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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        1       10        9       14       11
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,035
COMMITMENTS
   2,099    2,086    6,060   24,350   18,062   32,508   26,208    5,527   11,828

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,009)
    -323       44      497      994      929    1,168    1,470     -159     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.5     15.9     64.0     47.5     85.5     68.9     14.5     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        9       14       28       20       45       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,261
COMMITMENTS
  33,439   13,726   47,377   92,152   97,626  172,968  158,730   26,292   40,531

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,231)
  -3,615      876      -38    3,054     -441     -599      397    1,830      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      6.9     23.8     46.2     49.0     86.8     79.7     13.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      81       49       86       44       48      177      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,317
COMMITMENTS
  50,242   19,930   65,001  105,745  103,959  220,989  188,890   23,328   55,427

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      5,015)
    -762      559    2,205    3,895    2,001    5,338    4,764     -322      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      8.2     26.6     43.3     42.6     90.5     77.3      9.5     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      85       62       85       89      137      223      261
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,663
COMMITMENTS
   2,120    2,384      917    1,948    1,478    4,985    4,779    1,679    1,885

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        152)
      39      -67      243     -143       98      139      274       13     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     35.8     13.8     29.2     22.2     74.8     71.7     25.2     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       22       10       13       22       37       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,196
COMMITMENTS
   6,398    7,270    5,245    9,629    3,165   21,273   15,680    5,923   11,516

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -1,712)
    -167   -1,260     -472     -405       19   -1,043   -1,712     -669        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     26.7     19.3     35.4     11.6     78.2     57.7     21.8     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      27       36       27       36       25       83       77
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      146,017
COMMITMENTS
  23,553   82,190    4,685   82,275   31,574  110,512  118,449   35,505   27,568

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      9,948)
  -2,426    8,824    1,064   10,825   -2,963    9,464    6,925      485    3,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     56.3      3.2     56.3     21.6     75.7     81.1     24.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       34       11       26       18       51       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       85,649
COMMITMENTS
  10,713   49,554      360   60,367   18,752   71,440   68,665   14,209   16,984

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -3,566)
     693   -2,965       16   -4,371   -1,134   -3,662   -4,083       97      517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     57.9      0.4     70.5     21.9     83.4     80.2     16.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       25        2       10       10       20       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       76,555
COMMITMENTS
  35,021   22,882    1,077   36,226   49,384   72,324   73,343    4,231    3,212

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,395)
 -10,798   11,223       15   15,088   -9,433    4,305    1,805   -1,910      590

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      42       22        4       20       16       64       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      144,658
COMMITMENTS
  90,173   20,810    1,830   17,146  102,826  109,150  125,466   35,508   19,191

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      4,354)
   7,469      440      468   -4,539    2,883    3,398    3,791      956      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.3     14.4      1.3     11.9     71.1     75.5     86.7     24.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      36       13        6       15       24       52       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      303,220
COMMITMENTS
  47,751  131,067   10,136  203,998  127,795  261,885  268,998   41,335   34,222

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     25,924)
   2,753   28,005      336   24,930   -4,879   28,019   23,462   -2,095    2,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     43.2      3.3     67.3     42.1     86.4     88.7     13.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      39       46       20       28       25       74       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      204,445
COMMITMENTS
  83,735   18,836   17,597   40,899  129,578  142,231  166,011   62,214   38,433

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      8,797)
   2,587   -2,289    1,017    5,054   11,062    8,658    9,790      140     -992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0      9.2      8.6     20.0     63.4     69.6     81.2     30.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      67       29       40       32       30      115       83
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       17,654
COMMITMENTS
  13,298      452        0    2,201   16,100   15,499   16,552    2,155    1,102

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        2        0        6       12       21       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   17,635,755
COMMITMENTS
 702,101  443,383  6060707  9798376  9685259 16561184 16189348  1074571  1446406

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:   -165,541)
-105,736  -12,696 -122,378   98,190  -24,197 -129,924 -159,272  -35,616   -6,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.5     34.4     55.6     54.9     93.9     91.8      6.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      65       71      117      161      171      292      298
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      737,964
COMMITMENTS
  76,226   42,816   52,159  455,486  496,768  583,871  591,744  154,094  146,220

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:    -16,987)
  -1,243    8,584  -19,761    2,997    2,088  -18,007   -9,089    1,020   -7,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      5.8      7.1     61.7     67.3     79.1     80.2     20.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      49       49       64       82       68      171      141
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,871,531
COMMITMENTS
 455,982  339,867   96,339  888,951  1285215  1441273  1721421  430,258  150,110

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -1,076)
  -2,295  -12,107  -33,020   47,991   33,861   12,676  -11,266  -13,751   10,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     18.2      5.1     47.5     68.7     77.0     92.0     23.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      86       72       68       81       74      202      179
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,411
COMMITMENTS
     992        0        0    5,964    7,873    6,956    7,873    3,455    2,538

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11        7        2       32       31       45       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,212
COMMITMENTS
  19,066    7,828      614   47,700   33,279   67,379   41,720    7,833   33,492

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      4,699)
   4,278       98     -570    1,916    1,454    5,625      982     -926    3,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     10.4      0.8     63.4     44.2     89.6     55.5     10.4     44.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       15        5       28       29       55       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      546,062
COMMITMENTS
 172,121  163,026   15,975  204,379  344,953  392,475  523,954  153,587   22,108

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     45,946)
  16,201    1,701   -7,478    9,148   53,428   17,871   47,651   28,075   -1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     29.9      2.9     37.4     63.2     71.9     96.0     28.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      85       58       19       63       57      159      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      108,935
COMMITMENTS
  75,236    7,833       74    2,370   90,452   77,680   98,359   31,255   10,576

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,015)
   3,617    1,112        4     -720      871    2,901    1,987      114    1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.1      7.2      0.1      2.2     83.0     71.3     90.3     28.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      39        2        1        6       18       46       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,301
COMMITMENTS
   3,461    3,640        0   32,141   24,067   35,602   27,707    4,699   12,594

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,706)
     -11      -25       -2    1,945    2,980    1,932    2,953      774     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      9.0      0.0     79.8     59.7     88.3     68.7     11.7     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4       12        0       25       23       29       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      415,142
COMMITMENTS
  56,001  126,012    7,316  296,727  264,417  360,044  397,746   55,098   17,395

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -9,685)
   1,574  -21,453     -557  -12,784   11,564  -11,767  -10,446    2,083      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     30.4      1.8     71.5     63.7     86.7     95.8     13.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      41       77       33       47       56      112      143
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,205
COMMITMENTS
  10,179   18,560      699   25,986   21,697   36,865   40,956   13,340    9,250

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,004)
    -372    2,203      -16    1,031   -1,275      643      912    1,361    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     37.0      1.4     51.8     43.2     73.4     81.6     26.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       24        8       16       24       39       54
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       45,892
COMMITMENTS
  16,428    4,402       13   23,079   14,308   39,520   18,723    6,372   27,169

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

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

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

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

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

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

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

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

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

Updated November 27, 2006