WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      539,737
COMMITMENTS
  78,932   43,058  159,617  258,388  268,488  496,937  471,163   42,800   68,574

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:    -29,752)
  -2,830     -955  -16,187   -8,595  -10,901  -27,612  -28,043   -2,140   -1,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      8.0     29.6     47.9     49.7     92.1     87.3      7.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     135       92      131       82      108      296      269
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,063,733
COMMITMENTS
 342,687   54,586  645,885  844,263  1031705  1832834  1732176  230,899  331,556

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     -3,564)
   8,151    5,960  -14,939   21,975   29,602   15,187   20,623  -18,751  -24,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      2.6     31.3     40.9     50.0     88.8     83.9     11.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      809)
     257      121      242      315      366      666      648
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,645
COMMITMENTS
   5,416       98    1,431    6,321   13,219   13,167   14,748    3,478    1,898

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -221)
    -287        7      100      -33     -287     -221     -180       -0      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      0.6      8.6     38.0     79.4     79.1     88.6     20.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        7        8       16       16       44       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      501,704
COMMITMENTS
  81,981   36,690  123,509  229,814  243,539  435,304  403,738   66,400   97,966

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     13,019)
   6,178    3,266   -1,762    8,991    6,218   13,407    7,722     -388    5,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      7.3     24.6     45.8     48.5     86.8     80.5     13.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     130       94      132      106      135      318      294
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,112
COMMITMENTS
  13,027    5,181    1,344      370      336   14,741    6,861    2,371   10,251

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:      1,551)
   2,178    1,101     -227      370       63    2,321      937     -770      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1     30.3      7.9      2.2      2.0     86.1     40.1     13.9     59.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      20       13        9        1        1       24       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      323,188
COMMITMENTS
  74,528   10,097   67,060  142,305  223,535  283,894  300,692   39,294   22,496

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     16,049)
  14,073   -2,452       21      874   18,327   14,968   15,896    1,081      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      3.1     20.7     44.0     69.2     87.8     93.0     12.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      78       31       57       61       54      175      117
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,122,018
COMMITMENTS
 132,305  163,970  195,642  603,344  579,125  931,291  938,738  190,726  183,280

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     72,169)
  19,819     -559    9,783   23,599   53,562   53,201   62,787   18,967    9,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     14.6     17.4     53.8     51.6     83.0     83.7     17.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      45       43       49       81       84      149      153
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      241,080
COMMITMENTS
  50,258   17,392   43,947  105,783  159,912  199,987  221,251   41,093   19,829

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     -4,016)
   3,150    1,080   -7,658      506    2,504   -4,003   -4,074      -13       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      7.2     18.2     43.9     66.3     83.0     91.8     17.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      65       36       55       59       58      160      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,612
COMMITMENTS
   2,941    1,154    2,126    7,454   11,229   12,520   14,509    3,092    1,104

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:         62)
     101       14       10      119       92      231      116     -168      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      7.4     13.6     47.7     71.9     80.2     92.9     19.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      20        6        9       27       20       49       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      685,964
COMMITMENTS
 110,889  154,419   16,950  419,128  389,331  546,968  560,700  138,996  125,264

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     13,430)
 -14,830    9,348    3,979   24,459   -2,824   13,608   10,502     -178    2,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     22.5      2.5     61.1     56.8     79.7     81.7     20.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      39       35       20       68       71      114      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,075,711
COMMITMENTS
 682,120  289,773  446,628  1575451  1908698  2704200  2645099  371,511  430,612

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     42,715)
  -8,009  -14,628   21,847    4,954   16,894   18,792   24,113   23,923   18,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      9.4     14.5     51.2     62.1     87.9     86.0     12.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      77       77       85      142      149      256      274
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,658,904
COMMITMENTS
 191,818  222,998  148,385  1015976  985,020  1356179  1356403  302,725  302,501

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     94,667)
  45,305   26,356   22,700   13,996   42,351   82,001   91,407   12,665    3,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     13.4      8.9     61.2     59.4     81.8     81.8     18.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      38       47       40       86       94      147      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      612,569
COMMITMENTS
  73,653   73,298  234,960  275,079  262,638  583,692  570,896   28,878   41,673

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:     39,063)
   7,542    7,224   23,522    5,343    4,445   36,407   35,191    2,657    3,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     12.0     38.4     44.9     42.9     95.3     93.2      4.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      33       39       54       51       65      109      134
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       10,764
COMMITMENTS
   4,301        0       36    1,348    7,548    5,685    7,584    5,079    3,180

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0      0.0      0.3     12.5     70.1     52.8     70.5     47.2     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        0        3        3       12       13       15
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       55,858
COMMITMENTS
  13,970    5,640    7,073    7,759   31,167   28,803   43,880   27,055   11,978

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:        364)
  -3,797    1,641      935    1,138   -1,710   -1,723      866    2,087     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     10.1     12.7     13.9     55.8     51.6     78.6     48.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      28       13       15       14       20       47       43
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,507
COMMITMENTS
  18,071   13,405      867   19,487   41,448   38,425   55,721   26,083    8,786

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -826)
      55    1,117       76        9     -810      140      383     -966   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     20.8      1.3     30.2     64.3     59.6     86.4     40.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       20        8       20       15       46       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      140,797
COMMITMENTS
  47,195   27,022    3,281   80,168   58,936  130,644   89,239   10,153   51,558

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:       -732)
   4,816    1,549      253   -4,638   -2,567      431     -765   -1,163       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     19.2      2.3     56.9     41.9     92.8     63.4      7.2     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      39       37       16       18       33       69       74
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       43,281
COMMITMENTS
   1,900   15,606      658   40,598   26,884   43,156   43,148      125      133

CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST:         33)
      62      229        0      -17     -157       45       72      -12      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     36.1      1.5     93.8     62.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       12        4       14        9       23       23
 

Updated November 17, 2006