MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       41,822
COMMITMENTS
   3,728    1,697    7,041   22,608   21,574   33,378   30,313    8,444   11,509

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,970)
    -114       -8      390      731      495    1,007      878      963    1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      4.1     16.8     54.1     51.6     79.8     72.5     20.2     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16        6       11       26       23       45       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      191,816
COMMITMENTS
  37,871   22,212   46,762   81,282   94,476  165,916  163,450   25,900   28,366

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        201)
   1,688      272     -505       24      673    1,207      440   -1,006     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     11.6     24.4     42.4     49.3     86.5     85.2     13.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      84       60       89       37       43      180      151
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,534
COMMITMENTS
     497      205       70      196      231      763      506      772    1,029

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        -65)
     -22       59      -36      -18       55      -76       78       12     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     13.4      4.5     12.8     15.1     49.7     33.0     50.3     67.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        3        2        3       15        9
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      294,636
COMMITMENTS
  75,100   27,944   65,688  125,215  135,164  266,003  228,796   28,634   65,840

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,325)
   2,637    1,411     -908     -351      650    1,377    1,154      -52      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      9.5     22.3     42.5     45.9     90.3     77.7      9.7     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     106       73      101      108      163      279      287
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,419
COMMITMENTS
   2,208    3,619      608    2,230    1,328    5,046    5,555    2,373    1,864

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -886)
     -96     -249     -371     -305      -96     -772     -715     -114     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     48.8      8.2     30.1     17.9     68.0     74.9     32.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       28        6       16       19       40       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,569
COMMITMENTS
  10,977    6,264    7,314   14,276    9,897   32,567   23,475    6,002   15,094

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        206)
    -812   -1,051      567      847    1,200      601      715     -396     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     16.2     19.0     37.0     25.7     84.4     60.9     15.6     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      42       31       38       47       50      115      106
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,925
COMMITMENTS
  17,519   83,674    4,886   94,091   30,316  116,496  118,877   33,430   31,048

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,613)
  -2,321    6,133      125    3,126   -3,730      930    2,528      683     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     55.8      3.3     62.8     20.2     77.7     79.3     22.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       38       11       22       21       44       64
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:      104,059
COMMITMENTS
   5,952   60,944    1,769   82,161   24,767   89,882   87,480   14,177   16,578

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -7,440)
  -1,128   -9,164      458  -10,241    4,982  -10,911   -3,724    3,471   -3,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     58.6      1.7     79.0     23.8     86.4     84.1     13.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10       26        3       13       13       24       41
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,342
COMMITMENTS
  46,411   28,793      126   48,139   67,091   94,676   96,010    4,666    3,332

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       23        1       16       16       45       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      153,729
COMMITMENTS
  74,882   15,125    2,875   40,648  110,960  118,405  128,960   35,324   24,768

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -2,238)
   8,255   -2,552      -34   -8,896      995     -675   -1,591   -1,563     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7      9.8      1.9     26.4     72.2     77.0     83.9     23.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      40       12        9       16       21       57       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      365,950
COMMITMENTS
  35,159  158,379   16,006  260,560  152,717  311,725  327,102   54,225   38,848

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:    -27,478)
  -2,120  -52,616    2,257  -30,997   25,106  -30,860  -25,253    3,382   -2,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     43.3      4.4     71.2     41.7     85.2     89.4     14.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      34       61       24       25       23       76       91
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      230,785
COMMITMENTS
 114,991   17,092   19,140   36,552  158,124  170,683  194,356   60,101   36,428

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     19,157)
  11,966   -3,684    3,417    1,950   19,122   17,332   18,855    1,824      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.8      7.4      8.3     15.8     68.5     74.0     84.2     26.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      77       27       37       32       26      123       76
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       21,969
COMMITMENTS
  16,240      372        0    3,363   20,441   19,603   20,813    2,366    1,156

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        0       13       14       17       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   16,117,011
COMMITMENTS
 821,184  828,539  4423219  9834256  9475798 15078659 14727557  1038351  1389454

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:   -165,852)
  19,105 -273,570 -192,380   -6,944  323,097 -180,219 -142,852   14,367  -22,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      5.1     27.4     61.0     58.8     93.6     91.4      6.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      77       64      113      171      178      296      312
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      719,948
COMMITMENTS
  68,744   46,149   49,395  454,597  496,186  572,735  591,730  147,213  128,218

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -4,520)
  -2,183   -2,176   -4,293     -411   -3,103   -6,886   -9,572    2,366    5,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      6.4      6.9     63.1     68.9     79.6     82.2     20.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      48       54       69       87       64      179      144
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,942,229
COMMITMENTS
 420,514  406,981   84,937  1076280  1311267  1581731  1803184  360,498  139,045

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     69,978)
  17,799   63,823  -17,417   39,160   16,773   39,542   63,178   30,436    6,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     21.0      4.4     55.4     67.5     81.4     92.8     18.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      76       90       75       82       76      207      192
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        8,208
COMMITMENTS
   1,407        0        0    3,864    5,746    5,271    5,746    2,937    2,462

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11       10       14       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,334
COMMITMENTS
  13,530   36,276      371   52,446   38,685   66,347   75,332   12,987    4,002

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      10       14        2       36       28       48       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,183
COMMITMENTS
  14,962    5,363      259   25,832   39,377   41,053   44,999   10,130    6,184

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,027)
   2,339   -4,885       66   -2,395    3,457       10   -1,362   -1,037      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     10.5      0.5     50.5     76.9     80.2     87.9     19.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      18       12        6       26       29       46       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      374,427
COMMITMENTS
 146,015  167,643   10,854  181,111  164,059  337,980  342,556   36,447   31,871

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      5,411)
  29,735   10,949     -692  -26,102    2,321    2,942   12,579    2,470   -7,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     44.8      2.9     48.4     43.8     90.3     91.5      9.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      90       74       27       56       45      163      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,300
COMMITMENTS
  76,535    6,957      123   19,611  105,236   96,269  112,315   28,031   11,985

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      8,537)
   6,539    1,829       70   -1,165    7,018    5,444    8,917    3,093     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.6      5.6      0.1     15.8     84.7     77.4     90.4     22.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      37        9        2       10       15       48       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,724
COMMITMENTS
   1,948    4,406       17   29,521   25,568   31,486   29,991    4,238    5,733

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,869)
      16       58       -7    1,893    2,696    1,902    2,747      -33     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     12.3      0.0     82.6     71.6     88.1     84.0     11.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2       12        1       24       24       27       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      408,966
COMMITMENTS
  73,034  162,786    9,918  301,561  216,547  384,513  389,251   24,453   19,716

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     15,755)
   1,581   26,449      158   20,441  -13,083   22,180   13,524   -6,425    2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     39.8      2.4     73.7     52.9     94.0     95.2      6.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      47      110       48       53       70      144      184
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,352
COMMITMENTS
  12,304   17,258       59   29,757   24,458   42,119   41,775   11,232   11,576

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     32.3      0.1     55.8     45.8     78.9     78.3     21.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       21        8       20       21       50       47
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       44,654
COMMITMENTS
   9,590    4,391      774   25,161   34,375   35,525   39,540    9,129    5,114

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

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

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

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

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

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

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

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

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

Updated February 23, 2007