MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,591
COMMITMENTS
   3,026    1,942    5,514   20,967   17,522   29,508   24,978    6,084   10,613

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      2,270)
     262      258      561    1,030      995    1,853    1,814      417      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      5.5     15.5     58.9     49.2     82.9     70.2     17.1     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        6        9       24       22       42       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      177,069
COMMITMENTS
  32,086   23,400   39,788   78,956   82,401  150,831  145,589   26,238   31,480

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,334)
  -1,184      699   -1,356     -478       81   -3,018     -575      684   -1,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     13.2     22.5     44.6     46.5     85.2     82.2     14.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      71       68       90       42       43      165      166
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      278,693
COMMITMENTS
  65,793   22,068   71,779  115,481  121,783  253,054  215,630   25,640   63,063

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -5,115)
    -474      -73   -3,754      505    2,959   -3,723     -868   -1,392   -4,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      7.9     25.8     41.4     43.7     90.8     77.4      9.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      99       68      105       87      149      252      282
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,989
COMMITMENTS
   2,418    3,623      661    1,848      968    4,927    5,252    2,062    1,736

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        776)
     514    1,181      -97      282     -208      700      877       76     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     51.8      9.5     26.4     13.9     70.5     75.2     29.5     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      23       28       10       11       14       39       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,669
COMMITMENTS
   8,739    8,069    4,627   13,654    6,710   27,019   19,406    6,650   14,263

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,141)
     925      515      114      559      519    1,598    1,148     -457       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     24.0     13.7     40.6     19.9     80.2     57.6     19.8     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      34       45       28       45       43       99      101
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      161,526
COMMITMENTS
  22,208  100,336    6,120   99,690   23,210  128,019  129,667   33,507   31,859

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        622)
     356     -663      544   -1,811    1,084     -912      965    1,534     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     62.1      3.8     61.7     14.4     79.3     80.3     20.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      21       44        8       23       22       48       70
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       85,714
COMMITMENTS
   5,795   49,387      709   68,730   16,512   75,235   66,609   10,478   19,105

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        153)
  -1,002      642      311    2,290    1,045    1,598    1,997   -1,445   -1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     57.6      0.8     80.2     19.3     87.8     77.7     12.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       27        3       12        7       21       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       90,426
COMMITMENTS
  45,335   27,230      507   39,490   57,303   85,332   85,040    5,094    5,386

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:       -331)
  -4,285    4,110     -201    3,295   -6,715   -1,191   -2,806      860    2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1     30.1      0.6     43.7     63.4     94.4     94.0      5.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       23        2       19       13       50       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      170,756
COMMITMENTS
 109,894   14,292    3,296   16,724  129,618  129,913  147,206   40,842   23,549

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     14,820)
  13,673    2,984     -170     -470   11,163   13,033   13,977    1,788      843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.4      8.4      1.9      9.8     75.9     76.1     86.2     23.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      39       10        8       11       20       53       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      374,432
COMMITMENTS
  45,951  217,129   12,551  268,572  102,706  327,074  332,386   47,358   42,046

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     56,275)
  -8,760   22,802    5,783   59,495   30,506   56,518   59,091     -242   -2,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     58.0      3.4     71.7     27.4     87.4     88.8     12.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      31       67       17       28       21       68       96
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      197,434
COMMITMENTS
  75,641   16,014   18,093   43,002  122,494  136,736  156,601   60,698   40,834

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      7,246)
   9,644    1,613    1,768    4,826    7,501   16,238   10,883   -8,992   -3,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3      8.1      9.2     21.8     62.0     69.3     79.3     30.7     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      68       30       38       37       30      123       80
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,687
COMMITMENTS
  11,450    1,255        0    4,745   16,429   16,195   17,684    2,492    1,003

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -1,301)
  -2,582      624        0      572   -2,000   -2,010   -1,376      709       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.3      6.7      0.0     25.4     87.9     86.7     94.6     13.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        4        0       11        9       27       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   14,969,852
COMMITMENTS
 473,825  836,398  4136378  9313236  8555712 13923440 13528489  1046412  1441363

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:    478,903)
 106,758  140,615  259,176  147,998   67,839  513,932  467,630  -35,029   11,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      5.6     27.6     62.2     57.2     93.0     90.4      7.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      73       64      114      160      168      287      301
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      698,845
COMMITMENTS
  66,420   46,296   38,761  445,490  487,457  550,671  572,514  148,174  126,331

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:    -19,189)
   2,137   -3,483  -12,708    1,890    1,674   -8,680  -14,516  -10,509   -4,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      6.6      5.5     63.7     69.8     78.8     81.9     21.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      43       52       67       89       61      175      138
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,717,194
COMMITMENTS
 353,548  276,798   71,447  949,644  1231117  1374638  1579362  342,555  137,832

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:    -28,881)
 -15,221   47,692  -46,060   35,833  -19,229  -25,447  -17,597   -3,434  -11,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     16.1      4.2     55.3     71.7     80.1     92.0     19.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      78       74       68       76       68      197      167
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,873
COMMITMENTS
   1,027        0        3    3,861    5,612    4,891    5,615    2,982    2,258

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        101)
    -211        0        3      205     -265       -3     -262      104      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.0      0.0     49.0     71.3     62.1     71.3     37.9     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       11       10       13       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       73,366
COMMITMENTS
  10,801   33,306      498   49,947   35,878   61,246   69,682   12,120    3,684

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:       -841)
    -649     -155      -26      444     -823     -231   -1,004     -610      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     45.4      0.7     68.1     48.9     83.5     95.0     16.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       14        2       31       25       43       40
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        4,516
COMMITMENTS
   1,462    2,444      764    2,280    1,298    4,506    4,506       10       10

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        519)
      64      949     -137      724       90      651      901     -132     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     54.1     16.9     50.5     28.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        5        9        7       17       13
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,250
COMMITMENTS
  13,517   11,250      125   26,133   33,072   39,776   44,447   10,475    5,803

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,331)
     -45    1,418     -161    3,638    3,386    3,431    4,643     -100   -1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     22.4      0.2     52.0     65.8     79.2     88.5     20.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       16        6       26       25       47       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      390,453
COMMITMENTS
 146,082  113,631   10,791  195,387  234,270  352,260  358,693   38,193   31,760

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      5,704)
   2,452    2,132      840     -704      869    2,588    3,841    3,116    1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     29.1      2.8     50.0     60.0     90.2     91.9      9.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      87       56       19       57       50      153      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      128,157
COMMITMENTS
  86,840    9,655       76   11,257  108,961   98,173  118,692   29,984    9,466

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      6,038)
  13,335    2,865        1   -6,252    5,060    7,084    7,925   -1,045   -1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.8      7.5      0.1      8.8     85.0     76.6     92.6     23.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      40       11        1       10       14       51       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,660
COMMITMENTS
   1,582    5,520       24   25,266   18,172   26,872   23,716    4,788    7,944

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      2,593)
      -3      317       24    3,115    2,605    3,136    2,946     -543     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     17.4      0.1     79.8     57.4     84.9     74.9     15.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2       14        2       26       21       30       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      373,294
COMMITMENTS
  67,034  123,211    3,541  268,010  226,411  338,585  353,163   34,709   20,131

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        614)
  -3,449    5,823   -6,092   11,050   -2,168    1,509   -2,438     -896    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     33.0      0.9     71.8     60.7     90.7     94.6      9.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      44       90       39       50       69      126      166
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,454
COMMITMENTS
  10,931   14,399      130   24,903   22,609   35,964   37,138    9,490    8,316

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,036)
     241    1,827       79      284   -1,190      605      717      432      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     31.7      0.3     54.8     49.7     79.1     81.7     20.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      21       18        1       13       19       35       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,585
COMMITMENTS
   6,952    2,162      630   19,929   28,757   27,511   31,549    8,074    4,036

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,382)
     274      219      209      158    1,919      641    2,347      741     -965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      6.1      1.8     56.0     80.8     77.3     88.7     22.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        5        2       16       16       32       22
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,182
COMMITMENTS
   5,109    1,849       41   14,517   17,342   19,667   19,232      515      950

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,374)
     418      -76        0     -848   -1,709     -430   -1,785   -1,944     -589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      9.2      0.2     71.9     85.9     97.4     95.3      2.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        9        1        8        4       15       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       46,783
COMMITMENTS
   4,421   11,752    2,056   24,075   27,558   30,552   41,366   16,231    5,417

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -5,348)
  -3,568     -954     -149     -641     -712   -4,358   -1,815     -990   -3,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     25.1      4.4     51.5     58.9     65.3     88.4     34.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9       14        7       25       27       37       45
 

Updated January 26, 2007