BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,438
COMMITMENTS
      16        0      100    3,215    3,592    3,331    3,692    1,107      746

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:         -6)
       1        0       -3      841       81      839       78     -845      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      2.3     72.4     80.9     75.1     83.2     24.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       13       15       14
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,750
COMMITMENTS
   1,241    4,794    3,709   27,616   18,274   32,565   26,777    4,185    9,973

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        921)
     284      384      191      514      474      989    1,050      -68     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     13.0     10.1     75.1     49.7     88.6     72.9     11.4     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       23       17       28       19       48       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      183,014
COMMITMENTS
  39,618   16,401   46,001   76,953   80,508  162,573  142,910   20,441   40,104

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      5,850)
   3,091        3    3,550   -1,065     -136    5,576    3,417      274    2,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      9.0     25.1     42.0     44.0     88.8     78.1     11.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      72       56       75       35       47      168      135
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      236,628
COMMITMENTS
  56,466   15,864   55,898   99,507  104,768  211,872  176,529   24,757   60,099

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      2,210)
   2,846    1,578      797      -51   -1,643    3,592      732   -1,382    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      6.7     23.6     42.1     44.3     89.5     74.6     10.5     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     104       50       72       89      144      246      231
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,683
COMMITMENTS
   2,705    2,285      981      903      925    4,590    4,191    2,093    2,492

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -89)
    -183     -385      111     -163      -14     -235     -288      146      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5     34.2     14.7     13.5     13.8     68.7     62.7     31.3     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       23       12       10       10       34       38
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,894
COMMITMENTS
  12,210    2,642    9,112   10,108   10,982   31,430   22,735    6,464   15,159

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:       -664)
    -560      362      256      274     -147      -30      471     -634   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      7.0     24.0     26.7     29.0     82.9     60.0     17.1     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      59       20       38       52       71      128      120
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      114,350
COMMITMENTS
  45,881   17,102    5,452   25,942   70,233   77,275   92,787   37,074   21,563

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     19,111)
  18,126    3,993      180    1,334   14,687   19,641   18,860     -530      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1     15.0      4.8     22.7     61.4     67.6     81.1     32.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       20       12       20       22       52       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,500
COMMITMENTS
  12,620   25,285      642   44,256   29,265   57,518   55,193   11,981   14,307

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        331)
  -4,230   -2,054      -39    6,075    1,721    1,806     -372   -1,475      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     36.4      0.9     63.7     42.1     82.8     79.4     17.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       16        3       11       12       24       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       84,340
COMMITMENTS
  32,841   10,037      451   46,418   70,577   79,710   81,065    4,630    3,275

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,525)
   1,073    3,109      429     -110   -3,225    1,392      313      133    1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     11.9      0.5     55.0     83.7     94.5     96.1      5.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      48       10        1       17       19       65       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      133,812
COMMITMENTS
  66,580   10,177      810   32,474  104,442   99,864  115,429   33,947   18,383

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      2,980)
      48      711      169    1,452    1,697    1,668    2,576    1,312      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.8      7.6      0.6     24.3     78.1     74.6     86.3     25.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      32       10        4       16       22       50       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      295,624
COMMITMENTS
  27,147  122,092   11,344  216,451  122,459  254,943  255,895   40,682   39,729

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     17,922)
   1,831   15,231    1,645   11,953   -2,160   15,429   14,716    2,492    3,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     41.3      3.8     73.2     41.4     86.2     86.6     13.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      31       46       16       36       27       72       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      197,787
COMMITMENTS
  89,841    8,964   14,876   30,808  135,994  135,525  159,834   62,262   37,953

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -5,259)
  -1,040      869      668   -1,487   -9,150   -1,859   -7,613   -3,400    2,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      4.5      7.5     15.6     68.8     68.5     80.8     31.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      64       20       31       30       34      102       77
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,099
COMMITMENTS
  10,687      171        0    5,375   17,092   16,062   17,263    2,037      836

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -1,787)
  -1,100     -125        0     -647   -1,588   -1,747   -1,713      -40      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.0      0.9      0.0     29.7     94.4     88.7     95.4     11.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0        8       11       12       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   19,635,611
COMMITMENTS
 734,603  734,441  7465435 10173799  9861102 18373836 18060978  1261775  1574633

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:    229,823)
 -61,560   51,562  176,194  230,615   89,404  345,249  317,160 -115,426  -87,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.7     38.0     51.8     50.2     93.6     92.0      6.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      60       81      119      159      171      298      302
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      733,487
COMMITMENTS
  87,406   49,929   50,514  448,219  463,906  586,139  564,350  147,348  169,137

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      9,863)
   7,092   -2,104    6,688    7,868    2,711   21,648    7,294  -11,785    2,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      6.8      6.9     61.1     63.2     79.9     76.9     20.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      59       42       59       87       66      179      134
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,655,101
COMMITMENTS
 247,997  393,704   95,851  871,015  1019391  1214863  1508946  440,238  146,155

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     45,611)
  16,375  -25,246   29,428  -22,450   39,590   23,353   43,773   22,258    1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     23.8      5.8     52.6     61.6     73.4     91.2     26.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      64       79       56       83       71      182      171
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        9,833
COMMITMENTS
     611      217        0    4,994    8,067    5,605    8,284    4,228    1,549

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:         97)
     256      217        0       -5     -143      251       74     -154       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.2      0.0     50.8     82.0     57.0     84.2     43.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        9       11       11       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       72,433
COMMITMENTS
   6,623   30,442       27   59,457   33,402   66,107   63,871    6,326    8,562

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,213)
     861      351        0     -164    1,387      697    1,738      516     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     42.0      0.0     82.1     46.1     91.3     88.2      8.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10       13        1       29       21       40       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,084
COMMITMENTS
   8,208   14,404      270   39,501   28,897   47,979   43,571    9,105   13,513

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -2,352)
       6      583      -12   -2,399   -2,902   -2,406   -2,332       54      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     25.2      0.5     69.2     50.6     84.0     76.3     16.0     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       16        3       30       26       52       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      405,196
COMMITMENTS
  70,195  150,842    5,483  275,633  225,140  351,312  381,465   53,884   23,731

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:    -11,335)
   9,665    8,410     -157  -19,747  -18,024  -10,239   -9,771   -1,096   -1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     37.2      1.4     68.0     55.6     86.7     94.1     13.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      68       71       24       54       45      133      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       64,195
COMMITMENTS
  34,388    1,142      145    4,827   55,290   39,359   56,577   24,835    7,618

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,207)
   2,844     -367      105   -1,244    2,177    1,704    1,915     -498     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.6      1.8      0.2      7.5     86.1     61.3     88.1     38.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      27        2        2        8       17       35       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       42,207
COMMITMENTS
     400    7,241        4   37,900   27,010   38,304   34,255    3,903    7,952

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -2,019)
       0      541       -5   -2,111   -1,998   -2,117   -1,462       98     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     17.2      0.0     89.8     64.0     90.8     81.2      9.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1       15        1       28       25       30       40
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      466,862
COMMITMENTS
  44,935  117,568    4,125  372,506  306,021  421,565  427,713   45,297   39,148

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:     -7,068)
   3,608    5,593     -479  -27,820  -32,067  -24,690  -26,952   17,622   19,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     25.2      0.9     79.8     65.5     90.3     91.6      9.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      24       89       33       43       68       89      168
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       46,307
COMMITMENTS
   9,960   14,523    1,455   20,659   23,509   32,073   39,487   14,234    6,820

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:      1,376)
  -1,742     -165      736    1,856    1,078      849    1,649      527     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     31.4      3.1     44.6     50.8     69.3     85.3     30.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       18        9       15       19       38       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,026
COMMITMENTS
   3,487    4,685      446   29,321   22,084   33,254   27,215    6,772   12,811

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -66)
    -273     -756      118      863    1,686      708    1,048     -774   -1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     11.7      1.1     73.3     55.2     83.1     68.0     16.9     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11        8        3       21       17       33       27
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,621
COMMITMENTS
   3,706    1,105       93   15,426   18,034   19,225   19,232      396      389

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:        -75)
      74      230       93      -32     -449      135     -126     -210       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      5.6      0.5     78.6     91.9     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        1       11        5       18        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       43,988
COMMITMENTS
   3,793    4,357    1,115   27,014   33,174   31,922   38,646   12,066    5,342

CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST:       -810)
    -227     -282      777   -1,101   -1,116     -551     -621     -259     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      9.9      2.5     61.4     75.4     72.6     87.9     27.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       10        4       30       36       39       49
 

Updated September 1, 2006