MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED 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:       33,321
COMMITMENTS
   2,764    1,684    4,953   19,938   16,526   27,655   23,163    5,666   10,158

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,246)
    -100     -335      560    1,018      943    1,478    1,169     -232       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      5.1     14.9     59.8     49.6     83.0     69.5     17.0     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        6        9       25       22       40       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      179,403
COMMITMENTS
  33,271   22,701   41,144   79,434   82,319  153,849  146,165   25,554   33,238

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,013)
   3,994   -1,384    4,458   -6,991     -416    1,460    2,657      552     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     12.7     22.9     44.3     45.9     85.8     81.5     14.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      66       68       83       39       43      152      167
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      283,809
COMMITMENTS
  66,267   22,141   75,534  114,976  118,824  256,777  216,499   27,032   67,310

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      7,458)
   2,736    2,339    2,941    3,071      597    8,747    5,877   -1,289    1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      7.8     26.6     40.5     41.9     90.5     76.3      9.5     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      99       66      106       91      148      257      282
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        6,212
COMMITMENTS
   1,904    2,442      757    1,566    1,176    4,226    4,375    1,986    1,837

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        -24)
    -110        4      155      130     -441      175     -282     -199      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     39.3     12.2     25.2     18.9     68.0     70.4     32.0     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       24       10        7       14       31       43
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       32,528
COMMITMENTS
   7,814    7,554    4,513   13,095    6,191   25,421   18,258    7,106   14,270

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,955)
     375      163      210      698      318    1,283      690      672    1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     23.2     13.9     40.3     19.0     78.2     56.1     21.8     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      35       39       28       45       39       98       94
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      160,904
COMMITMENTS
  21,853  100,999    5,576  101,501   22,126  128,930  128,702   31,974   32,202

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     -2,873)
   1,423   -4,545      166   -5,044    2,033   -3,455   -2,346      581     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     62.8      3.5     63.1     13.8     80.1     80.0     19.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       46        7       22       21       45       71
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       85,561
COMMITMENTS
   6,798   48,745      399   66,441   15,467   73,637   64,611   11,924   20,950

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      3,231)
  -1,100      647     -142    5,807   -2,339    4,566   -1,834   -1,335    5,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     57.0      0.5     77.7     18.1     86.1     75.5     13.9     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       23        1       13        8       22       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:       90,757
COMMITMENTS
  49,620   23,120      708   36,195   64,018   86,523   87,846    4,234    2,911

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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      155,935
COMMITMENTS
  96,221   11,309    3,466   17,194  118,455  116,881  133,229   39,055   22,706

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     19,446)
  27,367    1,262      966  -11,041   16,562   17,292   18,789    2,153      656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7      7.3      2.2     11.0     76.0     75.0     85.4     25.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      35       10        9       12       21       51       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      318,157
COMMITMENTS
  54,711  194,327    6,769  209,077   72,199  270,557  273,295   47,600   44,862

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     22,428)
   1,088   16,604      505   24,098    3,083   25,691   20,192   -3,264    2,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     61.1      2.1     65.7     22.7     85.0     85.9     15.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      32       59       15       26       20       66       86
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      190,188
COMMITMENTS
  65,998   14,401   16,324   38,176  114,993  120,498  145,718   69,691   44,470

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:    -15,120)
 -26,021   -4,160    2,661    4,005  -23,101  -19,355  -24,600    4,235    9,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      7.6      8.6     20.1     60.5     63.4     76.6     36.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      60       28       38       35       29      112       78
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   14,490,949
COMMITMENTS
 367,068  695,784  3877202  9165238  8487873 13409508 13060859  1081441  1430090

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:    234,419)
   5,169   55,128   43,133  116,688   92,069  164,990  190,330   69,429   44,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.8     26.8     63.2     58.6     92.5     90.1      7.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      72       61      108      159      167      280      291
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      718,035
COMMITMENTS
  64,284   49,779   51,469  443,599  485,782  559,352  587,030  158,683  131,004

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      7,132)
     531   -5,024     -990    3,570     -897    3,111   -6,911    4,021   14,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.9      7.2     61.8     67.7     77.9     81.8     22.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      53       58       79       90       64      192      154
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,746,075
COMMITMENTS
 368,768  229,107  117,506  913,811  1250345  1400085  1596958  345,990  149,117

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     69,640)
  43,092    3,285   12,074  -11,338   51,830   43,828   67,189   25,812    2,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     13.1      6.7     52.3     71.6     80.2     91.5     19.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      81       87       81       78       69      211      185
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:        3,997
COMMITMENTS
   1,398    1,495      901    1,556    1,209    3,855    3,605      142      391

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,032)
     173      135      333      526      331    1,032      798       -1      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     37.4     22.6     38.9     30.2     96.5     90.2      3.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        4        8        8       17       15
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       46,919
COMMITMENTS
  13,562    9,831      287   22,495   29,686   36,344   39,804   10,575    7,115

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,419)
   6,071   -1,070       93   -1,040    1,115    5,124      138   -3,705    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     21.0      0.6     47.9     63.3     77.5     84.8     22.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       15        6       26       23       47       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      384,749
COMMITMENTS
 143,630  111,500    9,951  196,091  233,401  349,672  354,852   35,077   29,897

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     41,904)
  31,632   27,368     -765    9,503   45,271   40,370   71,874    1,533  -29,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     29.0      2.6     51.0     60.7     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      83       62       25       65       49      165      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      122,119
COMMITMENTS
  73,505    6,789       76   17,509  103,901   91,089  110,766   31,030   11,352

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      5,362)
  11,527   -5,343     -740   -9,345    9,488    1,442    3,405    3,919    1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.2      5.6      0.1     14.3     85.1     74.6     90.7     25.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      36        6        2       11       15       48       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       29,067
COMMITMENTS
   1,585    5,203        0   22,151   15,567   23,736   20,770    5,330    8,297

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,103)
     758     -159        0      628      964    1,386      805      717    1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       51)
       2       12        0       24       20       26       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      372,680
COMMITMENTS
  70,483  117,388    9,633  256,960  228,580  337,076  355,601   35,605   17,079

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     11,790)
   3,522   -1,247    1,137    5,890   14,277   10,550   14,167    1,241   -2,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     31.5      2.6     68.9     61.3     90.4     95.4      9.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      54       95       56       51       74      148      182
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       44,417
COMMITMENTS
  10,690   12,572       51   24,619   23,799   35,359   36,421    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 TRADER
    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:       76)
      25       17        3       16       23       43       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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