MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    36,300:     2,519      2,524      6,024     22,896     17,921     31,440     26,469:     4,861      9,831
Old  :    36,300:     2,519      2,524      6,024     22,896     17,921     31,440     26,469:     4,861      9,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :     1,212:       459        -11         18        561        753      1,038        759:       174        453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        7.0       16.6       63.1       49.4       86.6       72.9:      13.4       27.1
Old  :     100.0:       6.9        7.0       16.6       63.1       49.4       86.6       72.9:      13.4       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        12          8         13         30         23         47         39:
Old  :        56:        12          8         13         30         23         47         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       29.9       56.6       46.7       39.5       28.3       48.6       37.5
Old  :                 43.8       29.9       56.6       46.7       39.5       28.3       48.6       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   180,391:    30,468     13,375     39,138     86,850     94,304    156,456    146,816:    23,936     33,575
Old  :   177,615:    29,299     13,954     38,537     86,748     92,285    154,584    144,775:    23,032     32,840
Other:     2,776:     1,770         22          0        102      2,019      1,872      2,041:       904        735
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -13,630:    -1,427      1,597     -7,845     -5,155     -3,408    -14,426     -9,655:       796     -3,975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        7.4       21.7       48.1       52.3       86.7       81.4:      13.3       18.6
Old  :     100.0:      16.5        7.9       21.7       48.8       52.0       87.0       81.5:      13.0       18.5
Other:     100.0:      63.8        0.8        0.0        3.7       72.7       67.4       73.5:      32.6       26.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        58         53         75         41         45        146        148:
Old  :       197:        57         54         75         41         45        146        148:
Other:        28:         9          2          0          2         15         11         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       32.7       41.9       40.2       29.6       30.0       39.7       35.5
Old  :                 30.1       32.9       42.5       40.3       30.1       30.3       40.2       35.5
Other:                 58.8       42.8       65.8       63.1       58.8       42.8       65.8       63.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   240,088:    57,398     21,938     54,830    104,637    105,711    216,865    182,479:    23,223     57,609
Old  :   240,088:    57,398     21,938     54,830    104,637    105,711    216,865    182,479:    23,223     57,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :     1,172:     1,150     -2,086        311        744      2,986      2,205      1,212:    -1,033        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        9.1       22.8       43.6       44.0       90.3       76.0:       9.7       24.0
Old  :     100.0:      23.9        9.1       22.8       43.6       44.0       90.3       76.0:       9.7       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        85         61         79         91        145        216        259:
Old  :       317:        85         61         79         91        145        216        259:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       11.1       34.9       18.9       22.9        9.4       33.3       14.5
Old  :                 22.9       11.1       34.9       18.9       22.9        9.4       33.3       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,455:     1,845      3,058        973      2,309      1,525      5,127      5,555:     2,328      1,900
Old  :     7,455:     1,845      3,058        973      2,309      1,525      5,127      5,555:     2,328      1,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :      -696:      -434         55       -327         53       -121       -708       -393:        11       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       41.0       13.1       31.0       20.5       68.8       74.5:      31.2       25.5
Old  :     100.0:      24.8       41.0       13.1       31.0       20.5       68.8       74.5:      31.2       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        21         24         11         16         18         39         52:
Old  :        68:        21         24         11         16         18         39         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       20.7       39.3       34.6       26.7       20.7       35.9       31.0
Old  :                 26.7       20.7       39.3       34.6       26.7       20.7       35.9       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,640:     6,903      7,119      5,513     11,750      5,242     24,166     17,873:     6,474     12,767
Old  :    30,640:     6,903      7,119      5,513     11,750      5,242     24,166     17,873:     6,474     12,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :      -711:       211         45         76       -468       -241       -181       -120:      -531       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       23.2       18.0       38.4       17.1       78.9       58.3:      21.1       41.7
Old  :     100.0:      22.5       23.2       18.0       38.4       17.1       78.9       58.3:      21.1       41.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        31         32         27         45         39         94         86:
Old  :       127:        31         32         27         45         39         94         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       14.0       25.9       21.7       14.1       11.3       23.6       16.6
Old  :                 15.4       14.0       25.9       21.7       14.1       11.3       23.6       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   190,281:    27,232     84,581      5,447    119,414     65,856    152,093    155,884:    38,188     34,397
Old  :   190,281:    27,232     84,581      5,447    119,414     65,856    152,093    155,884:    38,188     34,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :    18,085:       887      6,400     -3,284     13,276     11,873     10,878     14,989:     7,207      3,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       44.5        2.9       62.8       34.6       79.9       81.9:      20.1       18.1
Old  :     100.0:      14.3       44.5        2.9       62.8       34.6       79.9       81.9:      20.1       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        18         28          9         28         26         49         60:
Old  :        83:        18         28          9         28         26         49         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       31.4       51.2       46.1       27.5       22.0       38.1       32.4
Old  :                 37.7       31.4       51.2       46.1       27.5       22.0       38.1       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    56,391:    18,258     29,181        707     17,041     17,044     36,006     46,931:    20,385      9,459
Old  :    56,391:    18,258     29,181        707     17,041     17,044     36,006     46,931:    20,385      9,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -37,878:    -6,660     -5,551       -456    -28,156    -31,553    -35,272    -37,559:    -2,606       -319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       51.7        1.3       30.2       30.2       63.9       83.2:      36.1       16.8
Old  :     100.0:      32.4       51.7        1.3       30.2       30.2       63.9       83.2:      36.1       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        17         15          2         11          9         30         24:
Old  :        48:        17         15          2         11          9         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       45.8       38.6       65.6       24.7       45.7       38.6       65.2
Old  :                 24.7       45.8       38.6       65.6       24.7       45.7       38.6       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    80,817:    69,778      9,775          0      6,452     45,242     76,230     55,017:     4,587     25,800
Old  :    80,817:    69,778      9,775          0      6,452     45,242     76,230     55,017:     4,587     25,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -28,036:    13,950      1,583     -1,472    -41,308    -51,074    -28,830    -50,963:       794     22,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       12.1        0.0        8.0       56.0       94.3       68.1:       5.7       31.9
Old  :     100.0:      86.3       12.1        0.0        8.0       56.0       94.3       68.1:       5.7       31.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        53         12          0         11         13         64         25:
Old  :        89:        53         12          0         11         13         64         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       46.0       61.7       57.2       51.5       46.0       61.7       57.2
Old  :                 51.5       46.0       61.7       57.2       51.5       46.0       61.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :   154,538:    97,945     12,159      3,148     19,220    122,063    120,313    137,370:    34,225     17,168
Old  :   154,538:    97,945     12,159      3,148     19,220    122,063    120,313    137,370:    34,225     17,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -31,714:    -5,334    -11,784     -2,702    -20,379    -15,544    -28,416    -30,030:    -3,299     -1,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4        7.9        2.0       12.4       79.0       77.9       88.9:      22.1       11.1
Old  :     100.0:      63.4        7.9        2.0       12.4       79.0       77.9       88.9:      22.1       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        42         13          9         12         19         57         38:
Old  :        82:        42         13          9         12         19         57         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       46.4       46.7       65.2       34.2       46.4       46.7       65.2
Old  :                 34.2       46.4       46.7       65.2       34.2       46.4       46.7       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   247,347:    48,738    141,455      5,061    153,152     66,358    206,951    212,874:    40,396     34,473
Old  :   247,347:    48,738    141,455      5,061    153,152     66,358    206,951    212,874:    40,396     34,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -50,516:      -873     35,212     -2,540    -38,831    -86,910    -42,244    -54,238:    -8,272      3,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       57.2        2.0       61.9       26.8       83.7       86.1:      16.3       13.9
Old  :     100.0:      19.7       57.2        2.0       61.9       26.8       83.7       86.1:      16.3       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        32         44         17         27         18         67         71:
Old  :       110:        32         44         17         27         18         67         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       39.5       63.3       55.0       48.6       39.5       62.3       54.8
Old  :                 48.9       39.5       63.3       55.0       48.6       39.5       62.3       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   226,593:   110,878     18,283     20,049     27,380    151,938    158,307    190,270:    68,287     36,323
Old  :   226,593:   110,878     18,283     20,049     27,380    151,938    158,307    190,270:    68,287     36,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -38,196:    -1,191      3,479     -2,885    -28,466    -31,537    -32,543    -30,943:    -5,653     -7,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9        8.1        8.8       12.1       67.1       69.9       84.0:      30.1       16.0
Old  :     100.0:      48.9        8.1        8.8       12.1       67.1       69.9       84.0:      30.1       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        69         30         38         28         27        116         76:
Old  :       138:        69         30         38         28         27        116         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       42.5       23.3       57.4       15.8       42.2       23.0       55.3
Old  :                 15.9       42.5       23.3       57.4       15.8       42.2       23.0       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    22,440:    19,129      1,240          0      1,690     20,658     20,819     21,898:     1,621        542
Old  :    22,440:    19,129      1,240          0      1,690     20,658     20,819     21,898:     1,621        542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :       175:     1,697        375          0       -944        331        753        706:      -578       -531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.2        5.5        0.0        7.5       92.1       92.8       97.6:       7.2        2.4
Old  :     100.0:      85.2        5.5        0.0        7.5       92.1       92.8       97.6:       7.2        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        21          3          0          6         12         27         15:
Old  :        39:        21          3          0          6         12         27         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       74.3       75.6       86.0       66.8       72.9       75.6       84.6
Old  :                 66.8       74.3       75.6       86.0       66.8       72.9       75.6       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :13,890,009:   503,615    494,936  3,776,319  8,544,327  8,265,625 12,824,261 12,536,880: 1,065,748  1,353,129
Old  :13,890,009:   503,615    494,936  3,776,319  8,544,327  8,265,625 12,824,261 12,536,880: 1,065,748  1,353,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :-4,847,341:  -363,021    -56,088 -2,669,426 -1,665,226 -2,037,193 -4,697,673 -4,762,707:  -149,668    -84,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        3.6       27.2       61.5       59.5       92.3       90.3:       7.7        9.7
Old  :     100.0:       3.6        3.6       27.2       61.5       59.5       92.3       90.3:       7.7        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        63         58        109        153        163        276        280:
Old  :       301:        63         58        109        153        163        276        280:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       13.7       38.6       22.9       26.3        8.8       28.8       13.9
Old  :                 29.3       13.7       38.6       22.9       26.3        8.8       28.8       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   696,045:    67,936     50,418     42,590    433,244    476,456    543,770    569,465:   152,275    126,581
Old  :   696,045:    67,936     50,418     42,590    433,244    476,456    543,770    569,465:   152,275    126,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :  -194,291:    -9,593     11,172    -53,969    -88,229    -92,100   -151,791   -134,897:   -42,500    -59,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        7.2        6.1       62.2       68.5       78.1       81.8:      21.9       18.2
Old  :     100.0:       9.8        7.2        6.1       62.2       68.5       78.1       81.8:      21.9       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        46         52         66         82         63        175        136:
Old  :       210:        46         52         66         82         63        175        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       27.3       26.7       38.9       19.6       27.3       26.3       38.8
Old  :                 19.7       27.3       26.7       38.9       19.6       27.3       26.3       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,565,014:   348,730    234,035     72,844    854,658  1,124,641  1,276,232  1,431,520:   288,782    133,494
Old  : 1,565,014:   348,730    234,035     72,844    854,658  1,124,641  1,276,232  1,431,520:   288,782    133,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :  -927,136:  -157,673   -164,046   -107,471   -410,038   -543,084   -675,182   -814,602:  -251,954   -112,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       15.0        4.7       54.6       71.9       81.5       91.5:      18.5        8.5
Old  :     100.0:      22.3       15.0        4.7       54.6       71.9       81.5       91.5:      18.5        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        77         80         68         75         68        195        173:
Old  :       271:        77         80         68         75         68        195        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       28.3       33.0       44.1       16.9       26.9       25.8       39.8
Old  :                 21.2       28.3       33.0       44.1       16.9       26.9       25.8       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    69,964:    11,996     33,656        374     47,374     33,169     59,744     67,199:    10,220      2,765
Old  :    69,964:    11,996     33,656        374     47,374     33,169     59,744     67,199:    10,220      2,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -31,860:       383      2,032     -2,071    -27,192    -26,216    -28,880    -26,255:    -2,980     -5,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       48.1        0.5       67.7       47.4       85.4       96.0:      14.6        4.0
Old  :     100.0:      17.1       48.1        0.5       67.7       47.4       85.4       96.0:      14.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        10         10          2         30         27         42         38:
Old  :        70:        10         10          2         30         27         42         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       51.3       55.3       69.2       32.2       51.3       53.6       68.8
Old  :                 32.8       51.3       55.3       69.2       32.2       51.3       53.6       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    46,889:    10,205     11,163        146     25,246     28,795     35,597     40,104:    11,291      6,784
Old  :    46,889:    10,205     11,163        146     25,246     28,795     35,597     40,104:    11,291      6,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -39,989:    -3,431      6,194     -5,455    -33,269    -12,924    -42,155    -12,184:     2,166    -27,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       23.8        0.3       53.8       61.4       75.9       85.5:      24.1       14.5
Old  :     100.0:      21.8       23.8        0.3       53.8       61.4       75.9       85.5:      24.1       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        17         15          4         26         22         45         39:
Old  :        73:        17         15          4         26         22         45         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       37.6       44.6       52.3       33.9       37.4       44.5       51.7
Old  :                 33.9       37.6       44.6       52.3       33.9       37.4       44.5       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   313,833:   139,184     82,999     10,195    134,219    181,970    283,597    275,165:    30,236     38,669
Old  :   313,833:   139,184     82,999     10,195    134,219    181,970    283,597    275,165:    30,236     38,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :  -299,188:   -19,595    -87,190    -26,977   -102,888   -180,592   -149,460   -294,760:  -149,728     -4,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       26.4        3.2       42.8       58.0       90.4       87.7:       9.6       12.3
Old  :     100.0:      44.3       26.4        3.2       42.8       58.0       90.4       87.7:       9.6       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        72         45         17         55         44        133        100:
Old  :       202:        72         45         17         55         44        133        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       30.3       34.3       49.4       21.4       30.1       32.2       46.3
Old  :                 22.8       30.3       34.3       49.4       21.4       30.1       32.2       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :   130,356:    95,543      6,669        170      3,877    117,463     99,590    124,302:    30,766      6,054
Old  :   130,356:    95,543      6,669        170      3,877    117,463     99,590    124,302:    30,766      6,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -40,973:     3,518     -4,469     -4,443    -36,875    -28,018    -37,800    -36,930:    -3,173     -4,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3        5.1        0.1        3.0       90.1       76.4       95.4:      23.6        4.6
Old  :     100.0:      73.3        5.1        0.1        3.0       90.1       76.4       95.4:      23.6        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        38          4          2          4         16         43         21:
Old  :        60:        38          4          2          4         16         43         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       65.1       43.9       81.3       31.5       65.1       43.9       80.9
Old  :                 31.5       65.1       43.9       81.3       31.5       65.1       43.9       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    23,330:       318      3,654          0     19,003     12,209     19,321     15,863:     4,009      7,468
Old  :    23,330:       318      3,654          0     19,003     12,209     19,321     15,863:     4,009      7,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -23,928:    -4,337        -46       -854    -17,428    -16,710    -22,619    -17,610:    -1,308     -6,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       15.7        0.0       81.5       52.3       82.8       68.0:      17.2       32.0
Old  :     100.0:       1.4       15.7        0.0       81.5       52.3       82.8       68.0:      17.2       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1         11          0         21         19         22         30:
Old  :        46:         1         11          0         21         19         22         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       29.6       65.1       41.3       52.2       29.6       64.8       41.3
Old  :                 52.5       29.6       65.1       41.3       52.2       29.6       64.8       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   348,845:    62,651    117,775      7,031    247,491    209,399    317,173    334,204:    31,672     14,641
Old  :   348,845:    62,651    117,775      7,031    247,491    209,399    317,173    334,204:    31,672     14,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :  -128,574:     8,222    -17,321     -8,083    -93,469    -86,175    -93,330   -111,578:   -35,244    -16,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       33.8        2.0       70.9       60.0       90.9       95.8:       9.1        4.2
Old  :     100.0:      18.0       33.8        2.0       70.9       60.0       90.9       95.8:       9.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        43         86         48         46         66        126        163:
Old  :       222:        43         86         48         46         66        126        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       25.9       59.7       38.2       46.1       24.2       59.4       36.5
Old  :                 46.1       25.9       59.7       38.2       46.1       24.2       59.4       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    41,991:    10,060     10,242          1     22,953     23,572     33,014     33,815:     8,977      8,176
Old  :    41,991:    10,060     10,242          1     22,953     23,572     33,014     33,815:     8,977      8,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :     2,690:     1,088       -426          0        833      2,409      1,921      1,983:       770        707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       24.4        0.0       54.7       56.1       78.6       80.5:      21.4       19.5
Old  :     100.0:      24.0       24.4        0.0       54.7       56.1       78.6       80.5:      21.4       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        22         18          2         16         23         38         43:
Old  :        74:        22         18          2         16         23         38         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       32.5       53.1       47.9       41.5       32.5       53.1       46.8
Old  :                 41.5       32.5       53.1       47.9       41.5       32.5       53.1       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    33,381:     7,164      1,898        364     20,540     23,742     28,068     26,004:     5,313      7,377
Old  :    33,381:     7,164      1,898        364     20,540     23,742     28,068     26,004:     5,313      7,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :     5,431:       363      1,573        144      4,372      2,318      4,879      4,035:       552      1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        5.7        1.1       61.5       71.1       84.1       77.9:      15.9       22.1
Old  :     100.0:      21.5        5.7        1.1       61.5       71.1       84.1       77.9:      15.9       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        17          5          2         18         10         36         16:
Old  :        49:        17          5          2         18         10         36         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       64.8       46.6       70.4       28.6       62.1       43.5       67.1
Old  :                 28.8       64.8       46.6       70.4       28.6       62.1       43.5       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    21,208:     6,440      1,655         41     14,279     18,660     20,760     20,356:       448        852
Old  :    21,208:     6,440      1,655         41     14,279     18,660     20,760     20,356:       448        852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :      -699:      -434        -91          0         -5       -390       -439       -481:      -260       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        7.8        0.2       67.3       88.0       97.9       96.0:       2.1        4.0
Old  :     100.0:      30.4        7.8        0.2       67.3       88.0       97.9       96.0:       2.1        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          5          1          9          4         14         10:
Old  :        21:         5          5          1          9          4         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.4       93.2       92.4       95.6       83.2       93.2       92.2       95.4
Old  :                 83.4       93.2       92.4       95.6       83.2       93.2       92.2       95.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    39,041:     4,258      6,401      2,095     21,255     25,459     27,608     33,955:    11,433      5,086
Old  :    39,041:     4,258      6,401      2,095     21,255     25,459     27,608     33,955:    11,433      5,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2006                    :
     :   -17,090:    -1,603     -4,222     -1,246    -12,973    -12,215    -15,822    -17,683:    -1,268        593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       16.4        5.4       54.4       65.2       70.7       87.0:      29.3       13.0
Old  :     100.0:      10.9       16.4        5.4       54.4       65.2       70.7       87.0:      29.3       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         10          7         23         26         32         40:
Old  :        47:         6         10          7         23         26         32         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       28.1       44.0       47.2       17.3       17.8       24.9       30.2
Old  :                 27.8       28.1       44.0       47.2       17.3       17.8       24.9       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 22, 2006