MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,900 COMMITMENTS 5,653 1,509 306 15,548 15,702 21,507 17,517 4,393 8,383 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,006) 369 -3 32 943 879 1,344 908 -338 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 5.8 1.2 60.0 60.6 83.0 67.6 17.0 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 5 7 22 18 37 28 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 172,956 COMMITMENTS 33,705 23,983 37,081 77,653 80,164 148,439 141,228 24,517 31,728 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,310) 4,282 -940 4,290 -6,829 -579 1,743 2,771 567 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 13.9 21.4 44.9 46.3 85.8 81.7 14.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 65 69 80 32 42 145 163 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,503 COMMITMENTS 64,640 30,934 60,508 111,312 109,613 236,460 201,055 25,043 60,448 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 6,219) 2,598 3,296 1,640 3,470 173 7,708 5,109 -1,489 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 11.8 23.1 42.6 41.9 90.4 76.9 9.6 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 79 74 97 70 138 221 268 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,921 COMMITMENTS 1,997 2,434 598 1,509 1,104 4,104 4,136 1,817 1,785 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -51) -69 -19 137 103 -427 171 -309 -222 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 41.1 10.1 25.5 18.6 69.3 69.9 30.7 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 20 22 8 7 12 30 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,384 COMMITMENTS 7,722 8,324 2,652 12,681 5,654 23,055 16,630 6,329 12,754 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,291) 378 158 -78 485 213 785 293 506 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 28.3 9.0 43.2 19.2 78.5 56.6 21.5 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 28 41 25 40 35 87 88 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 152,438 COMMITMENTS 22,030 100,997 2,061 99,999 20,027 124,090 123,085 28,348 29,353 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -3,484) 1,393 -4,546 70 -5,130 1,947 -3,667 -2,529 183 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 66.3 1.4 65.6 13.1 81.4 80.7 18.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 20 45 2 19 19 40 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 83,803 COMMITMENTS 6,476 48,724 36 65,958 14,769 72,470 63,529 11,333 20,274 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,878) -1,222 655 -207 5,769 -2,574 4,340 -2,126 -1,462 5,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 58.1 0.0 78.7 17.6 86.5 75.8 13.5 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 22 1 13 8 22 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,751 COMMITMENTS 49,620 23,120 708 36,195 64,018 86,523 87,846 4,228 2,905 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -3,072) -2,960 -1,594 -6 -369 -1,361 -3,335 -2,961 263 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 25.5 0.8 39.9 70.5 95.3 96.8 4.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 32 23 2 19 14 52 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 150,691 COMMITMENTS 96,664 12,346 275 16,121 117,006 113,060 129,627 37,631 21,064 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 17,960) 27,345 1,680 -218 -11,472 15,942 15,655 17,404 2,305 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 8.2 0.2 10.7 77.6 75.0 86.0 25.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 33 11 1 10 21 44 32 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 308,740 COMMITMENTS 56,031 194,177 1,988 206,149 69,822 264,168 265,987 44,572 42,753 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 20,741) 1,690 16,493 -487 23,269 2,947 24,472 18,953 -3,731 1,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 62.9 0.6 66.8 22.6 85.6 86.2 14.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 31 55 4 25 16 59 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 164,594 COMMITMENTS 67,482 13,940 2,033 31,321 108,505 100,836 124,478 63,758 40,116 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -18,699) -25,933 -4,303 703 3,260 -23,895 -21,970 -27,495 3,271 8,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 8.5 1.2 19.0 65.9 61.3 75.6 38.7 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 54 23 14 28 26 88 57 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,988 COMMITMENTS 14,032 631 0 4,173 18,429 18,205 19,060 1,783 928 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -452) -1,251 -34 0 873 -375 -378 -409 -74 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.2 3.2 0.0 20.9 92.2 91.1 95.4 8.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 17 2 0 10 9 27 11 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 56,548 COMMITMENTS 12,174 0 1,433 37,947 50,214 51,554 51,647 4,994 4,901 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,016) -287 0 1,159 618 1,519 1,490 2,678 526 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 0.0 2.5 67.1 88.8 91.2 91.3 8.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 0 2 14 11 21 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,697,417 COMMITMENTS 518,525 699,114 1128646 7060996 6531026 8708167 8358786 989,250 1338631 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 121,486) 33,624 -7,831 -31,668 32,909 90,856 34,865 51,357 86,621 70,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 7.2 11.6 72.8 67.3 89.8 86.2 10.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 63 49 77 134 157 230 254 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 638,758 COMMITMENTS 62,980 51,961 6,204 424,552 470,109 493,736 528,274 145,022 110,484 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 3,020) -1,116 -2,365 -1,561 2,195 -2,026 -482 -5,952 3,502 8,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 8.1 1.0 66.5 73.6 77.3 82.7 22.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 42 41 18 82 52 134 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,647,575 COMMITMENTS 373,591 232,598 38,326 895,011 1238906 1306928 1509830 340,647 137,745 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 63,008) 43,464 243 7,744 -14,908 55,385 36,300 63,372 26,708 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 14.1 2.3 54.3 75.2 79.3 91.6 20.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 80 59 26 74 64 166 137 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 7,772 COMMITMENTS 1,238 0 0 3,656 5,877 4,894 5,877 2,878 1,895 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 79) -39 0 0 -2 143 -41 143 120 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 0.0 47.0 75.6 63.0 75.6 37.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 11 11 14 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 74,207 COMMITMENTS 11,450 33,461 524 49,503 36,701 61,477 70,686 12,730 3,521 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 829) 1,310 -1,524 -6 -2,759 2,266 -1,455 736 2,284 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 45.1 0.7 66.7 49.5 82.8 95.3 17.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 11 2 32 24 44 36 NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CME HDD INDEX X $20) OPEN INTEREST: 2,580 COMMITMENTS 1,410 1,450 0 1,165 830 2,575 2,280 5 300 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 475) 185 119 0 340 156 525 275 -50 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 56.2 0.0 45.2 32.2 99.8 88.4 0.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 6 0 6 6 12 12 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,307 COMMITMENTS 13,556 9,926 13 22,374 29,571 35,943 39,510 10,364 6,797 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,206) 6,069 -1,013 -11 -1,069 1,091 4,989 67 -3,783 1,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 21.4 0.0 48.3 63.9 77.6 85.3 22.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 17 13 3 24 21 43 36 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,805 COMMITMENTS 144,320 111,162 4,876 193,786 232,614 342,982 348,652 34,823 29,153 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 39,650) 31,550 26,353 -1,889 8,428 45,392 38,089 69,856 1,561 -30,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 29.4 1.3 51.3 61.6 90.8 92.3 9.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 84 60 14 64 49 158 113 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 121,645 COMMITMENTS 73,505 6,749 32 17,498 103,896 91,035 110,677 30,610 10,968 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 5,377) 11,527 -5,351 -739 -9,345 9,492 1,443 3,402 3,934 1,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 5.5 0.0 14.4 85.4 74.8 91.0 25.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 36 6 1 11 15 47 22 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,061 COMMITMENTS 1,585 5,202 0 22,150 15,567 23,735 20,769 5,326 8,292 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,102) 758 -159 0 628 964 1,386 805 716 1,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 17.9 0.0 76.2 53.6 81.7 71.5 18.3 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 11 0 24 20 26 31 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 364,263 COMMITMENTS 71,224 118,895 2,708 255,418 227,054 329,350 348,657 34,913 15,606 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 10,869) 2,953 -1,642 875 5,620 14,375 9,448 13,608 1,421 -2,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 32.6 0.7 70.1 62.3 90.4 95.7 9.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 42 64 7 50 71 96 138 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,405 COMMITMENTS 10,682 12,572 50 24,615 23,787 35,347 36,409 9,058 7,996 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 628) -345 1,792 40 542 -1,300 237 532 391 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 28.3 0.1 55.4 53.6 79.6 82.0 20.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 16 1 15 22 37 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,203 COMMITMENTS 6,678 1,943 421 19,771 26,838 26,870 29,202 7,333 5,001 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -2,004) 132 -350 -121 -546 1,031 -535 560 -1,469 -2,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 5.7 1.2 57.8 78.5 78.6 85.4 21.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 6 1 17 13 31 19 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 22,556 COMMITMENTS 4,691 1,925 41 15,365 19,051 20,097 21,017 2,459 1,539 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 49) -1,486 -885 -29 -362 211 -1,877 -703 1,926 752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 8.5 0.2 68.1 84.5 89.1 93.2 10.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 8 1 9 3 17 12 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,131 COMMITMENTS 7,989 12,706 2,205 24,716 28,270 34,910 43,181 17,221 8,950 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 9,844) 3,594 5,092 182 2,462 642 6,238 5,916 3,606 3,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 24.4 4.2 47.4 54.2 67.0 82.8 33.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 14 9 26 29 39 48
Updated January 19, 2007