MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    41,822:     3,728      1,697      7,041     22,608     21,574     33,378     30,313:     8,444     11,509
Old  :    41,822:     3,728      1,697      7,041     22,608     21,574     33,378     30,313:     8,444     11,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,970:      -114         -8        390        731        495      1,007        878:       963      1,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        4.1       16.8       54.1       51.6       79.8       72.5:      20.2       27.5
Old  :     100.0:       8.9        4.1       16.8       54.1       51.6       79.8       72.5:      20.2       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        16          6         11         26         23         45         37:
Old  :        57:        16          6         11         26         23         45         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       27.2       49.1       45.6       32.8       24.8       41.8       37.4
Old  :                 35.3       27.2       49.1       45.6       32.8       24.8       41.8       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   191,816:    37,871     22,212     46,762     81,282     94,476    165,916    163,450:    25,900     28,366
Old  :   181,852:    33,163     23,660     44,771     80,839     86,700    158,774    155,130:    23,078     26,721
Other:     9,964:     6,695        539          4        443      7,776      7,142      8,319:     2,822      1,645
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       201:     1,688        272       -505         24        673      1,207        440:    -1,006       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       11.6       24.4       42.4       49.3       86.5       85.2:      13.5       14.8
Old  :     100.0:      18.2       13.0       24.6       44.5       47.7       87.3       85.3:      12.7       14.7
Other:     100.0:      67.2        5.4        0.0        4.4       78.0       71.7       83.5:      28.3       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        84         60         89         37         43        180        151:
Old  :       222:        80         66         87         35         43        176        151:
Other:        54:        23          7          1          6         19         30         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       33.5       36.6       41.1       24.7       29.3       33.7       35.2
Old  :                 26.1       33.7       38.6       41.3       26.1       30.6       35.1       35.8
Other:                 46.4       55.8       55.5       70.2       46.4       54.8       55.5       69.2
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,534:       497        205         70        196        231        763        506:       772      1,029
Old  :     1,534:       497        205         70        196        231        763        506:       772      1,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       -65:       -22         59        -36        -18         55        -76         78:        12       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       13.4        4.5       12.8       15.1       49.7       33.0:      50.3       67.0
Old  :     100.0:      32.4       13.4        4.5       12.8       15.1       49.7       33.0:      50.3       67.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          5          3          2          3         15          9:
Old  :        20:        11          5          3          2          3         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       24.6       37.7       32.5       25.7       24.2       37.7       27.0
Old  :                 25.7       24.6       37.7       32.5       25.7       24.2       37.7       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   294,636:    75,100     27,944     65,688    125,215    135,164    266,003    228,796:    28,634     65,840
Old  :   294,636:    75,100     27,944     65,688    125,215    135,164    266,003    228,796:    28,634     65,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,325:     2,637      1,411       -908       -351        650      1,377      1,154:       -52        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        9.5       22.3       42.5       45.9       90.3       77.7:       9.7       22.3
Old  :     100.0:      25.5        9.5       22.3       42.5       45.9       90.3       77.7:       9.7       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       106         73        101        108        163        279        287:
Old  :       377:       106         73        101        108        163        279        287:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       12.5       32.4       20.9       21.4       10.2       30.8       15.7
Old  :                 21.4       12.5       32.4       20.9       21.4       10.2       30.8       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,419:     2,208      3,619        608      2,230      1,328      5,046      5,555:     2,373      1,864
Old  :     7,419:     2,208      3,619        608      2,230      1,328      5,046      5,555:     2,373      1,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -886:       -96       -249       -371       -305        -96       -772       -715:      -114       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       48.8        8.2       30.1       17.9       68.0       74.9:      32.0       25.1
Old  :     100.0:      29.8       48.8        8.2       30.1       17.9       68.0       74.9:      32.0       25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        21         28          6         16         19         40         50:
Old  :        73:        21         28          6         16         19         40         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       23.7       38.7       38.1       27.4       23.7       38.2       37.1
Old  :                 27.4       23.7       38.7       38.1       27.4       23.7       38.2       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    38,569:    10,977      6,264      7,314     14,276      9,897     32,567     23,475:     6,002     15,094
Old  :    38,569:    10,977      6,264      7,314     14,276      9,897     32,567     23,475:     6,002     15,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       206:      -812     -1,051        567        847      1,200        601        715:      -396       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       16.2       19.0       37.0       25.7       84.4       60.9:      15.6       39.1
Old  :     100.0:      28.5       16.2       19.0       37.0       25.7       84.4       60.9:      15.6       39.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        42         31         38         47         50        115        106:
Old  :       155:        42         31         38         47         50        115        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       10.8       26.0       17.5       13.1        8.6       23.1       13.3
Old  :                 14.9       10.8       26.0       17.5       13.1        8.6       23.1       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   149,925:    17,519     83,674      4,886     94,091     30,316    116,496    118,877:    33,430     31,048
Old  :   149,925:    17,519     83,674      4,886     94,091     30,316    116,496    118,877:    33,430     31,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,613:    -2,321      6,133        125      3,126     -3,730        930      2,528:       683       -915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       55.8        3.3       62.8       20.2       77.7       79.3:      22.3       20.7
Old  :     100.0:      11.7       55.8        3.3       62.8       20.2       77.7       79.3:      22.3       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        16         38         11         22         21         44         64:
Old  :        85:        16         38         11         22         21         44         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       23.6       55.1       35.2       44.1       23.6       53.3       35.2
Old  :                 45.8       23.6       55.1       35.2       44.1       23.6       53.3       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :   104,059:     5,952     60,944      1,769     82,161     24,767     89,882     87,480:    14,177     16,578
Old  :   104,059:     5,952     60,944      1,769     82,161     24,767     89,882     87,480:    14,177     16,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -7,440:    -1,128     -9,164        458    -10,241      4,982    -10,911     -3,724:     3,471     -3,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       58.6        1.7       79.0       23.8       86.4       84.1:      13.6       15.9
Old  :     100.0:       5.7       58.6        1.7       79.0       23.8       86.4       84.1:      13.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        10         26          3         13         13         24         41:
Old  :        56:        10         26          3         13         13         24         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       43.4       78.3       57.0       69.0       43.3       76.2       56.8
Old  :                 69.1       43.4       78.3       57.0       69.0       43.3       76.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    99,342:    46,411     28,793        126     48,139     67,091     94,676     96,010:     4,666      3,332
Old  :    99,342:    46,411     28,793        126     48,139     67,091     94,676     96,010:     4,666      3,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     8,077:     4,164      7,953          0      4,985        224      9,149      8,177:    -1,072       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       29.0        0.1       48.5       67.5       95.3       96.6:       4.7        3.4
Old  :     100.0:      46.7       29.0        0.1       48.5       67.5       95.3       96.6:       4.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        29         23          1         16         16         45         40:
Old  :        79:        29         23          1         16         16         45         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       65.1       67.0       81.5       37.9       54.6       52.1       67.5
Old  :                 51.5       65.1       67.0       81.5       37.9       54.6       52.1       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   153,729:    74,882     15,125      2,875     40,648    110,960    118,405    128,960:    35,324     24,768
Old  :   153,729:    74,882     15,125      2,875     40,648    110,960    118,405    128,960:    35,324     24,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -2,238:     8,255     -2,552        -34     -8,896        995       -675     -1,591:    -1,563       -647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        9.8        1.9       26.4       72.2       77.0       83.9:      23.0       16.1
Old  :     100.0:      48.7        9.8        1.9       26.4       72.2       77.0       83.9:      23.0       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        40         12          9         16         21         57         41:
Old  :        80:        40         12          9         16         21         57         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       46.6       48.4       62.5       32.8       45.5       47.7       61.4
Old  :                 32.9       46.6       48.4       62.5       32.8       45.5       47.7       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   365,950:    35,159    158,379     16,006    260,560    152,717    311,725    327,102:    54,225     38,848
Old  :   365,950:    35,159    158,379     16,006    260,560    152,717    311,725    327,102:    54,225     38,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :   -27,478:    -2,120    -52,616      2,257    -30,997     25,106    -30,860    -25,253:     3,382     -2,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       43.3        4.4       71.2       41.7       85.2       89.4:      14.8       10.6
Old  :     100.0:       9.6       43.3        4.4       71.2       41.7       85.2       89.4:      14.8       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        34         61         24         25         23         76         91:
Old  :       129:        34         61         24         25         23         76         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       35.4       63.9       48.7       47.0       31.8       56.4       42.0
Old  :                 52.7       35.4       63.9       48.7       47.0       31.8       56.4       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   230,785:   114,991     17,092     19,140     36,552    158,124    170,683    194,356:    60,101     36,428
Old  :   230,785:   114,991     17,092     19,140     36,552    158,124    170,683    194,356:    60,101     36,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    19,157:    11,966     -3,684      3,417      1,950     19,122     17,332     18,855:     1,824        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        7.4        8.3       15.8       68.5       74.0       84.2:      26.0       15.8
Old  :     100.0:      49.8        7.4        8.3       15.8       68.5       74.0       84.2:      26.0       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        77         27         37         32         26        123         76:
Old  :       145:        77         27         37         32         26        123         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       46.7       25.8       57.6       19.3       45.8       24.8       55.9
Old  :                 19.5       46.7       25.8       57.6       19.3       45.8       24.8       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    21,969:    16,240        372          0      3,363     20,441     19,603     20,813:     2,366      1,156
Old  :    21,969:    16,240        372          0      3,363     20,441     19,603     20,813:     2,366      1,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     2,750:     3,346        -49          0     -1,015      2,734      2,331      2,685:       419         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9        1.7        0.0       15.3       93.0       89.2       94.7:      10.8        5.3
Old  :     100.0:      73.9        1.7        0.0       15.3       93.0       89.2       94.7:      10.8        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          2          0          8         14         27         16:
Old  :        39:        19          2          0          8         14         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       71.0       69.2       84.5       52.3       70.3       69.2       81.7
Old  :                 52.3       71.0       69.2       84.5       52.3       70.3       69.2       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    67,147:    11,387      6,389          0     50,871     55,222     62,258     61,611:     4,889      5,536
Old  :    67,147:    11,387      6,389          0     50,871     55,222     62,258     61,611:     4,889      5,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    17,653:     1,052        569          0     16,852     15,604     17,904     16,173:      -251      1,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        9.5        0.0       75.8       82.2       92.7       91.8:       7.3        8.2
Old  :     100.0:      17.0        9.5        0.0       75.8       82.2       92.7       91.8:       7.3        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          1          0         13         14         17         15:
Old  :        23:         4          1          0         13         14         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       67.1       73.0       86.4       44.9       58.7       62.3       71.5
Old  :                 48.6       67.1       73.0       86.4       44.9       58.7       62.3       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :16,117,011:   821,184    828,539  4,423,219  9,834,256  9,475,798 15,078,659 14,727,557: 1,038,351  1,389,454
Old  :16,117,011:   821,184    828,539  4,423,219  9,834,256  9,475,798 15,078,659 14,727,557: 1,038,351  1,389,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :  -165,852:    19,105   -273,570   -192,380     -6,944    323,097   -180,219   -142,852:    14,367    -22,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        5.1       27.4       61.0       58.8       93.6       91.4:       6.4        8.6
Old  :     100.0:       5.1        5.1       27.4       61.0       58.8       93.6       91.4:       6.4        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        77         64        113        171        178        296        312:
Old  :       333:        77         64        113        171        178        296        312:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       13.4       38.5       23.9       24.4        9.3       28.7       15.0
Old  :                 27.4       13.4       38.5       23.9       24.4        9.3       28.7       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   719,948:    68,744     46,149     49,395    454,597    496,186    572,735    591,730:   147,213    128,218
Old  :   719,948:    68,744     46,149     49,395    454,597    496,186    572,735    591,730:   147,213    128,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -4,520:    -2,183     -2,176     -4,293       -411     -3,103     -6,886     -9,572:     2,366      5,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        6.4        6.9       63.1       68.9       79.6       82.2:      20.4       17.8
Old  :     100.0:       9.5        6.4        6.9       63.1       68.9       79.6       82.2:      20.4       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        48         54         69         87         64        179        144:
Old  :       216:        48         54         69         87         64        179        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       26.3       26.1       37.8       19.1       26.3       25.4       37.6
Old  :                 19.3       26.3       26.1       37.8       19.1       26.3       25.4       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,942,229:   420,514    406,981     84,937  1,076,280  1,311,267  1,581,731  1,803,184:   360,498    139,045
Old  : 1,942,229:   420,514    406,981     84,937  1,076,280  1,311,267  1,581,731  1,803,184:   360,498    139,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    69,978:    17,799     63,823    -17,417     39,160     16,773     39,542     63,178:    30,436      6,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       21.0        4.4       55.4       67.5       81.4       92.8:      18.6        7.2
Old  :     100.0:      21.7       21.0        4.4       55.4       67.5       81.4       92.8:      18.6        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        76         90         75         82         76        207        192:
Old  :       287:        76         90         75         82         76        207        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       27.1       31.5       40.5       14.8       21.5       22.9       32.1
Old  :                 22.3       27.1       31.5       40.5       14.8       21.5       22.9       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :     8,208:     1,407          0          0      3,864      5,746      5,271      5,746:     2,937      2,462
Old  :     8,208:     1,407          0          0      3,864      5,746      5,271      5,746:     2,937      2,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       -13:       -21          0         -3        -16         -2        -40         -5:        27         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        0.0        0.0       47.1       70.0       64.2       70.0:      35.8       30.0
Old  :     100.0:      17.1        0.0        0.0       47.1       70.0       64.2       70.0:      35.8       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          0          0         11         10         14         10:
Old  :        22:         3          0          0         11         10         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       47.0       50.9       64.9       35.1       44.7       50.9       62.6
Old  :                 35.1       47.0       50.9       64.9       35.1       44.7       50.9       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    79,334:    13,530     36,276        371     52,446     38,685     66,347     75,332:    12,987      4,002
Old  :    79,334:    13,530     36,276        371     52,446     38,685     66,347     75,332:    12,987      4,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       775:        26         75          0        771        646        797        721:       -22         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       45.7        0.5       66.1       48.8       83.6       95.0:      16.4        5.0
Old  :     100.0:      17.1       45.7        0.5       66.1       48.8       83.6       95.0:      16.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        10         14          2         36         28         48         43:
Old  :        78:        10         14          2         36         28         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       48.7       51.5       66.8       30.4       48.3       50.2       66.5
Old  :                 31.1       48.7       51.5       66.8       30.4       48.3       50.2       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    51,183:    14,962      5,363        259     25,832     39,377     41,053     44,999:    10,130      6,184
Old  :    51,183:    14,962      5,363        259     25,832     39,377     41,053     44,999:    10,130      6,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -1,027:     2,339     -4,885         66     -2,395      3,457         10     -1,362:    -1,037        335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       10.5        0.5       50.5       76.9       80.2       87.9:      19.8       12.1
Old  :     100.0:      29.2       10.5        0.5       50.5       76.9       80.2       87.9:      19.8       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        18         12          6         26         29         46         45:
Old  :        76:        18         12          6         26         29         46         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       42.7       52.4       58.2       40.0       42.7       51.6       56.8
Old  :                 40.0       42.7       52.4       58.2       40.0       42.7       51.6       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   374,427:   146,015    167,643     10,854    181,111    164,059    337,980    342,556:    36,447     31,871
Old  :   374,427:   146,015    167,643     10,854    181,111    164,059    337,980    342,556:    36,447     31,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     5,411:    29,735     10,949       -692    -26,102      2,321      2,942     12,579:     2,470     -7,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       44.8        2.9       48.4       43.8       90.3       91.5:       9.7        8.5
Old  :     100.0:      39.0       44.8        2.9       48.4       43.8       90.3       91.5:       9.7        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        90         74         27         56         45        163        129:
Old  :       249:        90         74         27         56         45        163        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       23.8       30.6       38.2       16.2       22.9       27.3       36.3
Old  :                 18.6       23.8       30.6       38.2       16.2       22.9       27.3       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   124,300:    76,535      6,957        123     19,611    105,236     96,269    112,315:    28,031     11,985
Old  :   124,300:    76,535      6,957        123     19,611    105,236     96,269    112,315:    28,031     11,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     8,537:     6,539      1,829         70     -1,165      7,018      5,444      8,917:     3,093       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6        5.6        0.1       15.8       84.7       77.4       90.4:      22.6        9.6
Old  :     100.0:      61.6        5.6        0.1       15.8       84.7       77.4       90.4:      22.6        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        37          9          2         10         15         48         25:
Old  :        67:        37          9          2         10         15         48         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       66.0       39.7       78.3       26.9       65.9       39.0       76.6
Old  :                 26.9       66.0       39.7       78.3       26.9       65.9       39.0       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    35,724:     1,948      4,406         17     29,521     25,568     31,486     29,991:     4,238      5,733
Old  :    35,724:     1,948      4,406         17     29,521     25,568     31,486     29,991:     4,238      5,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,869:        16         58         -7      1,893      2,696      1,902      2,747:       -33       -877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       12.3        0.0       82.6       71.6       88.1       84.0:      11.9       16.0
Old  :     100.0:       5.5       12.3        0.0       82.6       71.6       88.1       84.0:      11.9       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         2         12          1         24         24         27         36:
Old  :        54:         2         12          1         24         24         27         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       38.1       68.9       55.7       49.8       38.1       68.3       55.7
Old  :                 50.2       38.1       68.9       55.7       49.8       38.1       68.3       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   408,966:    73,034    162,786      9,918    301,561    216,547    384,513    389,251:    24,453     19,716
Old  :   408,966:    73,034    162,786      9,918    301,561    216,547    384,513    389,251:    24,453     19,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    15,755:     1,581     26,449        158     20,441    -13,083     22,180     13,524:    -6,425      2,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       39.8        2.4       73.7       52.9       94.0       95.2:       6.0        4.8
Old  :     100.0:      17.9       39.8        2.4       73.7       52.9       94.0       95.2:       6.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        47        110         48         53         70        144        184:
Old  :       255:        47        110         48         53         70        144        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       26.8       59.0       37.6       43.7       25.2       58.5       35.8
Old  :                 44.1       26.8       59.0       37.6       43.7       25.2       58.5       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    53,352:    12,304     17,258         59     29,757     24,458     42,119     41,775:    11,232     11,576
Old  :    53,352:    12,304     17,258         59     29,757     24,458     42,119     41,775:    11,232     11,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     3,704:     1,109        931       -587      2,727      2,158      3,249      2,502:       455      1,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       32.3        0.1       55.8       45.8       78.9       78.3:      21.1       21.7
Old  :     100.0:      23.1       32.3        0.1       55.8       45.8       78.9       78.3:      21.1       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        27         21          8         20         21         50         47:
Old  :        84:        27         21          8         20         21         50         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       39.9       49.0       50.2       37.0       36.6       47.7       46.9
Old  :                 37.1       39.9       49.0       50.2       37.0       36.6       47.7       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    44,654:     9,590      4,391        774     25,161     34,375     35,525     39,540:     9,129      5,114
Old  :    44,654:     9,590      4,391        774     25,161     34,375     35,525     39,540:     9,129      5,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     2,305:       842        222        122      2,676       -322      3,640         22:    -1,335      2,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        9.8        1.7       56.3       77.0       79.6       88.5:      20.4       11.5
Old  :     100.0:      21.5        9.8        1.7       56.3       77.0       79.6       88.5:      20.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        17          9          2         18         16         35         27:
Old  :        59:        17          9          2         18         16         35         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       62.4       43.4       72.9       24.5       54.9       38.4       64.9
Old  :                 28.5       62.4       43.4       72.9       24.5       54.9       38.4       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    20,175:     5,534      1,505        311     14,159     17,799     20,004     19,615:       171        560
Old  :    20,175:     5,534      1,505        311     14,159     17,799     20,004     19,615:       171        560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -2,682:       342       -720          6     -1,585     -1,302     -1,237     -2,016:    -1,445       -666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        7.5        1.5       70.2       88.2       99.2       97.2:       0.8        2.8
Old  :     100.0:      27.4        7.5        1.5       70.2       88.2       99.2       97.2:       0.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          6          2          7          4         16         11:
Old  :        25:         8          6          2          7          4         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.7       90.1       91.1       95.8       77.5       89.7       90.9       94.5
Old  :                 77.7       90.1       91.1       95.8       77.5       89.7       90.9       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    56,480:     5,041     15,005      4,291     28,194     30,168     37,526     49,464:    18,954      7,016
Old  :    56,480:     5,041     15,005      4,291     28,194     30,168     37,526     49,464:    18,954      7,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     8,758:       184      1,672      1,820      3,941      2,869      5,945      6,361:     2,813      2,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       26.6        7.6       49.9       53.4       66.4       87.6:      33.6       12.4
Old  :     100.0:       8.9       26.6        7.6       49.9       53.4       66.4       87.6:      33.6       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        10         20         12         29         28         48         54:
Old  :        70:        10         20         12         29         28         48         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       26.1       35.6       41.5       14.3       22.1       21.3       31.5
Old  :                 23.0       26.1       35.6       41.5       14.3       22.1       21.3       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 23, 2007