MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, January 30, 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  :    30,019:     7,247      1,644        475     16,791     19,173     24,513     21,292:     5,506      8,727
Old  :    30,019:     7,247      1,644        475     16,791     19,173     24,513     21,292:     5,506      8,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     2,858:     1,006         79        164        804      2,576      1,974      2,819:       884         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        5.5        1.6       55.9       63.9       81.7       70.9:      18.3       29.1
Old  :     100.0:      24.1        5.5        1.6       55.9       63.9       81.7       70.9:      18.3       29.1
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  :        53:        15          5          6         25         21         40         32:
Old  :        53:        15          5          6         25         21         40         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  :                 36.6       35.4       51.4       53.6       36.3       35.2       50.7       52.7
Old  :                 36.6       35.4       51.4       53.6       36.3       35.2       50.7       52.7
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 30, 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  :   179,687:    36,628     24,731     39,377     78,857     86,903    154,862    151,011:    24,825     28,676
Old  :   172,637:    33,087     25,716     38,264     78,720     81,127    150,071    145,107:    22,566     27,530
Other:     7,050:     4,654        128          0        137      5,776      4,791      5,904:     2,259      1,146
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     8,862:     4,300       -103      3,560      1,415      6,855      9,275     10,312:      -413     -1,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       13.8       21.9       43.9       48.4       86.2       84.0:      13.8       16.0
Old  :     100.0:      19.2       14.9       22.2       45.6       47.0       86.9       84.1:      13.1       15.9
Other:     100.0:      66.0        1.8        0.0        1.9       81.9       68.0       83.7:      32.0       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        73         69         90         33         39        168        156:
Old  :       217:        71         73         89         32         39        165        156:
Other:        50:        24          5          0          3         19         27         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       33.1       38.7       40.7       25.8       29.4       35.5       34.5
Old  :                 26.9       32.8       40.3       40.0       26.8       30.3       36.8       34.9
Other:                 41.2       62.2       51.9       77.0       41.2       62.2       51.9       77.0
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,391:       343        204        156        333        119        832        479:       559        912
Old  :     1,391:       343        204        156        333        119        832        479:       559        912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       14.7       11.2       23.9        8.6       59.8       34.4:      40.2       65.6
Old  :     100.0:      24.7       14.7       11.2       23.9        8.6       59.8       34.4:      40.2       65.6
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  :        22:        10          5          5          4          2         18         10:
Old  :        22:        10          5          5          4          2         18         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       20.3       41.3       31.4       26.3       17.1       38.9       21.9
Old  :                 27.8       20.3       41.3       31.4       26.3       17.1       38.9       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, January 30, 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  :   254,118:    63,578     31,319     53,057    114,041    112,868    230,676    197,244:    23,442     56,874
Old  :   254,118:    63,578     31,319     53,057    114,041    112,868    230,676    197,244:    23,442     56,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -3,749:    -1,003        941     -4,096      1,810       -389     -3,289     -3,544:      -460       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       12.3       20.9       44.9       44.4       90.8       77.6:       9.2       22.4
Old  :     100.0:      25.0       12.3       20.9       44.9       44.4       90.8       77.6:       9.2       22.4
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  :       326:        75         69         95         69        136        214        259:
Old  :       326:        75         69         95         69        136        214        259:
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  :                 24.6       12.6       36.9       20.5       24.6        9.3       35.6       14.9
Old  :                 24.6       12.6       36.9       20.5       24.6        9.3       35.6       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     7,469:     2,643      3,952        700      1,952      1,008      5,295      5,660:     2,174      1,809
Old  :     7,469:     2,643      3,952        700      1,952      1,008      5,295      5,660:     2,174      1,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       846:        85        340        261        199        107        545        708:       301        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       52.9        9.4       26.1       13.5       70.9       75.8:      29.1       24.2
Old  :     100.0:      35.4       52.9        9.4       26.1       13.5       70.9       75.8:      29.1       24.2
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  :        74:        25         27          9         13         11         40         47:
Old  :        74:        25         27          9         13         11         40         47:
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  :                 26.1       22.1       39.5       37.0       26.1       22.1       37.3       36.9
Old  :                 26.1       22.1       39.5       37.0       26.1       22.1       37.3       36.9
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 30, 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  :    31,174:     9,466      8,868      2,701     13,536      6,375     25,703     17,944:     5,471     13,230
Old  :    31,174:     9,466      8,868      2,701     13,536      6,375     25,703     17,944:     5,471     13,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       271:       814         15       -185        241        276        870        106:      -599        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       28.4        8.7       43.4       20.4       82.5       57.6:      17.5       42.4
Old  :     100.0:      30.4       28.4        8.7       43.4       20.4       82.5       57.6:      17.5       42.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        28         44         21         43         44         89         97:
Old  :       146:        28         44         21         43         44         89         97:
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  :                 15.9       10.0       26.8       17.3       15.6        9.7       26.6       15.9
Old  :                 15.9       10.0       26.8       17.3       15.6        9.7       26.6       15.9
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 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   146,376:    21,650     92,526      2,409     93,856     22,340    117,915    117,275:    28,461     29,101
Old  :   146,376:    21,650     92,526      2,409     93,856     22,340    117,915    117,275:    28,461     29,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -6,019:      -821     -7,802        301     -4,150      1,460     -4,670     -6,041:    -1,349         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       63.2        1.6       64.1       15.3       80.6       80.1:      19.4       19.9
Old  :     100.0:      14.8       63.2        1.6       64.1       15.3       80.6       80.1:      19.4       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        23         39          3         19         20         43         61:
Old  :        94:        23         39          3         19         20         43         61:
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  :                 45.7       27.5       57.6       38.3       44.2       27.5       56.1       38.3
Old  :                 45.7       27.5       57.6       38.3       44.2       27.5       56.1       38.3
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 30, 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  :    99,642:     5,819     65,399         81     83,755     15,658     89,655     81,138:     9,987     18,504
Old  :    99,642:     5,819     65,399         81     83,755     15,658     89,655     81,138:     9,987     18,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    16,577:       529     16,028         45     15,856        360     16,430     16,433:       147        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       65.6        0.1       84.1       15.7       90.0       81.4:      10.0       18.6
Old  :     100.0:       5.8       65.6        0.1       84.1       15.7       90.0       81.4:      10.0       18.6
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:         8         29          2         14          9         23         39:
Old  :        56:         8         29          2         14          9         23         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  :                 69.3       37.5       78.6       54.7       69.2       37.5       78.5       54.7
Old  :                 69.3       37.5       78.6       54.7       69.2       37.5       78.5       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, January 30, 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  :    95,731:    40,595     30,080        509     50,023     61,307     91,127     91,896:     4,604      3,835
Old  :    95,731:    40,595     30,080        509     50,023     61,307     91,127     91,896:     4,604      3,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     5,311:    -4,740      2,850          2     10,533      4,004      5,795      6,856:      -484     -1,545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       31.4        0.5       52.3       64.0       95.2       96.0:       4.8        4.0
Old  :     100.0:      42.4       31.4        0.5       52.3       64.0       95.2       96.0:       4.8        4.0
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  :        88:        32         28          2         19         14         52         43:
Old  :        88:        32         28          2         19         14         52         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       61.7       66.7       80.7       38.7       52.7       52.1       67.0
Old  :                 53.3       61.7       66.7       80.7       38.7       52.7       52.1       67.0
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 30, 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  :   146,660:    87,825     10,898         24     22,685    113,545    110,534    124,467:    36,126     22,193
Old  :   146,660:    87,825     10,898         24     22,685    113,545    110,534    124,467:    36,126     22,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -17,301:   -22,116     -4,315         24      7,277    -14,332    -14,815    -18,623:    -2,486      1,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9        7.4        0.0       15.5       77.4       75.4       84.9:      24.6       15.1
Old  :     100.0:      59.9        7.4        0.0       15.5       77.4       75.4       84.9:      24.6       15.1
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  :        75:        35         11          2         12         21         49         32:
Old  :        75:        35         11          2         12         21         49         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  :                 32.2       48.8       46.8       65.8       32.2       48.5       46.7       65.5
Old  :                 32.2       48.8       46.8       65.8       32.2       48.5       46.7       65.5
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 30, 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  :   344,070:    42,579    215,584      1,705    255,656     87,884    299,940    305,173:    44,130     38,897
Old  :   344,070:    42,579    215,584      1,705    255,656     87,884    299,940    305,173:    44,130     38,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :      -928:    -9,621     -1,476        -81      9,242      2,260       -460        703:      -468     -1,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       62.7        0.5       74.3       25.5       87.2       88.7:      12.8       11.3
Old  :     100.0:      12.4       62.7        0.5       74.3       25.5       87.2       88.7:      12.8       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  :       129:        32         62          3         26         16         60         79:
Old  :       129:        32         62          3         26         16         60         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       32.8       68.6       50.7       53.2       32.7       63.5       47.1
Old  :                 55.7       32.8       68.6       50.7       53.2       32.7       63.5       47.1
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 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   174,218:    85,505     22,926      1,525     34,053    112,355    121,083    136,806:    53,135     37,412
Old  :   174,218:    85,505     22,926      1,525     34,053    112,355    121,083    136,806:    53,135     37,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     4,700:     7,989      6,420       -268       -901     -3,188      6,820      2,964:    -2,120      1,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       13.2        0.9       19.5       64.5       69.5       78.5:      30.5       21.5
Old  :     100.0:      49.1       13.2        0.9       19.5       64.5       69.5       78.5:      30.5       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        60         26         15         28         25         96         58:
Old  :       126:        60         26         15         28         25         96         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  :                 22.0       48.6       29.3       58.8       21.4       47.3       28.8       57.5
Old  :                 22.0       48.6       29.3       58.8       21.4       47.3       28.8       57.5
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 30, 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  :    18,000:     8,758        637          0      7,489     16,413     16,247     17,050:     1,753        950
Old  :    18,000:     8,758        637          0      7,489     16,413     16,247     17,050:     1,753        950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :      -687:    -2,692       -618          0      2,744        -16         52       -634:      -739        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        3.5        0.0       41.6       91.2       90.3       94.7:       9.7        5.3
Old  :     100.0:      48.7        3.5        0.0       41.6       91.2       90.3       94.7:       9.7        5.3
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  :        38:        17          3          0         11         10         28         13:
Old  :        38:        17          3          0         11         10         28         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  :                 47.2       79.5       64.5       89.6       43.6       77.7       60.5       85.7
Old  :                 47.2       79.5       64.5       89.6       43.6       77.7       60.5       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    39,119:     9,996      3,070      2,700     22,760     29,952     35,456     35,722:     3,663      3,397
Old  :    39,119:     9,996      3,070      2,700     22,760     29,952     35,456     35,722:     3,663      3,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -17,429:    -2,178      3,070      1,267    -15,187    -20,262    -16,098    -15,925:    -1,331     -1,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        7.8        6.9       58.2       76.6       90.6       91.3:       9.4        8.7
Old  :     100.0:      25.6        7.8        6.9       58.2       76.6       90.6       91.3:       9.4        8.7
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  :        20:         4          1          1         10         12         15         13:
Old  :        20:         4          1          1         10         12         15         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  :                 41.2       72.7       70.4       83.1       38.2       64.1       61.8       70.4
Old  :                 41.2       72.7       70.4       83.1       38.2       64.1       61.8       70.4
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 30, 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  : 9,903,923:   691,270    903,741  1,110,695  7,157,866  6,542,461  8,959,831  8,556,897:   944,092  1,347,026
Old  : 9,903,923:   691,270    903,741  1,110,695  7,157,866  6,542,461  8,959,831  8,556,897:   944,092  1,347,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   176,961:    74,038     82,128     24,669     85,172     66,021    183,879    172,818:    -6,918      4,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        9.1       11.2       72.3       66.1       90.5       86.4:       9.5       13.6
Old  :     100.0:       7.0        9.1       11.2       72.3       66.1       90.5       86.4:       9.5       13.6
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  :       298:        65         57         85        139        161        242        272:
Old  :       298:        65         57         85        139        161        242        272:
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  :                 38.9       17.0       49.0       27.5       37.2       13.6       43.0       21.3
Old  :                 38.9       17.0       49.0       27.5       37.2       13.6       43.0       21.3
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 30, 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  :   635,768:    62,585     49,398      4,088    437,497    478,568    504,170    532,054:   131,598    103,714
Old  :   635,768:    62,585     49,398      4,088    437,497    478,568    504,170    532,054:   131,598    103,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :      -972:    -2,727      1,009        673      6,381      3,033      4,327      4,715:    -5,299     -5,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        7.8        0.6       68.8       75.3       79.3       83.7:      20.7       16.3
Old  :     100.0:       9.8        7.8        0.6       68.8       75.3       79.3       83.7:      20.7       16.3
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  :       191:        46         34         18         81         53        136         96:
Old  :       191:        46         34         18         81         53        136         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       29.6       28.8       42.7       21.2       29.6       28.3       42.6
Old  :                 21.3       29.6       28.8       42.7       21.2       29.6       28.3       42.6
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 30, 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  : 1,669,513:   350,983    310,695     18,492    968,185  1,215,319  1,337,660  1,544,506:   331,853    125,007
Old  : 1,669,513:   350,983    310,695     18,492    968,185  1,215,319  1,337,660  1,544,506:   331,853    125,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     4,751:    -5,643     28,483     -9,263     26,612     -9,522     11,706      9,698:    -6,955     -4,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       18.6        1.1       58.0       72.8       80.1       92.5:      19.9        7.5
Old  :     100.0:      21.0       18.6        1.1       58.0       72.8       80.1       92.5:      19.9        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        75         63         25         71         69        158        145:
Old  :       250:        75         63         25         71         69        158        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       30.1       34.9       44.5       16.5       25.7       26.4       35.7
Old  :                 23.2       30.1       34.9       44.5       16.5       25.7       26.4       35.7
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 30, 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  :     7,998:     1,403          0          3      3,848      5,612      5,254      5,615:     2,744      2,383
Old  :     7,998:     1,403          0          3      3,848      5,612      5,254      5,615:     2,744      2,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       125:       376          0          0        -13          0        363          0:      -238        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        0.0        0.0       48.1       70.2       65.7       70.2:      34.3       29.8
Old  :     100.0:      17.5        0.0        0.0       48.1       70.2       65.7       70.2:      34.3       29.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          0          1         11         10         14         11:
Old  :        22:         3          0          1         11         10         14         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  :                 35.5       48.2       51.8       65.2       35.4       45.8       51.8       62.8
Old  :                 35.5       48.2       51.8       65.2       35.4       45.8       51.8       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, January 30, 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  :    74,837:    11,430     34,075        498     50,753     37,165     62,681     71,738:    12,156      3,099
Old  :    74,837:    11,430     34,075        498     50,753     37,165     62,681     71,738:    12,156      3,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     1,471:       629        769          0        806      1,287      1,435      2,056:        36       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       45.5        0.7       67.8       49.7       83.8       95.9:      16.2        4.1
Old  :     100.0:      15.3       45.5        0.7       67.8       49.7       83.8       95.9:      16.2        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        10         14          2         32         25         44         40:
Old  :        74:        10         14          2         32         25         44         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  :                 32.4       48.2       53.7       66.2       31.8       48.0       52.1       65.9
Old  :                 32.4       48.2       53.7       66.2       31.8       48.0       52.1       65.9
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 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CME HDD INDEX X $20)                                                      :
     :          :                                                                            :
All  :     4,405:     1,626      2,820        495      2,284      1,090      4,405      4,405:         0          0
Old  :     4,405:     1,626      2,820        495      2,284      1,090      4,405      4,405:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       920:       143        375        495        292         60        930        930:       -10        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       64.0       11.2       51.9       24.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      36.9       64.0       11.2       51.9       24.7      100.0      100.0:       0.0        0.0
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  :        22:         4          6          3          8          7         15         14:
Old  :        22:         4          6          3          8          7         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  :                 59.3       75.2       87.6       89.6       57.0       67.3       79.0       78.3
Old  :                 59.3       75.2       87.6       89.6       57.0       67.3       79.0       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, January 30, 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  :    51,633:    13,039     10,186        397     27,134     34,280     40,570     44,863:    11,063      6,770
Old  :    51,633:    13,039     10,186        397     27,134     34,280     40,570     44,863:    11,063      6,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     1,706:      -478     -1,072        381      1,087      1,288        990        597:       716      1,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.7        0.8       52.6       66.4       78.6       86.9:      21.4       13.1
Old  :     100.0:      25.3       19.7        0.8       52.6       66.4       78.6       86.9:      21.4       13.1
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:        16         14          4         25         23         44         38:
Old  :        72:        16         14          4         25         23         44         38:
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  :                 35.3       42.5       50.2       59.2       35.3       42.5       49.9       58.3
Old  :                 35.3       42.5       50.2       59.2       35.3       42.5       49.9       58.3
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 30, 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  :   330,592:   128,940    125,456      2,377    163,290    172,245    294,607    300,078:    35,985     30,514
Old  :   330,592:   128,940    125,456      2,377    163,290    172,245    294,607    300,078:    35,985     30,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -54,523:   -16,887     11,476     -4,519    -31,216    -60,556    -52,622    -53,599:    -1,901       -924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       37.9        0.7       49.4       52.1       89.1       90.8:      10.9        9.2
Old  :     100.0:      39.0       37.9        0.7       49.4       52.1       89.1       90.8:      10.9        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        83         54          8         55         46        143        103:
Old  :       227:        83         54          8         55         46        143        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       22.4       32.8       40.2       16.5       21.4       29.1       38.4
Old  :                 20.1       22.4       32.8       40.2       16.5       21.4       29.1       38.4
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 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   116,294:    70,120      5,915        717     18,993     98,520     89,830    105,152:    26,464     11,142
Old  :   116,294:    70,120      5,915        717     18,993     98,520     89,830    105,152:    26,464     11,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -11,272:   -16,720     -3,677        717      7,736    -10,441     -8,267    -13,401:    -3,005      2,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3        5.1        0.6       16.3       84.7       77.2       90.4:      22.8        9.6
Old  :     100.0:      60.3        5.1        0.6       16.3       84.7       77.2       90.4:      22.8        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        33          8          2         10         13         44         22:
Old  :        60:        33          8          2         10         13         44         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  :                 29.5       67.9       40.7       81.0       29.5       67.8       40.5       79.4
Old  :                 29.5       67.9       40.7       81.0       29.5       67.8       40.5       79.4
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 30, 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  :    32,764:     1,827      5,348         24     26,217     19,693     28,068     25,065:     4,696      7,699
Old  :    32,764:     1,827      5,348         24     26,217     19,693     28,068     25,065:     4,696      7,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     1,109:       245       -171          0        952      1,521      1,197      1,350:       -88       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       16.3        0.1       80.0       60.1       85.7       76.5:      14.3       23.5
Old  :     100.0:       5.6       16.3        0.1       80.0       60.1       85.7       76.5:      14.3       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 44.6       30.1       62.2       48.7       44.2       30.1       61.6       48.7
Old  :                 44.6       30.1       62.2       48.7       44.2       30.1       61.6       48.7
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 30, 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  :   371,603:    67,763    126,816      1,639    269,767    223,455    339,169    351,910:    32,434     19,693
Old  :   371,603:    67,763    126,816      1,639    269,767    223,455    339,169    351,910:    32,434     19,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     2,698:     1,293      3,599        477      2,667     -2,041      4,437      2,035:    -1,739        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       34.1        0.4       72.6       60.1       91.3       94.7:       8.7        5.3
Old  :     100.0:      18.2       34.1        0.4       72.6       60.1       91.3       94.7:       8.7        5.3
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  :       201:        36         69          7         50         68         90        140:
Old  :       201:        36         69          7         50         68         90        140:
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  :                 47.4       26.6       58.8       38.6       46.7       24.9       58.1       36.7
Old  :                 47.4       26.6       58.8       38.6       46.7       24.9       58.1       36.7
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 30, 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  :    47,486:    10,773     15,544         69     27,235     22,588     38,077     38,201:     9,409      9,285
Old  :    47,486:    10,773     15,544         69     27,235     22,588     38,077     38,201:     9,409      9,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     2,044:      -158      1,145        -61      2,332        -21      2,113      1,063:       -69        981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       32.7        0.1       57.4       47.6       80.2       80.4:      19.8       19.6
Old  :     100.0:      22.7       32.7        0.1       57.4       47.6       80.2       80.4:      19.8       19.6
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  :        73:        21         20          1         15         20         37         40:
Old  :        73:        21         20          1         15         20         37         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  :                 38.8       40.1       52.3       51.0       38.4       35.5       49.6       46.1
Old  :                 38.8       40.1       52.3       51.0       38.4       35.5       49.6       46.1
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 30, 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  :    37,813:     8,248      3,328        633     21,590     29,166     30,471     33,127:     7,342      4,686
Old  :    37,813:     8,248      3,328        633     21,590     29,166     30,471     33,127:     7,342      4,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     2,228:     1,296      1,166          3      1,661        409      2,960      1,578:      -732        650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        8.8        1.7       57.1       77.1       80.6       87.6:      19.4       12.4
Old  :     100.0:      21.8        8.8        1.7       57.1       77.1       80.6       87.6:      19.4       12.4
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  :        55:        16          7          2         18         16         35         24:
Old  :        55:        16          7          2         18         16         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       64.9       46.7       73.5       28.2       56.5       41.2       65.1
Old  :                 31.9       64.9       46.7       73.5       28.2       56.5       41.2       65.1
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 30, 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  :    19,971:     5,104      1,709        277     14,324     17,134     19,705     19,120:       266        851
Old  :    19,971:     5,104      1,709        277     14,324     17,134     19,705     19,120:       266        851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :      -211:        -5       -140        236       -193       -208         38       -112:      -249        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        8.6        1.4       71.7       85.8       98.7       95.7:       1.3        4.3
Old  :     100.0:      25.6        8.6        1.4       71.7       85.8       98.7       95.7:       1.3        4.3
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  :        25:         7          9          2          7          2         15         12:
Old  :        25:         7          9          2          7          2         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.8       89.9       92.6       93.8       81.6       88.9       92.4       92.7
Old  :                 81.8       89.9       92.6       93.8       81.6       88.9       92.4       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 30, 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  :    45,446:     5,197     11,947      1,988     25,052     26,188     32,237     40,123:    13,209      5,323
Old  :    45,446:     5,197     11,947      1,988     25,052     26,188     32,237     40,123:    13,209      5,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -1,337:       776        195        -68        977     -1,370      1,685     -1,243:    -3,022        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       26.3        4.4       55.1       57.6       70.9       88.3:      29.1       11.7
Old  :     100.0:      11.4       26.3        4.4       55.1       57.6       70.9       88.3:      29.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         8         15          6         24         28         35         46:
Old  :        56:         8         15          6         24         28         35         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       30.9       42.0       46.8       18.4       24.3       28.6       35.3
Old  :                 27.7       30.9       42.0       46.8       18.4       24.3       28.6       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 2, 2007