MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,075
COMMITMENTS
   2,864    2,019    4,393   18,920   15,583   26,177   21,995    5,899   10,080

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -5,074)
       4      133   -1,521   -3,895   -2,984   -5,412   -4,373      338     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      6.3     13.7     59.0     48.6     81.6     68.6     18.4     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        6        9       23       21       38       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      177,390
COMMITMENTS
  29,277   24,085   36,686   86,425   82,736  152,389  143,507   25,002   33,883

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -3,479)
     659    3,851   -4,294       58   -2,819   -3,577   -3,263       98     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     13.6     20.7     48.7     46.6     85.9     80.9     14.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      65       69       77       36       41      143      164
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      276,351
COMMITMENTS
  63,532   19,802   72,593  111,905  118,228  248,030  210,622   28,321   65,729

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      9,327)
   2,022    1,229   -1,161    4,485    4,491    5,346    4,559    3,982    4,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      7.2     26.3     40.5     42.8     89.8     76.2     10.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      91       64       97       95      151      244      274
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,237
COMMITMENTS
   2,014    2,438      602    1,436    1,617    4,052    4,657    2,185    1,579

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        199)
     217     -445      165     -185      402      198      122        2       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3     39.1      9.6     23.0     25.9     65.0     74.7     35.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       22        9        8       14       38       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,573
COMMITMENTS
   7,439    7,391    4,303   12,397    5,873   24,139   17,568    6,434   13,005

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        111)
     304      294     -463       96      -39      -62     -207      174      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     24.2     14.1     40.5     19.2     79.0     57.5     21.0     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      34       29       26       45       39       97       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      163,777
COMMITMENTS
  20,430  105,544    5,410  106,545   20,094  132,385  131,048   31,392   32,729

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      5,974)
  -3,975    7,693      247    8,919   -2,026    5,191    5,913      783       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     64.4      3.3     65.1     12.3     80.8     80.0     19.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       39        6       23       19       44       62
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       82,330
COMMITMENTS
   7,897   48,098      541   60,633   17,806   69,072   66,445   13,259   15,885

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     15,526)
  -3,258   13,954     -432   21,937   -1,288   18,246   12,234   -2,720    3,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     58.4      0.7     73.6     21.6     83.9     80.7     16.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       22        3       14        8       27       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       93,829
COMMITMENTS
  52,580   24,714      714   36,564   65,379   89,858   90,807    3,971    3,022

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -22,067)
 -30,670    9,337      214    8,887  -33,166  -21,569  -23,615     -498    1,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.0     26.3      0.8     39.0     69.7     95.8     96.8      4.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      36       22        3       21       15       58       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      136,490
COMMITMENTS
  68,853   10,047    2,500   28,235  101,893   99,589  114,440   36,901   22,050

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,098)
  -9,711   -2,730   -1,417    4,834   -5,143   -6,294   -9,291      196    3,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4      7.4      1.8     20.7     74.7     73.0     83.8     27.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      29       10        8       18       16       51       30
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      295,729
COMMITMENTS
  53,623  177,723    6,264  184,979   69,116  244,865  253,103   50,864   42,626

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      5,422)
    -917    4,059       83       47     -913     -787    3,229    6,209    2,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     60.1      2.1     62.6     23.4     82.8     85.6     17.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      27       61       16       26       20       64       86
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      205,308
COMMITMENTS
  92,019   18,562   13,663   34,171  138,093  139,853  170,318   65,455   34,990

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -16,674)
  -4,927   -1,436   -6,931     -826   -6,098  -12,684  -14,465   -3,990   -2,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      9.0      6.7     16.6     67.3     68.1     83.0     31.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      63       29       37       36       30      114       81
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       20,440
COMMITMENTS
  15,283      665        0    3,300   18,804   18,583   19,469    1,857      971

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -2,415)
  -3,771      -37        0    1,406   -2,307   -2,365   -2,344      -50      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.8      3.3      0.0     16.1     92.0     90.9     95.2      9.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        2        0        9        9       26       11
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       54,532
COMMITMENTS
  12,461        0      274   37,329   48,695   50,064   48,969    4,468    5,563

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,567)
   2,342     -825     -354      867    1,531    2,855      352   -1,288    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      0.0      0.5     68.5     89.3     91.8     89.8      8.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        1       13       11       19       12
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   14,256,530
COMMITMENTS
 361,899  640,656  3834069  9048550  8395804 13244518 12870530  1012012  1386000

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -19,950)
-128,950    4,045  -25,126  121,378  -15,712  -32,697  -36,792   12,747   16,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.5     26.9     63.5     58.9     92.9     90.3      7.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      68       66      116      163      171      292      301
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      710,903
COMMITMENTS
  63,753   54,803   52,458  440,029  486,680  556,240  593,941  154,662  116,961

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     11,540)
   1,017    3,250    3,624    5,772    9,229   10,414   16,103    1,126   -4,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      7.7      7.4     61.9     68.5     78.2     83.5     21.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      48       60       77       87       65      187      153
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,676,435
COMMITMENTS
 325,676  225,821  105,433  925,148  1198515  1356257  1529769  320,178  146,666

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     74,630)
  14,691    8,264    9,418   64,001   46,399   88,110   64,081  -13,480   10,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     13.5      6.3     55.2     71.5     80.9     91.3     19.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      77       83       71       80       62      201      172
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,693
COMMITMENTS
   1,277        0        0    3,658    5,734    4,935    5,734    2,758    1,959

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        215)
     -12        0        0      279      365      267      365      -52     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.0      0.0     47.5     74.5     64.1     74.5     35.9     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11       10       14       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       73,378
COMMITMENTS
  10,140   34,985      530   52,262   34,435   62,932   69,950   10,446    3,428

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,349)
    -180     -317        0    2,758    1,287    2,578      970   -1,229      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     47.7      0.7     71.2     46.9     85.8     95.3     14.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7       12        2       32       25       41       38
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        2,965
COMMITMENTS
   1,225    1,360      569    1,029      878    2,823    2,807      142      158

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     45.9     19.2     34.7     29.6     95.2     94.7      4.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        6        3        4        7       12       13
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       45,500
COMMITMENTS
   7,491   10,902      194   23,536   28,571   31,220   39,667   14,280    5,834

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,075)
   1,071    1,013      100       36      466    1,208    1,579     -133     -503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     24.0      0.4     51.7     62.8     68.6     87.2     31.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       18        6       26       22       43       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      342,845
COMMITMENTS
 111,998   84,131   10,716  186,588  188,130  309,301  282,977   33,544   59,868

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -20,084)
  -6,166  -29,575    1,787  -17,817   20,805  -22,197   -6,983    2,113  -13,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     24.5      3.1     54.4     54.9     90.2     82.5      9.8     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      80       54       23       56       45      150      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      116,757
COMMITMENTS
  61,978   12,132      815   26,854   94,414   89,647  107,361   27,110    9,396

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:    -15,982)
 -35,432    3,488      777   21,796  -21,250  -12,860  -16,986   -3,122    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.1     10.4      0.7     23.0     80.9     76.8     92.0     23.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      35        9        3       13       13       50       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       26,964
COMMITMENTS
     827    5,362        0   21,523   14,603   22,350   19,965    4,614    6,999

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      2,694)
     489    1,650        0    1,502    1,321    1,991    2,971      703     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     19.9      0.0     79.8     54.2     82.9     74.0     17.1     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2       12        0       23       21       25       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      360,890
COMMITMENTS
  66,961  118,635    8,496  251,070  214,303  326,526  341,434   34,364   19,456

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      5,207)
      85   -4,499      399     -315    5,541      169    1,441    5,038    3,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     32.9      2.4     69.6     59.4     90.5     94.6      9.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      48       95       50       46       72      131      180
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,789
COMMITMENTS
  11,035   10,780       11   24,077   25,099   35,122   35,889    8,667    7,900

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -911)
    -123     -477        0     -782     -292     -905     -769       -6     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     24.6      0.0     55.0     57.3     80.2     82.0     19.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       15        3       16       23       43       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,207
COMMITMENTS
   6,546    2,293      542   20,317   25,807   27,405   28,642    8,802    7,565

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        925)
     674    1,122      276      401    1,645    1,351    3,043     -426   -2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      6.3      1.5     56.1     71.3     75.7     79.1     24.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        6        1       18       14       33       21
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       22,507
COMMITMENTS
   6,177    2,810       70   15,727   18,840   21,974   21,720      533      787

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        423)
    -405      463       29      745      129      369      621       54     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     12.5      0.3     69.9     83.7     97.6     96.5      2.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        9        2        9        3       15       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       42,287
COMMITMENTS
   4,395    7,614    2,023   22,254   27,628   28,672   37,265   13,615    5,022

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,789)
     -43       62      -15      421      622      363      669    1,426    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     18.0      4.8     52.6     65.3     67.8     88.1     32.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       12        8       25       30       35       46
 

Updated January 12, 2007