WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      458,965
COMMITMENTS
  70,206   76,637   98,277  257,934  223,940  426,417  398,854   32,548   60,111

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -2,772)
   1,072    7,642   -5,369      951   -4,288   -3,346   -2,015      574     -757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     16.7     21.4     56.2     48.8     92.9     86.9      7.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      85      132      125       55       81      247      261
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,327,482
COMMITMENTS
 303,372  141,991  258,769  596,728  666,788  1158869  1067548  168,613  259,934

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -1,918)
  21,152   13,554   -9,824  -11,091   -1,390      237    2,340   -2,155   -4,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     10.7     19.5     45.0     50.2     87.3     80.4     12.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     203      130      197      198      287      501      571
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,826
COMMITMENTS
   6,449      258      520    3,344   10,774   10,313   11,552    3,513    2,274

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:       -573)
    -377       80        6     -347     -590     -718     -504      145      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      1.9      3.8     24.2     77.9     74.6     83.6     25.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      26        2        6        8       13       38       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,145
COMMITMENTS
  58,658   70,570   62,958  162,613  116,075  284,229  249,603   46,916   81,542

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -20,055)
   5,726  -16,677   -1,843  -22,067   -2,202  -18,184  -20,722   -1,871      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     21.3     19.0     49.1     35.1     85.8     75.4     14.2     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      88      123      117       86      105      263      287
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      245,547
COMMITMENTS
  73,635   16,883   35,267  109,935  177,973  218,837  230,123   26,710   15,424

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     16,842)
  14,006   -2,141    4,601   -3,320   17,898   15,287   20,358    1,555   -3,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      6.9     14.4     44.8     72.5     89.1     93.7     10.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      76       25       42       45       46      144      104
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      743,619
COMMITMENTS
  99,814  190,922    8,694  520,560  359,145  629,068  558,761  114,551  184,858

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -22,000)
  -5,107  -31,797   -1,204  -10,631   17,103  -16,942  -15,898   -5,058   -6,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     25.7      1.2     70.0     48.3     84.6     75.1     15.4     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      30       45       22       69       75      112      129
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      182,549
COMMITMENTS
  29,379   39,972   26,905  100,563   93,130  156,847  160,007   25,702   22,542

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:       -212)
   2,611   -3,189      788   -2,077    5,216    1,322    2,815   -1,534   -3,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     21.9     14.7     55.1     51.0     85.9     87.7     14.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      35       44       43       55       51      117      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,599
COMMITMENTS
   4,509      391    1,104    4,503   10,854   10,116   12,349    3,483    1,250

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        145)
     462      169      -34     -189      333      239      468      -94     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      2.9      8.1     33.1     79.8     74.4     90.8     25.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      26        7        9       16       18       44       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      544,836
COMMITMENTS
 118,235  141,502    1,917  310,369  289,941  430,521  433,360  114,315  111,476

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,531)
 -22,940   -6,612     -232    9,155    6,280  -14,017     -564   15,548    2,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     26.0      0.4     57.0     53.2     79.0     79.5     21.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      27       35        5       61       64       89      103
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,136,459
COMMITMENTS
 549,727  401,503   35,581  1297652  1308100  1882960  1745184  253,499  391,275

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -57,905)
 -26,461  -85,645      474  -18,718   26,161  -44,705  -59,010  -13,200    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     18.8      1.7     60.7     61.2     88.1     81.7     11.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      61       70       41      108      108      186      203
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,237,178
COMMITMENTS
 267,243  233,830   15,676  763,166  682,797  1046085  932,303  191,093  304,875

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -50,037)
 -27,768  -34,879   -3,773  -12,677   -1,594  -44,218  -40,246   -5,819   -9,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     18.9      1.3     61.7     55.2     84.6     75.4     15.4     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      40       49       17       66       80      108      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      558,641
COMMITMENTS
 167,114  203,601   68,870  263,544  233,191  499,528  505,662   59,113   52,979

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -21,153)
  -4,813  -18,743  -14,496  -11,500   -9,898  -30,809  -43,137    9,656   21,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     36.4     12.3     47.2     41.7     89.4     90.5     10.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      43       27       39       65       52      125      104
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,014
COMMITMENTS
   8,184    2,555      667    3,378   12,810   12,229   16,032   10,785    6,982

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        599)
   1,757      345      335      425      943    2,517    1,623   -1,918   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     11.1      2.9     14.7     55.7     53.1     69.7     46.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        7        3        4        8       21       16
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,276
COMMITMENTS
  13,736    3,453        5   15,399   45,419   29,140   48,877   25,136    5,399

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        618)
     301        0       -7      551       88      845       81     -227      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      6.4      0.0     28.4     83.7     53.7     90.1     46.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16        9        1       17       16       33       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,757
COMMITMENTS
  52,724   19,850      590   25,717   15,613   79,031   36,053    7,726   50,704

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      2,451)
   4,802   -3,416      155      -16    6,678    4,941    3,417   -2,490     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     22.9      0.7     29.6     18.0     91.1     41.6      8.9     58.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       23        3       18       18       38       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 07/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,543
COMMITMENTS
   2,866    2,770      238    9,091    9,333   12,195   12,341      348      202

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,321)
     -17        1        0    1,459    1,637    1,442    1,638     -121     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     22.1      1.9     72.5     74.4     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       12        3       13       11       20       25
 

Updated July 7, 2006