MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,063
COMMITMENTS
     790    4,295    3,216   28,242   17,437   32,249   24,949    4,814   12,114

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        951)
     120      439      104      494      351      718      893      233       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     11.6      8.7     76.2     47.0     87.0     67.3     13.0     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       17       11       26       19       39       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      163,158
COMMITMENTS
  31,747   13,311   34,113   77,703   76,879  143,562  124,302   19,596   38,856

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      3,894)
  -2,809       56    9,611   -3,313   -3,807    3,488    5,859      406   -1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      8.2     20.9     47.6     47.1     88.0     76.2     12.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      57       52       68       39       49      149      140
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,794
COMMITMENTS
     886      396       80      108      394    1,074      870      721      924

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:       -107)
     141       67      -80      -75      -97      -14     -110      -92        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.4     22.1      4.4      6.0     22.0     59.8     48.5     40.2     51.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      14        6        4        3        5       21       11
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      273,328
COMMITMENTS
  56,523   11,341   71,262  119,925  128,200  247,710  210,803   25,618   62,525

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -1,210)
  -3,003    2,394    4,993   -4,123   -7,719   -2,133     -332      923     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      4.1     26.1     43.9     46.9     90.6     77.1      9.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     105       41       93       99      156      253      261
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,532
COMMITMENTS
   2,690    2,632      483      774      570    3,947    3,685    1,584    1,846

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        207)
     110       25       91       44       76      245      193      -38       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.6     47.6      8.7     14.0     10.3     71.4     66.6     28.6     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       23        9        8       12       31       39
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,110
COMMITMENTS
  12,191    2,544    7,162   10,403   10,493   29,756   20,199    6,354   15,911

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        772)
    -263      104      729      153      459      619    1,292      153     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      7.0     19.8     28.8     29.1     82.4     55.9     17.6     44.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      53       24       27       49       67      118      107
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       95,853
COMMITMENTS
  25,904   15,747    5,317   27,048   53,196   58,269   74,259   37,584   21,593

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -8,826)
  -6,491   -4,169      110      308   -6,471   -6,072  -10,529   -2,754    1,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     16.4      5.5     28.2     55.5     60.8     77.5     39.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       16        7       24       20       49       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,938
COMMITMENTS
  18,121   33,533        1   40,527   18,602   58,650   52,136   11,288   17,801

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      6,869)
  -1,998    6,154       -3   10,032   -5,068    8,031    1,083   -1,162    5,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     47.9      0.0     57.9     26.6     83.9     74.5     16.1     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       19        1        9        7       22       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       81,701
COMMITMENTS
  17,009   10,586      216   60,016   67,576   77,241   78,378    4,460    3,323

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      4,371)
   6,171   -4,613     -140   -2,631    8,898    3,400    4,145      971      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     13.0      0.3     73.5     82.7     94.5     95.9      5.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       16        1       15       16       32       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       90,448
COMMITMENTS
  28,548   11,259      326   35,966   62,666   64,840   74,251   25,608   16,197

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,561)
   3,144     -181       85      365      684    3,593      587   -1,032    1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     12.4      0.4     39.8     69.3     71.7     82.1     28.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19        8        3       14       22       35       31
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      253,725
COMMITMENTS
  23,472   98,534    8,540  186,931  112,010  218,943  219,085   34,782   34,640

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     31,550)
  -2,750   47,311    1,606   34,672  -25,357   33,529   23,560   -1,979    7,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     38.8      3.4     73.7     44.1     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      26       48       15       32       22       69       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      179,294
COMMITMENTS
  66,049   15,988   15,288   35,446  107,300  116,783  138,576   62,512   40,719

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:    -13,342)
 -26,623    1,897    2,697    9,800  -27,309  -14,125  -22,715      782    9,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      8.9      8.5     19.8     59.8     65.1     77.3     34.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      57       23       29       28       30       96       71
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       14,948
COMMITMENTS
   7,204    3,636        0    6,189    9,629   13,393   13,265    1,555    1,683

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        867)
   2,875   -1,636        0   -1,926    2,129      949      493      -82      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.2     24.3      0.0     41.4     64.4     89.6     88.7     10.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        0        6        9       10       12
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,219
COMMITMENTS
  16,082    2,593        0   17,647   31,952   33,729   34,545    5,490    4,674

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:    -28,562)
  -8,802      794        0  -21,248  -27,087  -30,050  -26,293    1,488   -2,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0      6.6      0.0     45.0     81.5     86.0     88.1     14.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        3        0        7       12       12       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   18,380,264
COMMITMENTS
 474,654  1057581  7013816  9680997  8765855 17169466 16837253  1210798  1543012

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:   -543,146)
 -23,093  -34,143 -586,151  101,494  198,639 -507,750 -421,655  -35,396 -121,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      5.8     38.2     52.7     47.7     93.4     91.6      6.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      69       81      119      150      164      281      310
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      775,913
COMMITMENTS
  93,910   78,568   85,681  429,470  477,957  609,061  642,205  166,852  133,707

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     62,275)
   1,742   12,186   36,706    6,959   14,436   45,407   63,327   16,869   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     10.1     11.0     55.4     61.6     78.5     82.8     21.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      73       51       73       84       65      191      155
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,500,369
COMMITMENTS
 188,470  397,354   79,879  873,322  895,713  1141670  1372946  358,699  127,423

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     79,042)
 -18,951   61,328   18,578   90,050   10,763   89,677   90,670  -10,635  -11,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     26.5      5.3     58.2     59.7     76.1     91.5     23.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      62       81       60       87       71      181      180
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,314
COMMITMENTS
   1,381      705        0    4,265    7,275    5,646    7,980    3,668    1,334

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        180)
      -2        0        0        0        0       -2        0      182      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      7.6      0.0     45.8     78.1     60.6     85.7     39.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        8       10       11       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       64,508
COMMITMENTS
   9,407   28,547       18   49,765   30,240   59,190   58,805    5,318    5,703

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,230)
     680    1,154       18    2,065      579    2,763    1,751     -533      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     44.3      0.0     77.1     46.9     91.8     91.2      8.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8       14        1       27       24       35       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,080
COMMITMENTS
  10,178   14,655       27   35,735   30,789   45,940   45,471    9,140    9,609

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      3,712)
   2,435      -82       -1     -624    2,633    1,810    2,550    1,901    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     26.6      0.0     64.9     55.9     83.4     82.6     16.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       22        1       25       26       43       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      431,910
COMMITMENTS
  89,359  190,373   11,628  295,053  207,027  396,039  409,027   35,871   22,883

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     85,523)
     537   35,133    8,222   79,834   39,757   88,594   83,112   -3,071    2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     44.1      2.7     68.3     47.9     91.7     94.7      8.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      62       86       14       51       46      121      138
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       55,187
COMMITMENTS
  30,614    2,407       99    4,185   44,690   34,898   47,197   20,289    7,991

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,834)
   8,713   -2,558     -292   -6,218    8,439    2,203    5,590      631   -2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.5      4.4      0.2      7.6     81.0     63.2     85.5     36.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22        3        1        8       18       31       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,801
COMMITMENTS
   5,733    6,546        7   27,021   23,828   32,761   30,381    4,040    6,419

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,133)
       0     -225       -4    1,157    3,648    1,153    3,419      980   -1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     17.8      0.0     73.4     64.7     89.0     82.6     11.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       16        1       27       26       30       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      442,058
COMMITMENTS
 119,720  102,236    5,252  296,690  320,010  421,662  427,498   20,396   14,560

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     15,485)
   2,005   -2,530      645   11,908   19,007   14,558   17,122      927   -1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     23.1      1.2     67.1     72.4     95.4     96.7      4.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      39       75       35       42       60       93      158
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,281
COMMITMENTS
   9,451   12,766    1,095   18,040   20,099   28,586   33,959   12,696    7,322

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,397)
     531      -67      143   -1,118    1,830     -444    1,906    1,841     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     30.9      2.7     43.7     48.7     69.2     82.3     30.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       23        7       13       24       35       51
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       37,100
COMMITMENTS
   7,896    3,785        0   21,008   14,994   28,904   18,779    8,196   18,321

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,656)
  -1,730      368     -398    2,903     -932      775     -962      881    2,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     10.2      0.0     56.6     40.4     77.9     50.6     22.1     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        9        0       17       11       29       20
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       41,681
COMMITMENTS
   4,885    4,438    2,580   19,893   29,523   27,358   36,541   14,323    5,140

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,680)
  -2,570      -50    1,730    1,160      162      320    1,842    1,360     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     10.6      6.2     47.7     70.8     65.6     87.7     34.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        9        4       24       34       32       47
 

Updated July 21, 2006