MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       39,471
COMMITMENTS
   3,801    1,855    6,391   22,033   20,421   32,226   28,668    7,245   10,804

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      3,880)
     775      -87      877    1,066    2,899    2,718    3,690    1,162      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      4.7     16.2     55.8     51.7     81.6     72.6     18.4     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15        6       10       28       25       46       38
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      187,011
COMMITMENTS
  36,442   22,230   44,304   80,398   90,452  161,144  156,986   25,866   30,025

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      9,942)
   4,356   -1,171    4,516    1,442    8,051   10,314   11,397     -372   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     11.9     23.7     43.0     48.4     86.2     83.9     13.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      75       67       96       40       41      179      160
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED 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:        1,427
COMMITMENTS
     345      200      189      333      119      867      508      560      919

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     14.0     13.3     23.3      8.3     60.8     35.6     39.2     64.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        5        6        4        2       19       10
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      274,851
COMMITMENTS
  64,927   24,141   67,338  117,481  120,753  249,746  212,232   25,105   62,618

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -3,843)
    -865    2,073   -4,442    1,999   -1,030   -3,308   -3,398     -535     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      8.8     24.5     42.7     43.9     90.9     77.2      9.1     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      98       63      104       89      147      250      276
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        7,884
COMMITMENTS
   2,450    3,950      990    2,053    1,052    5,493    5,993    2,391    1,891

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        896)
      32      327      330      205       84      567      740      329      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     50.1     12.6     26.0     13.3     69.7     76.0     30.3     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      26       28       12       13       13       42       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       33,150
COMMITMENTS
   9,622    8,206    3,889   13,743    6,929   27,254   19,025    5,896   14,126

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -518)
     883      137     -738       90      219      235     -381     -754     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     24.8     11.7     41.5     20.9     82.2     57.4     17.8     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      33       39       24       49       47       98      100
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      156,040
COMMITMENTS
  21,403   92,468    7,191   95,740   24,809  124,334  124,468   31,706   31,572

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -5,487)
    -805   -7,868    1,070   -3,950    1,598   -3,685   -5,199   -1,801     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     59.3      4.6     61.4     15.9     79.7     79.8     20.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       41       10       22       22       49       68
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:      102,875
COMMITMENTS
   6,767   65,370    1,108   84,609   17,411   92,484   83,890   10,391   18,985

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     17,161)
     971   15,983      399   15,878      899   17,248   17,281      -88     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     63.5      1.1     82.2     16.9     89.9     81.5     10.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       30        4       15        9       25       42
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:       95,737
COMMITMENTS
  40,595   30,080      509   50,023   61,307   91,127   91,896    4,610    3,841

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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      153,464
COMMITMENTS
  87,690    9,846    3,749   24,049  115,544  115,488  129,138   37,977   24,326

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -17,291)
 -22,204   -4,447      453    7,325  -14,074  -14,425  -18,068   -2,866      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.1      6.4      2.4     15.7     75.3     75.3     84.1     24.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      38        9        9       13       22       54       37
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      375,821
COMMITMENTS
  35,910  215,746   13,896  278,739  105,472  328,545  335,114   47,276   40,707

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,389)
 -10,041   -1,383    1,345   10,167    2,766    1,471    2,728      -82   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     57.4      3.7     74.2     28.1     87.4     89.2     12.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      27       70       18       26       21       65       97
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      203,153
COMMITMENTS
  83,790   22,397   18,443   42,491  120,242  144,724  161,082   58,429   42,071

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      5,719)
   8,148    6,382      350     -511   -2,252    7,988    4,481   -2,269    1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2     11.0      9.1     20.9     59.2     71.2     79.3     28.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      72       28       38       35       29      120       82
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   15,612,701
COMMITMENTS
 562,259  920,990  4493909  9502055  8733904 14558223 14148803  1054478  1463898

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    642,848)
  88,433   84,592  357,530  188,819  178,192  634,782  620,313    8,066   22,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      5.9     28.8     60.9     55.9     93.2     90.6      6.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      80       64      112      165      175      293      309
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      708,651
COMMITMENTS
  64,005   47,036   46,406  454,254  492,103  564,665  585,545  143,986  123,106

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      9,805)
  -2,415      740    7,645    8,764    4,646   13,994   13,031   -4,188   -3,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.6      6.5     64.1     69.4     79.7     82.6     20.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      47       55       70       89       62      181      143
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,734,903
COMMITMENTS
 348,366  306,989   70,113  978,884  1223791  1397363  1600893  337,539  134,010

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     17,709)
  -5,182   30,191   -1,333   29,240   -7,326   22,725   21,531   -5,016   -3,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     17.7      4.0     56.4     70.5     80.5     92.3     19.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      75       85       72       75       72      197      182
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:        6,433
COMMITMENTS
   1,756    2,853    1,754    2,922    1,825    6,433    6,433       -0       -0

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,916)
     294      409      990      642      527    1,926    1,926      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     44.3     27.3     45.4     28.4    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        7        9        8       19       16
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       52,251
COMMITMENTS
  13,054   10,175      630   27,243   34,382   40,928   45,187   11,323    7,063

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,000)
    -463   -1,075      505    1,110    1,310    1,152      740      848    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     19.5      1.2     52.1     65.8     78.3     86.5     21.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       15        7       27       25       48       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      337,302
COMMITMENTS
 129,892  125,379    6,741  164,316  174,216  300,948  306,336   36,354   30,966

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -53,151)
 -16,191   11,748   -4,050  -31,071  -60,055  -51,312  -52,357   -1,839     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     37.2      2.0     48.7     51.6     89.2     90.8     10.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      84       55       20       56       47      153      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      116,822
COMMITMENTS
  70,099    5,915      826   18,993   98,533   89,918  105,274   26,904   11,548

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -11,335)
 -16,741   -3,740      750    7,736  -10,428   -8,255  -13,418   -3,080    2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.0      5.1      0.7     16.3     84.3     77.0     90.1     23.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      33        8        3       10       13       44       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED 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:       32,770
COMMITMENTS
   1,827    5,349       24   26,218   19,693   28,069   25,066    4,701    7,704

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,110)
     245     -171        0      952    1,521    1,197    1,350      -87     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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:       55)
       2       14        2       26       21       30       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      380,202
COMMITMENTS
  69,037  126,958    6,550  271,590  224,631  347,177  358,138   33,025   22,064

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      6,909)
   2,003    3,747    3,009    3,580   -1,781    8,592    4,975   -1,684    1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     33.4      1.7     71.4     59.1     91.3     94.2      8.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      44       97       49       50       70      135      175
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       47,498
COMMITMENTS
  10,780   15,544       70   27,239   22,599   38,089   38,213    9,409    9,285

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      2,044)
    -151    1,145      -60    2,336      -10    2,125    1,075      -81      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     32.7      0.1     57.3     47.6     80.2     80.5     19.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      25       21        3       16       21       43       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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