MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,161
COMMITMENTS
   6,241    1,565      311   15,987   16,597   22,539   18,473    4,622    8,688

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,261)
     588       56        5      439      895    1,032      956      229      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      5.8      1.1     58.9     61.1     83.0     68.0     17.0     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14        6        7       21       19       38       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      170,825
COMMITMENTS
  32,328   24,834   35,817   77,442   80,048  145,587  140,699   25,238   30,126

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,131)
  -1,377      851   -1,264     -211     -116   -2,852     -529      721   -1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     14.5     21.0     45.3     46.9     85.2     82.4     14.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      68       71       86       35       42      155      164
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      257,867
COMMITMENTS
  64,581   30,378   57,153  112,231  113,257  233,965  200,788   23,902   57,079

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -3,636)
     -59     -556   -3,355      919    3,644   -2,495     -267   -1,141   -3,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     11.8     22.2     43.5     43.9     90.7     77.9      9.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      77       73       92       66      140      213      266
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,623
COMMITMENTS
   2,558    3,612      439    1,753      901    4,750    4,952    1,873    1,671

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        702)
     561    1,178     -159      244     -203      646      816       56     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     54.5      6.6     26.5     13.6     71.7     74.8     28.3     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       25        6       11       11       38       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,903
COMMITMENTS
   8,652    8,853    2,886   13,295    6,099   24,833   17,838    6,070   13,065

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,519)
     930      529      234      614      445    1,778    1,208     -259      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     28.6      9.3     43.0     19.7     80.4     57.7     19.6     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      28       46       23       40       39       86       95
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      152,395
COMMITMENTS
  22,471  100,328    2,108   98,006   20,880  122,585  123,316   29,810   29,079

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        -43)
     441     -669       47   -1,993      853   -1,505      231    1,462     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     65.8      1.4     64.3     13.7     80.4     80.9     19.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       42        2       21       19       44       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       83,065
COMMITMENTS
   5,290   49,371       36   67,899   15,298   73,225   64,705    9,840   18,360

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:       -738)
  -1,186      647        0    1,941      529      755    1,176   -1,493   -1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     59.4      0.0     81.7     18.4     88.2     77.9     11.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8       27        1       12        7       20       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       90,420
COMMITMENTS
  45,335   27,230      507   39,490   57,303   85,332   85,040    5,088    5,380

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       23        2       19       13       50       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      163,961
COMMITMENTS
 109,941   15,213        0   15,408  127,877  125,349  143,090   38,612   20,871

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     13,270)
  13,277    2,867     -275     -713   10,871   12,289   13,463      981     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.1      9.3      0.0      9.4     78.0     76.5     87.3     23.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      36       12        0        9       20       45       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      344,998
COMMITMENTS
  52,200  217,060    1,786  246,414   85,624  300,400  304,470   44,598   40,528

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     36,258)
  -3,831   22,883     -202   40,265   15,802   36,232   38,483       26   -2,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     62.9      0.5     71.4     24.8     87.1     88.3     12.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      31       64        4       27       17       62       81
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      169,518
COMMITMENTS
  77,516   16,506    1,793   34,954  115,543  114,263  133,842   55,255   35,676

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,924)
  10,034    2,566     -240    3,633    7,038   13,427    9,364   -8,503   -4,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7      9.7      1.1     20.6     68.2     67.4     79.0     32.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      63       23       13       30       27       98       58
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,687
COMMITMENTS
  11,450    1,255        0    4,745   16,429   16,195   17,684    2,492    1,003

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        4        0       11        9       27       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,726,962
COMMITMENTS
 617,232  821,613  1086026  7072694  6476440  8775952  8384079  951,010  1342883

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     29,545)
  98,707  122,499  -42,620   11,698  -54,586   67,785   25,293  -38,240    4,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      8.4     11.2     72.7     66.6     90.2     86.2      9.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      58       58       86      135      155      237      266
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      636,740
COMMITMENTS
  65,312   48,389    3,415  431,116  475,535  499,843  527,339  136,897  109,401

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     -2,018)
   2,332   -3,572   -2,789    6,564    5,426    6,107     -935   -8,125   -1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.6      0.5     67.7     74.7     78.5     82.8     21.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      41       34       17       81       53      130       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,664,762
COMMITMENTS
 356,626  282,212   27,755  941,573  1224841  1325954  1534808  338,808  129,954

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:     17,187)
 -16,965   49,614  -10,571   46,562  -14,065   19,026   24,978   -1,839   -7,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     17.0      1.7     56.6     73.6     79.6     92.2     20.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      75       59       24       72       65      160      135
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,873
COMMITMENTS
   1,027        0        3    3,861    5,612    4,891    5,615    2,982    2,258

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       14        2       31       25       43       40
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        3,485
COMMITMENTS
   1,483    2,445        0    1,992    1,030    3,475    3,475       10       10

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:        905)
      73      995        0      827      200      900    1,195        5     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     70.2      0.0     57.2     29.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        0        9        6       13       11
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,927
COMMITMENTS
  13,517   11,258       16   26,047   32,992   39,580   44,266   10,347    5,661

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      3,620)
     -39    1,332        3    3,673    3,421    3,637    4,756      -17   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     22.5      0.0     52.2     66.1     79.3     88.7     20.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       14        3       24       23       44       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      385,115
COMMITMENTS
 145,827  113,980    6,896  194,506  232,801  347,229  353,677   37,886   31,438

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      7,310)
   1,507    2,818    2,020      720      187    4,247    5,025    3,063    2,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     29.6      1.8     50.5     60.4     90.2     91.8      9.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      87       55       11       56       49      149      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      127,566
COMMITMENTS
  86,840    9,592        0   11,257  108,961   98,097  118,553   29,469    9,013

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      5,921)
  13,335    2,843      -32   -6,241    5,065    7,062    7,876   -1,141   -1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1      7.5      0.0      8.8     85.4     76.9     92.9     23.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      40       11        0       10       14       50       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,655
COMMITMENTS
   1,582    5,519       24   25,265   18,172   26,871   23,715    4,784    7,940

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      2,594)
      -3      317       24    3,115    2,605    3,136    2,946     -542     -352

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2       13        2       26       21       30       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      368,905
COMMITMENTS
  66,470  123,217    1,162  267,100  225,496  334,732  349,875   34,173   19,030

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      4,642)
  -4,754    4,322   -1,546   11,682   -1,558    5,382    1,218     -740    3,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     33.4      0.3     72.4     61.1     90.7     94.8      9.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      38       70        7       50       67       91      141
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/23/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,442
COMMITMENTS
  10,931   14,399      130   24,903   22,609   35,964   37,138    9,478    8,304

CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST:      1,037)
     249    1,827       80      288   -1,178      617      729      420      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     31.7      0.3     54.8     49.8     79.1     81.7     20.9     18.3

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

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

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

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

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

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

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

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

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

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

Updated January 26, 2007