BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,926
COMMITMENTS
     278        0       97    1,918    2,469    2,293    2,566      633      360

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -180)
     -39        0        1     -114     -242     -152     -241      -28       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      3.3     65.6     84.4     78.4     87.7     21.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       11        9       15       10
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,294
COMMITMENTS
   3,673    2,021      493   18,938   15,358   23,104   17,872    3,190    8,422

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        402)
    -139       33      180      592      222      633      435     -231      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      7.7      1.9     72.0     58.4     87.9     68.0     12.1     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11        8       11       24       16       38       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      173,752
COMMITMENTS
  33,459   20,495   39,231   81,335   73,984  154,025  133,710   19,727   40,042

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,011)
     273    3,186      774    1,055   -2,624    2,102    1,336   -1,091     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.8     22.6     46.8     42.6     88.6     77.0     11.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      60       75       86       35       48      161      162
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      209,091
COMMITMENTS
  49,948   27,225   39,658   98,262   93,606  187,868  160,489   21,223   48,602

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -12,609)
    -122   -2,709   -8,156   -1,950   -1,440  -10,228  -12,305   -2,381     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     13.0     19.0     47.0     44.8     89.8     76.8     10.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      64       58       74       65      133      176      237
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,210
COMMITMENTS
   2,612    2,741      407    1,315    1,061    4,334    4,209    1,876    2,001

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -280)
    -206     -193      -82      -29      -14     -317     -289       37        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     44.1      6.6     21.2     17.1     69.8     67.8     30.2     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       25       14       21       20       46       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,665
COMMITMENTS
   7,313    6,812    2,595    8,484    4,859   18,392   14,266    5,273    9,399

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,176)
     504      644   -1,392       85     -230     -803     -978     -373     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     28.8     11.0     35.9     20.5     77.7     60.3     22.3     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      26       36       19       25       29       65       73
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,193
COMMITMENTS
  34,272   32,413    1,350   26,819   37,285   62,441   71,048   28,752   20,145

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -8,948)
 -11,263   -3,843        6    2,451   -5,758   -8,806   -9,595     -142      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     35.5      1.5     29.4     40.9     68.5     77.9     31.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       24        2       20       16       40       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       95,979
COMMITMENTS
   8,870   69,290        0   77,960    4,329   86,830   73,619    9,149   22,360

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     23,292)
  -1,889   28,404        0   25,988   -7,320   24,099   21,084     -807    2,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     72.2      0.0     81.2      4.5     90.5     76.7      9.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       33        0       13        9       21       42
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       70,319
COMMITMENTS
  31,309   21,537      288   32,857   41,662   64,454   63,487    5,865    6,832

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      8,636)
     410   -3,698      -18    5,785    9,518    6,177    5,802    2,459    2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     30.6      0.4     46.7     59.2     91.7     90.3      8.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       20        2       17       11       45       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      101,848
COMMITMENTS
  44,433   24,598      308   29,949   59,055   74,690   83,961   27,158   17,887

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -2,817)
 -18,267    6,844      308   12,773  -12,103   -5,186   -4,951    2,369    2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     24.2      0.3     29.4     58.0     73.3     82.4     26.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       14        2       15       16       37       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      267,803
COMMITMENTS
  50,595  174,193      424  182,858   53,712  233,877  228,329   33,926   39,474

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     23,984)
   3,165   22,612      -32   17,575   -2,015   20,708   20,565    3,276    3,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     65.0      0.2     68.3     20.1     87.3     85.3     12.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      31       50        3       31       18       64       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      150,795
COMMITMENTS
  69,105   32,577    2,814   27,412   77,236   99,331  112,627   51,464   38,168

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      8,593)
  -6,944   12,745    1,465    8,756  -13,288    3,277      922    5,316    7,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     21.6      1.9     18.2     51.2     65.9     74.7     34.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      43       30       13       26       31       74       69
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       15,750
COMMITMENTS
  11,656    1,547        0    2,392   13,392   14,048   14,939    1,702      811

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,324)
   3,265      931        0     -651    1,819    2,614    2,750     -290     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0      9.8      0.0     15.2     85.0     89.2     94.9     10.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        7        0        8        8       17       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       58,564
COMMITMENTS
  12,354      863    2,312   39,912   49,659   54,578   52,834    3,986    5,730

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,089)
  -2,572      863      935      178   -2,328   -1,459     -530      370     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      1.5      3.9     68.2     84.8     93.2     90.2      6.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        3       14       11       20       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,698,637
COMMITMENTS
 865,774  565,013  1152253  6621964  6656811  8639991  8374077  1058646  1324560

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:   -116,177)
-209,196  -52,948  -18,734  144,749  -39,107  -83,181 -110,789  -32,996   -5,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.8     11.9     68.3     68.6     89.1     86.3     10.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      67       52       92      136      152      247      263
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      606,717
COMMITMENTS
  69,475   31,650    2,643  403,371  435,150  475,489  469,443  131,228  137,274

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      9,614)
     908   -2,166      582    4,301    3,338    5,791    1,754    3,823    7,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.2      0.4     66.5     71.7     78.4     77.4     21.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      49       33       14       76       57      133       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,499,138
COMMITMENTS
 297,772  341,739   24,428  736,865  992,695  1059065  1358862  440,073  140,276

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     45,363)
  -8,885   11,341    1,919   13,843   22,697    6,877   35,957   38,486    9,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     22.8      1.6     49.2     66.2     70.6     90.6     29.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      65       72       27       69       76      150      159
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       64,456
COMMITMENTS
   6,049   28,943       59   50,589   31,966   56,697   60,968    7,759    3,488

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -618)
     458   -2,732       32   -4,753    2,089   -4,263     -611    3,645       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     44.9      0.1     78.5     49.6     88.0     94.6     12.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        7        2       28       27       39       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,172
COMMITMENTS
  11,939   12,952        0   33,618   29,101   45,557   42,053    7,615   11,119

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      6,108)
   5,515     -176        0    4,110    1,610    9,625    1,434   -3,517    4,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     24.4      0.0     63.2     54.7     85.7     79.1     14.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       12        0       24       25       44       37
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      463,295
COMMITMENTS
 101,592  179,205   10,929  304,616  249,402  417,137  439,536   46,158   23,759

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     32,563)
  18,161   13,629    2,954  -11,729   29,585    9,386   46,168   23,177  -13,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     38.7      2.4     65.7     53.8     90.0     94.9     10.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      66       58       15       53       45      125      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       65,437
COMMITMENTS
  43,831    8,581       16    3,157   47,002   47,004   55,599   18,433    9,838

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      9,145)
  12,338   -1,331       16   -4,033    9,599    8,321    8,284      824      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     13.1      0.0      4.8     71.8     71.8     85.0     28.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20        8        1        6       17       26       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,235
COMMITMENTS
     800    4,355        0   29,714   20,666   30,514   25,021    3,721    9,214

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -942)
       0     -336        0   -1,118    1,247   -1,118      911      176   -1,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     12.7      0.0     86.8     60.4     89.1     73.1     10.9     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2       10        0       23       25       25       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      427,091
COMMITMENTS
  43,092  143,645    1,964  344,124  264,689  389,180  410,298   37,911   16,793

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      3,480)
   8,208    2,638      989    2,434   -1,146   11,631    2,481   -8,151      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     33.6      0.5     80.6     62.0     91.1     96.1      8.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      25       79        8       42       59       73      140
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,003
COMMITMENTS
   9,832   15,472        0   21,963   20,991   31,795   36,463   11,208    6,540

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        857)
     950     -603        0      339    1,157    1,289      554     -432      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     36.0      0.0     51.1     48.8     73.9     84.8     26.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       20        0       16       20       36       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       37,858
COMMITMENTS
  15,907    3,389        0   14,960   11,503   30,867   14,892    6,991   22,966

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,976)
     668      416     -160    2,095    2,045    2,603    2,301      373      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      9.0      0.0     39.5     30.4     81.5     39.3     18.5     60.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        5        0       21       13       35       18
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       49,295
COMMITMENTS
   4,662    7,425    3,677   24,935   31,376   33,274   42,478   16,021    6,817

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -2,836)
     800       97      175      744     -122    1,719      150   -4,555   -2,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     15.1      7.5     50.6     63.6     67.5     86.2     32.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        9        7       27       32       36       44
 

Updated October 13, 2006