MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,753
COMMITMENTS
   1,242    1,568    1,047   19,028   12,826   21,317   15,441    4,436   10,312

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,049)
    -252      367      220    1,890      156    1,858      743      191    1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      6.1      4.1     73.9     49.8     82.8     60.0     17.2     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        8       16       14       25       25
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      133,458
COMMITMENTS
  16,723   20,395   24,504   72,236   56,070  113,463  100,969   19,995   32,489

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -4,284)
  -4,196   -1,555    1,336       10     -939   -2,850   -1,158   -1,434   -3,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     15.3     18.4     54.1     42.0     85.0     75.7     15.0     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      45       71       64       33       42      121      153
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,413
COMMITMENTS
     388      982      326      708      358    1,422    1,666      991      747

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        195)
     162      277     -171      143       17      134      123       61       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     40.7     13.5     29.3     14.8     58.9     69.0     41.1     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       16        6        8        4       25       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      238,347
COMMITMENTS
  63,541   23,589   42,469  101,058  101,586  207,068  167,644   31,279   70,703

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      8,991)
  -1,869    1,868    4,919    5,348    1,541    8,398    8,328      593      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      9.9     17.8     42.4     42.6     86.9     70.3     13.1     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      87       71       94       82      127      242      241
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,685
COMMITMENTS
   2,163      186      282      846    3,816    3,291    4,284    2,394    1,401

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -815)
  -1,177       -5      -28      204     -477   -1,001     -510      186     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      3.3      5.0     14.9     67.1     57.9     75.4     42.1     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      30        6        9       10       27       46       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,987
COMMITMENTS
  14,913    3,654    3,125    9,726   10,142   27,764   16,921    5,223   16,066

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -182)
     360       46      -88      -51     -145      221     -187     -403        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     11.1      9.5     29.5     30.7     84.2     51.3     15.8     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      43       22       22       43       49       99       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      102,095
COMMITMENTS
  35,048    7,915      975   28,685   76,880   64,708   85,770   37,387   16,325

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        143)
  -4,458   -4,658      260    1,673       17   -2,525   -4,381    2,668    4,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      7.8      1.0     28.1     75.3     63.4     84.0     36.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27        9        3       22       23       49       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       85,876
COMMITMENTS
  24,328   19,965        0   46,191   52,763   70,519   72,728   15,357   13,148

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      5,396)
   2,972       69        0     -293    8,333    2,679    8,402    2,717   -3,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     23.2      0.0     53.8     61.4     82.1     84.7     17.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       13        0       10       15       20       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       98,608
COMMITMENTS
  48,496    3,939      383   43,321   91,867   92,200   96,189    6,408    2,419

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -877)
    -555   -1,042      163      -33      105     -425     -774     -452     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2      4.0      0.4     43.9     93.2     93.5     97.5      6.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      55        8        2       17       16       72       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,537
COMMITMENTS
  22,028   19,180       35   47,377   52,493   69,440   71,708   20,097   17,829

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      6,402)
   4,617   -1,534       29   -1,253    7,469    3,393    5,964    3,009      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     21.4      0.0     52.9     58.6     77.6     80.1     22.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       12        2       18       18       33       31
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      166,600
COMMITMENTS
  29,698   48,976       32  103,532   94,693  133,262  143,701   33,338   22,899

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -1,081)
    -364      655        0     -260      975     -624    1,630     -457   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     29.4      0.0     62.1     56.8     80.0     86.3     20.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       25        2       17       22       40       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      144,608
COMMITMENTS
  56,834   19,370    3,315   33,491   89,341   93,640  112,026   50,968   32,582

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     15,043)
  15,627     -626      585   -2,660   19,672   13,552   19,631    1,491   -4,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     13.4      2.3     23.2     61.8     64.8     77.5     35.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      48       21        9       21       30       75       55
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       15,046
COMMITMENTS
   9,589    5,740       96    4,182    8,008   13,867   13,844    1,179    1,202

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:         20)
    -748      230      -38    1,122     -148      336       44     -316      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     38.1      0.6     27.8     53.2     92.2     92.0      7.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        4        1        8       10       15       15
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       33,659
COMMITMENTS
   5,531      721        0   21,306   26,995   26,837   27,716    6,822    5,943

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:    -24,085)
 -14,631        0        0   -8,003  -21,015  -22,634  -21,015   -1,451   -3,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      2.1      0.0     63.3     80.2     79.7     82.3     20.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0       10       15       14       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,717,950
COMMITMENTS
 962,621  824,021  1120661  5722233  5422246  7805515  7366928  912,435  1351022

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:   -218,545)
 -29,514    1,108 -110,207  -65,284  -86,716 -205,005 -195,815  -13,540  -22,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      9.5     12.9     65.6     62.2     89.5     84.5     10.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      63       48       92      134      152      241      260
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      659,986
COMMITMENTS
  69,715   45,065      853  454,664  493,502  525,232  539,420  134,754  120,566

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      3,252)
   4,545    2,839      -93    4,303    2,997    8,755    5,743   -5,503   -2,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      6.8      0.1     68.9     74.8     79.6     81.7     20.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      42       29       10       82       57      129       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,151,254
COMMITMENTS
 198,593  355,078   12,857  599,666  675,465  811,116  1043400  340,138  107,854

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        184)
  13,855   29,266   -6,852   10,933  -16,402   17,936    6,012  -17,752   -5,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     30.8      1.1     52.1     58.7     70.5     90.6     29.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      56       59       16       67       61      133      126
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,230
COMMITMENTS
   1,973    1,052        0    6,060   10,165    8,033   11,217    4,197    1,013

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:         74)
     -22        0        0      259        0      237        0     -163       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.6      0.0     49.6     83.1     65.7     91.7     34.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       12       19       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       52,661
COMMITMENTS
   8,514   11,011        0   37,589   38,590   46,103   49,601    6,558    3,060

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      3,069)
   1,429      980        0      226    2,850    1,655    3,830    1,414     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     20.9      0.0     71.4     73.3     87.5     94.2     12.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        6        0       24       18       33       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,623
COMMITMENTS
  17,055    8,543      276   29,543   46,192   46,874   55,011   14,749    6,612

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,213)
  -1,442      348     -383   -1,535      919   -3,360      884    4,573      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     13.9      0.4     47.9     75.0     76.1     89.3     23.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       13        2       35       27       58       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      355,224
COMMITMENTS
 109,579   95,226    3,806  214,054  221,768  327,439  320,800   27,785   34,424

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      4,426)
  -8,394     -512      116    7,906  -12,519     -372  -12,915    4,798   17,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     26.8      1.1     60.3     62.4     92.2     90.3      7.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      75       70        6       45       37      122      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,978
COMMITMENTS
  29,898   10,522        0   13,517   42,780   43,415   53,302   20,563   10,676

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,453)
   2,796    6,129        0      639   -2,915    3,435    3,214     -982     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     16.4      0.0     21.1     66.9     67.9     83.3     32.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      19        6        0       12       16       31       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,626
COMMITMENTS
   5,106    5,931        2   19,186   16,147   24,294   22,080    4,332    6,546

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:         54)
      49      209        0     -110      562      -61      771      115     -717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     20.7      0.0     67.0     56.4     84.9     77.1     15.1     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2       14        1       30       22       33       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      268,175
COMMITMENTS
  41,901   58,337    1,609  204,764  194,714  248,274  254,660   19,901   13,515

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:    -10,002)
   6,999   -2,329     -688  -14,793   -6,880   -8,482   -9,897   -1,520     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     21.8      0.6     76.4     72.6     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       57        9       35       52       73      114
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,829
COMMITMENTS
  16,576   16,081      392   27,469   31,624   44,437   48,097   13,392    9,732

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -2,020)
  -1,050   -2,329     -286       95      460   -1,241   -2,155     -779      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     27.8      0.7     47.5     54.7     76.8     83.2     23.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       22        4       24       23       55       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,831
COMMITMENTS
  15,203    5,785        6   14,513   16,517   29,722   22,308    6,109   13,523

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -1,035)
  -1,031      -23       -5       62    4,165     -974    4,137      -61   -5,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     16.1      0.0     40.5     46.1     83.0     62.3     17.0     37.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       11        1       15       10       30       22
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       36,225
COMMITMENTS
     738    3,138      131   15,281   27,738   16,150   31,007   20,075    5,218

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,287)
     296      -20     -150     -833    1,664     -687    1,494    2,974      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.7      0.4     42.2     76.6     44.6     85.6     55.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       11        2       19       22       25       34
 

Updated January 20, 2006