MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    27,161:     6,241      1,565        311     15,987     16,597     22,539     18,473:     4,622      8,688
Old  :    27,161:     6,241      1,565        311     15,987     16,597     22,539     18,473:     4,622      8,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,261:       588         56          5        439        895      1,032        956:       229        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        5.8        1.1       58.9       61.1       83.0       68.0:      17.0       32.0
Old  :     100.0:      23.0        5.8        1.1       58.9       61.1       83.0       68.0:      17.0       32.0
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  :        50:        14          6          7         21         19         38         29:
Old  :        50:        14          6          7         21         19         38         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       35.5       54.5       53.4       38.3       35.2       54.2       52.4
Old  :                 38.3       35.5       54.5       53.4       38.3       35.2       54.2       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   170,825:    32,328     24,834     35,817     77,442     80,048    145,587    140,699:    25,238     30,126
Old  :   164,646:    29,155     25,180     35,093     77,279     75,470    141,527    135,743:    23,119     28,903
Other:     6,179:     3,896        377          1        163      4,578      4,060      4,956:     2,119      1,223
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -2,131:    -1,377        851     -1,264       -211       -116     -2,852       -529:       721     -1,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       14.5       21.0       45.3       46.9       85.2       82.4:      14.8       17.6
Old  :     100.0:      17.7       15.3       21.3       46.9       45.8       86.0       82.4:      14.0       17.6
Other:     100.0:      63.1        6.1        0.0        2.6       74.1       65.7       80.2:      34.3       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        68         71         86         35         42        155        164:
Old  :       212:        67         74         85         34         42        152        164:
Other:        48:        19          8          1          5         18         25         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       32.1       39.8       38.9       27.3       29.0       37.4       34.5
Old  :                 28.3       32.0       41.3       38.9       28.3       29.7       38.7       34.9
Other:                 42.8       52.6       54.6       69.2       42.8       52.6       54.6       69.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   257,867:    64,581     30,378     57,153    112,231    113,257    233,965    200,788:    23,902     57,079
Old  :   257,867:    64,581     30,378     57,153    112,231    113,257    233,965    200,788:    23,902     57,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -3,636:       -59       -556     -3,355        919      3,644     -2,495       -267:    -1,141     -3,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       11.8       22.2       43.5       43.9       90.7       77.9:       9.3       22.1
Old  :     100.0:      25.0       11.8       22.2       43.5       43.9       90.7       77.9:       9.3       22.1
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  :       334:        77         73         92         66        140        213        266:
Old  :       334:        77         73         92         66        140        213        266:
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  :                 24.4       11.9       36.4       19.5       24.3        9.0       34.9       14.2
Old  :                 24.4       11.9       36.4       19.5       24.3        9.0       34.9       14.2
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     6,623:     2,558      3,612        439      1,753        901      4,750      4,952:     1,873      1,671
Old  :     6,623:     2,558      3,612        439      1,753        901      4,750      4,952:     1,873      1,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       702:       561      1,178       -159        244       -203        646        816:        56       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       54.5        6.6       26.5       13.6       71.7       74.8:      28.3       25.2
Old  :     100.0:      38.6       54.5        6.6       26.5       13.6       71.7       74.8:      28.3       25.2
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  :        71:        26         25          6         11         11         38         42:
Old  :        71:        26         25          6         11         11         38         42:
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  :                 29.2       24.3       43.2       39.1       29.2       24.3       41.3       39.1
Old  :                 29.2       24.3       43.2       39.1       29.2       24.3       41.3       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,903:     8,652      8,853      2,886     13,295      6,099     24,833     17,838:     6,070     13,065
Old  :    30,903:     8,652      8,853      2,886     13,295      6,099     24,833     17,838:     6,070     13,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,519:       930        529        234        614        445      1,778      1,208:      -259        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       28.6        9.3       43.0       19.7       80.4       57.7:      19.6       42.3
Old  :     100.0:      28.0       28.6        9.3       43.0       19.7       80.4       57.7:      19.6       42.3
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  :       140:        28         46         23         40         39         86         95:
Old  :       140:        28         46         23         40         39         86         95:
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  :                 16.0       10.2       26.8       17.7       15.7        9.7       26.5       16.0
Old  :                 16.0       10.2       26.8       17.7       15.7        9.7       26.5       16.0
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   152,395:    22,471    100,328      2,108     98,006     20,880    122,585    123,316:    29,810     29,079
Old  :   152,395:    22,471    100,328      2,108     98,006     20,880    122,585    123,316:    29,810     29,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       -43:       441       -669         47     -1,993        853     -1,505        231:     1,462       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       65.8        1.4       64.3       13.7       80.4       80.9:      19.6       19.1
Old  :     100.0:      14.7       65.8        1.4       64.3       13.7       80.4       80.9:      19.6       19.1
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  :        97:        22         42          2         21         19         44         62:
Old  :        97:        22         42          2         21         19         44         62:
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  :                 45.6       29.1       57.2       39.3       44.6       29.1       56.2       39.3
Old  :                 45.6       29.1       57.2       39.3       44.6       29.1       56.2       39.3
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    83,065:     5,290     49,371         36     67,899     15,298     73,225     64,705:     9,840     18,360
Old  :    83,065:     5,290     49,371         36     67,899     15,298     73,225     64,705:     9,840     18,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :      -738:    -1,186        647          0      1,941        529        755      1,176:    -1,493     -1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       59.4        0.0       81.7       18.4       88.2       77.9:      11.8       22.1
Old  :     100.0:       6.4       59.4        0.0       81.7       18.4       88.2       77.9:      11.8       22.1
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  :        51:         8         27          1         12          7         20         35:
Old  :        51:         8         27          1         12          7         20         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  :                 68.3       33.0       78.8       50.3       68.3       33.0       78.8       50.3
Old  :                 68.3       33.0       78.8       50.3       68.3       33.0       78.8       50.3
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    90,420:    45,335     27,230        507     39,490     57,303     85,332     85,040:     5,088      5,380
Old  :    90,420:    45,335     27,230        507     39,490     57,303     85,332     85,040:     5,088      5,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :      -331:    -4,285      4,110       -201      3,295     -6,715     -1,191     -2,806:       860      2,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       30.1        0.6       43.7       63.4       94.4       94.0:       5.6        6.0
Old  :     100.0:      50.1       30.1        0.6       43.7       63.4       94.4       94.0:       5.6        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        30         23          2         19         13         50         37:
Old  :        79:        30         23          2         19         13         50         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       62.3       65.7       78.2       38.9       51.4       50.2       63.0
Old  :                 54.4       62.3       65.7       78.2       38.9       51.4       50.2       63.0
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :   163,961:   109,941     15,213          0     15,408    127,877    125,349    143,090:    38,612     20,871
Old  :   163,961:   109,941     15,213          0     15,408    127,877    125,349    143,090:    38,612     20,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    13,270:    13,277      2,867       -275       -713     10,871     12,289     13,463:       981       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1        9.3        0.0        9.4       78.0       76.5       87.3:      23.5       12.7
Old  :     100.0:      67.1        9.3        0.0        9.4       78.0       76.5       87.3:      23.5       12.7
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  :        75:        36         12          0          9         20         45         32:
Old  :        75:        36         12          0          9         20         45         32:
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  :                 34.7       44.8       49.4       63.3       34.7       44.8       49.4       63.3
Old  :                 34.7       44.8       49.4       63.3       34.7       44.8       49.4       63.3
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   344,998:    52,200    217,060      1,786    246,414     85,624    300,400    304,470:    44,598     40,528
Old  :   344,998:    52,200    217,060      1,786    246,414     85,624    300,400    304,470:    44,598     40,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    36,258:    -3,831     22,883       -202     40,265     15,802     36,232     38,483:        26     -2,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       62.9        0.5       71.4       24.8       87.1       88.3:      12.9       11.7
Old  :     100.0:      15.1       62.9        0.5       71.4       24.8       87.1       88.3:      12.9       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  :       131:        31         64          4         27         17         62         81:
Old  :       131:        31         64          4         27         17         62         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       32.3       67.8       50.2       52.3       32.2       62.6       46.6
Old  :                 54.6       32.3       67.8       50.2       52.3       32.2       62.6       46.6
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   169,518:    77,516     16,506      1,793     34,954    115,543    114,263    133,842:    55,255     35,676
Old  :   169,518:    77,516     16,506      1,793     34,954    115,543    114,263    133,842:    55,255     35,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     4,924:    10,034      2,566       -240      3,633      7,038     13,427      9,364:    -8,503     -4,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        9.7        1.1       20.6       68.2       67.4       79.0:      32.6       21.0
Old  :     100.0:      45.7        9.7        1.1       20.6       68.2       67.4       79.0:      32.6       21.0
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  :       130:        63         23         13         30         27         98         58:
Old  :       130:        63         23         13         30         27         98         58:
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  :                 16.6       50.5       23.5       59.8       16.5       49.0       23.3       58.3
Old  :                 16.6       50.5       23.5       59.8       16.5       49.0       23.3       58.3
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    18,687:    11,450      1,255          0      4,745     16,429     16,195     17,684:     2,492      1,003
Old  :    18,687:    11,450      1,255          0      4,745     16,429     16,195     17,684:     2,492      1,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -1,301:    -2,582        624          0        572     -2,000     -2,010     -1,376:       709         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3        6.7        0.0       25.4       87.9       86.7       94.6:      13.3        5.4
Old  :     100.0:      61.3        6.7        0.0       25.4       87.9       86.7       94.6:      13.3        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        16          4          0         11          9         27         13:
Old  :        37:        16          4          0         11          9         27         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       78.9       63.9       90.4       47.4       77.1       59.8       86.4
Old  :                 50.7       78.9       63.9       90.4       47.4       77.1       59.8       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 9,726,962:   617,232    821,613  1,086,026  7,072,694  6,476,440  8,775,952  8,384,079:   951,010  1,342,883
Old  : 9,726,962:   617,232    821,613  1,086,026  7,072,694  6,476,440  8,775,952  8,384,079:   951,010  1,342,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    29,545:    98,707    122,499    -42,620     11,698    -54,586     67,785     25,293:   -38,240      4,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        8.4       11.2       72.7       66.6       90.2       86.2:       9.8       13.8
Old  :     100.0:       6.3        8.4       11.2       72.7       66.6       90.2       86.2:       9.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        58         58         86        135        155        237        266:
Old  :       292:        58         58         86        135        155        237        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       17.0       47.9       27.3       37.6       13.0       42.2       20.8
Old  :                 39.3       17.0       47.9       27.3       37.6       13.0       42.2       20.8
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   636,740:    65,312     48,389      3,415    431,116    475,535    499,843    527,339:   136,897    109,401
Old  :   636,740:    65,312     48,389      3,415    431,116    475,535    499,843    527,339:   136,897    109,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -2,018:     2,332     -3,572     -2,789      6,564      5,426      6,107       -935:    -8,125     -1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        7.6        0.5       67.7       74.7       78.5       82.8:      21.5       17.2
Old  :     100.0:      10.3        7.6        0.5       67.7       74.7       78.5       82.8:      21.5       17.2
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  :       185:        41         34         17         81         53        130         96:
Old  :       185:        41         34         17         81         53        130         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       29.9       28.8       42.3       21.2       29.9       28.2       42.1
Old  :                 21.3       29.9       28.8       42.3       21.2       29.9       28.2       42.1
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,664,762:   356,626    282,212     27,755    941,573  1,224,841  1,325,954  1,534,808:   338,808    129,954
Old  : 1,664,762:   356,626    282,212     27,755    941,573  1,224,841  1,325,954  1,534,808:   338,808    129,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    17,187:   -16,965     49,614    -10,571     46,562    -14,065     19,026     24,978:    -1,839     -7,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       17.0        1.7       56.6       73.6       79.6       92.2:      20.4        7.8
Old  :     100.0:      21.4       17.0        1.7       56.6       73.6       79.6       92.2:      20.4        7.8
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  :       243:        75         59         24         72         65        160        135:
Old  :       243:        75         59         24         72         65        160        135:
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  :                 19.6       29.0       30.6       45.6       14.0       25.5       22.9       38.0
Old  :                 19.6       29.0       30.6       45.6       14.0       25.5       22.9       38.0
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :     7,873:     1,027          0          3      3,861      5,612      4,891      5,615:     2,982      2,258
Old  :     7,873:     1,027          0          3      3,861      5,612      4,891      5,615:     2,982      2,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       101:      -211          0          3        205       -265         -3       -262:       104        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        0.0        0.0       49.0       71.3       62.1       71.3:      37.9       28.7
Old  :     100.0:      13.0        0.0        0.0       49.0       71.3       62.1       71.3:      37.9       28.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          1         11         10         13         11:
Old  :        21:         2          0          1         11         10         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       48.9       51.1       66.2       35.9       46.6       51.0       63.8
Old  :                 35.9       48.9       51.1       66.2       35.9       46.6       51.0       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    73,366:    10,801     33,306        498     49,947     35,878     61,246     69,682:    12,120      3,684
Old  :    73,366:    10,801     33,306        498     49,947     35,878     61,246     69,682:    12,120      3,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :      -841:      -649       -155        -26        444       -823       -231     -1,004:      -610        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       45.4        0.7       68.1       48.9       83.5       95.0:      16.5        5.0
Old  :     100.0:      14.7       45.4        0.7       68.1       48.9       83.5       95.0:      16.5        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        10         14          2         31         25         43         40:
Old  :        73:        10         14          2         31         25         43         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       48.3       53.7       65.3       31.6       47.8       52.0       64.7
Old  :                 32.3       48.3       53.7       65.3       31.6       47.8       52.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                                                              Code-16264H
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CME HDD INDEX X $20)                                                      :
     :          :                                                                            :
All  :     3,485:     1,483      2,445          0      1,992      1,030      3,475      3,475:        10         10
Old  :     3,485:     1,483      2,445          0      1,992      1,030      3,475      3,475:        10         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       905:        73        995          0        827        200        900      1,195:         5       -290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       70.2        0.0       57.2       29.6       99.7       99.7:       0.3        0.3
Old  :     100.0:      42.6       70.2        0.0       57.2       29.6       99.7       99.7:       0.3        0.3
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  :        20:         4          5          0          9          6         13         11:
Old  :        20:         4          5          0          9          6         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  :                 64.7       79.3       90.4       96.0       59.8       77.3       81.8       85.9
Old  :                 64.7       79.3       90.4       96.0       59.8       77.3       81.8       85.9
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    49,927:    13,517     11,258         16     26,047     32,992     39,580     44,266:    10,347      5,661
Old  :    49,927:    13,517     11,258         16     26,047     32,992     39,580     44,266:    10,347      5,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     3,620:       -39      1,332          3      3,673      3,421      3,637      4,756:       -17     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       22.5        0.0       52.2       66.1       79.3       88.7:      20.7       11.3
Old  :     100.0:      27.1       22.5        0.0       52.2       66.1       79.3       88.7:      20.7       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        18         14          3         24         23         44         39:
Old  :        74:        18         14          3         24         23         44         39:
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  :                 35.0       37.9       52.0       55.0       35.0       37.9       51.0       54.6
Old  :                 35.0       37.9       52.0       55.0       35.0       37.9       51.0       54.6
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   385,115:   145,827    113,980      6,896    194,506    232,801    347,229    353,677:    37,886     31,438
Old  :   385,115:   145,827    113,980      6,896    194,506    232,801    347,229    353,677:    37,886     31,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     7,310:     1,507      2,818      2,020        720        187      4,247      5,025:     3,063      2,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       29.6        1.8       50.5       60.4       90.2       91.8:       9.8        8.2
Old  :     100.0:      37.9       29.6        1.8       50.5       60.4       90.2       91.8:       9.8        8.2
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  :       234:        87         55         11         56         49        149        109:
Old  :       234:        87         55         11         56         49        149        109:
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  :                 29.6       25.7       40.5       43.3       26.4       25.0       36.8       42.6
Old  :                 29.6       25.7       40.5       43.3       26.4       25.0       36.8       42.6
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :   127,566:    86,840      9,592          0     11,257    108,961     98,097    118,553:    29,469      9,013
Old  :   127,566:    86,840      9,592          0     11,257    108,961     98,097    118,553:    29,469      9,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     5,921:    13,335      2,843        -32     -6,241      5,065      7,062      7,876:    -1,141     -1,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1        7.5        0.0        8.8       85.4       76.9       92.9:      23.1        7.1
Old  :     100.0:      68.1        7.5        0.0        8.8       85.4       76.9       92.9:      23.1        7.1
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  :        72:        40         11          0         10         14         50         25:
Old  :        72:        40         11          0         10         14         50         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       67.3       41.8       81.2       29.7       67.2       41.8       80.7
Old  :                 29.7       67.3       41.8       81.2       29.7       67.2       41.8       80.7
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    31,655:     1,582      5,519         24     25,265     18,172     26,871     23,715:     4,784      7,940
Old  :    31,655:     1,582      5,519         24     25,265     18,172     26,871     23,715:     4,784      7,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     2,594:        -3        317         24      3,115      2,605      3,136      2,946:      -542       -352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       17.4        0.1       79.8       57.4       84.9       74.9:      15.1       25.1
Old  :     100.0:       5.0       17.4        0.1       79.8       57.4       84.9       74.9:      15.1       25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         2         13          2         26         21         30         34:
Old  :        54:         2         13          2         26         21         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       29.4       60.1       47.8       43.3       29.4       59.5       47.8
Old  :                 43.7       29.4       60.1       47.8       43.3       29.4       59.5       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   368,905:    66,470    123,217      1,162    267,100    225,496    334,732    349,875:    34,173     19,030
Old  :   368,905:    66,470    123,217      1,162    267,100    225,496    334,732    349,875:    34,173     19,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     4,642:    -4,754      4,322     -1,546     11,682     -1,558      5,382      1,218:      -740      3,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       33.4        0.3       72.4       61.1       90.7       94.8:       9.3        5.2
Old  :     100.0:      18.0       33.4        0.3       72.4       61.1       90.7       94.8:       9.3        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  :       203:        38         70          7         50         67         91        141:
Old  :       203:        38         70          7         50         67         91        141:
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  :                 47.2       26.6       58.1       38.8       46.3       25.1       57.1       37.0
Old  :                 47.2       26.6       58.1       38.8       46.3       25.1       57.1       37.0
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    45,442:    10,931     14,399        130     24,903     22,609     35,964     37,138:     9,478      8,304
Old  :    45,442:    10,931     14,399        130     24,903     22,609     35,964     37,138:     9,478      8,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,037:       249      1,827         80        288     -1,178        617        729:       420        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       31.7        0.3       54.8       49.8       79.1       81.7:      20.9       18.3
Old  :     100.0:      24.1       31.7        0.3       54.8       49.8       79.1       81.7:      20.9       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        21         18          1         13         19         35         37:
Old  :        68:        21         18          1         13         19         35         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       41.3       52.5       53.4       38.5       37.2       50.5       49.1
Old  :                 38.5       41.3       52.5       53.4       38.5       37.2       50.5       49.1
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 - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    35,585:     6,952      2,162        630     19,929     28,757     27,511     31,549:     8,074      4,036
Old  :    35,585:     6,952      2,162        630     19,929     28,757     27,511     31,549:     8,074      4,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,382:       274        219        209        158      1,919        641      2,347:       741       -965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        6.1        1.8       56.0       80.8       77.3       88.7:      22.7       11.3
Old  :     100.0:      19.5        6.1        1.8       56.0       80.8       77.3       88.7:      22.7       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        15          5          2         16         16         32         22:
Old  :        50:        15          5          2         16         16         32         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       67.6       48.0       74.9       29.0       59.6       42.8       66.3
Old  :                 33.1       67.6       48.0       74.9       29.0       59.6       42.8       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    20,182:     5,109      1,849         41     14,517     17,342     19,667     19,232:       515        950
Old  :    20,182:     5,109      1,849         41     14,517     17,342     19,667     19,232:       515        950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -2,374:       418        -76          0       -848     -1,709       -430     -1,785:    -1,944       -589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        9.2        0.2       71.9       85.9       97.4       95.3:       2.6        4.7
Old  :     100.0:      25.3        9.2        0.2       71.9       85.9       97.4       95.3:       2.6        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          9          1          8          4         15         14:
Old  :        27:         7          9          1          8          4         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.2       89.7       91.7       92.7       81.0       89.7       91.5       92.7
Old  :                 81.2       89.7       91.7       92.7       81.0       89.7       91.5       92.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    46,783:     4,421     11,752      2,056     24,075     27,558     30,552     41,366:    16,231      5,417
Old  :    46,783:     4,421     11,752      2,056     24,075     27,558     30,552     41,366:    16,231      5,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    -5,348:    -3,568       -954       -149       -641       -712     -4,358     -1,815:      -990     -3,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       25.1        4.4       51.5       58.9       65.3       88.4:      34.7       11.6
Old  :     100.0:       9.5       25.1        4.4       51.5       58.9       65.3       88.4:      34.7       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         9         14          7         25         27         37         45:
Old  :        56:         9         14          7         25         27         37         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       33.4       40.5       48.2       17.8       24.8       25.8       35.2
Old  :                 26.9       33.4       40.5       48.2       17.8       24.8       25.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 26, 2007