MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    39,235:     3,295      1,353      6,208     23,005     21,955     32,508     29,516:     6,726      9,719
Old  :    39,235:     3,295      1,353      6,208     23,005     21,955     32,508     29,516:     6,726      9,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -2,751:      -445       -701       -294     -1,114     -1,137     -1,853     -2,131:      -898       -620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        3.4       15.8       58.6       56.0       82.9       75.2:      17.1       24.8
Old  :     100.0:       8.4        3.4       15.8       58.6       56.0       82.9       75.2:      17.1       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  :        60:        13          9         12         28         27         48         41:
Old  :        60:        13          9         12         28         27         48         41:
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  :                 35.5       28.2       49.6       46.5       34.8       26.1       44.4       39.5
Old  :                 35.5       28.2       49.6       46.5       34.8       26.1       44.4       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   188,006:    33,610     19,296     41,958     84,287     96,957    159,855    158,212:    28,151     29,794
Old  :   175,580:    28,004     21,326     39,236     84,033     87,281    151,274    147,843:    24,306     27,736
Other:    12,426:     8,189        554        138        254      9,676      8,581     10,368:     3,845      2,058
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -1,327:    -1,339       -877     -3,444      3,121      1,346     -1,662     -2,975:       335      1,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       10.3       22.3       44.8       51.6       85.0       84.2:      15.0       15.8
Old  :     100.0:      15.9       12.1       22.3       47.9       49.7       86.2       84.2:      13.8       15.8
Other:     100.0:      65.9        4.5        1.1        2.0       77.9       69.1       83.4:      30.9       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        71         63         97         36         44        171        163:
Old  :       217:        68         67         96         35         44        168        163:
Other:        57:        27          6          8          6         22         34         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       35.1       37.1       42.7       25.6       31.0       34.8       36.8
Old  :                 27.4       35.2       39.7       42.5       27.4       32.8       36.6       37.4
Other:                 45.1       55.1       56.2       69.4       45.1       54.9       56.2       69.2
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :     1,427:       338        256        146        243        252        727        654:       700        773
Old  :     1,427:       338        256        146        243        252        727        654:       700        773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :      -107:      -159         51         76         47         21        -36        148:       -71       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       17.9       10.2       17.0       17.7       50.9       45.8:      49.1       54.2
Old  :     100.0:      23.7       17.9       10.2       17.0       17.7       50.9       45.8:      49.1       54.2
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:         8          6          3          4          4         15         11:
Old  :        20:         8          6          3          4          4         15         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  :                 24.1       30.3       38.0       41.8       22.9       27.0       34.0       32.4
Old  :                 24.1       30.3       38.0       41.8       22.9       27.0       34.0       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   311,045:    75,799     26,976     77,197    128,089    140,048    281,085    244,221:    29,960     66,824
Old  :   311,045:    75,799     26,976     77,197    128,089    140,048    281,085    244,221:    29,960     66,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     4,053:    -2,707     -1,524      5,532      1,962       -977      4,787      3,031:      -733      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        8.7       24.8       41.2       45.0       90.4       78.5:       9.6       21.5
Old  :     100.0:      24.4        8.7       24.8       41.2       45.0       90.4       78.5:       9.6       21.5
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  :       378:       116         64        108        104        157        293        281:
Old  :       378:       116         64        108        104        157        293        281:
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  :                 20.7       12.6       31.6       20.3       20.7       11.2       29.6       16.9
Old  :                 20.7       12.6       31.6       20.3       20.7       11.2       29.6       16.9
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, March 6, 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  :     7,325:     2,485      3,368        746      1,895      1,155      5,126      5,269:     2,199      2,056
Old  :     7,325:     2,485      3,368        746      1,895      1,155      5,126      5,269:     2,199      2,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :      -230:        98       -263       -133        -94        -37       -128       -433:      -102        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       46.0       10.2       25.9       15.8       70.0       71.9:      30.0       28.1
Old  :     100.0:      33.9       46.0       10.2       25.9       15.8       70.0       71.9:      30.0       28.1
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  :        70:        20         29         10         11         15         38         49:
Old  :        70:        20         29         10         11         15         38         49:
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       22.4       41.5       35.8       29.1       21.4       41.0       32.5
Old  :                 29.1       22.4       41.5       35.8       29.1       21.4       41.0       32.5
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, March 6, 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  :    39,272:    10,390      4,519      7,949     13,706     10,578     32,046     23,046:     7,227     16,226
Old  :    39,272:    10,390      4,519      7,949     13,706     10,578     32,046     23,046:     7,227     16,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :      -106:         7     -1,214       -211        -44        760       -248       -666:       142        560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.5       20.2       34.9       26.9       81.6       58.7:      18.4       41.3
Old  :     100.0:      26.5       11.5       20.2       34.9       26.9       81.6       58.7:      18.4       41.3
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  :       153:        46         21         37         50         53        119        100:
Old  :       153:        46         21         37         50         53        119        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       11.2       23.2       18.5       12.8       10.4       22.7       15.7
Old  :                 12.8       11.2       23.2       18.5       12.8       10.4       22.7       15.7
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   167,450:    21,805     96,561      7,523    106,247     33,896    135,575    137,980:    31,875     29,471
Old  :   167,450:    21,805     96,561      7,523    106,247     33,896    135,575    137,980:    31,875     29,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    20,597:     3,882     21,887      1,536     16,702       -847     22,120     22,576:    -1,523     -1,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       57.7        4.5       63.4       20.2       81.0       82.4:      19.0       17.6
Old  :     100.0:      13.0       57.7        4.5       63.4       20.2       81.0       82.4:      19.0       17.6
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  :        91:        20         39         11         24         21         49         66:
Old  :        91:        20         39         11         24         21         49         66:
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  :                 45.4       29.0       54.6       41.1       44.1       29.0       53.2       41.1
Old  :                 45.4       29.0       54.6       41.1       44.1       29.0       53.2       41.1
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    88,526:    16,722     38,376      2,501     50,239     34,470     69,462     75,348:    19,063     13,178
Old  :    88,526:    16,722     38,376      2,501     50,239     34,470     69,462     75,348:    19,063     13,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   -19,640:       925    -21,259        369    -19,287      5,947    -17,993    -14,943:    -1,647     -4,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       43.4        2.8       56.8       38.9       78.5       85.1:      21.5       14.9
Old  :     100.0:      18.9       43.4        2.8       56.8       38.9       78.5       85.1:      21.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        18         18          4         14         15         34         35:
Old  :        55:        18         18          4         14         15         34         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  :                 48.9       44.0       59.2       59.0       47.8       42.4       57.0       55.3
Old  :                 48.9       44.0       59.2       59.0       47.8       42.4       57.0       55.3
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   102,085:    30,811     46,405      1,751     66,234     49,740     98,797     97,896:     3,288      4,189
Old  :   102,085:    30,811     46,405      1,751     66,234     49,740     98,797     97,896:     3,288      4,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     7,322:    -2,857     12,925      1,626      9,542     -7,417      8,312      7,134:      -990        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       45.5        1.7       64.9       48.7       96.8       95.9:       3.2        4.1
Old  :     100.0:      30.2       45.5        1.7       64.9       48.7       96.8       95.9:       3.2        4.1
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  :        95:        24         43          7         20         12         48         60:
Old  :        95:        24         43          7         20         12         48         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       49.9       72.8       62.5       40.3       33.7       55.3       44.7
Old  :                 52.4       49.9       72.8       62.5       40.3       33.7       55.3       44.7
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   161,846:    57,133     29,487      5,651     68,172    104,183    130,956    139,320:    30,890     22,526
Old  :   161,846:    57,133     29,487      5,651     68,172    104,183    130,956    139,320:    30,890     22,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -6,038:   -31,627     10,014      1,764     33,698    -14,207      3,835     -2,429:    -9,873     -3,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       18.2        3.5       42.1       64.4       80.9       86.1:      19.1       13.9
Old  :     100.0:      35.3       18.2        3.5       42.1       64.4       80.9       86.1:      19.1       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        32         22         13         23         20         59         51:
Old  :        86:        32         22         13         23         20         59         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       42.6       43.3       57.0       28.2       39.7       42.4       53.7
Old  :                 28.4       42.6       43.3       57.0       28.2       39.7       42.4       53.7
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   324,247:    25,633     94,521     23,137    228,969    169,095    277,739    286,753:    46,507     37,494
Old  :   324,247:    25,633     94,521     23,137    228,969    169,095    277,739    286,753:    46,507     37,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   -45,281:    -5,648    -57,754      1,693    -31,635     14,941    -35,589    -41,119:    -9,692     -4,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       29.2        7.1       70.6       52.2       85.7       88.4:      14.3       11.6
Old  :     100.0:       7.9       29.2        7.1       70.6       52.2       85.7       88.4:      14.3       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  :       122:        32         49         26         29         26         76         86:
Old  :       122:        32         49         26         29         26         76         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       36.9       60.5       50.4       41.3       29.0       50.4       39.6
Old  :                 48.1       36.9       60.5       50.4       41.3       29.0       50.4       39.6
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   232,143:   104,106     17,055     21,402     46,453    161,050    171,962    199,508:    60,182     32,636
Old  :   232,143:   104,106     17,055     21,402     46,453    161,050    171,962    199,508:    60,182     32,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   -23,408:   -16,613     -1,646     -1,702      1,813    -13,011    -16,502    -16,360:    -6,907     -7,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        7.3        9.2       20.0       69.4       74.1       85.9:      25.9       14.1
Old  :     100.0:      44.8        7.3        9.2       20.0       69.4       74.1       85.9:      25.9       14.1
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  :       143:        67         32         39         36         28        122         80:
Old  :       143:        67         32         39         36         28        122         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  :                 19.5       46.8       26.4       57.6       18.9       44.8       25.3       54.7
Old  :                 19.5       46.8       26.4       57.6       18.9       44.8       25.3       54.7
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    21,159:    14,404        115        105      4,468     19,240     18,977     19,460:     2,182      1,699
Old  :    21,159:    14,404        115        105      4,468     19,240     18,977     19,460:     2,182      1,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -1,620:    -2,394       -177        105      1,045     -1,784     -1,244     -1,856:      -376        236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1        0.5        0.5       21.1       90.9       89.7       92.0:      10.3        8.0
Old  :     100.0:      68.1        0.5        0.5       21.1       90.9       89.7       92.0:      10.3        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  :        32:        14          1          1         10         12         25         14:
Old  :        32:        14          1          1         10         12         25         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  :                 56.4       71.1       69.1       86.2       55.6       70.2       68.3       82.9
Old  :                 56.4       71.1       69.1       86.2       55.6       70.2       68.3       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000)                                                  :
     :          :                                                                            :
All  :    54,354:    11,370      1,035          1     40,691     50,806     52,062     51,842:     2,292      2,512
Old  :    54,354:    11,370      1,035          1     40,691     50,806     52,062     51,842:     2,292      2,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   -12,793:       -17     -5,354          1    -10,180     -4,416    -10,196     -9,769:    -2,597     -3,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        1.9        0.0       74.9       93.5       95.8       95.4:       4.2        4.6
Old  :     100.0:      20.9        1.9        0.0       74.9       93.5       95.8       95.4:       4.2        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          1          1         13         10         18         12:
Old  :        20:         5          1          1         13         10         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       81.3       76.9       93.5       47.7       68.4       67.6       78.6
Old  :                 52.3       81.3       76.9       93.5       47.7       68.4       67.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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)                                                  :
     :          :                                                                            :
All  :17,902,372: 1,017,430    417,675  5,047,020 10,606,260 10,945,785 16,670,710 16,410,480: 1,231,662  1,491,892
Old  :17,902,372: 1,017,430    417,675  5,047,020 10,606,260 10,945,785 16,670,710 16,410,480: 1,231,662  1,491,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   493,493:    -2,665   -235,124    243,535    361,700    595,238    602,569    603,648:  -109,076   -110,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        2.3       28.2       59.2       61.1       93.1       91.7:       6.9        8.3
Old  :     100.0:       5.7        2.3       28.2       59.2       61.1       93.1       91.7:       6.9        8.3
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  :       340:        61         79        120        174        180        310        313:
Old  :       340:        61         79        120        174        180        310        313:
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  :                 25.2       14.6       35.7       24.9       21.9        9.7       26.1       15.0
Old  :                 25.2       14.6       35.7       24.9       21.9        9.7       26.1       15.0
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, March 6, 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  :   840,107:    64,524     58,036    120,495    483,456    522,915    668,475    701,445:   171,631    138,661
Old  :   840,107:    64,524     58,036    120,495    483,456    522,915    668,475    701,445:   171,631    138,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     1,750:   -16,630     -8,282     13,471     19,661      8,735     16,502     13,924:   -14,753    -12,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        6.9       14.3       57.5       62.2       79.6       83.5:      20.4       16.5
Old  :     100.0:       7.7        6.9       14.3       57.5       62.2       79.6       83.5:      20.4       16.5
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  :       220:        51         56         76         91         64        189        149:
Old  :       220:        51         56         76         91         64        189        149:
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  :                 16.5       22.8       22.9       33.1       15.7       22.8       21.0       33.0
Old  :                 16.5       22.8       22.9       33.1       15.7       22.8       21.0       33.0
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, March 6, 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  : 2,239,289:   338,755    463,462    160,078  1,386,795  1,418,438  1,885,627  2,041,977:   353,662    197,312
Old  : 2,239,289:   338,755    463,462    160,078  1,386,795  1,418,438  1,885,627  2,041,977:   353,662    197,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   110,259:   -79,023     11,762      5,052    228,275     62,039    154,303     78,852:   -44,044     31,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       20.7        7.1       61.9       63.3       84.2       91.2:      15.8        8.8
Old  :     100.0:      15.1       20.7        7.1       61.9       63.3       84.2       91.2:      15.8        8.8
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  :       326:        84        110        104         92         90        234        246:
Old  :       326:        84        110        104         92         90        234        246:
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  :                 23.6       22.9       33.4       35.1       15.2       14.8       23.8       23.9
Old  :                 23.6       22.9       33.4       35.1       15.2       14.8       23.8       23.9
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, March 6, 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  :     7,879:       987          0          0      3,841      5,704      4,828      5,704:     3,051      2,175
Old  :     7,879:       987          0          0      3,841      5,704      4,828      5,704:     3,051      2,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :      -351:      -356          0          0       -202       -185       -558       -185:       207       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        0.0        0.0       48.7       72.4       61.3       72.4:      38.7       27.6
Old  :     100.0:      12.5        0.0        0.0       48.7       72.4       61.3       72.4:      38.7       27.6
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  :        21:         2          0          0         11         11         13         11:
Old  :        21:         2          0          0         11         11         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  :                 34.8       45.8       50.0       65.2       34.8       43.4       49.9       62.8
Old  :                 34.8       45.8       50.0       65.2       34.8       43.4       49.9       62.8
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, March 6, 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  :    78,687:     8,915     33,619        451     59,450     40,486     68,816     74,556:     9,871      4,131
Old  :    78,687:     8,915     33,619        451     59,450     40,486     68,816     74,556:     9,871      4,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -1,870:    -3,405     -1,772         80      3,756        785        431       -907:    -2,301       -963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       42.7        0.6       75.6       51.5       87.5       94.8:      12.5        5.2
Old  :     100.0:      11.3       42.7        0.6       75.6       51.5       87.5       94.8:      12.5        5.2
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  :        86:        13         15          3         40         31         55         48:
Old  :        86:        13         15          3         40         31         55         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  :                 31.6       46.7       48.7       63.9       31.0       45.9       47.4       62.9
Old  :                 31.6       46.7       48.7       63.9       31.0       45.9       47.4       62.9
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, March 6, 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  :    58,171:     9,729      8,543        234     28,202     42,243     38,165     51,020:    20,007      7,151
Old  :    58,171:     9,729      8,543        234     28,202     42,243     38,165     51,020:    20,007      7,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     1,492:    -3,893      1,958       -580        401        533     -4,072      1,912:     5,564       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       14.7        0.4       48.5       72.6       65.6       87.7:      34.4       12.3
Old  :     100.0:      16.7       14.7        0.4       48.5       72.6       65.6       87.7:      34.4       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        14         17          8         29         32         46         54:
Old  :        79:        14         17          8         29         32         46         54:
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  :                 33.8       37.6       42.5       52.2       33.6       37.6       40.5       50.8
Old  :                 33.8       37.6       42.5       52.2       33.6       37.6       40.5       50.8
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, March 6, 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  :   456,187:    63,770    143,445     17,595    326,981    193,561    408,346    354,601:    47,841    101,586
Old  :   456,187:    63,770    143,445     17,595    326,981    193,561    408,346    354,601:    47,841    101,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    61,417:   -48,867    -15,872      1,281    104,378     13,073     56,791     -1,519:     4,626     62,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       31.4        3.9       71.7       42.4       89.5       77.7:      10.5       22.3
Old  :     100.0:      14.0       31.4        3.9       71.7       42.4       89.5       77.7:      10.5       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  :       230:        68         71         25         58         53        139        137:
Old  :       230:        68         71         25         58         53        139        137:
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  :                 34.1       17.2       48.6       27.4       33.3       15.7       45.3       24.6
Old  :                 34.1       17.2       48.6       27.4       33.3       15.7       45.3       24.6
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   121,693:    45,864     18,961      1,576     49,184     89,942     96,625    110,480:    25,068     11,213
Old  :   121,693:    45,864     18,961      1,576     49,184     89,942     96,625    110,480:    25,068     11,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :   -19,192:   -46,805      9,333      1,432     32,977    -28,637    -12,396    -17,872:    -6,797     -1,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       15.6        1.3       40.4       73.9       79.4       90.8:      20.6        9.2
Old  :     100.0:      37.7       15.6        1.3       40.4       73.9       79.4       90.8:      20.6        9.2
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  :        61:        32          8          3         13         14         45         25:
Old  :        61:        32          8          3         13         14         45         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  :                 31.8       63.6       44.0       77.2       29.5       63.6       41.1       77.1
Old  :                 31.8       63.6       44.0       77.2       29.5       63.6       41.1       77.1
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, March 6, 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  :    44,086:     1,783      5,372          0     36,536     33,576     38,319     38,948:     5,767      5,138
Old  :    44,086:     1,783      5,372          0     36,536     33,576     38,319     38,948:     5,767      5,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     6,791:      -131      1,292        -17      5,392      5,447      5,244      6,722:     1,547         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       12.2        0.0       82.9       76.2       86.9       88.3:      13.1       11.7
Old  :     100.0:       4.0       12.2        0.0       82.9       76.2       86.9       88.3:      13.1       11.7
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  :        58:         2         14          0         25         27         27         41:
Old  :        58:         2         14          0         25         27         27         41:
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  :                 53.6       41.7       71.1       57.0       49.4       41.7       66.7       55.3
Old  :                 53.6       41.7       71.1       57.0       49.4       41.7       66.7       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   501,419:    64,456    179,222     15,372    401,987    274,338    481,815    468,932:    19,605     32,488
Old  :   501,419:    64,456    179,222     15,372    401,987    274,338    481,815    468,932:    19,605     32,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    45,626:    -4,383     -2,032      1,736     54,478     33,715     51,831     33,419:    -6,205     12,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       35.7        3.1       80.2       54.7       96.1       93.5:       3.9        6.5
Old  :     100.0:      12.9       35.7        3.1       80.2       54.7       96.1       93.5:       3.9        6.5
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  :       248:        37        112         61         52         76        136        202:
Old  :       248:        37        112         61         52         76        136        202:
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  :                 42.6       23.7       62.6       34.3       40.3       22.2       59.6       32.4
Old  :                 42.6       23.7       62.6       34.3       40.3       22.2       59.6       32.4
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, March 6, 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  :    70,020:    11,167     16,420     11,927     32,717     28,834     55,810     57,181:    14,210     12,839
Old  :    70,020:    11,167     16,420     11,927     32,717     28,834     55,810     57,181:    14,210     12,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    12,993:     1,375     -1,110     10,930       -624      1,120     11,681     10,940:     1,312      2,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       23.5       17.0       46.7       41.2       79.7       81.7:      20.3       18.3
Old  :     100.0:      15.9       23.5       17.0       46.7       41.2       79.7       81.7:      20.3       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  :        82:        23         15         16         29         28         63         51:
Old  :        82:        23         15         16         29         28         63         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       37.4       44.7       52.6       22.5       25.2       33.2       36.1
Old  :                 28.1       37.4       44.7       52.6       22.5       25.2       33.2       36.1
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    88,406:    11,092      8,025      9,837     34,525     37,442     55,454     55,304:    32,952     33,102
Old  :    88,406:    11,092      8,025      9,837     34,525     37,442     55,454     55,304:    32,952     33,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    32,907:       -20      3,598      8,048      6,697       -434     14,725     11,212:    18,182     21,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        9.1       11.1       39.1       42.4       62.7       62.6:      37.3       37.4
Old  :     100.0:      12.5        9.1       11.1       39.1       42.4       62.7       62.6:      37.3       37.4
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  :        73:        21         17          8         22         22         47         43:
Old  :        73:        21         17          8         22         22         47         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       34.8       38.7       43.1       18.2       27.2       26.0       32.8
Old  :                 27.7       34.8       38.7       43.1       18.2       27.2       26.0       32.8
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, March 6, 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  :    21,484:     6,511      1,959        311     14,264     18,483     21,086     20,753:       398        731
Old  :    21,484:     6,511      1,959        311     14,264     18,483     21,086     20,753:       398        731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :     1,102:       711        436         -5        239        404        945        835:       157        267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        9.1        1.4       66.4       86.0       98.1       96.6:       1.9        3.4
Old  :     100.0:      30.3        9.1        1.4       66.4       86.0       98.1       96.6:       1.9        3.4
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  :        27:         8          8          2          7          4         16         13:
Old  :        27:         8          8          2          7          4         16         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  :                 74.6       88.4       90.2       94.3       74.4       88.4       90.0       93.1
Old  :                 74.6       88.4       90.2       94.3       74.4       88.4       90.0       93.1
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, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 100,000,000)                                             :
     :          :                                                                            :
All  :    67,734:     3,133     14,820      6,228     30,207     32,879     39,568     53,927:    28,166     13,807
Old  :    67,734:     3,133     14,820      6,228     30,207     32,879     39,568     53,927:    28,166     13,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2007                    :
     :    -1,049:        25     -1,439       -856     -4,597     -3,355     -5,428     -5,650:     4,379      4,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       21.9        9.2       44.6       48.5       58.4       79.6:      41.6       20.4
Old  :     100.0:       4.6       21.9        9.2       44.6       48.5       58.4       79.6:      41.6       20.4
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  :        63:         8         21         12         26         26         43         52:
Old  :        63:         8         21         12         26         26         43         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       23.6       33.0       39.6       12.3       18.1       17.0       26.5
Old  :                 21.5       23.6       33.0       39.6       12.3       18.1       17.0       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 9, 2007