BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,139
COMMITMENTS
     356        3      113    2,132    2,743    2,601    2,859      538      280

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        216)
     149        3       -3      100      183      246      183      -30       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.1      3.6     67.9     87.4     82.9     91.1     17.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       14       12       17       13
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,976
COMMITMENTS
   2,751    2,004    4,054   23,684   17,885   30,490   23,943    5,486   12,033

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,675)
     582     -306      428      830    1,249    1,840    1,371      836    1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.6     11.3     65.8     49.7     84.8     66.6     15.2     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        5       13       28       19       43       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      178,993
COMMITMENTS
  32,551   17,491   45,565   82,689   76,808  160,805  139,864   18,188   39,129

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        -14)
     594     -387     -122      512      268      984     -242     -998      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      9.8     25.5     46.2     42.9     89.8     78.1     10.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      52       84       82       37       45      156      163
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,340
COMMITMENTS
  47,887   20,779   55,850   95,689   92,634  199,427  169,264   21,913   52,076

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      1,651)
   1,149    1,173    5,789     -646   -3,066    6,292    3,896   -4,641   -2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      9.4     25.2     43.2     41.9     90.1     76.5      9.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      89       62       75       87      128      216      235
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,356
COMMITMENTS
   2,949    2,578    1,017    1,421    1,444    5,387    5,039    1,970    2,317

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:         43)
     184      -23      -90      -60      139       34       26        9       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1     35.0     13.8     19.3     19.6     73.2     68.5     26.8     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      20       27       19       22       20       54       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,641
COMMITMENTS
   7,130    7,089    6,812    8,505    3,750   22,447   17,652    6,195   10,990

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        743)
     655    1,298     -290       32       65      396    1,073      347     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     24.8     23.8     29.7     13.1     78.4     61.6     21.6     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      32       39       33       34       24       86       81
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      106,872
COMMITMENTS
  24,733   39,142    4,286   46,848   39,200   75,867   82,628   31,006   24,244

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -9,969)
  -2,991  -12,676    1,469   -7,543    3,985   -9,065   -7,222     -903   -2,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     36.6      4.0     43.8     36.7     71.0     77.3     29.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       28       11       24       19       47       54
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      110,080
COMMITMENTS
   9,232   79,862      908   90,776    4,614  100,916   85,385    9,165   24,695

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,694)
  -1,154    1,846      -40    2,734      150    1,541    1,956    1,153      738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     72.5      0.8     82.5      4.2     91.7     77.6      8.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       35        1       14        6       21       42
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,861
COMMITMENTS
  79,052   11,969      167   16,035   85,644   95,254   97,780    4,607    2,081

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     15,744)
  14,361     -245       -2    1,048   15,792   15,407   15,545      337      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.2     12.0      0.2     16.1     85.8     95.4     97.9      4.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      56       11        1       16       20       73       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      104,601
COMMITMENTS
  56,190   18,969    1,497   21,945   66,116   79,632   86,582   24,969   18,019

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -6,691)
    -220   -4,047      557   -5,213     -418   -4,877   -3,909   -1,814   -2,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7     18.1      1.4     21.0     63.2     76.1     82.8     23.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26       11        6       15       18       43       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      326,283
COMMITMENTS
  48,166  188,696    8,176  230,682   90,385  287,024  287,257   39,260   39,026

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     23,226)
  -2,199   21,980    1,014   22,570       60   21,385   23,053    1,842      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     57.8      2.5     70.7     27.7     88.0     88.0     12.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      31       66       16       30       24       69       98
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      182,181
COMMITMENTS
  71,131   43,850   14,251   43,759   76,326  129,141  134,426   53,040   47,755

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      3,940)
     958      134    1,005    5,289    2,296    7,252    3,434   -3,312      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     24.1      7.8     24.0     41.9     70.9     73.8     29.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      53       36       34       32       32       98       89
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       21,403
COMMITMENTS
  16,443    1,208        0    2,831   18,817   19,274   20,025    2,129    1,378

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      1,644)
   1,368      -65        0      328    1,584    1,696    1,519      -52      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8      5.6      0.0     13.2     87.9     90.1     93.6      9.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        6        0        8       11       20       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   16,803,708
COMMITMENTS
 591,634  595,621  5863911  9192261  8802685 15647807 15262218  1155901  1541491

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    260,926)
  20,471  109,112   81,837  132,917  -63,853  235,224  127,096   25,701  133,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.5     34.9     54.7     52.4     93.1     90.8      6.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      70       62      117      160      167      290      295
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      736,526
COMMITMENTS
  77,700   29,921   64,027  443,464  469,240  585,190  563,187  151,336  173,339

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    -12,806)
     306   -3,115  -16,208    2,474    6,295  -13,428  -13,028      622      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      4.1      8.7     60.2     63.7     79.5     76.5     20.5     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      51       46       66       88       71      178      144
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,702,703
COMMITMENTS
 382,937  331,736  102,320  787,944  1112068  1273200  1546124  429,503  156,579

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -523)
  40,860   21,700  -36,843   -7,202   10,025   -3,185   -5,118    2,662    4,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     19.5      6.0     46.3     65.3     74.8     90.8     25.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      80       72       60       77       80      189      180
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,536
COMMITMENTS
     749        0        0    4,477    6,865    5,226    6,865    3,310    1,671

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        175)
     148        0        0       28      341      176      341       -1     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      0.0     52.4     80.4     61.2     80.4     38.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       13       12       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       67,916
COMMITMENTS
   7,319   31,539       27   51,135   33,071   58,481   64,637    9,435    3,279

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,269)
     293    1,911        0    1,416      522    1,709    2,433      560     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     46.4      0.0     75.3     48.7     86.1     95.2     13.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      12        7        1       27       24       40       31
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,420
COMMITMENTS
  11,068    8,948      626   35,047   32,385   46,741   41,959    9,679   14,461

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        794)
    -308   -3,957     -214      179    3,785     -342     -386    1,137    1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     15.9      1.1     62.1     57.4     82.8     74.4     17.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       13        4       28       30       49       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      434,676
COMMITMENTS
 110,109  131,238   12,721  248,620  266,157  371,450  410,116   63,226   24,561

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    -63,943)
   4,285   -3,952   -6,464  -44,924  -26,726  -47,103  -37,142  -16,840  -26,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     30.2      2.9     57.2     61.2     85.5     94.3     14.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      72       56       20       62       47      144      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       88,052
COMMITMENTS
  61,738    5,339       62    2,506   72,762   64,306   78,163   23,746    9,889

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     13,514)
  12,711   -4,017        9   -1,685   16,228   11,035   12,220    2,479    1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1      6.1      0.1      2.8     82.6     73.0     88.8     27.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      29        3        1        4       16       34       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,937
COMMITMENTS
   3,033    3,777        2   29,150   20,519   32,185   24,298    4,752   12,639

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      1,195)
   1,432     -211        2     -250    1,135    1,184      926       11      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.2      0.0     78.9     55.6     87.1     65.8     12.9     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       12        1       24       23       29       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      419,037
COMMITMENTS
  56,518  117,546    5,424  301,531  279,019  363,473  401,989   55,564   17,048

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -7,215)
  10,275   -3,927   -2,465  -19,018    2,607  -11,208   -3,785    3,993   -3,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     28.1      1.3     72.0     66.6     86.7     95.9     13.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      44       73       35       46       62      113      148
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,618
COMMITMENTS
   9,891   14,363      553   22,065   22,583   32,509   37,500   11,109    6,119

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -1,744)
     373   -1,308      -60   -1,612     -278   -1,300   -1,647     -444      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     32.9      1.3     50.6     51.8     74.5     86.0     25.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       21        5       14       21       35       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       38,345
COMMITMENTS
  15,830    3,421        0   15,388   14,116   31,218   17,537    7,127   20,808

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -2,885)
    -216      282     -174     -455    1,114     -845    1,222   -2,040   -4,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      8.9      0.0     40.1     36.8     81.4     45.7     18.6     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18        6        0       18       11       36       17
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,594
COMMITMENTS
   5,681    2,629       41   14,583   17,173   20,305   19,843      289      751

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        300)
     760      776       41     -148      -85      653      732     -353     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     12.8      0.2     70.8     83.4     98.6     96.4      1.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        1        8        4       13       11
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       55,148
COMMITMENTS
   4,674    9,897    3,527   27,141   33,699   35,342   47,123   19,806    8,025

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -253)
     197     -325      -50    1,597    1,394    1,744    1,019   -1,997   -1,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     17.9      6.4     49.2     61.1     64.1     85.4     35.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       11        7       28       31       36       45
 

Updated October 27, 2006