MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,829
COMMITMENTS
     957    4,410    3,517   27,102   17,800   31,576   25,727    4,253   10,102

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        891)
     -71      -86      644      633    1,346    1,206    1,903     -315   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     12.3      9.8     75.6     49.7     88.1     71.8     11.9     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       20       17       26       18       46       42
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      177,164
COMMITMENTS
  36,527   16,398   42,452   78,018   80,644  156,997  139,493   20,167   37,672

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     13,827)
   3,013     -578    5,777    3,504    7,625   12,293   12,824    1,534    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      9.3     24.0     44.0     45.5     88.6     78.7     11.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      71       56       73       36       50      165      142
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      234,418
COMMITMENTS
  53,621   14,285   55,101   99,558  106,411  208,280  175,798   26,138   58,621

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -698)
   1,103    2,206    2,260   -3,454   -4,067      -91      399     -607   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      6.1     23.5     42.5     45.4     88.8     75.0     11.2     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     108       45       80       96      153      256      245
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,772
COMMITMENTS
   2,888    2,670      870    1,067      939    4,825    4,479    1,947    2,293

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -275)
     -99     -247     -106      -13       58     -218     -295      -57       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6     39.4     12.8     15.7     13.9     71.2     66.1     28.8     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       24       15       13       12       43       43
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,558
COMMITMENTS
  12,771    2,280    8,855    9,834   11,129   31,460   22,264    7,098   16,294

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        -92)
    -579     -116      272      482       35      176      191     -267     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      5.9     23.0     25.5     28.9     81.6     57.7     18.4     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      55       22       31       51       71      124      114
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       95,238
COMMITMENTS
  27,754   13,109    5,272   24,608   55,545   57,634   73,927   37,604   21,311

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -1,317)
    -201   -6,150      408   -2,259    5,204   -2,051     -538      734     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     13.8      5.5     25.8     58.3     60.5     77.6     39.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       20        9       19       21       43       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,168
COMMITMENTS
  16,850   27,340      681   38,181   27,544   55,712   55,564   13,456   13,604

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,446)
   3,765   -1,017      504   -2,753    5,023    1,516    4,510      930   -2,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     39.5      1.0     55.2     39.8     80.5     80.3     19.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       15        3        8       12       23       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       82,815
COMMITMENTS
  31,768    6,928       22   46,528   73,802   78,318   80,752    4,497    2,063

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -9,219)
 -10,665      128     -133    1,630   -8,943   -9,168   -8,948      -51     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      8.4      0.0     56.2     89.1     94.6     97.5      5.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      46        9        1       15       21       61       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      130,831
COMMITMENTS
  66,532    9,466      641   31,023  102,746   98,196  112,853   32,635   17,979

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -7,929)
  -7,553   -1,191       23    3,232   -6,918   -4,298   -8,086   -3,631      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9      7.2      0.5     23.7     78.5     75.1     86.3     24.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28        9        5       15       24       45       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      277,702
COMMITMENTS
  25,316  106,861    9,699  204,498  124,619  239,513  241,179   38,189   36,523

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     11,757)
  -1,417   12,376    3,015   10,824   -4,675   12,422   10,716     -665    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     38.5      3.5     73.6     44.9     86.2     86.8     13.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      26       51       16       37       24       73       81
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      203,046
COMMITMENTS
  90,881    8,095   14,208   32,295  145,144  137,384  167,447   65,662   35,599

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -1,803)
  -9,237     -646      724    1,850   -4,114   -6,663   -4,036    4,861    2,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      4.0      7.0     15.9     71.5     67.7     82.5     32.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      61       23       30       34       37      106       79
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       19,886
COMMITMENTS
  11,787      296        0    6,022   18,680   17,809   18,976    2,077      910

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        350)
  -1,651      120        0    1,806      256      155      376      195      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.3      1.5      0.0     30.3     93.9     89.6     95.4     10.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0        8       11       12       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   19,405,788
COMMITMENTS
 796,162  682,879  7289241  9943184  9771699 18028587 17743818  1377201  1661970

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    514,404)
 207,698   42,270  163,870  224,137  390,113  595,705  596,253  -81,301  -81,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      3.5     37.6     51.2     50.4     92.9     91.4      7.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      54       84      117      153      165      286      295
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      723,624
COMMITMENTS
  80,315   52,034   43,826  440,351  461,196  564,492  557,055  159,132  166,569

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      2,655)
   1,551   -3,033   -8,191    6,410    8,673     -230   -2,551    2,885    5,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      7.2      6.1     60.9     63.7     78.0     77.0     22.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      50       44       55       84       66      167      132
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,609,490
COMMITMENTS
 231,623  418,950   66,423  893,465  979,800  1191510  1465173  417,980  144,317

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      8,606)
   4,771   23,020  -32,741   13,496    8,020  -14,474   -1,700   23,080   10,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     26.0      4.1     55.5     60.9     74.0     91.0     26.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      54       82       49       81       70      169      167
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,736
COMMITMENTS
     355        0        0    4,999    8,210    5,354    8,210    4,382    1,526

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:          7)
    -345        0        0        5       37     -340       37      347      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     51.3     84.3     55.0     84.3     45.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       12       10       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       71,220
COMMITMENTS
   5,762   30,091       27   59,621   32,015   65,410   62,133    5,810    9,087

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        469)
    -139      847        0      485   -1,932      346   -1,085      123    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     42.3      0.0     83.7     45.0     91.8     87.2      8.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9       13        1       28       22       38       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,436
COMMITMENTS
   8,202   13,821      283   41,900   31,799   50,385   45,902    9,051   13,534

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        199)
     870      667      182     -308   -2,160      744   -1,311     -545    1,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     23.3      0.5     70.5     53.5     84.8     77.2     15.2     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       16        3       29       26       50       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      416,531
COMMITMENTS
  60,530  142,432    5,640  295,381  243,164  361,551  391,236   54,980   25,295

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    -25,507)
 -15,732  -24,776   -4,659  -19,564    1,007  -39,955  -28,428   14,448    2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     34.2      1.4     70.9     58.4     86.8     93.9     13.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      60       75       23       52       49      125      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       62,988
COMMITMENTS
  31,544    1,509       40    6,071   53,113   37,655   54,662   25,333    8,326

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    -10,762)
 -11,159   -2,121     -139    1,387   -8,974   -9,911  -11,234     -851      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1      2.4      0.1      9.6     84.3     59.8     86.8     40.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      24        3        1        9       15       33       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       44,226
COMMITMENTS
     400    6,699       10   40,011   29,008   40,421   35,717    3,805    8,509

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        324)
       0      202       -1      628      408      627      609     -303     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     15.1      0.0     90.5     65.6     91.4     80.8      8.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1       14        2       29       25       32       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      473,930
COMMITMENTS
  41,326  111,975    4,603  400,326  338,088  446,255  454,666   27,674   19,264

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,437)
  -3,724      915     -589    9,249     -443    4,936     -117   -3,499    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     23.6      1.0     84.5     71.3     94.2     95.9      5.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      21       81       30       43       65       84      156
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,930
COMMITMENTS
  11,702   14,688      719   18,803   22,431   31,223   37,837   13,707    7,093

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        942)
     506    1,421       19      748     -216    1,274    1,224     -332     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     32.7      1.6     41.8     49.9     69.5     84.2     30.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      22       19        6       14       18       38       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,092
COMMITMENTS
   3,760    5,441      328   28,458   20,398   32,546   26,167    7,546   13,925

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -3,187)
  -2,916      781      306     -848    1,112   -3,458    2,199      271   -5,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     13.6      0.8     71.0     50.9     81.2     65.3     18.8     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       11        2       20       15       31       28
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,696
COMMITMENTS
   3,632      875        0   15,458   18,483   19,090   19,358      606      338

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -754)
    -332      425      -93     -164   -1,198     -589     -866     -165      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      4.4      0.0     78.5     93.8     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        0       11        5       18        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       44,798
COMMITMENTS
   4,020    4,639      338   28,115   34,290   32,473   39,267   12,325    5,531

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        829)
     250      400       10    2,038      336    2,298      746   -1,469       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     10.4      0.8     62.8     76.5     72.5     87.7     27.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       10        2       32       37       40       48
 

Updated August 18, 2006