MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    28,145:     6,128      1,922        625     17,363     16,850     24,116     19,397:     4,029      8,748
Old  :    28,145:     6,128      1,922        625     17,363     16,850     24,116     19,397:     4,029      8,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :       331:        35       -459         51        -53         98         33       -310:       298        641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        6.8        2.2       61.7       59.9       85.7       68.9:      14.3       31.1
Old  :     100.0:      21.8        6.8        2.2       61.7       59.9       85.7       68.9:      14.3       31.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        12          7         10         26         20         42         33:
Old  :        52:        12          7         10         26         20         42         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       37.1       56.8       51.2       42.1       36.3       56.3       50.0
Old  :                 42.1       37.1       56.8       51.2       42.1       36.3       56.3       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   174,391:    29,156     15,946     37,510     84,781     89,975    151,447    143,431:    22,944     30,960
Old  :   170,958:    27,706     16,790     36,631     84,673     87,370    149,010    140,791:    21,948     30,167
Other:     3,433:     2,329         35          0        108      2,605      2,437      2,640:       996        793
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :      -491:    -1,230      1,464      1,413       -497     -2,256       -314        621:      -177     -1,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        9.1       21.5       48.6       51.6       86.8       82.2:      13.2       17.8
Old  :     100.0:      16.2        9.8       21.4       49.5       51.1       87.2       82.4:      12.8       17.6
Other:     100.0:      67.8        1.0        0.0        3.1       75.9       71.0       76.9:      29.0       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        48         58         72         36         45        138        152:
Old  :       199:        48         61         72         35         45        137        152:
Other:        31:        11          3          0          3         15         14         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       33.2       42.6       40.9       30.5       30.7       41.0       36.5
Old  :                 31.1       33.4       43.4       40.9       31.1       31.2       41.7       36.3
Other:                 56.5       49.9       66.7       67.5       56.5       49.9       66.7       67.3
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   229,204:    57,584     28,555     49,431    101,029     98,609    208,044    176,595:    21,160     52,609
Old  :   229,204:    57,584     28,555     49,431    101,029     98,609    208,044    176,595:    21,160     52,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     6,178:     1,334        307      5,520       -386       -272      6,468      5,555:      -290        623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       12.5       21.6       44.1       43.0       90.8       77.0:       9.2       23.0
Old  :     100.0:      25.1       12.5       21.6       44.1       43.0       90.8       77.0:       9.2       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        64         71         83         70        133        182        257:
Old  :       299:        64         71         83         70        133        182        257:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       11.6       36.7       19.3       23.9        9.0       34.8       14.4
Old  :                 23.9       11.6       36.7       19.3       23.9        9.0       34.8       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,534:     2,131      3,194        282      1,825      1,267      4,238      4,743:     2,296      1,791
Old  :     6,534:     2,131      3,194        282      1,825      1,267      4,238      4,743:     2,296      1,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :      -173:        43         60       -126       -270        -66       -353       -132:       180        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       48.9        4.3       27.9       19.4       64.9       72.6:      35.1       27.4
Old  :     100.0:      32.6       48.9        4.3       27.9       19.4       64.9       72.6:      35.1       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        18         27          7         15         16         39         45:
Old  :        67:        18         27          7         15         16         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       24.3       42.1       37.1       30.8       24.3       42.1       35.2
Old  :                 30.8       24.3       42.1       37.1       30.8       24.3       42.1       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    27,245:     6,887      7,753      2,794     11,677      4,972     21,358     15,519:     5,887     11,726
Old  :    27,245:     6,887      7,753      2,794     11,677      4,972     21,358     15,519:     5,887     11,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    -1,042:        84        -85     -1,311        160        164     -1,067     -1,232:        25        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       28.5       10.3       42.9       18.2       78.4       57.0:      21.6       43.0
Old  :     100.0:      25.3       28.5       10.3       42.9       18.2       78.4       57.0:      21.6       43.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        21         34         22         38         31         78         76:
Old  :       116:        21         34         22         38         31         78         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       14.1       28.7       22.2       16.1       12.5       27.4       18.4
Old  :                 17.3       14.1       28.7       22.2       16.1       12.5       27.4       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   136,963:    21,479     87,773      1,793     89,638     18,964    112,910    108,530:    24,053     28,433
Old  :   136,963:    21,479     87,773      1,793     89,638     18,964    112,910    108,530:    24,053     28,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :   -46,369:    -5,707      3,195       -554    -28,503    -45,099    -34,764    -42,458:   -11,605     -3,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       64.1        1.3       65.4       13.8       82.4       79.2:      17.6       20.8
Old  :     100.0:      15.7       64.1        1.3       65.4       13.8       82.4       79.2:      17.6       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        15         30          3         22         16         39         47:
Old  :        77:        15         30          3         22         16         39         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       36.0       61.6       47.2       45.1       36.0       61.3       47.2
Old  :                 45.4       36.0       61.6       47.2       45.1       36.0       61.3       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    57,050:    17,614     29,899         15     22,512     15,569     40,141     45,483:    16,909     11,567
Old  :    57,050:    17,614     29,899         15     22,512     15,569     40,141     45,483:    16,909     11,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     2,398:      -701        746         15      5,850     -1,109      5,164       -348:    -2,766      2,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       52.4        0.0       39.5       27.3       70.4       79.7:      29.6       20.3
Old  :     100.0:      30.9       52.4        0.0       39.5       27.3       70.4       79.7:      29.6       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        17         15          1         12          6         29         22:
Old  :        48:        17         15          1         12          6         29         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       46.2       47.4       62.6       29.7       46.2       47.4       62.0
Old  :                 29.7       46.2       47.4       62.6       29.7       46.2       47.4       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    95,521:    62,756      7,975        536     28,387     85,221     91,679     93,732:     3,842      1,789
Old  :    95,521:    62,756      7,975        536     28,387     85,221     91,679     93,732:     3,842      1,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    14,707:    -7,022     -1,800        536     21,935     39,979     15,449     38,715:      -742    -24,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.7        8.3        0.6       29.7       89.2       96.0       98.1:       4.0        1.9
Old  :     100.0:      65.7        8.3        0.6       29.7       89.2       96.0       98.1:       4.0        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        51         12          2         15         16         67         29:
Old  :        89:        51         12          2         15         16         67         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       73.2       64.4       86.0       38.1       52.9       45.8       64.6
Old  :                 56.4       73.2       64.4       86.0       38.1       52.9       45.8       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :   140,289:    86,236     12,392          2     20,724    114,599    106,962    126,993:    33,327     13,296
Old  :   140,289:    86,236     12,392          2     20,724    114,599    106,962    126,993:    33,327     13,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    -9,511:   -12,198       -444       -340      2,528     -6,534    -10,010     -7,318:       499     -2,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5        8.8        0.0       14.8       81.7       76.2       90.5:      23.8        9.5
Old  :     100.0:      61.5        8.8        0.0       14.8       81.7       76.2       90.5:      23.8        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        38         15          1         13         18         52         33:
Old  :        81:        38         15          1         13         18         52         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       50.7       43.8       68.9       31.4       50.2       43.8       68.4
Old  :                 31.4       50.7       43.8       68.9       31.4       50.2       43.8       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   262,764:    55,629    160,543      1,657    165,030     65,428    222,316    227,628:    40,448     35,136
Old  :   262,764:    55,629    160,543      1,657    165,030     65,428    222,316    227,628:    40,448     35,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    23,722:     6,679     19,074        599     13,888      2,084     21,166     21,757:     2,556      1,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       61.1        0.6       62.8       24.9       84.6       86.6:      15.4       13.4
Old  :     100.0:      21.2       61.1        0.6       62.8       24.9       84.6       86.6:      15.4       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        33         48          6         23         13         60         63:
Old  :       112:        33         48          6         23         13         60         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       36.9       64.8       53.7       49.8       36.9       64.3       53.5
Old  :                 50.2       36.9       64.8       53.7       49.8       36.9       64.3       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   186,755:   100,959     20,989      1,788     22,399    138,364    125,146    161,141:    61,609     25,614
Old  :   186,755:   100,959     20,989      1,788     22,399    138,364    125,146    161,141:    61,609     25,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    -7,324:   -10,034      1,966        267      3,392     -5,642     -6,375     -3,409:      -949     -3,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.1       11.2        1.0       12.0       74.1       67.0       86.3:      33.0       13.7
Old  :     100.0:      54.1       11.2        1.0       12.0       74.1       67.0       86.3:      33.0       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        61         24         13         24         22         89         56:
Old  :       124:        61         24         13         24         22         89         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       48.1       28.3       65.3       19.9       47.6       28.2       64.9
Old  :                 20.0       48.1       28.3       65.3       19.9       47.6       28.2       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    21,961:    18,350        761          0      1,785     20,568     20,135     21,329:     1,826        632
Old  :    21,961:    18,350        761          0      1,785     20,568     20,135     21,329:     1,826        632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :      -479:      -779       -479          0         95        -90       -684       -569:       205         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.6        3.5        0.0        8.1       93.7       91.7       97.1:       8.3        2.9
Old  :     100.0:      83.6        3.5        0.0        8.1       93.7       91.7       97.1:       8.3        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        20          2          0          6         12         26         14:
Old  :        37:        20          2          0          6         12         26         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       76.3       75.1       88.7       66.0       74.3       75.1       86.7
Old  :                 66.0       76.3       75.1       88.7       66.0       74.3       75.1       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 9,302,958:   568,659    512,799  1,156,287  6,646,153  6,379,683  8,371,099  8,048,769:   931,859  1,254,189
Old  : 9,302,958:   568,659    512,799  1,156,287  6,646,153  6,379,683  8,371,099  8,048,769:   931,859  1,254,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :   -20,766:     9,998      6,939    -30,050     19,132       -628       -920    -23,739:   -19,846      2,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        5.5       12.4       71.4       68.6       90.0       86.5:      10.0       13.5
Old  :     100.0:       6.1        5.5       12.4       71.4       68.6       90.0       86.5:      10.0       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        54         47         83        130        148        229        243:
Old  :       270:        54         47         83        130        148        229        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       16.6       48.9       27.4       39.3       13.7       43.0       21.1
Old  :                 40.6       16.6       48.9       27.4       39.3       13.7       43.0       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   626,978:    63,080     52,911      6,711    418,481    462,780    488,272    522,402:   138,706    104,576
Old  :   626,978:    63,080     52,911      6,711    418,481    462,780    488,272    522,402:   138,706    104,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    -1,504:    -3,411       -441       -329      2,209       -216     -1,531       -986:        27       -518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        8.4        1.1       66.7       73.8       77.9       83.3:      22.1       16.7
Old  :     100.0:      10.1        8.4        1.1       66.7       73.8       77.9       83.3:      22.1       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        43         35         20         75         55        130        100:
Old  :       190:        43         35         20         75         55        130        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       29.4       29.5       42.4       21.8       29.4       29.2       42.3
Old  :                 21.8       29.4       29.5       42.4       21.8       29.4       29.2       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,489,606:   298,877    216,573     26,942    861,400  1,134,015  1,187,219  1,377,530:   302,387    112,076
Old  : 1,489,606:   298,877    216,573     26,942    861,400  1,134,015  1,187,219  1,377,530:   302,387    112,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :   -15,330:   -49,876    -21,378       -962     17,499     20,764    -33,339     -1,576:    18,009    -13,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       14.5        1.8       57.8       76.1       79.7       92.5:      20.3        7.5
Old  :     100.0:      20.1       14.5        1.8       57.8       76.1       79.7       92.5:      20.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        73         56         26         72         66        156        137:
Old  :       242:        73         56         26         72         66        156        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       31.1       34.7       48.4       17.8       29.6       27.2       43.6
Old  :                 22.4       31.1       34.7       48.4       17.8       29.6       27.2       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    72,039:    12,754     35,397        374     47,856     34,020     60,984     69,791:    11,055      2,248
Old  :    72,039:    12,754     35,397        374     47,856     34,020     60,984     69,791:    11,055      2,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     2,075:       758      1,741          0        482        851      1,240      2,592:       835       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       49.1        0.5       66.4       47.2       84.7       96.9:      15.3        3.1
Old  :     100.0:      17.7       49.1        0.5       66.4       47.2       84.7       96.9:      15.3        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        11          9          2         32         29         45         39:
Old  :        73:        11          9          2         32         29         45         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       52.2       53.8       70.1       31.6       52.1       52.1       69.5
Old  :                 32.2       52.2       53.8       70.1       31.6       52.1       52.1       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    44,884:     7,675     11,118         21     23,848     28,169     31,544     39,308:    13,340      5,576
Old  :    44,884:     7,675     11,118         21     23,848     28,169     31,544     39,308:    13,340      5,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    -1,674:    -2,529        -62          0     -1,363       -599     -3,892       -661:     2,218     -1,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       24.8        0.0       53.1       62.8       70.3       87.6:      29.7       12.4
Old  :     100.0:      17.1       24.8        0.0       53.1       62.8       70.3       87.6:      29.7       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        12         13          3         26         22         40         37:
Old  :        67:        12         13          3         26         22         40         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       39.1       41.0       53.7       28.1       39.1       39.6       53.3
Old  :                 29.5       39.1       41.0       53.7       28.1       39.1       39.6       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   320,899:   115,461     99,123      6,594    167,159    167,885    289,214    273,602:    31,685     47,297
Old  :   320,899:   115,461     99,123      6,594    167,159    167,885    289,214    273,602:    31,685     47,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     9,690:   -24,398     15,467     -1,069     33,535    -13,681      8,068        717:     1,622      8,973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       30.9        2.1       52.1       52.3       90.1       85.3:       9.9       14.7
Old  :     100.0:      36.0       30.9        2.1       52.1       52.3       90.1       85.3:       9.9       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        65         52         12         55         43        126        101:
Old  :       200:        65         52         12         55         43        126        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       28.3       40.3       45.1       27.8       27.5       37.8       41.1
Old  :                 29.5       28.3       40.3       45.1       27.8       27.5       37.8       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :   128,732:    92,051      7,016          0      7,440    115,522     99,491    122,538:    29,241      6,194
Old  :   128,732:    92,051      7,016          0      7,440    115,522     99,491    122,538:    29,241      6,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :    -1,202:    -3,492        373       -138      3,563     -1,941        -67     -1,706:    -1,135        504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.5        5.5        0.0        5.8       89.7       77.3       95.2:      22.7        4.8
Old  :     100.0:      71.5        5.5        0.0        5.8       89.7       77.3       95.2:      22.7        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        40          5          0          6         15         46         20:
Old  :        64:        40          5          0          6         15         46         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       65.3       43.1       81.9       30.2       65.3       43.1       81.6
Old  :                 30.2       65.3       43.1       81.9       30.2       65.3       43.1       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    24,080:       320      3,635          0     20,084     13,230     20,404     16,865:     3,676      7,215
Old  :    24,080:       320      3,635          0     20,084     13,230     20,404     16,865:     3,676      7,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :       756:         2        -18          0      1,082      1,021      1,084      1,003:      -328       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       15.1        0.0       83.4       54.9       84.7       70.0:      15.3       30.0
Old  :     100.0:       1.3       15.1        0.0       83.4       54.9       84.7       70.0:      15.3       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         1         10          0         22         21         23         31:
Old  :        48:         1         10          0         22         21         23         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       28.7       65.4       40.2       51.3       28.7       65.1       40.2
Old  :                 51.6       28.7       65.4       40.2       51.3       28.7       65.1       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   348,887:    69,110    119,098      1,953    248,230    213,191    319,293    334,242:    29,594     14,645
Old  :   348,887:    69,110    119,098      1,953    248,230    213,191    319,293    334,242:    29,594     14,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     6,178:     5,656        177       -201      2,152      5,277      7,607      5,253:    -1,429        925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       34.1        0.6       71.1       61.1       91.5       95.8:       8.5        4.2
Old  :     100.0:      19.8       34.1        0.6       71.1       61.1       91.5       95.8:       8.5        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        35         64          5         43         65         81        131:
Old  :       189:        35         64          5         43         65         81        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       26.0       60.2       38.4       46.6       24.3       59.8       36.7
Old  :                 46.8       26.0       60.2       38.4       46.6       24.3       59.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    41,864:    10,011     10,873          0     23,679     24,485     33,690     35,358:     8,174      6,506
Old  :    41,864:    10,011     10,873          0     23,679     24,485     33,690     35,358:     8,174      6,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :      -114:       -41        631          0        730        925        689      1,556:      -803     -1,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       26.0        0.0       56.6       58.5       80.5       84.5:      19.5       15.5
Old  :     100.0:      23.9       26.0        0.0       56.6       58.5       80.5       84.5:      19.5       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        17         19          0         16         22         33         41:
Old  :        71:        17         19          0         16         22         33         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       32.4       53.5       49.6       42.3       32.4       53.5       48.5
Old  :                 42.3       32.4       53.5       49.6       42.3       32.4       53.5       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    32,413:     7,664      1,625        407     20,551     23,723     28,622     25,755:     3,791      6,658
Old  :    32,413:     7,664      1,625        407     20,551     23,723     28,622     25,755:     3,791      6,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :      -968:       500       -273         43         11        -19        554       -249:    -1,522       -719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        5.0        1.3       63.4       73.2       88.3       79.5:      11.7       20.5
Old  :     100.0:      23.6        5.0        1.3       63.4       73.2       88.3       79.5:      11.7       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        17          4          2         20         12         38         17:
Old  :        52:        17          4          2         20         12         38         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       65.2       45.8       71.4       29.0       62.1       44.4       67.5
Old  :                 29.0       65.2       45.8       71.4       29.0       62.1       44.4       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,958:     6,580      1,846         41     14,967     18,920     21,588     20,807:       370      1,151
Old  :    21,958:     6,580      1,846         41     14,967     18,920     21,588     20,807:       370      1,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :       750:       140        191          0        688        260        828        451:       -78        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        8.4        0.2       68.2       86.2       98.3       94.8:       1.7        5.2
Old  :     100.0:      30.0        8.4        0.2       68.2       86.2       98.3       94.8:       1.7        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          6          1         10          4         16         11:
Old  :        24:         6          6          1         10          4         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       91.5       90.3       94.2       80.4       91.5       90.0       94.2
Old  :                 80.6       91.5       90.3       94.2       80.4       91.5       90.0       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    40,095:     4,263      7,091      2,093     22,259     26,583     28,615     35,767:    11,480      4,328
Old  :    40,095:     4,263      7,091      2,093     22,259     26,583     28,615     35,767:    11,480      4,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2006                    :
     :     1,054:         5        690         -2      1,004      1,124      1,007      1,812:        47       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       17.7        5.2       55.5       66.3       71.4       89.2:      28.6       10.8
Old  :     100.0:      10.6       17.7        5.2       55.5       66.3       71.4       89.2:      28.6       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         7         11          8         24         28         34         44:
Old  :        50:         7         11          8         24         28         34         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       28.2       42.9       47.0       16.0       17.8       22.8       30.6
Old  :                 27.1       28.2       42.9       47.0       16.0       17.8       22.8       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 29, 2006