MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,894
COMMITMENTS
   5,284    1,512      274   14,605   14,823   20,163   16,609    4,731    8,285

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -3,825)
  -1,030     -315     -331   -2,775   -2,595   -4,136   -3,241      311     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      6.1      1.1     58.7     59.5     81.0     66.7     19.0     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        5        7       20       17       35       27
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      170,646
COMMITMENTS
  29,423   24,923   32,791   84,482   80,743  146,696  138,457   23,950   32,189

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -3,520)
     783    4,261   -5,055      102   -2,776   -4,170   -3,570      650       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     14.6     19.2     49.5     47.3     86.0     81.1     14.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      58       75       73       30       40      136      160
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,284
COMMITMENTS
  62,042   27,638   58,868  107,842  109,440  228,752  195,946   26,532   59,338

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      8,686)
   2,330    2,208   -2,399    4,673    4,020    4,604    3,829    4,082    4,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     10.8     23.1     42.2     42.9     89.6     76.8     10.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      75       70       87       71      141      205      259
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,972
COMMITMENTS
   2,066    2,453      461    1,406    1,531    3,933    4,445    2,039    1,527

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        177)
     189     -435      158     -181      390      166      113       11       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     41.1      7.7     23.5     25.6     65.9     74.4     34.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       22        6        8       14       36       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,093
COMMITMENTS
   7,344    8,166    2,730   12,196    5,441   22,270   16,337    5,823   11,756

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        -35)
     365      281     -573       39      -42     -169     -334      134      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     29.1      9.7     43.4     19.4     79.3     58.2     20.7     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      25       33       24       41       37       88       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      155,922
COMMITMENTS
  20,637  105,543    1,991  105,129   18,080  127,757  125,614   28,165   30,308

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      7,278)
  -2,946    7,692       86    8,866     -657    6,006    7,121    1,272      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     67.7      1.3     67.4     11.6     81.9     80.6     18.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      19       38        2       21       16       41       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       80,925
COMMITMENTS
   7,698   48,069      243   60,189   17,343   68,130   65,655   12,795   15,270

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     16,193)
  -3,582   13,991       67   22,108   -1,193   18,593   12,865   -2,400    3,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     59.4      0.3     74.4     21.4     84.2     81.1     15.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       21        3       14        7       27       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       93,823
COMMITMENTS
  52,580   24,714      714   36,564   65,379   89,858   90,807    3,965    3,016

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -22,070)
 -30,670    9,337      214    8,887  -33,166  -21,569  -23,615     -501    1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     26.3      0.8     39.0     69.7     95.8     96.8      4.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      36       22        3       21       15       58       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      132,731
COMMITMENTS
  69,319   10,666      493   27,593  101,064   97,405  112,223   35,326   20,508

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -4,486)
  -9,741   -3,237      103    5,334   -4,401   -4,304   -7,535     -182    3,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2      8.0      0.4     20.8     76.1     73.4     84.5     26.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       10        3       18       15       48       26
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      287,999
COMMITMENTS
  54,341  177,684    2,475  182,880   66,875  239,696  247,034   48,303   40,965

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      7,458)
    -478    4,273      737      565      -28      824    4,982    6,634    2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     61.7      0.9     63.5     23.2     83.2     85.8     16.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      29       56        7       25       17       59       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      183,293
COMMITMENTS
  93,415   18,243    1,330   28,061  132,400  122,806  151,973   60,487   31,320

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,319)
  -4,830   -2,546      182    1,555   -3,676   -3,093   -6,040   -3,226     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     10.0      0.7     15.3     72.2     67.0     82.9     33.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      59       24       12       29       27       92       59
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       20,440
COMMITMENTS
  15,283      665        0    3,300   18,804   18,583   19,469    1,857      971

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -2,415)
  -3,771      -37        0    1,406   -2,307   -2,365   -2,344      -50      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.8      3.3      0.0     16.1     92.0     90.9     95.2      9.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        2        0        9        9       26       11
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       54,532
COMMITMENTS
  12,461        0      274   37,329   48,695   50,064   48,969    4,468    5,563

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,567)
   2,342     -825     -354      867    1,531    2,855      352   -1,288    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      0.0      0.5     68.5     89.3     91.8     89.8      8.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        1       13       11       19       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,575,931
COMMITMENTS
 484,901  706,945  1160314  7028087  6440170  8673302  8307429  902,629  1268502

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     12,110)
 -62,578   79,052  -73,357  121,459  -18,679  -14,476  -12,984   26,586   25,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.4     12.1     73.4     67.3     90.6     86.8      9.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      58       56       87      139      158      241      265
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      635,738
COMMITMENTS
  64,096   54,326    7,765  422,357  472,135  494,218  534,226  141,520  101,512

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      7,354)
   1,960      752      102    4,873    8,772    6,935    9,626      419   -2,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      8.5      1.2     66.4     74.3     77.7     84.0     22.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      44       40       19       80       53      135      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,584,567
COMMITMENTS
 330,127  232,355   30,582  909,919  1183521  1270628  1446458  313,939  138,109

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     66,203)
  17,309   10,562     -287   62,906   46,007   79,928   56,282  -13,725    9,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     14.7      1.9     57.4     74.7     80.2     91.3     19.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      73       63       22       76       59      159      134
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,693
COMMITMENTS
   1,277        0        0    3,658    5,734    4,935    5,734    2,758    1,959

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        215)
     -12        0        0      279      365      267      365      -52     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.0      0.0     47.5     74.5     64.1     74.5     35.9     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11       10       14       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       73,378
COMMITMENTS
  10,140   34,985      530   52,262   34,435   62,932   69,950   10,446    3,428

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,349)
    -180     -317        0    2,758    1,287    2,578      970   -1,229      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     47.7      0.7     71.2     46.9     85.8     95.3     14.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7       12        2       32       25       41       38
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        2,105
COMMITMENTS
   1,225    1,331        0      825      674    2,050    2,005       55      100

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2     63.2      0.0     39.2     32.0     97.4     95.2      2.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        6        0        4        6        9       12
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       45,101
COMMITMENTS
   7,487   10,939       24   23,443   28,480   30,954   39,443   14,147    5,658

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        913)
   1,068    1,069       11      -38      395    1,041    1,475     -128     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     24.3      0.1     52.0     63.1     68.6     87.5     31.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      13       16        4       24       20       39       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      338,155
COMMITMENTS
 112,770   84,809    6,765  185,358  187,222  304,893  278,796   33,262   59,359

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -20,952)
  -5,687  -28,827      644  -18,032   20,448  -23,075   -7,735    2,123  -13,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     25.1      2.0     54.8     55.4     90.2     82.4      9.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      79       54       14       56       44      145      102
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      116,268
COMMITMENTS
  61,978   12,100      771   26,843   94,404   89,592  107,275   26,676    8,993

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -15,957)
 -35,432    3,513      771   21,785  -21,260  -12,876  -16,976   -3,081    1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     10.4      0.7     23.1     81.2     77.1     92.3     22.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      35        9        2       13       13       49       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       26,959
COMMITMENTS
     827    5,361        0   21,522   14,603   22,349   19,964    4,610    6,995

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      2,695)
     489    1,650        0    1,502    1,321    1,991    2,971      704     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     19.9      0.0     79.8     54.2     82.9     74.1     17.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       11        0       23       21       25       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      353,394
COMMITMENTS
  68,271  120,537    1,833  249,798  212,679  319,902  335,049   33,492   18,345

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      4,992)
     374   -4,157     -126      -35    5,445      213    1,162    4,779    3,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     34.1      0.5     70.7     60.2     90.5     94.8      9.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      33       71        5       46       70       82      143
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,777
COMMITMENTS
  11,027   10,780       10   24,073   25,087   35,110   35,877    8,667    7,900

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -911)
    -123     -477        0     -782     -292     -905     -769       -6     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     24.6      0.0     55.0     57.3     80.2     82.0     19.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       14        1       15       22       37       36
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,207
COMMITMENTS
   6,546    2,293      542   20,317   25,807   27,405   28,642    8,802    7,565

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        925)
     674    1,122      276      401    1,645    1,351    3,043     -426   -2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      6.3      1.5     56.1     71.3     75.7     79.1     24.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        6        1       18       14       33       21
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,507
COMMITMENTS
   6,177    2,810       70   15,727   18,840   21,974   21,720      533      787

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        423)
    -405      463       29      745      129      369      621       54     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     12.5      0.3     69.9     83.7     97.6     96.5      2.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        9        2        9        3       15       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       42,287
COMMITMENTS
   4,395    7,614    2,023   22,254   27,628   28,672   37,265   13,615    5,022

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,789)
     -43       62      -15      421      622      363      669    1,426    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     18.0      4.8     52.6     65.3     67.8     88.1     32.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       12        8       25       30       35       46
 

Updated January 12, 2007