MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,704
COMMITMENTS
   1,494    1,201      827   17,138   12,670   19,459   14,698    4,245    9,006

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,114)
    -756      153      153    1,675      446    1,072      752       42      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      5.1      3.5     72.3     53.5     82.1     62.0     17.9     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        5        6       16       15       25       24
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      137,742
COMMITMENTS
  20,919   21,950   23,168   72,226   57,009  116,313  102,127   21,429   35,615

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     10,055)
  -4,700    5,877    1,795   11,440      716    8,535    8,388    1,520    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     15.9     16.8     52.4     41.4     84.4     74.1     15.6     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      46       74       66       32       43      129      153
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,218
COMMITMENTS
     226      705      497      565      341    1,288    1,543      930      675

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        132)
    -162      -21      134       73       11       45      124       87        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     31.8     22.4     25.5     15.4     58.1     69.6     41.9     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7       14        6        8        5       20       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,356
COMMITMENTS
  65,410   21,721   37,550   95,710  100,045  198,670  159,316   30,686   70,040

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     15,735)
  -7,580      363    8,153   10,827    1,176   11,400    9,692    4,335    6,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      9.5     16.4     41.7     43.6     86.6     69.5     13.4     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     100       51       94       74      128      242      238
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,500
COMMITMENTS
   3,340      191      310      642    4,293    4,292    4,794    2,208    1,706

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:         43)
    -139      -70      -19     -101       32     -259      -57      302      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      2.9      4.8      9.9     66.0     66.0     73.8     34.0     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      28        5        6       10       30       42       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,169
COMMITMENTS
  14,553    3,608    3,213    9,777   10,287   27,543   17,108    5,626   16,061

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -1,411)
    -350      279       75     -515     -546     -790     -192     -621   -1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     10.9      9.7     29.5     31.0     83.0     51.6     17.0     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      43       21       21       46       52      100       87
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      101,952
COMMITMENTS
  39,506   12,573      715   27,012   76,863   67,233   90,151   34,719   11,801

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,608)
   6,878    3,262        0     -611    1,152    6,267    4,414   -2,659     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     12.3      0.7     26.5     75.4     65.9     88.4     34.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       14        2       21       24       51       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       80,480
COMMITMENTS
  21,356   19,896        0   46,484   44,430   67,840   64,326   12,640   16,154

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,451)
  -2,782   -4,482        0    5,425    4,593    2,643      111   -1,192    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     24.7      0.0     57.8     55.2     84.3     79.9     15.7     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       15        0        9       15       17       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,485
COMMITMENTS
  49,051    4,981      220   43,354   91,762   92,625   96,963    6,860    2,522

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,331)
   5,640    1,709        0   -2,352    1,430    3,288    3,139       43      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      5.0      0.2     43.6     92.2     93.1     97.5      6.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      47       11        1       17       16       64       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       83,135
COMMITMENTS
  17,411   20,714        6   48,630   45,024   66,047   65,744   17,088   17,391

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      6,056)
     337   -1,133        0    2,642    8,096    2,979    6,963    3,077     -907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     24.9      0.0     58.5     54.2     79.4     79.1     20.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       16        1       20       16       35       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      167,681
COMMITMENTS
  30,062   48,321       32  103,792   93,718  133,886  142,071   33,795   25,610

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -2,205)
    -410   -1,680       -4      598   -1,562      184   -3,246   -2,389    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     28.8      0.0     61.9     55.9     79.8     84.7     20.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       23        3       19       24       41       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      129,565
COMMITMENTS
  41,207   19,996    2,730   36,151   69,669   80,088   92,395   49,477   37,170

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,179)
    -889     -139      275    1,281    6,595      667    6,731    1,512   -4,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     15.4      2.1     27.9     53.8     61.8     71.3     38.2     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      40       26       11       20       24       68       54
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       15,026
COMMITMENTS
  10,337    5,510      134    3,060    8,156   13,531   13,800    1,495    1,226

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,013)
   1,678      595     -117      -40    1,528    1,521    2,006      492        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     36.7      0.9     20.4     54.3     90.1     91.8      9.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        1        8       10       15       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,936,495
COMMITMENTS
 992,135  822,913  1230868  5787517  5508962  8010520  7562743  925,975  1373752

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     27,455)
   2,419  -70,739   28,062  -25,036   69,963    5,445   27,286   22,010      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      9.2     13.8     64.8     61.6     89.6     84.6     10.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      61       49       90      124      146      230      252
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      656,734
COMMITMENTS
  65,170   42,226      946  450,361  490,505  516,477  533,677  140,257  123,057

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      6,906)
   1,548    2,080      259    3,312   -2,209    5,119      130    1,787    6,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.4      0.1     68.6     74.7     78.6     81.3     21.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      40       30       11       77       57      124       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,151,070
COMMITMENTS
 184,738  325,812   19,709  588,733  691,867  793,180  1037388  357,890  113,682

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     10,324)
  -6,388    6,840    5,425  -23,451    1,705  -24,414   13,970   34,738   -3,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     28.3      1.7     51.1     60.1     68.9     90.1     31.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      57       57       17       65       61      133      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,156
COMMITMENTS
   1,995    1,052        0    5,801   10,165    7,796   11,217    4,360      939

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:         33)
     -15        0        0      -20        0      -35        0       68       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      8.7      0.0     47.7     83.6     64.1     92.3     35.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       12       19       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       49,592
COMMITMENTS
   7,085   10,031        0   37,363   35,740   44,448   45,771    5,144    3,821

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      4,378)
    -663      364        0    5,594    3,058    4,931    3,422     -553      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     20.2      0.0     75.3     72.1     89.6     92.3     10.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        6        0       22       19       29       25
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,410
COMMITMENTS
  18,497    8,195      659   31,078   45,273   50,234   54,127   10,176    6,283

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        635)
   2,419      170      233     -724      684    1,928    1,087   -1,293     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     13.6      1.1     51.4     74.9     83.2     89.6     16.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       13        2       34       28       56       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      350,798
COMMITMENTS
 117,973   95,738    3,690  206,148  234,287  327,811  333,715   22,987   17,083

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,025)
   8,542  -32,979     -954   -8,019   40,049     -431    6,116    3,456   -3,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     27.3      1.1     58.8     66.8     93.4     95.1      6.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      76       69        9       42       37      123      110
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,525
COMMITMENTS
  27,102    4,393        0   12,878   45,695   39,980   50,088   21,545   11,437

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      6,193)
     399     -576        0        1    6,131      400    5,555    5,793      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1      7.1      0.0     20.9     74.3     65.0     81.4     35.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        4        0       10       17       23       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,572
COMMITMENTS
   5,057    5,722        2   19,296   15,585   24,355   21,309    4,217    7,263

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:         71)
      -6      416        0      404     -347      398       69     -327        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     20.0      0.0     67.5     54.5     85.2     74.6     14.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       13        1       30       23       33       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      278,177
COMMITMENTS
  34,902   60,666    2,297  219,557  201,594  256,756  264,557   21,421   13,620

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,014)
    -282    7,703      625    2,847   -7,070    3,190    1,258   -1,176      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     21.8      0.8     78.9     72.5     92.3     95.1      7.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      33       46        6       31       53       65      104
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       59,849
COMMITMENTS
  17,626   18,410      678   27,374   31,164   45,678   50,252   14,171    9,597

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,560)
     466     -858      165    1,524    2,379    2,155    1,686      405      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     30.8      1.1     45.7     52.1     76.3     84.0     23.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       22        4       21       19       54       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,866
COMMITMENTS
  16,234    5,808       11   14,451   12,352   30,696   18,171    6,170   18,695

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,354)
    -557      855       11     -523   -1,622   -1,069     -756    2,423    2,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     15.8      0.0     39.2     33.5     83.3     49.3     16.7     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13       10        1       15        9       28       20
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,938
COMMITMENTS
     442    3,158      281   16,114   26,074   16,837   29,513   17,101    4,425

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:         61)
       0      761     -825     -253     -501   -1,078     -565    1,139      626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      9.3      0.8     47.5     76.8     49.6     87.0     50.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3       11        3       19       23       25       35
 

Updated January 20, 2006