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