WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      585,610
COMMITMENTS
  85,462   50,352  165,982  285,689  288,625  537,134  504,958   48,476   80,651

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     13,965)
   5,572   -6,795    1,454    1,682   15,003    8,708    9,662    5,257    4,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      8.6     28.3     48.8     49.3     91.7     86.2      8.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     112       99      121       70      108      261      260
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,704,664
COMMITMENTS
 301,794   70,803  499,392  697,727  808,902  1498913  1379097  205,751  325,567

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     46,107)
   4,270  -23,448   34,659      446   31,186   39,374   42,397    6,733    3,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      4.2     29.3     40.9     47.5     87.9     80.9     12.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     218      132      212      245      309      558      574
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,568
COMMITMENTS
   6,850      207      736    3,595   11,448   11,182   12,392    3,386    2,176

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,052)
     526     -115      -28      224    1,408      722    1,266      329     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      1.4      5.1     24.7     78.6     76.8     85.1     23.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      26        8        4       15       15       45       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      472,253
COMMITMENTS
  53,955   79,237  109,710  238,777  185,890  402,442  374,837   69,812   97,416

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      2,035)
   2,041  -21,414   -5,421   -1,883   28,440   -5,264    1,606    7,299      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     16.8     23.2     50.6     39.4     85.2     79.4     14.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     120      132      158      108      117      316      343
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,467
COMMITMENTS
  12,579    6,773      477      235      330   13,291    7,580    4,176    9,887

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,440)
     561      696      406       50       24    1,017    1,126      423      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.0     38.8      2.7      1.3      1.9     76.1     43.4     23.9     56.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       12        5        1        1       13       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      281,871
COMMITMENTS
  34,850   44,989   61,622  159,221  152,319  255,693  258,930   26,179   22,942

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -1,446)
    -639   -7,431   -2,277    2,845    9,891      -71      183   -1,376   -1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     16.0     21.9     56.5     54.0     90.7     91.9      9.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      43       59       48       60       52      136      140
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      988,313
COMMITMENTS
 113,783  158,951  158,836  538,696  488,956  811,315  806,743  176,997  181,570

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -60,076)
 -29,726   -9,095  -18,280     -457  -21,933  -48,463  -49,308  -11,614  -10,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     16.1     16.1     54.5     49.5     82.1     81.6     17.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      40       41       44       71       82      132      146
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      229,892
COMMITMENTS
  26,311   49,359   45,497  122,615  110,641  194,423  205,497   35,469   24,394

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -7,103)
   1,334   -8,487   -2,107   -5,392    3,519   -6,165   -7,075     -938      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     21.5     19.8     53.3     48.1     84.6     89.4     15.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      39       54       46       59       54      129      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,933
COMMITMENTS
   3,360    1,031    1,939    6,573   10,801   11,872   13,771    4,061    2,161

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        743)
     121      -10     -239      -80       80     -199     -169      942      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      6.5     12.2     41.3     67.8     74.5     86.4     25.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25        8       10       25       22       53       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      692,002
COMMITMENTS
 123,193  174,634   15,069  406,265  399,830  544,526  589,533  147,475  102,469

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -19,386)
  -3,553   -9,702      597  -11,079   -7,121  -14,036  -16,226   -5,350   -3,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     25.2      2.2     58.7     57.8     78.7     85.2     21.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      47       30       17       71       68      124      109
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,028,581
COMMITMENTS
 745,189  249,455  419,847  1490357  1908079  2655393  2577381  373,188  451,200

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    107,525)
 -11,083   30,947   -7,185  110,350   51,625   92,082   75,386   15,443   32,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      8.2     13.9     49.2     63.0     87.7     85.1     12.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      80       68       86      135      138      251      256
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,666,336
COMMITMENTS
 231,964  190,273  166,799  983,167  1010288  1381930  1367360  284,406  298,976

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     49,453)
  -6,469  -10,370   13,969   56,607   16,747   64,107   20,346  -14,654   29,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     11.4     10.0     59.0     60.6     82.9     82.1     17.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      55       28       42       83       89      147      150
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      651,294
COMMITMENTS
  77,164   80,167  257,509  288,667  273,199  623,341  610,876   27,953   40,418

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     19,346)
  -8,580    2,602   18,827    9,243   -5,045   19,491   16,384     -145    2,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     12.3     39.5     44.3     41.9     95.7     93.8      4.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      28       44       48       53       65      107      132
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       44,612
COMMITMENTS
   4,928    9,922    3,628   17,482   20,330   26,039   33,880   18,574   10,732

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      4,135)
   1,074      -59    1,166    5,714    3,896    7,954    5,004   -3,819     -869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     22.2      8.1     39.2     45.6     58.4     75.9     41.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       19       11       16       15       36       42
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,648
COMMITMENTS
  17,088   10,368    1,007   20,218   42,375   38,313   53,750   25,335    9,898

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,892)
   2,146    1,028       57      147       10    2,349    1,095     -457      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     16.3      1.6     31.8     66.6     60.2     84.4     39.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       16        8       17       15       40       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      141,960
COMMITMENTS
  36,213   20,699    4,470   90,466   62,577  131,149   87,746   10,811   54,214

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     13,098)
   3,030      319      173    7,569   12,090   10,772   12,582    2,326      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     14.6      3.1     63.7     44.1     92.4     61.8      7.6     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      31       35       19       21       28       69       65
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,203
COMMITMENTS
   3,450   10,703      877   33,333   26,035   37,660   37,615      543      588

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -487)
       0      -32      450   -1,363   -1,333     -913     -915      426      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     28.0      2.3     87.3     68.1     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8       10        4       15        9       24       22
 

Updated October 13, 2006