WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      473,929
COMMITMENTS
  82,026   68,129   81,813  268,199  258,400  432,038  408,342   41,891   65,587

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      4,105)
   3,601   -1,767    5,311   -4,845    4,733    4,067    8,277       38   -4,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     14.4     17.3     56.6     54.5     91.2     86.2      8.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     105       91       96       71      102      249      230
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,296,995
COMMITMENTS
 305,744  103,313  193,907  633,705  719,849  1133356  1017069  163,639  279,926

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     18,090)
   8,578   -7,867  -24,006   30,021   46,327   14,593   14,454    3,497    3,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      8.0     15.0     48.9     55.5     87.4     78.4     12.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     195      130      148      212      292      490      506
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,368
COMMITMENTS
   6,382      146       30    3,945   11,280   10,357   11,456    3,011    1,912

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        337)
    -477      -44      -28      971      440      466      368     -129      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      1.1      0.2     29.5     84.4     77.5     85.7     22.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      25        3        3       11       13       38       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,327
COMMITMENTS
  79,176   68,149   64,520  198,199  183,770  341,895  316,439   54,432   79,888

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     17,709)
  10,984  -17,810   14,286   -6,713   19,801   18,557   16,277     -848    1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     17.2     16.3     50.0     46.4     86.3     79.8     13.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     110      116      102       83      111      263      288
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,333
COMMITMENTS
   9,080    7,140      558      235      340    9,873    8,038    7,460    9,295

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -134)
  -3,499      367       81        0       10   -3,418      458    3,284     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4     41.2      3.2      1.4      2.0     57.0     46.4     43.0     53.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       12        3        1        1       11       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      259,780
COMMITMENTS
  54,337   34,252   39,658  139,046  164,277  233,041  238,187   26,739   21,593

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,867)
   3,849  -11,727    1,648   -1,802   16,310    3,695    6,231    2,172     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     13.2     15.3     53.5     63.2     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      52       45       42       53       45      132      120
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      723,720
COMMITMENTS
 126,012  170,343    7,851  453,905  387,836  587,768  566,030  135,952  157,690

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:    -10,024)
  -9,094   -4,301    3,445   15,993   -6,287   10,344   -7,143  -20,368   -2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     23.5      1.1     62.7     53.6     81.2     78.2     18.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      47       31       22       62       74      114      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      200,867
COMMITMENTS
  37,363   32,665   29,487   98,784  116,539  165,634  178,691   35,233   22,176

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -8,255)
   5,404  -16,416   -1,729  -14,399   10,733  -10,724   -7,412    2,469     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     16.3     14.7     49.2     58.0     82.5     89.0     17.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      46       37       38       57       46      127      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,694
COMMITMENTS
   3,001    1,218      951    7,021   10,150   10,973   12,319    2,721    1,375

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -794)
    -371      125     -126      647     -143      150     -144     -944     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      8.9      6.9     51.3     74.1     80.1     90.0     19.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      20       10        7       25       19       48       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      684,338
COMMITMENTS
 125,447  178,139    3,656  398,617  385,080  527,720  566,875  156,618  117,463

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     10,517)
   5,044    5,104     -942   -4,166  -11,197      -64   -7,035   10,581   17,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     26.0      0.5     58.2     56.3     77.1     82.8     22.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      40       33        8       71       69      114      107
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,434,326
COMMITMENTS
 747,988  312,215   75,448  1301393  1653930  2124829  2041593  309,497  392,733

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     86,389)
   8,422   33,693  -13,490  125,678   80,019  120,610  100,222  -34,221  -13,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     12.8      3.1     53.5     67.9     87.3     83.9     12.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      67       72       42      128      115      220      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,391,992
COMMITMENTS
 203,530  194,941   18,458  913,780  922,633  1135768  1136032  256,224  255,960

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:    -31,068)
 -32,267      377   -3,399   19,064   -2,258  -16,602   -5,280  -14,466  -25,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     14.0      1.3     65.6     66.3     81.6     81.6     18.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      43       37       17       73       74      120      124
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      478,907
COMMITMENTS
  70,180   89,156  122,604  257,604  233,360  450,388  445,120   28,519   33,787

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -5,662)
  -6,267    4,049   -3,795    2,066   -1,393   -7,996   -1,139    2,334   -4,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     18.6     25.6     53.8     48.7     94.0     92.9      6.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      25       42       37       48       57       93      118
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       41,246
COMMITMENTS
   6,057    6,541    1,678   13,985   24,238   21,720   32,457   19,526    8,789

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -1,331)
     932   -3,620     -535   -3,085    4,387   -2,688      232    1,357   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     15.9      4.1     33.9     58.8     52.7     78.7     47.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       15        6       12       15       32       32
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,077
COMMITMENTS
  16,643   11,574       11   19,820   42,022   36,474   53,607   25,603    8,470

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        777)
     169    1,654        6      -18     -250      157    1,410      620     -633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     18.6      0.0     31.9     67.7     58.8     86.4     41.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       19        1       16       15       37       35
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,812
COMMITMENTS
  36,443   18,673      512   82,617   57,076  119,572   76,261   10,240   53,551

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        365)
      -2     -103      105      438     -254      541     -252     -176      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     14.4      0.4     63.6     44.0     92.1     58.7      7.9     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       27        2       18       28       49       56
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,494
COMMITMENTS
   2,952   12,811      624   36,580   26,702   40,156   40,137      338      357

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,291)
    -498    2,108     -253    3,247      667    2,496    2,522     -205     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     31.6      1.5     90.3     65.9     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       10        4       15       10       24       23
 

Updated October 20, 2006