BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,651
COMMITMENTS
     302       94      188    1,503    2,158    1,993    2,440      658      211

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:         76)
      18       25       66     -110      -46      -26       45      102       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      3.5      7.1     56.7     81.4     75.2     92.0     24.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        1       10        9       14       11
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,832
COMMITMENTS
   5,383    1,825      649   18,838   16,529   24,870   19,003    3,962    9,829

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        614)
     196       41      104      570      981      870    1,126     -256     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      6.3      2.3     65.3     57.3     86.3     65.9     13.7     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        8       12       25       17       42       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      187,745
COMMITMENTS
  33,681   16,634   40,409   88,076   92,460  162,166  149,503   25,579   38,242

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        814)
  -3,665      943     -279    3,051     -701     -893      -37    1,707      851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      8.9     21.5     46.9     49.2     86.4     79.6     13.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      77       46       80       40       46      168      148
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,597
COMMITMENTS
  50,841   28,775   46,709  101,092   94,854  198,642  170,338   20,955   49,259

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      5,793)
  -1,234      710    2,771    4,602    2,240    6,139    5,721     -346       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     13.1     21.3     46.0     43.2     90.5     77.6      9.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      60       64       80       66      127      175      248
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,046
COMMITMENTS
   2,264    2,446      507    1,788    1,297    4,559    4,250    1,487    1,796

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        113)
      82      -23      174     -139       85      117      236       -4     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     40.5      8.4     29.6     21.5     75.4     70.3     24.6     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       21        6       12       20       34       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,204
COMMITMENTS
   6,333    7,894    4,130    9,407    2,739   19,870   14,763    5,334   10,441

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:       -271)
    -142   -1,346      542     -284       55      116     -749     -387      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     31.3     16.4     37.3     10.9     78.8     58.6     21.2     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      21       38       24       30       21       71       72
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      138,113
COMMITMENTS
  23,236   82,129    1,678   81,123   29,095  106,037  112,902   32,076   25,211

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      8,576)
  -2,666    8,852      278   10,795   -3,331    8,407    5,799      169    2,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     59.5      1.2     58.7     21.1     76.8     81.7     23.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       35        6       25       15       48       53
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       84,320
COMMITMENTS
  10,633   49,430        0   60,086   18,417   70,719   67,847   13,601   16,473

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -3,615)
     750   -2,998        0   -4,378   -1,122   -3,628   -4,120       13      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     58.6      0.0     71.3     21.8     83.9     80.5     16.1     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       23        0        9       10       19       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       76,549
COMMITMENTS
  35,021   22,882    1,077   36,225   49,384   72,323   73,343    4,226    3,206

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,394)
 -10,798   11,223       15   15,088   -9,433    4,305    1,805   -1,911      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     29.9      1.4     47.3     64.5     94.5     95.8      5.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      42       22        4       20       16       64       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      140,587
COMMITMENTS
  90,136   21,047      530   16,559  102,108  107,225  123,685   33,362   16,902

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,987)
   7,454      617      129   -4,545    2,703    3,038    3,449      949      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     15.0      0.4     11.8     72.6     76.3     88.0     23.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      34       14        2       15       24       49       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      258,327
COMMITMENTS
  50,648  131,069    1,916  168,766   93,687  221,330  226,672   36,997   31,655

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     24,754)
   2,542   27,951       12   24,194   -5,204   26,748   22,759   -1,994    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     50.7      0.7     65.3     36.3     85.7     87.7     14.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      38       41        6       28       20       68       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      178,692
COMMITMENTS
  84,717   19,411    3,160   35,293  125,408  123,170  147,979   55,522   30,713

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      8,083)
   2,805   -2,026      -87    4,668   10,517    7,386    8,404      697     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     10.9      1.8     19.8     70.2     68.9     82.8     31.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      60       23       13       26       27       90       59
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       17,654
COMMITMENTS
  13,298      452        0    2,201   16,100   15,499   16,552    2,155    1,102

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,140)
   2,551        0        0     -744    2,107    1,807    2,107      333       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3      2.6      0.0     12.5     91.2     87.8     93.8     12.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        2        0        6       12       21       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,327,323
COMMITMENTS
 936,582  549,466  1287984  7152448  7165399  9377014  9002849  950,309  1324474

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:    -82,111)
 -97,822  -55,248  -34,049   70,835      526  -61,036  -88,771  -21,075    6,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      5.3     12.5     69.3     69.4     90.8     87.2      9.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      61       52       89      146      158      253      263
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      650,665
COMMITMENTS
  70,956   43,176    4,287  436,786  478,591  512,029  526,054  138,636  124,611

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     16,979)
    -405    9,267      -92   13,252    5,079   12,755   14,254    4,224    2,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      6.6      0.7     67.1     73.6     78.7     80.8     21.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      45       36       17       77       59      131      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,785,579
COMMITMENTS
 453,399  341,088   38,100  872,212  1268172  1363711  1647360  421,868  138,219

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     47,413)
  -4,253  -15,384    5,140   60,351   44,872   61,238   34,628  -13,825   12,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     19.1      2.1     48.8     71.0     76.4     92.3     23.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      86       64       34       79       71      182      152
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,411
COMMITMENTS
     992        0        0    5,964    7,873    6,956    7,873    3,455    2,538

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,106)
      31        0        0      434    1,181      465    1,181      641      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     57.3     75.6     66.8     75.6     33.2     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       14       11       16       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,212
COMMITMENTS
  11,237   30,060      369   56,870   49,357   68,476   79,786   14,736    3,426

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      4,375)
     391     -472        0    2,163    3,597    2,554    3,125    1,821    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     36.1      0.4     68.3     59.3     82.3     95.9     17.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11        7        2       32       31       45       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       73,414
COMMITMENTS
  18,806    7,931        8   47,513   33,080   66,327   41,019    7,087   32,395

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      6,230)
   4,542       78        5    2,105    1,548    6,652    1,631     -422    4,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     10.8      0.0     64.7     45.1     90.3     55.9      9.7     44.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       14        2       28       29       54       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      542,633
COMMITMENTS
 172,063  162,229   14,577  202,638  344,250  389,278  521,056  153,355   21,577

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     50,230)
  15,400     -675   -2,790    9,551   55,090   22,161   51,625   28,069   -1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     29.9      2.7     37.3     63.4     71.7     96.0     28.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      85       58       14       63       56      155      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      108,253
COMMITMENTS
  75,236    7,775        0    2,370   90,452   77,606   98,227   30,647   10,026

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,024)
   3,617    1,106        0     -720      871    2,897    1,977      127    1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.5      7.2      0.0      2.2     83.6     71.7     90.7     28.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      39        2        0        6       18       45       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,282
COMMITMENTS
   3,461    3,639        0   32,140   24,067   35,601   27,706    4,681   12,576

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,707)
     -11      -25       -2    1,945    2,980    1,932    2,953      775     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      9.0      0.0     79.8     59.7     88.4     68.8     11.6     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4       11        0       25       23       29       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      405,985
COMMITMENTS
  56,558  126,064    1,500  294,384  263,252  352,442  390,816   53,543   15,169

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -8,864)
   1,807  -21,144       36  -11,999   11,745  -10,156   -9,363    1,292      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     31.1      0.4     72.5     64.8     86.8     96.3     13.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       65       10       46       56       86      126
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,494
COMMITMENTS
  10,855   18,556       13   25,286   21,686   36,154   40,255   13,340    9,239

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,003)
    -240    2,200     -149    1,031   -1,276      642      775    1,361    1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     37.5      0.0     51.1     43.8     73.0     81.3     27.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       23        2       16       23       38       47
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       45,892
COMMITMENTS
  16,428    4,402       13   23,079   14,308   39,520   18,723    6,372   27,169

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:       -393)
    -288       65        4    2,391     -919    2,107     -850   -2,500      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      9.6      0.0     50.3     31.2     86.1     40.8     13.9     59.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21        6        1       26       12       47       19
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,972
COMMITMENTS
   7,304    2,348      186   14,121   18,761   21,611   21,295      361      677

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -1,325)
     -27     -904      145     -990       84     -872     -675     -453     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     10.7      0.8     64.3     85.4     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        2        8        5       14       12
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       53,292
COMMITMENTS
   5,691   10,975    2,768   28,984   35,309   37,443   49,052   15,849    4,240

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -5,194)
    -175     -357      301   -1,264      -97   -1,138     -153   -4,056   -5,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     20.6      5.2     54.4     66.3     70.3     92.0     29.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       10        7       29       31       38       45
 

Updated November 27, 2006