MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,145
COMMITMENTS
   6,128    1,922      625   17,363   16,850   24,116   19,397    4,029    8,748

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        331)
      35     -459       51      -53       98       33     -310      298      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      6.8      2.2     61.7     59.9     85.7     68.9     14.3     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12        7       10       26       20       42       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      174,391
COMMITMENTS
  29,156   15,946   37,510   84,781   89,975  151,447  143,431   22,944   30,960

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -491)
  -1,230    1,464    1,413     -497   -2,256     -314      621     -177   -1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      9.1     21.5     48.6     51.6     86.8     82.2     13.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      48       58       72       36       45      138      152
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,204
COMMITMENTS
  57,584   28,555   49,431  101,029   98,609  208,044  176,595   21,160   52,609

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      6,178)
   1,334      307    5,520     -386     -272    6,468    5,555     -290      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     12.5     21.6     44.1     43.0     90.8     77.0      9.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      64       71       83       70      133      182      257
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,534
COMMITMENTS
   2,131    3,194      282    1,825    1,267    4,238    4,743    2,296    1,791

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -173)
      43       60     -126     -270      -66     -353     -132      180      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     48.9      4.3     27.9     19.4     64.9     72.6     35.1     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       27        7       15       16       39       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,245
COMMITMENTS
   6,887    7,753    2,794   11,677    4,972   21,358   15,519    5,887   11,726

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -1,042)
      84      -85   -1,311      160      164   -1,067   -1,232       25      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     28.5     10.3     42.9     18.2     78.4     57.0     21.6     43.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21       34       22       38       31       78       76
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      136,963
COMMITMENTS
  21,479   87,773    1,793   89,638   18,964  112,910  108,530   24,053   28,433

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:    -46,369)
  -5,707    3,195     -554  -28,503  -45,099  -34,764  -42,458  -11,605   -3,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     64.1      1.3     65.4     13.8     82.4     79.2     17.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       30        3       22       16       39       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       57,050
COMMITMENTS
  17,614   29,899       15   22,512   15,569   40,141   45,483   16,909   11,567

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      2,398)
    -701      746       15    5,850   -1,109    5,164     -348   -2,766    2,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     52.4      0.0     39.5     27.3     70.4     79.7     29.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17       15        1       12        6       29       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       95,521
COMMITMENTS
  62,756    7,975      536   28,387   85,221   91,679   93,732    3,842    1,789

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     14,707)
  -7,022   -1,800      536   21,935   39,979   15,449   38,715     -742  -24,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7      8.3      0.6     29.7     89.2     96.0     98.1      4.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      51       12        2       15       16       67       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      140,289
COMMITMENTS
  86,236   12,392        2   20,724  114,599  106,962  126,993   33,327   13,296

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -9,511)
 -12,198     -444     -340    2,528   -6,534  -10,010   -7,318      499   -2,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5      8.8      0.0     14.8     81.7     76.2     90.5     23.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      38       15        1       13       18       52       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      262,764
COMMITMENTS
  55,629  160,543    1,657  165,030   65,428  222,316  227,628   40,448   35,136

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     23,722)
   6,679   19,074      599   13,888    2,084   21,166   21,757    2,556    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     61.1      0.6     62.8     24.9     84.6     86.6     15.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       48        6       23       13       60       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      186,755
COMMITMENTS
 100,959   20,989    1,788   22,399  138,364  125,146  161,141   61,609   25,614

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -7,324)
 -10,034    1,966      267    3,392   -5,642   -6,375   -3,409     -949   -3,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1     11.2      1.0     12.0     74.1     67.0     86.3     33.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      61       24       13       24       22       89       56
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       21,961
COMMITMENTS
  18,350      761        0    1,785   20,568   20,135   21,329    1,826      632

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -479)
    -779     -479        0       95      -90     -684     -569      205       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.6      3.5      0.0      8.1     93.7     91.7     97.1      8.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      20        2        0        6       12       26       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,302,958
COMMITMENTS
 568,659  512,799  1156287  6646153  6379683  8371099  8048769  931,859  1254189

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:    -20,766)
   9,998    6,939  -30,050   19,132     -628     -920  -23,739  -19,846    2,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      5.5     12.4     71.4     68.6     90.0     86.5     10.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      54       47       83      130      148      229      243
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      626,978
COMMITMENTS
  63,080   52,911    6,711  418,481  462,780  488,272  522,402  138,706  104,576

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -1,504)
  -3,411     -441     -329    2,209     -216   -1,531     -986       27     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      8.4      1.1     66.7     73.8     77.9     83.3     22.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      43       35       20       75       55      130      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,489,606
COMMITMENTS
 298,877  216,573   26,942  861,400  1134015  1187219  1377530  302,387  112,076

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:    -15,330)
 -49,876  -21,378     -962   17,499   20,764  -33,339   -1,576   18,009  -13,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     14.5      1.8     57.8     76.1     79.7     92.5     20.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      73       56       26       72       66      156      137
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       72,039
COMMITMENTS
  12,754   35,397      374   47,856   34,020   60,984   69,791   11,055    2,248

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      2,075)
     758    1,741        0      482      851    1,240    2,592      835     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     49.1      0.5     66.4     47.2     84.7     96.9     15.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11        9        2       32       29       45       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,884
COMMITMENTS
   7,675   11,118       21   23,848   28,169   31,544   39,308   13,340    5,576

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -1,674)
  -2,529      -62        0   -1,363     -599   -3,892     -661    2,218   -1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     24.8      0.0     53.1     62.8     70.3     87.6     29.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12       13        3       26       22       40       37
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      320,899
COMMITMENTS
 115,461   99,123    6,594  167,159  167,885  289,214  273,602   31,685   47,297

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      9,690)
 -24,398   15,467   -1,069   33,535  -13,681    8,068      717    1,622    8,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     30.9      2.1     52.1     52.3     90.1     85.3      9.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      65       52       12       55       43      126      101
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      128,732
COMMITMENTS
  92,051    7,016        0    7,440  115,522   99,491  122,538   29,241    6,194

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:     -1,202)
  -3,492      373     -138    3,563   -1,941      -67   -1,706   -1,135      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.5      5.5      0.0      5.8     89.7     77.3     95.2     22.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      40        5        0        6       15       46       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       24,080
COMMITMENTS
     320    3,635        0   20,084   13,230   20,404   16,865    3,676    7,215

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        756)
       2      -18        0    1,082    1,021    1,084    1,003     -328     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     15.1      0.0     83.4     54.9     84.7     70.0     15.3     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1       10        0       22       21       23       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      348,887
COMMITMENTS
  69,110  119,098    1,953  248,230  213,191  319,293  334,242   29,594   14,645

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      6,178)
   5,656      177     -201    2,152    5,277    7,607    5,253   -1,429      925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     34.1      0.6     71.1     61.1     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      35       64        5       43       65       81      131
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,864
COMMITMENTS
  10,011   10,873        0   23,679   24,485   33,690   35,358    8,174    6,506

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -114)
     -41      631        0      730      925      689    1,556     -803   -1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     26.0      0.0     56.6     58.5     80.5     84.5     19.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       19        0       16       22       33       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       32,413
COMMITMENTS
   7,664    1,625      407   20,551   23,723   28,622   25,755    3,791    6,658

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:       -968)
     500     -273       43       11      -19      554     -249   -1,522     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      5.0      1.3     63.4     73.2     88.3     79.5     11.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17        4        2       20       12       38       17
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       21,958
COMMITMENTS
   6,580    1,846       41   14,967   18,920   21,588   20,807      370    1,151

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:        750)
     140      191        0      688      260      828      451      -78      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      8.4      0.2     68.2     86.2     98.3     94.8      1.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        6        1       10        4       16       11
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 12/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       40,095
COMMITMENTS
   4,263    7,091    2,093   22,259   26,583   28,615   35,767   11,480    4,328

CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST:      1,054)
       5      690       -2    1,004    1,124    1,007    1,812       47     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     17.7      5.2     55.5     66.3     71.4     89.2     28.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       11        8       24       28       34       44
 

Updated December 29, 2006