MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,742
COMMITMENTS
   1,135    1,056    3,197   23,051   15,854   27,383   20,107    5,358   12,634

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      3,137)
     -34     -296      533    2,446    2,205    2,945    2,441      191      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.2      9.8     70.4     48.4     83.6     61.4     16.4     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        8       12       17       15       30       28
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      147,333
COMMITMENTS
  18,764   27,999   30,209   75,474   53,403  124,447  111,610   22,886   35,723

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      6,927)
   1,872    8,576    1,921    1,915   -4,730    5,709    5,768    1,218    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     19.0     20.5     51.2     36.2     84.5     75.8     15.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      51       82       65       36       44      128      163
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,634
COMMITMENTS
     436    1,076      313    1,033      436    1,782    1,825      852      809

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:        115)
      67      101     -116      325       78      275       63     -160       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     40.8     11.9     39.2     16.6     67.7     69.3     32.3     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       15       10        9        4       26       25
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,148
COMMITMENTS
  56,984   14,948   63,904  112,665  114,071  233,552  192,923   33,596   74,225

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:        156)
  -5,194   -1,614    3,832    1,962    1,137      600    3,356     -444   -3,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      5.6     23.9     42.2     42.7     87.4     72.2     12.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      94       66       96       97      135      254      249
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,373
COMMITMENTS
   1,909      129      774      929    3,652    3,612    4,555    2,761    1,818

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:         73)
    -207       18      164       58     -293       14     -112       59      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      2.0     12.1     14.6     57.3     56.7     71.5     43.3     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      28        5       12       14       26       45       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,637
COMMITMENTS
  13,069    2,231    5,321   11,229   10,760   29,619   18,312    6,018   17,325

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     -2,127)
  -1,816      293   -1,292      806     -553   -2,302   -1,551      175     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      6.3     14.9     31.5     30.2     83.1     51.4     16.9     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      43       20       24       57       59      112       95
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      127,928
COMMITMENTS
  51,705   15,547    3,579   31,021   87,133   86,305  106,258   41,623   21,670

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     17,734)
  16,493    7,043      279      -39    8,889   16,733   16,210    1,001    1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4     12.2      2.8     24.2     68.1     67.5     83.1     32.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      35       14        6       24       27       60       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       84,920
COMMITMENTS
  26,360   25,239      194   44,582   41,872   71,136   67,305   13,784   17,615

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     -2,232)
   1,571    5,274      194   -1,609  -10,891      157   -5,423   -2,389    3,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     29.7      0.2     52.5     49.3     83.8     79.3     16.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       14        2        9       13       21       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      117,649
COMMITMENTS
  69,877    3,779      394   39,875  110,291  110,146  114,464    7,503    3,185

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     19,033)
  21,381     -160       11   -3,454   18,424   17,938   18,275    1,095      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.4      3.2      0.3     33.9     93.7     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      59        8        2       16       15       76       24
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       97,852
COMMITMENTS
  21,179   22,940    1,801   54,703   52,363   77,682   77,104   20,169   20,748

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      4,599)
    -791    4,068      -86    6,447     -882    5,569    3,100     -971    1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     23.4      1.8     55.9     53.5     79.4     78.8     20.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       13        6       21       18       37       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      232,259
COMMITMENTS
  29,571   74,067    5,570  164,785  118,897  199,927  198,534   32,333   33,725

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     20,959)
   2,438   25,072     -197   23,129  -11,687   25,371   13,188   -4,411    7,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     31.9      2.4     70.9     51.2     86.1     85.5     13.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       38        7       24       25       48       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      170,328
COMMITMENTS
  56,157   21,372   15,951   40,749   92,386  112,856  129,709   57,472   40,619

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      1,265)
    -550    2,177     -789    2,238      -46      899    1,342      366      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     12.5      9.4     23.9     54.2     66.3     76.2     33.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      49       31       34       27       28       90       80
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       15,684
COMMITMENTS
   9,361    5,587      114    5,027    8,699   14,502   14,400    1,182    1,284

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:        638)
    -228     -153       18      845      691      635      556        3       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.7     35.6      0.7     32.1     55.5     92.5     91.8      7.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        3        1       10       11       18       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       40,709
COMMITMENTS
   8,825    1,758        0   25,514   32,473   34,339   34,231    6,370    6,478

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      7,050)
   3,294    1,037        0    4,208    5,478    7,502    6,515     -452      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      4.3      0.0     62.7     79.8     84.4     84.1     15.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        0       11       16       16       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   14,998,231
COMMITMENTS
 705,635  899,115  5131609  8139942  7417245 13977187 13447969  1021045  1550262

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:    595,304)
  33,171  126,663  279,872  268,813   80,710  581,856  487,245   13,448  108,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      6.0     34.2     54.3     49.5     93.2     89.7      6.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      72       71      113      142      148      274      281
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      726,822
COMMITMENTS
  75,030   38,764   34,042  464,425  512,904  573,498  585,710  153,324  141,111

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      4,257)
   1,713   -8,578    3,720   -2,993    5,207    2,439      349    1,818    3,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      5.3      4.7     63.9     70.6     78.9     80.6     21.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      51       40       55       86       65      168      129
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,262,847
COMMITMENTS
 235,617  364,581   35,218  624,869  750,419  895,703  1150218  367,144  112,629

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     73,519)
  38,860    8,109    3,884    8,167   60,238   50,911   72,230   22,609    1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     28.9      2.8     49.5     59.4     70.9     91.1     29.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      56       66       37       70       63      155      137
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,784
COMMITMENTS
   1,927      733        0    6,078    9,911    8,005   10,644    3,779    1,140

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:       -446)
     -46     -319        0       18     -254      -28     -573     -418      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      6.2      0.0     51.6     84.1     67.9     90.3     32.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       15       13       19       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       48,448
COMMITMENTS
   7,127    9,999        0   35,391   36,073   42,518   46,072    5,930    2,376

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     -4,213)
  -1,387   -1,012        0   -2,198   -2,517   -3,585   -3,529     -628     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     20.6      0.0     73.0     74.5     87.8     95.1     12.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        5        0       24       21       34       26
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        6,344
COMMITMENTS
   4,099      852      375    1,728    4,707    6,203    5,934      141      410

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6     13.4      5.9     27.2     74.2     97.8     93.5      2.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        3        8        9       15       18
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,037
COMMITMENTS
  16,791    9,357      426   30,512   46,052   47,730   55,835   15,308    7,203

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      1,163)
    -264      970       -7      923     -273      653      690      511      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     14.8      0.7     48.4     73.1     75.7     88.6     24.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       16        3       36       30       60       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      363,268
COMMITMENTS
 111,184   84,381    3,920  222,256  238,663  337,360  326,964   25,908   36,304

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      4,455)
     974  -11,699   -1,032    6,632   15,432    6,574    2,701   -2,119    1,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     23.2      1.1     61.2     65.7     92.9     90.0      7.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      83       64       16       45       40      136      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       75,119
COMMITMENTS
  38,405    9,265      118   12,794   54,592   51,317   63,975   23,802   11,144

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:     10,037)
   8,595   -1,257       30     -723   11,751    7,902   10,524    2,135     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.1     12.3      0.2     17.0     72.7     68.3     85.2     31.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        5        1       12       17       36       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,567
COMMITMENTS
   5,156    6,156        2   18,885   15,980   24,043   22,139    4,523    6,428

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:        -65)
      50      225        0     -302     -167     -252       58      187     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     21.6      0.0     66.1     55.9     84.2     77.5     15.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2       15        1       29       23       32       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      273,002
COMMITMENTS
  48,556   55,900    4,684  200,078  199,917  253,319  260,501   19,683   12,500

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:        574)
   6,539   -2,137      559   -5,942    4,255    1,155    2,677     -581   -2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     20.5      1.7     73.3     73.2     92.8     95.4      7.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      34       73       26       40       57       96      134
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       65,263
COMMITMENTS
  12,449   17,026    4,540   35,471   34,096   52,460   55,662   12,803    9,601

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      1,661)
     135      945     -114    2,232    1,313    2,253    2,144     -592     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     26.1      7.0     54.4     52.2     80.4     85.3     19.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       23        7       23       27       52       55
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,174
COMMITMENTS
  14,150    6,307       11   15,854   17,983   30,015   24,301    5,159   10,873

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:       -657)
  -1,053      522        5    1,341    1,466      293    1,993     -950   -2,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     17.9      0.0     45.1     51.1     85.3     69.1     14.7     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       10        1       14       12       29       23
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       40,188
COMMITMENTS
   3,210    3,054      231   15,907   30,893   19,348   34,178   20,840    6,010

CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST:      3,955)
   2,472      -84      100      626    3,155    3,198    3,171      757      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      7.6      0.6     39.6     76.9     48.1     85.0     51.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5       10        3       20       25       28       36
 

Updated February 3, 2006