072     -622     -252    1,000    1,689    2,015    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      9.5      3.2     54.9     68.1     65.2     80.9     34.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       12        4       31       38       41       51
 

Updated September 15, 2006