MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,014
COMMITMENTS
   7,629    1,425      589   17,318   20,341   25,536   22,355    6,478    9,659

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,672)
     254        9       -6      711      421      959      424      713    1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      4.5      1.8     54.1     63.5     79.8     69.8     20.2     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        6       10       22       18       40       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      184,896
COMMITMENTS
  37,947   24,136   42,638   79,317   91,141  159,902  157,915   24,994   26,981

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      2,706)
   1,698   -1,672    2,139     -395    2,463    3,442    2,930     -736     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     13.1     23.1     42.9     49.3     86.5     85.4     13.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      81       63       82       32       41      170      147
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,523
COMMITMENTS
     497      204       65      196      231      758      500      765    1,023

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        -69)
     -22       58      -41      -18       55      -81       72       12     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     13.4      4.3     12.9     15.2     49.8     32.8     50.2     67.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        2        2        3       14        9
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      274,295
COMMITMENTS
  73,556   35,235   52,691  120,867  125,660  247,114  213,586   27,181   60,709

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,036)
   2,611    1,332   -1,104     -337      511    1,170      739     -134      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     12.8     19.2     44.1     45.8     90.1     77.9      9.9     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      93       75       95       87      154      251      272
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,929
COMMITMENTS
   2,345    3,646      303    2,143    1,220    4,791    5,169    2,138    1,760

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -848)
    -106     -223     -342     -267     -109     -715     -674     -133     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     52.6      4.4     30.9     17.6     69.1     74.6     30.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      22       26        6       16       18       39       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,924
COMMITMENTS
  10,810    7,712    5,295   14,164    8,961   30,269   21,968    5,655   13,956

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        190)
    -751     -994      479      823    1,236      551      721     -361     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     21.5     14.7     39.4     24.9     84.3     61.2     15.7     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      37       31       31       40       48      100      102
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      141,561
COMMITMENTS
  17,005   82,431    2,375   91,971   28,388  111,351  113,194   30,210   28,367

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        839)
  -2,925    5,806      191    3,029   -4,087      295    1,910      544   -1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     58.2      1.7     65.0     20.1     78.7     80.0     21.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15       39        4       18       19       36       59
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      100,274
COMMITMENTS
   5,525   61,078      253   81,011   22,726   86,789   84,057   13,485   16,217

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -7,714)
  -1,168   -9,021      134  -10,253    4,785  -11,287   -4,102    3,573   -3,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     60.9      0.3     80.8     22.7     86.6     83.8     13.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9       26        3       13       13       24       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,338
COMMITMENTS
  46,411   28,793      126   48,139   67,091   94,676   96,010    4,662    3,328

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      8,077)
   4,164    7,953        0    4,985      224    9,149    8,177   -1,072     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     29.0      0.1     48.5     67.5     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       23        1       16       16       45       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      147,702
COMMITMENTS
  74,776   15,623       19   39,292  109,087  114,087  124,729   33,615   22,973

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -2,993)
   8,194   -2,361     -485   -8,991      685   -1,282   -2,161   -1,711     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     10.6      0.0     26.6     73.9     77.2     84.4     22.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      36       14        1       14       20       50       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      332,216
COMMITMENTS
  42,286  158,481    2,246  237,985  135,354  282,517  296,081   49,699   36,135

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:    -29,593)
  -1,181  -52,491      664  -31,584   25,407  -32,101  -26,420    2,508   -3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     47.7      0.7     71.6     40.7     85.0     89.1     15.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      37       53       12       24       20       68       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      202,370
COMMITMENTS
 117,811   18,485    2,195   27,304  150,840  147,310  171,520   55,060   30,850

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     15,284)
  12,440   -3,091      527      919   18,333   13,886   15,769    1,398     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2      9.1      1.1     13.5     74.5     72.8     84.8     27.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      73       24       17       24       24      105       57
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       21,969
COMMITMENTS
  16,240      372        0    3,363   20,441   19,603   20,813    2,366    1,156

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      2,750)
   3,346      -49        0   -1,015    2,734    2,331    2,685      419       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9      1.7      0.0     15.3     93.0     89.2     94.7     10.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19        2        0        8       14       27       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       67,147
COMMITMENTS
  11,387    6,389        0   50,871   55,222   62,258   61,611    4,889    5,536

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     17,653)
   1,052      569        0   16,852   15,604   17,904   16,173     -251    1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      9.5      0.0     75.8     82.2     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       13       14       17       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,488,748
COMMITMENTS
 930,344  779,258  1161683  7447287  7249415  9539314  9190356  949,434  1298392

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:    187,011)
  34,005 -264,751   85,978   44,033  380,798  164,016  202,025   22,995  -15,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      7.4     11.1     71.0     69.1     90.9     87.6      9.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      66       54       86      143      167      246      275
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      643,020
COMMITMENTS
  66,386   50,707    8,181  436,185  480,941  510,752  539,829  132,268  103,191

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        744)
  -2,747   -2,186    1,267    1,251     -996     -229   -1,915      973    2,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.9      1.3     67.8     74.8     79.4     84.0     20.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       34       21       80       55      136      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,869,638
COMMITMENTS
 421,264  411,111   29,606  1065108  1301024  1515978  1741741  353,660  127,897

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     86,538)
  16,030   64,087   -2,857   43,853   18,536   57,026   79,766   29,512    6,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     22.0      1.6     57.0     69.6     81.1     93.2     18.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      77       77       30       78       74      168      168
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,208
COMMITMENTS
   1,407        0        0    3,864    5,746    5,271    5,746    2,937    2,462

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        -13)
     -21        0       -3      -16       -2      -40       -5       27       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      0.0      0.0     47.1     70.0     64.2     70.0     35.8     30.0

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 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,334
COMMITMENTS
  13,530   36,276      371   52,446   38,685   66,347   75,332   12,987    4,002

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        775)
      26       75        0      771      646      797      721      -22       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     45.7      0.5     66.1     48.8     83.6     95.0     16.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      10       14        2       36       28       48       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,462
COMMITMENTS
  14,897    5,404       18   25,664   39,247   40,579   44,669    9,883    5,793

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,259)
   2,289   -4,839        0   -2,424    3,437     -135   -1,402   -1,124      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     10.7      0.0     50.9     77.8     80.4     88.5     19.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       10        3       24       27       43       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      366,428
COMMITMENTS
 146,154  167,024    6,129  177,943  161,882  330,226  335,035   36,202   31,393

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      7,935)
  30,809    9,811    1,493  -26,990    3,778    5,312   15,082    2,623   -7,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     45.6      1.7     48.6     44.2     90.1     91.4      9.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      91       72       16       56       44      154      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      123,639
COMMITMENTS
  76,535    6,918       19   19,611  105,158   96,165  112,095   27,474   11,544

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      8,494)
   6,539    1,790      -34   -1,165    6,999    5,340    8,755    3,154     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9      5.6      0.0     15.9     85.1     77.8     90.7     22.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      37        9        1       10       15       47       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,713
COMMITMENTS
   1,948    4,405       17   29,520   25,568   31,485   29,990    4,228    5,723

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,869)
      16       58       -7    1,893    2,696    1,902    2,747      -33     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     12.3      0.0     82.7     71.6     88.2     84.0     11.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2       11        1       24       24       27       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      398,922
COMMITMENTS
  72,133  162,976    3,230  299,527  215,353  374,890  381,559   24,032   17,363

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     17,100)
   1,649   25,964    1,227   20,437  -12,586   23,313   14,605   -6,213    2,495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     40.9      0.8     75.1     54.0     94.0     95.6      6.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      42       83        9       52       69      101      154
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,338
COMMITMENTS
  12,298   17,258       57   29,751   24,447   42,106   41,762   11,232   11,576

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      3,704)
   1,109      931     -587    2,727    2,158    3,249    2,502      455    1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     32.4      0.1     55.8     45.8     78.9     78.3     21.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      23       20        3       19       20       44       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       44,654
COMMITMENTS
   9,590    4,391      774   25,161   34,375   35,525   39,540    9,129    5,114

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      2,305)
     842      222      122    2,676     -322    3,640       22   -1,335    2,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      9.8      1.7     56.3     77.0     79.6     88.5     20.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17        9        2       18       16       35       27
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,175
COMMITMENTS
   5,534    1,505      311   14,159   17,799   20,004   19,615      171      560

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -2,682)
     342     -720        6   -1,585   -1,302   -1,237   -2,016   -1,445     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      7.5      1.5     70.2     88.2     99.2     97.2      0.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        2        7        4       16       11
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       56,480
COMMITMENTS
   5,041   15,005    4,291   28,194   30,168   37,526   49,464   18,954    7,016

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      8,758)
     184    1,672    1,820    3,941    2,869    5,945    6,361    2,813    2,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     26.6      7.6     49.9     53.4     66.4     87.6     33.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       20       12       29       28       48       54
 

Updated February 23, 2007