MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,591:     3,026      1,942      5,514     20,967     17,522     29,508     24,978:     6,084     10,613
Old  :    35,591:     3,026      1,942      5,514     20,967     17,522     29,508     24,978:     6,084     10,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     2,270:       262        258        561      1,030        995      1,853      1,814:       417        456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        5.5       15.5       58.9       49.2       82.9       70.2:      17.1       29.8
Old  :     100.0:       8.5        5.5       15.5       58.9       49.2       82.9       70.2:      17.1       29.8
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  :        53:        15          6          9         24         22         42         34:
Old  :        53:        15          6          9         24         22         42         34:
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  :                 39.8       28.2       53.8       47.4       38.0       26.6       48.0       38.4
Old  :                 39.8       28.2       53.8       47.4       38.0       26.6       48.0       38.4
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   177,069:    32,086     23,400     39,788     78,956     82,401    150,831    145,589:    26,238     31,480
Old  :   170,889:    28,903     23,736     39,074     78,793     77,823    146,771    140,633:    24,119     30,257
Other:     6,180:     3,896        378          1        163      4,578      4,060      4,957:     2,120      1,223
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -2,334:    -1,184        699     -1,356       -478         81     -3,018       -575:       684     -1,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       13.2       22.5       44.6       46.5       85.2       82.2:      14.8       17.8
Old  :     100.0:      16.9       13.9       22.9       46.1       45.5       85.9       82.3:      14.1       17.7
Other:     100.0:      63.0        6.1        0.0        2.6       74.1       65.7       80.2:      34.3       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        71         68         90         42         43        165        166:
Old  :       214:        70         71         89         41         43        162        166:
Other:        49:        19          9          1          5         18         25         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       31.5       38.8       38.1       26.3       28.0       36.1       33.4
Old  :                 27.3       31.3       40.2       38.0       27.2       28.6       37.3       33.6
Other:                 42.8       52.6       54.6       69.2       42.8       52.6       54.6       69.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   278,693:    65,793     22,068     71,779    115,481    121,783    253,054    215,630:    25,640     63,063
Old  :   278,693:    65,793     22,068     71,779    115,481    121,783    253,054    215,630:    25,640     63,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -5,115:      -474        -73     -3,754        505      2,959     -3,723       -868:    -1,392     -4,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        7.9       25.8       41.4       43.7       90.8       77.4:       9.2       22.6
Old  :     100.0:      23.6        7.9       25.8       41.4       43.7       90.8       77.4:       9.2       22.6
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  :       355:        99         68        105         87        149        252        282:
Old  :       355:        99         68        105         87        149        252        282:
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  :                 22.5       11.8       33.7       19.2       22.5        8.8       32.3       13.8
Old  :                 22.5       11.8       33.7       19.2       22.5        8.8       32.3       13.8
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     6,989:     2,418      3,623        661      1,848        968      4,927      5,252:     2,062      1,736
Old  :     6,989:     2,418      3,623        661      1,848        968      4,927      5,252:     2,062      1,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       776:       514      1,181        -97        282       -208        700        877:        76       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       51.8        9.5       26.4       13.9       70.5       75.2:      29.5       24.8
Old  :     100.0:      34.6       51.8        9.5       26.4       13.9       70.5       75.2:      29.5       24.8
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  :        71:        23         28         10         11         14         39         48:
Old  :        71:        23         28         10         11         14         39         48:
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  :                 27.6       23.0       42.0       37.1       27.6       23.0       39.9       37.1
Old  :                 27.6       23.0       42.0       37.1       27.6       23.0       39.9       37.1
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    33,669:     8,739      8,069      4,627     13,654      6,710     27,019     19,406:     6,650     14,263
Old  :    33,669:     8,739      8,069      4,627     13,654      6,710     27,019     19,406:     6,650     14,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,141:       925        515        114        559        519      1,598      1,148:      -457         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       24.0       13.7       40.6       19.9       80.2       57.6:      19.8       42.4
Old  :     100.0:      26.0       24.0       13.7       40.6       19.9       80.2       57.6:      19.8       42.4
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  :       148:        34         45         28         45         43         99        101:
Old  :       148:        34         45         28         45         43         99        101:
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  :                 14.6        9.3       24.6       16.3       14.4        8.9       24.3       14.6
Old  :                 14.6        9.3       24.6       16.3       14.4        8.9       24.3       14.6
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   161,526:    22,208    100,336      6,120     99,690     23,210    128,019    129,667:    33,507     31,859
Old  :   161,526:    22,208    100,336      6,120     99,690     23,210    128,019    129,667:    33,507     31,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       622:       356       -663        544     -1,811      1,084       -912        965:     1,534       -343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       62.1        3.8       61.7       14.4       79.3       80.3:      20.7       19.7
Old  :     100.0:      13.7       62.1        3.8       61.7       14.4       79.3       80.3:      20.7       19.7
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  :        98:        21         44          8         23         22         48         70:
Old  :        98:        21         44          8         23         22         48         70:
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  :                 43.0       27.5       54.0       37.1       42.0       27.5       53.0       37.1
Old  :                 43.0       27.5       54.0       37.1       42.0       27.5       53.0       37.1
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    85,714:     5,795     49,387        709     68,730     16,512     75,235     66,609:    10,478     19,105
Old  :    85,714:     5,795     49,387        709     68,730     16,512     75,235     66,609:    10,478     19,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       153:    -1,002        642        311      2,290      1,045      1,598      1,997:    -1,445     -1,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       57.6        0.8       80.2       19.3       87.8       77.7:      12.2       22.3
Old  :     100.0:       6.8       57.6        0.8       80.2       19.3       87.8       77.7:      12.2       22.3
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  :        52:         9         27          3         12          7         21         37:
Old  :        52:         9         27          3         12          7         21         37:
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  :                 66.2       32.0       77.0       48.8       66.2       32.0       76.4       48.7
Old  :                 66.2       32.0       77.0       48.8       66.2       32.0       76.4       48.7
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    90,426:    45,335     27,230        507     39,490     57,303     85,332     85,040:     5,094      5,386
Old  :    90,426:    45,335     27,230        507     39,490     57,303     85,332     85,040:     5,094      5,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :      -331:    -4,285      4,110       -201      3,295     -6,715     -1,191     -2,806:       860      2,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       30.1        0.6       43.7       63.4       94.4       94.0:       5.6        6.0
Old  :     100.0:      50.1       30.1        0.6       43.7       63.4       94.4       94.0:       5.6        6.0
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  :        79:        30         23          2         19         13         50         37:
Old  :        79:        30         23          2         19         13         50         37:
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  :                 54.4       62.3       65.7       78.1       38.9       51.4       50.2       62.9
Old  :                 54.4       62.3       65.7       78.1       38.9       51.4       50.2       62.9
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   170,756:   109,894     14,292      3,296     16,724    129,618    129,913    147,206:    40,842     23,549
Old  :   170,756:   109,894     14,292      3,296     16,724    129,618    129,913    147,206:    40,842     23,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    14,820:    13,673      2,984       -170       -470     11,163     13,033     13,977:     1,788        843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4        8.4        1.9        9.8       75.9       76.1       86.2:      23.9       13.8
Old  :     100.0:      64.4        8.4        1.9        9.8       75.9       76.1       86.2:      23.9       13.8
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  :        76:        39         10          8         11         20         53         35:
Old  :        76:        39         10          8         11         20         53         35:
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  :                 33.3       43.0       47.5       60.8       33.3       43.0       47.5       60.8
Old  :                 33.3       43.0       47.5       60.8       33.3       43.0       47.5       60.8
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   374,432:    45,951    217,129     12,551    268,572    102,706    327,074    332,386:    47,358     42,046
Old  :   374,432:    45,951    217,129     12,551    268,572    102,706    327,074    332,386:    47,358     42,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    56,275:    -8,760     22,802      5,783     59,495     30,506     56,518     59,091:      -242     -2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       58.0        3.4       71.7       27.4       87.4       88.8:      12.6       11.2
Old  :     100.0:      12.3       58.0        3.4       71.7       27.4       87.4       88.8:      12.6       11.2
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  :       134:        31         67         17         28         21         68         96:
Old  :       134:        31         67         17         28         21         68         96:
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  :                 55.4       29.8       68.1       48.3       49.8       29.7       60.2       42.9
Old  :                 55.4       29.8       68.1       48.3       49.8       29.7       60.2       42.9
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   197,434:    75,641     16,014     18,093     43,002    122,494    136,736    156,601:    60,698     40,834
Old  :   197,434:    75,641     16,014     18,093     43,002    122,494    136,736    156,601:    60,698     40,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     7,246:     9,644      1,613      1,768      4,826      7,501     16,238     10,883:    -8,992     -3,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        8.1        9.2       21.8       62.0       69.3       79.3:      30.7       20.7
Old  :     100.0:      38.3        8.1        9.2       21.8       62.0       69.3       79.3:      30.7       20.7
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  :       144:        68         30         38         37         30        123         80:
Old  :       144:        68         30         38         37         30        123         80:
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  :                 14.3       43.4       20.7       52.8       14.2       42.0       20.0       50.1
Old  :                 14.3       43.4       20.7       52.8       14.2       42.0       20.0       50.1
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,687:    11,450      1,255          0      4,745     16,429     16,195     17,684:     2,492      1,003
Old  :    18,687:    11,450      1,255          0      4,745     16,429     16,195     17,684:     2,492      1,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -1,301:    -2,582        624          0        572     -2,000     -2,010     -1,376:       709         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3        6.7        0.0       25.4       87.9       86.7       94.6:      13.3        5.4
Old  :     100.0:      61.3        6.7        0.0       25.4       87.9       86.7       94.6:      13.3        5.4
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  :        37:        16          4          0         11          9         27         13:
Old  :        37:        16          4          0         11          9         27         13:
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  :                 50.7       78.9       63.9       90.4       47.4       77.1       59.8       86.4
Old  :                 50.7       78.9       63.9       90.4       47.4       77.1       59.8       86.4
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :14,969,852:   473,825    836,398  4,136,378  9,313,236  8,555,712 13,923,440 13,528,489: 1,046,412  1,441,363
Old  :14,969,852:   473,825    836,398  4,136,378  9,313,236  8,555,712 13,923,440 13,528,489: 1,046,412  1,441,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :   478,903:   106,758    140,615    259,176    147,998     67,839    513,932    467,630:   -35,029     11,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        5.6       27.6       62.2       57.2       93.0       90.4:       7.0        9.6
Old  :     100.0:       3.2        5.6       27.6       62.2       57.2       93.0       90.4:       7.0        9.6
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  :       322:        73         64        114        160        168        287        301:
Old  :       322:        73         64        114        160        168        287        301:
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  :                 27.7       13.5       37.2       23.0       24.7        8.3       28.3       13.2
Old  :                 27.7       13.5       37.2       23.0       24.7        8.3       28.3       13.2
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   698,845:    66,420     46,296     38,761    445,490    487,457    550,671    572,514:   148,174    126,331
Old  :   698,845:    66,420     46,296     38,761    445,490    487,457    550,671    572,514:   148,174    126,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :   -19,189:     2,137     -3,483    -12,708      1,890      1,674     -8,680    -14,516:   -10,509     -4,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        6.6        5.5       63.7       69.8       78.8       81.9:      21.2       18.1
Old  :     100.0:       9.5        6.6        5.5       63.7       69.8       78.8       81.9:      21.2       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  :       208:        43         52         67         89         61        175        138:
Old  :       208:        43         52         67         89         61        175        138:
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  :                 19.5       27.2       26.5       38.5       19.3       27.2       25.6       38.4
Old  :                 19.5       27.2       26.5       38.5       19.3       27.2       25.6       38.4
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,717,194:   353,548    276,798     71,447    949,644  1,231,117  1,374,638  1,579,362:   342,555    137,832
Old  : 1,717,194:   353,548    276,798     71,447    949,644  1,231,117  1,374,638  1,579,362:   342,555    137,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :   -28,881:   -15,221     47,692    -46,060     35,833    -19,229    -25,447    -17,597:    -3,434    -11,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.1        4.2       55.3       71.7       80.1       92.0:      19.9        8.0
Old  :     100.0:      20.6       16.1        4.2       55.3       71.7       80.1       92.0:      19.9        8.0
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  :       262:        78         74         68         76         68        197        167:
Old  :       262:        78         74         68         76         68        197        167:
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  :                 19.0       28.1       29.6       44.3       13.5       24.7       22.2       36.8
Old  :                 19.0       28.1       29.6       44.3       13.5       24.7       22.2       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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 $500)                                                     :
     :          :                                                                            :
All  :     7,873:     1,027          0          3      3,861      5,612      4,891      5,615:     2,982      2,258
Old  :     7,873:     1,027          0          3      3,861      5,612      4,891      5,615:     2,982      2,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       101:      -211          0          3        205       -265         -3       -262:       104        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        0.0        0.0       49.0       71.3       62.1       71.3:      37.9       28.7
Old  :     100.0:      13.0        0.0        0.0       49.0       71.3       62.1       71.3:      37.9       28.7
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  :        21:         2          0          1         11         10         13         11:
Old  :        21:         2          0          1         11         10         13         11:
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  :                 35.9       48.9       51.1       66.2       35.9       46.6       51.0       63.8
Old  :                 35.9       48.9       51.1       66.2       35.9       46.6       51.0       63.8
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    73,366:    10,801     33,306        498     49,947     35,878     61,246     69,682:    12,120      3,684
Old  :    73,366:    10,801     33,306        498     49,947     35,878     61,246     69,682:    12,120      3,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :      -841:      -649       -155        -26        444       -823       -231     -1,004:      -610        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       45.4        0.7       68.1       48.9       83.5       95.0:      16.5        5.0
Old  :     100.0:      14.7       45.4        0.7       68.1       48.9       83.5       95.0:      16.5        5.0
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  :        73:        10         14          2         31         25         43         40:
Old  :        73:        10         14          2         31         25         43         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  :                 32.3       48.3       53.7       65.3       31.6       47.8       52.0       64.7
Old  :                 32.3       48.3       53.7       65.3       31.6       47.8       52.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                                                              Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CME HDD INDEX X $20)                                                      :
     :          :                                                                            :
All  :     4,516:     1,462      2,444        764      2,280      1,298      4,506      4,506:        10         10
Old  :     4,516:     1,462      2,444        764      2,280      1,298      4,506      4,506:        10         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       519:        64        949       -137        724         90        651        901:      -132       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       54.1       16.9       50.5       28.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      32.4       54.1       16.9       50.5       28.7       99.8       99.8:       0.2        0.2
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  :        20:         4          5          5          9          7         17         13:
Old  :        20:         4          5          5          9          7         17         13:
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  :                 51.1       75.1       77.2       93.9       50.5       60.2       64.1       66.3
Old  :                 51.1       75.1       77.2       93.9       50.5       60.2       64.1       66.3
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,250:    13,517     11,250        125     26,133     33,072     39,776     44,447:    10,475      5,803
Old  :    50,250:    13,517     11,250        125     26,133     33,072     39,776     44,447:    10,475      5,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     3,331:       -45      1,418       -161      3,638      3,386      3,431      4,643:      -100     -1,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       22.4        0.2       52.0       65.8       79.2       88.5:      20.8       11.5
Old  :     100.0:      26.9       22.4        0.2       52.0       65.8       79.2       88.5:      20.8       11.5
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  :        77:        18         16          6         26         25         47         44:
Old  :        77:        18         16          6         26         25         47         44:
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  :                 34.8       37.8       51.7       54.7       34.8       37.7       50.6       54.2
Old  :                 34.8       37.8       51.7       54.7       34.8       37.7       50.6       54.2
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   390,453:   146,082    113,631     10,791    195,387    234,270    352,260    358,693:    38,193     31,760
Old  :   390,453:   146,082    113,631     10,791    195,387    234,270    352,260    358,693:    38,193     31,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     5,704:     2,452      2,132        840       -704        869      2,588      3,841:     3,116      1,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       29.1        2.8       50.0       60.0       90.2       91.9:       9.8        8.1
Old  :     100.0:      37.4       29.1        2.8       50.0       60.0       90.2       91.9:       9.8        8.1
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  :       235:        87         56         19         57         50        153        116:
Old  :       235:        87         56         19         57         50        153        116:
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  :                 29.1       25.4       40.0       42.7       26.0       24.7       36.3       42.0
Old  :                 29.1       25.4       40.0       42.7       26.0       24.7       36.3       42.0
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   128,157:    86,840      9,655         76     11,257    108,961     98,173    118,692:    29,984      9,466
Old  :   128,157:    86,840      9,655         76     11,257    108,961     98,173    118,692:    29,984      9,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     6,038:    13,335      2,865          1     -6,252      5,060      7,084      7,925:    -1,045     -1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.8        7.5        0.1        8.8       85.0       76.6       92.6:      23.4        7.4
Old  :     100.0:      67.8        7.5        0.1        8.8       85.0       76.6       92.6:      23.4        7.4
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  :        72:        40         11          1         10         14         51         25:
Old  :        72:        40         11          1         10         14         51         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  :                 29.5       67.0       41.6       80.9       29.5       66.9       41.6       80.3
Old  :                 29.5       67.0       41.6       80.9       29.5       66.9       41.6       80.3
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    31,660:     1,582      5,520         24     25,266     18,172     26,872     23,716:     4,788      7,944
Old  :    31,660:     1,582      5,520         24     25,266     18,172     26,872     23,716:     4,788      7,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     2,593:        -3        317         24      3,115      2,605      3,136      2,946:      -543       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       17.4        0.1       79.8       57.4       84.9       74.9:      15.1       25.1
Old  :     100.0:       5.0       17.4        0.1       79.8       57.4       84.9       74.9:      15.1       25.1
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  :        55:         2         14          2         26         21         30         35:
Old  :        55:         2         14          2         26         21         30         35:
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  :                 43.7       29.4       60.1       47.8       43.3       29.4       59.5       47.8
Old  :                 43.7       29.4       60.1       47.8       43.3       29.4       59.5       47.8
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   373,294:    67,034    123,211      3,541    268,010    226,411    338,585    353,163:    34,709     20,131
Old  :   373,294:    67,034    123,211      3,541    268,010    226,411    338,585    353,163:    34,709     20,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       614:    -3,449      5,823     -6,092     11,050     -2,168      1,509     -2,438:      -896      3,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       33.0        0.9       71.8       60.7       90.7       94.6:       9.3        5.4
Old  :     100.0:      18.0       33.0        0.9       71.8       60.7       90.7       94.6:       9.3        5.4
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  :       229:        44         90         39         50         69        126        166:
Old  :       229:        44         90         39         50         69        126        166:
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  :                 46.7       26.4       57.5       38.4       45.7       24.7       56.4       36.6
Old  :                 46.7       26.4       57.5       38.4       45.7       24.7       56.4       36.6
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,454:    10,931     14,399        130     24,903     22,609     35,964     37,138:     9,490      8,316
Old  :    45,454:    10,931     14,399        130     24,903     22,609     35,964     37,138:     9,490      8,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,036:       241      1,827         79        284     -1,190        605        717:       432        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       31.7        0.3       54.8       49.7       79.1       81.7:      20.9       18.3
Old  :     100.0:      24.0       31.7        0.3       54.8       49.7       79.1       81.7:      20.9       18.3
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  :        68:        21         18          1         13         19         35         37:
Old  :        68:        21         18          1         13         19         35         37:
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  :                 38.5       41.3       52.5       53.4       38.5       37.1       50.5       49.0
Old  :                 38.5       41.3       52.5       53.4       38.5       37.1       50.5       49.0
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,585:     6,952      2,162        630     19,929     28,757     27,511     31,549:     8,074      4,036
Old  :    35,585:     6,952      2,162        630     19,929     28,757     27,511     31,549:     8,074      4,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,382:       274        219        209        158      1,919        641      2,347:       741       -965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        6.1        1.8       56.0       80.8       77.3       88.7:      22.7       11.3
Old  :     100.0:      19.5        6.1        1.8       56.0       80.8       77.3       88.7:      22.7       11.3
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  :        50:        15          5          2         16         16         32         22:
Old  :        50:        15          5          2         16         16         32         22:
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  :                 33.1       67.6       48.0       74.9       29.0       59.6       42.8       66.3
Old  :                 33.1       67.6       48.0       74.9       29.0       59.6       42.8       66.3
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    20,182:     5,109      1,849         41     14,517     17,342     19,667     19,232:       515        950
Old  :    20,182:     5,109      1,849         41     14,517     17,342     19,667     19,232:       515        950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -2,374:       418        -76          0       -848     -1,709       -430     -1,785:    -1,944       -589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        9.2        0.2       71.9       85.9       97.4       95.3:       2.6        4.7
Old  :     100.0:      25.3        9.2        0.2       71.9       85.9       97.4       95.3:       2.6        4.7
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  :        27:         7          9          1          8          4         15         14:
Old  :        27:         7          9          1          8          4         15         14:
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  :                 81.2       89.7       91.7       92.7       81.0       89.7       91.5       92.7
Old  :                 81.2       89.7       91.7       92.7       81.0       89.7       91.5       92.7
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, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,783:     4,421     11,752      2,056     24,075     27,558     30,552     41,366:    16,231      5,417
Old  :    46,783:     4,421     11,752      2,056     24,075     27,558     30,552     41,366:    16,231      5,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -5,348:    -3,568       -954       -149       -641       -712     -4,358     -1,815:      -990     -3,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       25.1        4.4       51.5       58.9       65.3       88.4:      34.7       11.6
Old  :     100.0:       9.5       25.1        4.4       51.5       58.9       65.3       88.4:      34.7       11.6
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  :        56:         9         14          7         25         27         37         45:
Old  :        56:         9         14          7         25         27         37         45:
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  :                 26.9       33.4       40.5       48.2       17.8       24.8       25.8       35.2
Old  :                 26.9       33.4       40.5       48.2       17.8       24.8       25.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 26, 2007