BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,504
COMMITMENTS
     188       45      163    1,503    2,099    1,854    2,307      650      197

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:       -147)
    -114      -49      -25        0      -59     -139     -133       -8      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.8      6.5     60.0     83.8     74.0     92.1     26.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       10        9       13       11
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,084
COMMITMENTS
   2,071    2,245    6,107   24,425   18,124   32,602   26,475    5,482   11,609

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:         49)
     -28      159       47       75       62       94      268      -45     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.9     16.0     64.1     47.6     85.6     69.5     14.4     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8       11       14       28       20       45       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      195,158
COMMITMENTS
  32,434   14,204   46,743   93,064   95,981  172,242  156,929   22,917   38,229

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -4,103)
  -1,005      478     -634      912   -1,645     -727   -1,801   -3,376   -2,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      7.3     24.0     47.7     49.2     88.3     80.4     11.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      72       57       85       43       47      174      149
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,972
COMMITMENTS
  49,410   21,269   65,104  107,663  103,939  222,176  190,312   22,796   54,660

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        655)
    -833    1,339      103    1,917      -20    1,188    1,421     -532     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      8.7     26.6     43.9     42.4     90.7     77.7      9.3     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      81       69       88       91      139      225      263
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,883
COMMITMENTS
   2,182    2,489      991    1,885    1,506    5,059    4,986    1,824    1,896

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        219)
      62      106       74      -63       28       74      208      145       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     36.2     14.4     27.4     21.9     73.5     72.4     26.5     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      19       22       11       15       23       40       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,397
COMMITMENTS
   6,532    6,982    5,433   10,179    3,459   22,143   15,873    6,254   12,524

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      1,201)
     133     -288      187      550      294      870      193      331    1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     24.6     19.1     35.8     12.2     78.0     55.9     22.0     44.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      27       37       25       37       28       82       78
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      131,379
COMMITMENTS
  26,661   66,980    4,804   70,485   32,443  101,950  104,226   29,429   27,152

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:    -14,639)
   3,108  -15,210      119  -11,790      868   -8,563  -14,223   -6,076     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     51.0      3.7     53.7     24.7     77.6     79.3     22.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      25       32       13       25       21       55       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       80,863
COMMITMENTS
  22,203   35,812      510   37,455   30,074   60,168   66,395   20,695   14,467

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -4,786)
  11,490  -13,742      150  -22,912   11,322  -11,272   -2,270    6,486   -2,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     44.3      0.6     46.3     37.2     74.4     82.1     25.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       18        1       10       18       27       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       73,524
COMMITMENTS
  27,433   24,144    1,230   40,796   45,051   69,459   70,425    4,064    3,099

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -3,032)
  -7,588    1,262      153    4,570   -4,333   -2,865   -2,918     -167     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     32.8      1.7     55.5     61.3     94.5     95.8      5.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      34       22        3       19       17       55       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      160,710
COMMITMENTS
 101,053   19,261    3,338   17,831  113,404  122,221  136,003   38,489   24,707

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     16,052)
  10,880   -1,550    1,507      684   10,579   13,072   10,536    2,980    5,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.9     12.0      2.1     11.1     70.6     76.1     84.6     23.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      42       15        7       13       24       58       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      299,794
COMMITMENTS
  52,971   97,612   11,131  186,042  157,976  250,144  266,718   49,650   33,075

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -3,426)
   5,221  -33,455      994  -17,957   30,181  -11,741   -2,280    8,315   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     32.6      3.7     62.1     52.7     83.4     89.0     16.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      44       43       23       27       29       81       85
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      257,426
COMMITMENTS
 104,591   16,687   34,261   48,541  151,726  187,393  202,674   70,033   54,752

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     52,982)
  20,856   -2,149   16,664    7,642   22,148   45,162   36,663    7,820   16,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6      6.5     13.3     18.9     58.9     72.8     78.7     27.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      69       31       42       34       32      122       86
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,078
COMMITMENTS
  13,682      759        0    2,259   16,527   15,941   17,286    2,137      792

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        424)
     384      307        0       58      427      442      734      -18     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.7      4.2      0.0     12.5     91.4     88.2     95.6     11.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18        3        0        7       12       25       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   18,063,716
COMMITMENTS
 871,538  531,101  6055370  9987861  9946386 16914770 16532857  1148946  1530858

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:    427,961)
 169,438   87,719   -5,337  189,485  261,127  353,586  343,509   74,375   84,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.9     33.5     55.3     55.1     93.6     91.5      6.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      65       70      116      165      176      296      300
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      751,759
COMMITMENTS
  69,889   42,269   59,099  451,549  502,554  580,537  603,922  171,221  147,837

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     13,794)
  -6,337     -548    6,940   -3,937    5,786   -3,333   12,178   17,128    1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      5.6      7.9     60.1     66.9     77.2     80.3     22.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      53       47       66       84       69      176      144
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,903,268
COMMITMENTS
 454,542  333,430  113,709  933,357  1293953  1501608  1741093  401,660  162,175

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     31,737)
  -1,441   -6,436   17,370   44,406    8,738   60,335   19,672  -28,599   12,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     17.5      6.0     49.0     68.0     78.9     91.5     21.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      96       70       77       83       84      215      195
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       10,339
COMMITMENTS
   1,009        0        0    5,956    7,626    6,965    7,626    3,374    2,713

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        -72)
      17        0        0       -8     -247        9     -247      -81      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      0.0      0.0     57.6     73.8     67.4     73.8     32.6     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       15       11       17       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       81,740
COMMITMENTS
  10,372   29,831      374   57,334   48,231   68,080   78,436   13,660    3,304

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -1,472)
    -865     -229        5      464   -1,126     -396   -1,350   -1,076     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     36.5      0.5     70.1     59.0     83.3     96.0     16.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       9        7        3       30       31       41       40
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       72,502
COMMITMENTS
  16,291    7,956      478   47,435   32,837   64,203   41,270    8,299   31,232

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -2,710)
  -2,775      128     -136     -265     -442   -3,176     -450      466   -2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     11.0      0.7     65.4     45.3     88.6     56.9     11.4     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       15        6       32       30       60       49
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      515,136
COMMITMENTS
 168,852  163,624   14,150  186,499  313,916  369,501  491,691  145,635   23,446

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:    -30,926)
  -3,269      599   -1,825  -17,880  -31,038  -22,974  -32,264   -7,952    1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     31.8      2.7     36.2     60.9     71.7     95.4     28.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      83       57       25       67       59      166      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      124,776
COMMITMENTS
  90,263   10,589      914    1,602  103,506   92,779  115,009   31,997    9,767

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     15,841)
  15,027    2,756      840     -768   13,054   15,099   16,649      742     -809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.3      8.5      0.7      1.3     83.0     74.4     92.2     25.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      43        6        4        4       19       49       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       41,810
COMMITMENTS
   3,761    3,627        0   32,872   25,006   36,633   28,633    5,177   13,177

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:      1,509)
     300      -13        0      731      939    1,031      926      478      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      8.7      0.0     78.6     59.8     87.6     68.5     12.4     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       11        0       26       23       30       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      408,211
COMMITMENTS
  53,093  133,329    8,855  291,786  250,214  353,734  392,397   54,476   15,813

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -6,931)
  -2,908    7,316    1,538   -4,940  -14,204   -6,310   -5,349     -621   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     32.7      2.2     71.5     61.3     86.7     96.1     13.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      58       68       46       51       59      127      156
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,553
COMMITMENTS
   8,634   17,556      833   26,599   22,140   36,065   40,528   12,488    8,025

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -1,652)
  -1,546   -1,004      134      612      443     -800     -427     -852   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     36.2      1.7     54.8     45.6     74.3     83.5     25.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       23        7       19       26       41       54
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       41,763
COMMITMENTS
  13,239    3,962       13   20,063   14,996   33,315   18,971    8,448   22,792

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:     -4,129)
  -3,189     -440        0   -3,016      688   -6,205      248    2,076   -4,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      9.5      0.0     48.0     35.9     79.8     45.4     20.2     54.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15        6        1       25       13       40       20
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,909
COMMITMENTS
   7,323    1,575      186   14,042   19,403   21,551   21,164      358      745

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:        -63)
      19     -773        0      -79      642      -60     -131       -3       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      7.2      0.8     64.1     88.6     98.4     96.6      1.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        2        8        5       14       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       53,091
COMMITMENTS
   6,199   10,910    2,362   29,058   35,021   37,619   48,293   15,472    4,798

CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST:       -201)
     508      -65     -406       74     -288      176     -759     -377      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     20.5      4.4     54.7     66.0     70.9     91.0     29.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       10        9       30       32       41       48
 

Updated December 1, 2006