WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      449,743
COMMITMENTS
  75,393   61,491   85,502  255,199  242,332  416,094  389,325   33,649   60,418

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     10,613)
  -1,129    7,136    6,849    4,906   -4,230   10,626    9,755      -13      858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     13.7     19.0     56.7     53.9     92.5     86.6      7.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     103      104      104       68      103      252      250
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,411,619
COMMITMENTS
 372,509   71,994  206,243  676,974  865,423  1255726  1143660  155,893  267,959

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     21,231)
     599    9,948    8,486    1,310   -5,026   10,395   13,408   10,836    7,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      5.1     14.6     48.0     61.3     89.0     81.0     11.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     213       90      145      222      332      493      529
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,935
COMMITMENTS
   5,051       95      392    5,809   12,589   11,252   13,076    3,683    1,859

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        670)
     259        2      186      327      270      772      458     -102      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      0.6      2.6     38.9     84.3     75.3     87.6     24.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      29        2        6       13       14       44       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      398,484
COMMITMENTS
 106,770   35,488   65,112  177,919  223,175  349,801  323,775   48,683   74,709

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        587)
  14,797   -1,743   -2,681  -12,478    6,032     -362    1,608      949   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      8.9     16.3     44.6     56.0     87.8     81.3     12.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     131       58      102       87      136      281      267
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       11,167
COMMITMENTS
   7,461    1,351    1,409       18    1,045    8,888    3,805    2,279    7,362

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -2,441)
    -105     -952       63     -252      356     -294     -533   -2,147   -1,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     12.1     12.6      0.2      9.4     79.6     34.1     20.4     65.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        9        1        3       15       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      260,181
COMMITMENTS
  68,351   14,353   36,148  124,506  187,719  229,005  238,220   31,176   21,961

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -4,859)
   2,560    2,473   -1,515   -5,076   -6,803   -4,031   -5,845     -828      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      5.5     13.9     47.9     72.1     88.0     91.6     12.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      75       26       37       57       53      158      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      768,769
COMMITMENTS
 106,859  176,921    6,542  531,238  426,576  644,639  610,039  124,130  158,730

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      7,002)
  -4,219   -2,957   -2,669   20,841   -1,195   13,953   -6,821   -6,951   13,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     23.0      0.9     69.1     55.5     83.9     79.4     16.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      33       39       21       67       70      110      120
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      191,811
COMMITMENTS
  39,227   23,179   24,940   98,494  125,724  162,661  173,843   29,150   17,968

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     -5,773)
   2,416    2,015   -1,875   -4,177   -5,833   -3,636   -5,693   -2,137      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     12.1     13.0     51.3     65.5     84.8     90.6     15.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      59       33       46       51       49      142      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,706
COMMITMENTS
   4,266    1,144      872    6,786   11,886   11,924   13,902    2,782      804

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        493)
     713       10       35     -144      437      604      482     -111       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      7.8      5.9     46.1     80.8     81.1     94.5     18.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22        7        7       26       21       52       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      744,276
COMMITMENTS
 130,532  196,502    3,093  480,833  418,839  614,458  618,434  129,818  125,842

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     38,419)
  -3,752   -1,899     -749   36,706   25,428   32,205   22,780    6,214   15,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     26.4      0.4     64.6     56.3     82.6     83.1     17.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      40       32        8       71       60      113       98
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,257,271
COMMITMENTS
 629,643  295,872   68,278  1285041  1510489  1982962  1874639  274,309  382,632

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    113,793)
  39,842   19,760   -2,180   66,753   76,277  104,415   93,857    9,378   19,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     13.1      3.0     56.9     66.9     87.8     83.0     12.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      65       51       33      109      118      184      192
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,363,687
COMMITMENTS
 186,681  243,638   21,685  915,015  838,173  1123381  1103496  240,306  260,191

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:     21,108)
  -4,800   -9,838     -849   21,577   18,237   15,928    7,550    5,180   13,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     17.9      1.6     67.1     61.5     82.4     80.9     17.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      38       30       18       79       76      125      116
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      323,952
COMMITMENTS
  79,009   71,195   42,968  171,711  188,362  293,688  302,525   30,264   21,427

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:    -85,592)
 -11,278  -14,874  -19,084  -55,006  -49,573  -85,368  -83,531     -224   -2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     22.0     13.3     53.0     58.1     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       35       33       47       44       91       93
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       10,978
COMMITMENTS
   2,294    1,065      407      796    6,008    3,497    7,480    7,481    3,498

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      1,130)
      23     -402      223     -190      584       56      405    1,074      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      9.7      3.7      7.3     54.7     31.9     68.1     68.1     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        2        4        8       12       12
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       44,571
COMMITMENTS
  14,006    5,345    1,061    5,819   27,910   20,886   34,316   23,685   10,255

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      3,380)
   2,729      131     -353   -2,217    2,433      159    2,211    3,221    1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     12.0      2.4     13.1     62.6     46.9     77.0     53.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      24       12        9       11       14       37       33
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,476
COMMITMENTS
  24,385    6,697       26   20,168   51,564   44,579   58,287   19,897    6,189

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:       -822)
  -3,089   -1,227        0      212      231   -2,877     -996    2,055      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     10.4      0.0     31.3     80.0     69.1     90.4     30.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       15        2       17       13       40       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,554
COMMITMENTS
  42,248   45,821      802   51,369   16,371   94,419   62,994   11,135   42,560

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:      6,158)
   3,748   -2,805      177    1,358    2,024    5,283     -604      875    6,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     43.4      0.8     48.7     15.5     89.5     59.7     10.5     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      34       26        2       20       17       54       45
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 01/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       45,678
COMMITMENTS
   3,198   15,533      393   41,949   29,536   45,540   45,462      138      216

CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST:        102)
     104      210        0      -52     -128       52       82       50       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     34.0      0.9     91.8     64.7     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       11        2       11       12       20       24
 

Updated January 8, 2007