WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      500,192
COMMITMENTS
  64,294   65,041  141,016  261,591  230,108  466,901  436,165   33,291   64,027

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -308)
   1,311    3,136    1,227   -2,668   -4,178     -130      186     -178     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     13.0     28.2     52.3     46.0     93.3     87.2      6.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      90      123      155       71      103      277      299
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,657,493
COMMITMENTS
 258,532  158,068  476,636  716,087  694,009  1451254  1328713  206,238  328,780

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     21,746)
 -24,590    4,181   11,581   21,264   -9,642    8,255    6,119   13,492   15,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      9.5     28.8     43.2     41.9     87.6     80.2     12.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      773)
     210      172      252      260      309      584      643
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,737
COMMITMENTS
   5,197      378      769    2,985    8,916    8,951   10,063    2,787    1,675

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -296)
     -55       20     -113      120     -395      -49     -487     -247      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3      3.2      6.6     25.4     76.0     76.3     85.7     23.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        8        5       12       14       34       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      442,040
COMMITMENTS
  57,193  107,157  101,844  222,701  138,644  381,739  347,645   60,302   94,395

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      6,835)
    -260    4,480   -1,734    8,526    3,136    6,532    5,883      304      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     24.2     23.0     50.4     31.4     86.4     78.6     13.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     115      141      150      112      115      307      345
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,372
COMMITMENTS
  12,213    5,049      871      185      721   13,269    6,641    3,103    9,731

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:         -7)
     180      -29      -27        0        3      153      -53     -160       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.6     30.8      5.3      1.1      4.4     81.0     40.6     19.0     59.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       11        4        1        3       11       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      286,750
COMMITMENTS
  45,437   41,528   63,611  152,120  160,850  261,169  265,990   25,581   20,760

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      7,593)
  -6,582    7,596    8,025    6,006   -7,752    7,449    7,869      144     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     14.5     22.2     53.0     56.1     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      48       61       50       59       55      142      144
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      980,088
COMMITMENTS
 140,743  173,966  156,179  503,425  457,350  800,347  787,495  179,741  192,593

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -12,929)
     121   -6,509    5,974  -19,849   -1,050  -13,754   -1,585      825  -11,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     17.8     15.9     51.4     46.7     81.7     80.3     18.3     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      38       50       49       67       81      135      150
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      274,243
COMMITMENTS
  30,334   78,225   55,265  155,281  115,924  240,879  249,414   33,364   24,829

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     13,946)
    -135    8,681    4,180    9,513      266   13,558   13,127      388      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     28.5     20.2     56.6     42.3     87.8     90.9     12.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      46       75       50       61       51      134      160
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,592
COMMITMENTS
   3,044    1,537    2,199    7,446   10,146   12,689   13,881    2,903    1,711

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -908)
     -10     -332     -385     -355     -264     -750     -981     -157       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      9.9     14.1     47.8     65.1     81.4     89.0     18.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23        9       11       27       20       53       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      692,691
COMMITMENTS
  93,958  177,951   12,906  436,326  392,059  543,190  582,917  149,500  109,774

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -17,585)
   2,841   17,209  -18,394   -6,963  -21,397  -22,516  -22,583    4,932    4,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     25.7      1.9     63.0     56.6     78.4     84.2     21.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       35       18       75       73      122      118
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,879,315
COMMITMENTS
 722,345  248,618  341,337  1461579  1873874  2525260  2463829  354,055  415,486

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     22,622)
  31,060  -29,795    4,201  -26,480   45,670    8,781   20,075   13,842    2,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      8.6     11.9     50.8     65.1     87.7     85.6     12.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      73       75       81      133      138      245      255
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,492,732
COMMITMENTS
 214,271  179,137  142,747  864,617  884,459  1221635  1206343  271,097  286,389

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -17,143)
  -7,558  -45,498   38,498  -49,361   -9,106  -18,421  -16,106    1,278   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     12.0      9.6     57.9     59.3     81.8     80.8     18.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      46       39       36       90       88      150      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      643,137
COMMITMENTS
 136,639   94,838  206,272  268,969  297,076  611,879  598,186   31,257   44,951

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     76,419)
  17,776   12,956   19,172   36,628   44,973   73,577   77,102    2,842     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     14.7     32.1     41.8     46.2     95.1     93.0      4.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      24       40       43       54       66      103      125
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,656
COMMITMENTS
   4,479   10,561    1,710   11,037   14,159   17,227   26,430   21,430   12,226

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,412)
  -5,873    8,343       55    6,628   -7,729      811      669    2,601    2,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     27.3      4.4     28.6     36.6     44.6     68.4     55.4     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       17        7       13       12       29       31
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,221
COMMITMENTS
  15,026    5,766   11,126   24,252   50,228   50,403   67,119   28,818   12,102

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     16,172)
   2,841      706    9,950    2,063    1,716   14,854   12,371    1,318    3,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      7.3     14.0     30.6     63.4     63.6     84.7     36.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       17       11       19       16       41       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      160,005
COMMITMENTS
  34,033   34,707   23,918   85,698   41,487  143,649  100,112   16,356   59,893

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     43,981)
   4,383    7,657   19,927   12,164   12,628   36,474   40,212    7,508    3,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     21.7     14.9     53.6     25.9     89.8     62.6     10.2     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      35       35       33       29       33       85       81
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       30,074
COMMITMENTS
   5,434    7,973    2,733   21,636   19,164   29,803   29,870      271      204

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -643)
  -5,450      527      854    4,132   -2,008     -464     -627     -179      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     26.5      9.1     71.9     63.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       12        4       16       10       25       24
 

Updated September 15, 2006