WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,289
COMMITMENTS
  58,296   76,658  104,711  256,946  209,489  419,953  390,858   32,336   61,431

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      2,919)
  -5,083    3,500    1,911    3,756   -3,713      584    1,698    2,335    1,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     16.9     23.2     56.8     46.3     92.9     86.4      7.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      91      115      137       63       93      256      282
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,298,052
COMMITMENTS
 283,105  166,956  245,380  599,880  612,575  1128365  1024911  169,687  273,141

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -22,800)
     509  -12,968   -6,153  -13,448    1,014  -19,092  -18,107   -3,708   -4,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     12.9     18.9     46.2     47.2     86.9     79.0     13.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      706)
     185      150      161      204      276      467      535
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,425
COMMITMENTS
   5,915      287      162    2,446    9,127    8,523    9,576    2,902    1,849

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:        912)
     484      -19       56      139      643      679      680      233      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      2.5      1.4     21.4     79.9     74.6     83.8     25.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      21        5        3       10       12       33       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      360,125
COMMITMENTS
  67,181  109,480   50,535  192,855  124,627  310,571  284,642   49,554   75,483

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      4,321)
  -1,282   -2,474    5,126     -249    1,703    3,595    4,355      726      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     30.4     14.0     53.6     34.6     86.2     79.0     13.8     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     105      136       92       93      105      256      297
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,447
COMMITMENTS
  11,333    4,383      859      185      511   12,377    5,753    3,070    9,694

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:       -925)
    -880     -666      -12        0     -210     -892     -888      -33      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.4     28.4      5.6      1.2      3.3     80.1     37.2     19.9     62.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8       12        3        1        2        9       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      264,603
COMMITMENTS
  63,541   45,447   44,638  132,870  154,405  241,049  244,490   23,554   20,113

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      5,472)
   4,343    5,112    1,973     -428   -2,006    5,888    5,079     -416      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     17.2     16.9     50.2     58.4     91.1     92.4      8.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      55       54       37       56       50      134      134
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      747,208
COMMITMENTS
 140,083  188,411   14,669  424,506  375,169  579,258  578,249  167,950  168,959

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -17,152)
  -7,324   -7,786   -8,779   -8,791     -230  -24,894  -16,795    7,742     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     25.2      2.0     56.8     50.2     77.5     77.4     22.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      44       36       19       60       72      114      118
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      240,525
COMMITMENTS
  39,530   66,551   34,354  133,897  115,441  207,781  216,346   32,744   24,179

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -6,244)
     155  -11,469      951   -8,891    4,015   -7,785   -6,503    1,541      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     27.7     14.3     55.7     48.0     86.4     89.9     13.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      49       62       36       56       46      129      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,912
COMMITMENTS
   3,467    1,117      941    6,924   10,376   11,332   12,434    2,580    1,478

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:       -253)
     153     -370     -333      -21      574     -201     -129      -52     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      8.0      6.8     49.8     74.6     81.5     89.4     18.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20        9        7       26       19       49       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      681,842
COMMITMENTS
  92,177  186,398    8,248  437,539  376,130  537,964  570,776  143,878  111,066

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -1,342)
  -4,141   10,605      242    5,167  -14,801    1,268   -3,954   -2,610    2,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     27.3      1.2     64.2     55.2     78.9     83.7     21.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      37       39       16       68       72      113      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,318,002
COMMITMENTS
 801,299  322,689   40,346  1140186  1541500  1981831  1904535  336,171  413,467

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     47,589)
  73,980   33,508   -1,564  -27,929   -9,455   44,487   22,489    3,102   25,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     13.9      1.7     49.2     66.5     85.5     82.2     14.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      67       74       43      112      109      202      203
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,296,472
COMMITMENTS
 217,001  215,542   18,490  781,940  775,774  1017431  1009806  279,041  286,666

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -27,690)
 -21,822   16,113  -15,600  -10,934  -38,617  -48,356  -38,104   20,666   10,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     16.6      1.4     60.3     59.8     78.5     77.9     21.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      42       40       11       75       82      120      130
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      567,369
COMMITMENTS
 175,340  119,769  100,830  268,783  302,374  544,953  522,973   22,416   44,396

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     33,082)
  36,576   22,203  -21,556   25,030   31,831   40,050   32,478   -6,968      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     21.1     17.8     47.4     53.3     96.0     92.2      4.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      27       39       40       56       67      103      128
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:        9,607
COMMITMENTS
   1,450    2,276      364    2,495    4,912    4,309    7,552    5,298    2,055

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     23.7      3.8     26.0     51.1     44.9     78.6     55.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        3        6       10       13       18
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       41,036
COMMITMENTS
   3,974   12,297    1,314   16,558   16,745   21,846   30,356   19,190   10,680

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:      4,617)
    -539    1,784      452    5,800    2,822    5,713    5,058   -1,096     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     30.0      3.2     40.3     40.8     53.2     74.0     46.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13       17        7       16       16       32       37
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,844
COMMITMENTS
  11,533    7,244        0   18,958   40,637   30,491   47,881   24,353    6,963

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -22,399)
  -3,476    1,358  -10,212   -4,854   -9,425  -18,542  -18,279   -3,857   -4,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     13.2      0.0     34.6     74.1     55.6     87.3     44.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        8        0       16       15       30       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,220
COMMITMENTS
  26,005   15,429      267   62,036   32,121   88,308   47,817    8,912   49,403

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:    -52,598)
  -8,342  -16,642  -20,379  -16,679   -6,021  -45,400  -43,042   -7,198   -9,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     15.9      0.3     63.8     33.0     90.8     49.2      9.2     50.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       29        1       16       22       42       52
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 09/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       28,974
COMMITMENTS
  14,053    8,866      427   14,399   19,492   28,879   28,785       95      189

CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST:     -1,100)
   8,619      893   -2,306   -7,237      328     -924   -1,085     -176      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5     30.6      1.5     49.7     67.3     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       10        3       13       11       20       24
 

Updated September 22, 2006