MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,019
COMMITMENTS
   7,247    1,644      475   16,791   19,173   24,513   21,292    5,506    8,727

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,858)
   1,006       79      164      804    2,576    1,974    2,819      884       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      5.5      1.6     55.9     63.9     81.7     70.9     18.3     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        5        6       25       21       40       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      179,687
COMMITMENTS
  36,628   24,731   39,377   78,857   86,903  154,862  151,011   24,825   28,676

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      8,862)
   4,300     -103    3,560    1,415    6,855    9,275   10,312     -413   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     13.8     21.9     43.9     48.4     86.2     84.0     13.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      73       69       90       33       39      168      156
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,391
COMMITMENTS
     343      204      156      333      119      832      479      559      912

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     14.7     11.2     23.9      8.6     59.8     34.4     40.2     65.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        5        5        4        2       18       10
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,118
COMMITMENTS
  63,578   31,319   53,057  114,041  112,868  230,676  197,244   23,442   56,874

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -3,749)
  -1,003      941   -4,096    1,810     -389   -3,289   -3,544     -460     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     12.3     20.9     44.9     44.4     90.8     77.6      9.2     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      75       69       95       69      136      214      259
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,469
COMMITMENTS
   2,643    3,952      700    1,952    1,008    5,295    5,660    2,174    1,809

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        846)
      85      340      261      199      107      545      708      301      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     52.9      9.4     26.1     13.5     70.9     75.8     29.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       27        9       13       11       40       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,174
COMMITMENTS
   9,466    8,868    2,701   13,536    6,375   25,703   17,944    5,471   13,230

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        271)
     814       15     -185      241      276      870      106     -599      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     28.4      8.7     43.4     20.4     82.5     57.6     17.5     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      28       44       21       43       44       89       97
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      146,376
COMMITMENTS
  21,650   92,526    2,409   93,856   22,340  117,915  117,275   28,461   29,101

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -6,019)
    -821   -7,802      301   -4,150    1,460   -4,670   -6,041   -1,349       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     63.2      1.6     64.1     15.3     80.6     80.1     19.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       39        3       19       20       43       61
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       99,642
COMMITMENTS
   5,819   65,399       81   83,755   15,658   89,655   81,138    9,987   18,504

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     16,577)
     529   16,028       45   15,856      360   16,430   16,433      147      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     65.6      0.1     84.1     15.7     90.0     81.4     10.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       29        2       14        9       23       39
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       95,731
COMMITMENTS
  40,595   30,080      509   50,023   61,307   91,127   91,896    4,604    3,835

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      5,311)
  -4,740    2,850        2   10,533    4,004    5,795    6,856     -484   -1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     31.4      0.5     52.3     64.0     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       28        2       19       14       52       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      146,660
COMMITMENTS
  87,825   10,898       24   22,685  113,545  110,534  124,467   36,126   22,193

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -17,301)
 -22,116   -4,315       24    7,277  -14,332  -14,815  -18,623   -2,486    1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9      7.4      0.0     15.5     77.4     75.4     84.9     24.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      35       11        2       12       21       49       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      344,070
COMMITMENTS
  42,579  215,584    1,705  255,656   87,884  299,940  305,173   44,130   38,897

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -928)
  -9,621   -1,476      -81    9,242    2,260     -460      703     -468   -1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     62.7      0.5     74.3     25.5     87.2     88.7     12.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      32       62        3       26       16       60       79
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      174,218
COMMITMENTS
  85,505   22,926    1,525   34,053  112,355  121,083  136,806   53,135   37,412

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      4,700)
   7,989    6,420     -268     -901   -3,188    6,820    2,964   -2,120    1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     13.2      0.9     19.5     64.5     69.5     78.5     30.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      60       26       15       28       25       96       58
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       18,000
COMMITMENTS
   8,758      637        0    7,489   16,413   16,247   17,050    1,753      950

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -687)
  -2,692     -618        0    2,744      -16       52     -634     -739      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7      3.5      0.0     41.6     91.2     90.3     94.7      9.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        3        0       11       10       28       13
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,119
COMMITMENTS
   9,996    3,070    2,700   22,760   29,952   35,456   35,722    3,663    3,397

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -17,429)
  -2,178    3,070    1,267  -15,187  -20,262  -16,098  -15,925   -1,331   -1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      7.8      6.9     58.2     76.6     90.6     91.3      9.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       10       12       15       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,903,923
COMMITMENTS
 691,270  903,741  1110695  7157866  6542461  8959831  8556897  944,092  1347026

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    176,961)
  74,038   82,128   24,669   85,172   66,021  183,879  172,818   -6,918    4,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      9.1     11.2     72.3     66.1     90.5     86.4      9.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      65       57       85      139      161      242      272
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      635,768
COMMITMENTS
  62,585   49,398    4,088  437,497  478,568  504,170  532,054  131,598  103,714

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -972)
  -2,727    1,009      673    6,381    3,033    4,327    4,715   -5,299   -5,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.8      0.6     68.8     75.3     79.3     83.7     20.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       34       18       81       53      136       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,669,513
COMMITMENTS
 350,983  310,695   18,492  968,185  1215319  1337660  1544506  331,853  125,007

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      4,751)
  -5,643   28,483   -9,263   26,612   -9,522   11,706    9,698   -6,955   -4,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     18.6      1.1     58.0     72.8     80.1     92.5     19.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      75       63       25       71       69      158      145
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,998
COMMITMENTS
   1,403        0        3    3,848    5,612    5,254    5,615    2,744    2,383

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        125)
     376        0        0      -13        0      363        0     -238      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.0      0.0     48.1     70.2     65.7     70.2     34.3     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       11       10       14       11
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       74,837
COMMITMENTS
  11,430   34,075      498   50,753   37,165   62,681   71,738   12,156    3,099

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,471)
     629      769        0      806    1,287    1,435    2,056       36     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     45.5      0.7     67.8     49.7     83.8     95.9     16.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10       14        2       32       25       44       40
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        4,405
COMMITMENTS
   1,626    2,820      495    2,284    1,090    4,405    4,405        0        0

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        920)
     143      375      495      292       60      930      930      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     64.0     11.2     51.9     24.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        6        3        8        7       15       14
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,633
COMMITMENTS
  13,039   10,186      397   27,134   34,280   40,570   44,863   11,063    6,770

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,706)
    -478   -1,072      381    1,087    1,288      990      597      716    1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     19.7      0.8     52.6     66.4     78.6     86.9     21.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       14        4       25       23       44       38
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      330,592
COMMITMENTS
 128,940  125,456    2,377  163,290  172,245  294,607  300,078   35,985   30,514

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -54,523)
 -16,887   11,476   -4,519  -31,216  -60,556  -52,622  -53,599   -1,901     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     37.9      0.7     49.4     52.1     89.1     90.8     10.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      83       54        8       55       46      143      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      116,294
COMMITMENTS
  70,120    5,915      717   18,993   98,520   89,830  105,152   26,464   11,142

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -11,272)
 -16,720   -3,677      717    7,736  -10,441   -8,267  -13,401   -3,005    2,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3      5.1      0.6     16.3     84.7     77.2     90.4     22.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      33        8        2       10       13       44       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,764
COMMITMENTS
   1,827    5,348       24   26,217   19,693   28,068   25,065    4,696    7,699

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,109)
     245     -171        0      952    1,521    1,197    1,350      -88     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     16.3      0.1     80.0     60.1     85.7     76.5     14.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2       13        2       26       21       30       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      371,603
COMMITMENTS
  67,763  126,816    1,639  269,767  223,455  339,169  351,910   32,434   19,693

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,698)
   1,293    3,599      477    2,667   -2,041    4,437    2,035   -1,739      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     34.1      0.4     72.6     60.1     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      36       69        7       50       68       90      140
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,486
COMMITMENTS
  10,773   15,544       69   27,235   22,588   38,077   38,201    9,409    9,285

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,044)
    -158    1,145      -61    2,332      -21    2,113    1,063      -69      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     32.7      0.1     57.4     47.6     80.2     80.4     19.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       20        1       15       20       37       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       37,813
COMMITMENTS
   8,248    3,328      633   21,590   29,166   30,471   33,127    7,342    4,686

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,228)
   1,296    1,166        3    1,661      409    2,960    1,578     -732      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      8.8      1.7     57.1     77.1     80.6     87.6     19.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        7        2       18       16       35       24
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,971
COMMITMENTS
   5,104    1,709      277   14,324   17,134   19,705   19,120      266      851

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -211)
      -5     -140      236     -193     -208       38     -112     -249      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      8.6      1.4     71.7     85.8     98.7     95.7      1.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        9        2        7        2       15       12
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       45,446
COMMITMENTS
   5,197   11,947    1,988   25,052   26,188   32,237   40,123   13,209    5,323

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -1,337)
     776      195      -68      977   -1,370    1,685   -1,243   -3,022      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     26.3      4.4     55.1     57.6     70.9     88.3     29.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       15        6       24       28       35       46
 

Updated February 2, 2007