BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,566
COMMITMENTS
       0       32       74    4,018    4,219    4,092    4,325      474      241

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        178)
       0       18        3       49       40       52       61      126      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      1.6     88.0     92.4     89.6     94.7     10.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       11       13       12       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,339
COMMITMENTS
   1,085    2,387    1,199   26,545   17,231   28,829   20,817    3,510   11,522

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        875)
    -403      398      241    1,023      242      861      881       14       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      7.4      3.7     82.1     53.3     89.1     64.4     10.9     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       12        9       25       19       35       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      163,074
COMMITMENTS
  35,489   15,507   30,855   78,393   80,543  144,737  126,905   18,337   36,169

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      5,187)
   3,156   -1,464    1,726    1,164    5,695    6,046    5,957     -859     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      9.5     18.9     48.1     49.4     88.8     77.8     11.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      71       45       62       38       46      152      132
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,947
COMMITMENTS
     736      489       50      352      604    1,138    1,143      809      804

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        206)
     166      230      -15      -66       78       85      293      121      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     25.1      2.6     18.1     31.0     58.4     58.7     41.6     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        9        4        4        7       19       17
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,067
COMMITMENTS
  50,670   21,892   44,576  111,104  107,890  206,350  174,358   20,717   52,709

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      4,429)
     831   -2,153    5,074   -2,808      314    3,097    3,235    1,332    1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      9.6     19.6     48.9     47.5     90.9     76.8      9.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      66       50       53       76      138      174      217
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,266
COMMITMENTS
   2,525    2,186      224      944      916    3,693    3,326    1,573    1,940

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:       -191)
     213      136     -102     -349     -150     -238     -116       47      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     41.5      4.3     17.9     17.4     70.1     63.2     29.9     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20       22        9       16       15       43       41
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,473
COMMITMENTS
  11,911    5,104    2,054    8,813    7,216   22,778   14,374    4,695   13,099

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      1,910)
   1,206      279      417      346      484    1,969    1,180      -59      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     18.6      7.5     32.1     26.3     82.9     52.3     17.1     47.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      42       25       24       30       49       93       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       89,791
COMMITMENTS
  38,165    7,856    1,083   15,974   65,982   55,222   74,921   34,569   14,870

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -33,655)
   1,141   -5,190     -554  -35,468  -26,877  -34,881  -32,621    1,226   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      8.7      1.2     17.8     73.5     61.5     83.4     38.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       13        1       15       18       43       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       63,556
COMMITMENTS
  14,509   30,398       36   36,665   19,565   51,210   49,999   12,346   13,557

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      5,939)
  -5,788    4,629        0   11,770        4    5,982    4,633      -43    1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     47.8      0.1     57.7     30.8     80.6     78.7     19.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       11        1        5        6       18       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       88,259
COMMITMENTS
   8,917   36,735      180   76,284   46,146   85,381   83,061    2,878    5,198

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     10,391)
   1,152      -73       15    8,886    9,871   10,053    9,813      338      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     41.6      0.2     86.4     52.3     96.7     94.1      3.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       41        1       18       13       28       54
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       78,592
COMMITMENTS
  17,709   11,138       42   38,284   53,525   56,035   64,705   22,557   13,887

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        101)
 -11,301    5,530      -88   11,709   -7,758      320   -2,316     -219    2,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     14.2      0.1     48.7     68.1     71.3     82.3     28.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       10        2       15       14       31       25
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      174,066
COMMITMENTS
  25,190   60,762       86  116,383   81,209  141,659  142,057   32,407   32,009

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     12,776)
   1,313   13,878        0   11,801   -3,978   13,114    9,900     -338    2,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     34.9      0.0     66.9     46.7     81.4     81.6     18.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       29        2       26       16       59       46
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      148,166
COMMITMENTS
  77,942   13,272      396   18,274  106,720   96,612  120,388   51,554   27,778

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     15,562)
  11,925     -255       15      467   12,344   12,407   12,104    3,155    3,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      9.0      0.3     12.3     72.0     65.2     81.3     34.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      52       18        5       21       27       73       50
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       54,507
COMMITMENTS
  21,248    4,204        0   27,539   43,942   48,787   48,146    5,720    6,361

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      6,796)
   2,743    2,595        0    4,108    2,697    6,851    5,292      -55    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      7.7      0.0     50.5     80.6     89.5     88.3     10.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        0       11       12       16       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,602,888
COMMITMENTS
 893,417  1696533  1432643  6296852  5153276  8622912  8282452  979,976  1320436

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    202,637)
  43,473   80,422  -29,358  209,342  210,058  223,457  261,122  -20,820  -58,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     17.7     14.9     65.6     53.7     89.8     86.2     10.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      66       71       99      134      154      250      286
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      623,630
COMMITMENTS
  79,230   68,543    1,261  409,432  436,632  489,923  506,436  133,707  117,194

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      4,927)
   1,848    2,363       11    3,161    6,097    5,020    8,471      -93   -3,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     11.0      0.2     65.7     70.0     78.6     81.2     21.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      45       43       16       84       57      138      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,298,945
COMMITMENTS
 208,915  388,717   21,047  685,878  752,631  915,840  1162395  383,105  136,550

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      4,975)
  16,586    8,614    1,746   10,258   -4,769   28,590    5,591  -23,615     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     29.9      1.6     52.8     57.9     70.5     89.5     29.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      42       75       15       69       68      121      149
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       63,587
COMMITMENTS
   7,405   30,550        0   51,515   27,532   58,920   58,082    4,667    5,505

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      5,836)
    -544    5,579        0    6,811      304    6,267    5,883     -431      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     48.0      0.0     81.0     43.3     92.7     91.3      7.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5       15        0       26       19       31       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,691
COMMITMENTS
   8,030   14,229       42   36,312   27,534   44,384   41,805    7,307    9,886

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        981)
    -753     -770       18      -35      414     -770     -338    1,751    1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     27.5      0.1     70.2     53.3     85.9     80.9     14.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       19        1       29       28       44       47
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      352,844
COMMITMENTS
  69,655  182,433      642  241,850  149,034  312,147  332,109   40,697   20,735

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     21,588)
     208   11,624   -1,613   21,890   15,664   20,485   25,675    1,103   -4,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     51.7      0.2     68.5     42.2     88.5     94.1     11.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      39       97        8       42       44       88      142
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       42,014
COMMITMENTS
  14,220   11,514        0   10,614   21,734   24,834   33,248   17,180    8,766

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      4,385)
   2,467   -2,651        0      208    5,798    2,675    3,147    1,710    1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     27.4      0.0     25.3     51.7     59.1     79.1     40.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        4        0       10       11       23       15
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,009
COMMITMENTS
   5,975    7,044        7   24,005   20,333   29,987   27,384    4,022    6,625

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      1,405)
       0      327        0    1,457    1,514    1,457    1,841      -52     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     20.7      0.0     70.6     59.8     88.2     80.5     11.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3       16        2       25       27       30       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      423,492
COMMITMENTS
 126,562  112,202      902  276,436  293,969  403,900  407,073   19,592   16,419

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      5,377)
  -7,154  -16,535       -1   12,674   19,953    5,519    3,417     -142    1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     26.5      0.2     65.3     69.4     95.4     96.1      4.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      19       72        5       40       51       60      127
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,267
COMMITMENTS
  10,041   14,505        2   18,234   16,219   28,277   30,726    8,990    6,541

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -1,523)
    -732     -904        0      491     -827     -241   -1,731   -1,282      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     38.9      0.0     48.9     43.5     75.9     82.4     24.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       21        1       17       13       36       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,809
COMMITMENTS
  11,864    3,928       67   15,977   16,818   27,908   20,813    7,901   14,996

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:       -266)
    -796    1,206       24     -366     -151   -1,138    1,079      872   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     11.0      0.2     44.6     47.0     77.9     58.1     22.1     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       10        1       16       12       33       23
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,517
COMMITMENTS
   4,858      738       93   14,913   19,299   19,864   20,130      653      387

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -1,847)
     351      228      -34      236   -1,129      553     -935   -2,400     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      3.6      0.5     72.7     94.1     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        1        7        3       15        6
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 06/27/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       36,006
COMMITMENTS
   6,735    4,142    1,350   16,642   23,537   24,727   29,029   11,279    6,977

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      3,372)
    -211     -167       40    3,196    2,480    3,025    2,353      347    1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     11.5      3.7     46.2     65.4     68.7     80.6     31.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        9        3       22       30       29       42
 

Updated June 30, 2006