WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      456,434
COMMITMENTS
  69,455   62,589   94,117  258,821  239,927  422,393  396,633   34,041   59,801

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      6,691)
  -5,938    1,098    8,615    3,622   -2,405    6,299    7,308      392     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.7     20.6     56.7     52.6     92.5     86.9      7.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     102      108      123       71      101      259      271
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,404,842
COMMITMENTS
 359,712   79,786  216,239  681,494  842,390  1257445  1138415  147,397  266,427

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,777)
 -12,797    7,792    9,996    4,520  -23,033    1,719   -5,245   -8,496   -1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      5.7     15.4     48.5     60.0     89.5     81.0     10.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      723)
     194      105      159      228      331      497      543
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,718
COMMITMENTS
   4,680       81      377    6,337   12,404   11,394   12,862    3,324    1,856

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -217)
    -371      -14      -15      528     -185      142     -214     -359       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      0.6      2.6     43.1     84.3     77.4     87.4     22.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      29        2        7       13       13       44       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      391,999
COMMITMENTS
 104,630   38,494   62,623  177,355  215,736  344,608  316,853   47,391   75,146

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,485)
  -2,140    3,006   -2,489     -564   -7,439   -5,193   -6,922   -1,292      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      9.8     16.0     45.2     55.0     87.9     80.8     12.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     118       70       97       87      133      261      266
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      255,496
COMMITMENTS
  66,054   16,772   34,535  125,480  182,351  226,069  233,658   29,427   21,838

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -4,685)
  -2,297    2,419   -1,613      974   -5,368   -2,936   -4,562   -1,749     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      6.6     13.5     49.1     71.4     88.5     91.5     11.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      73       20       36       58       54      153      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      782,871
COMMITMENTS
 117,737  170,404   10,678  526,900  436,211  655,315  617,293  127,556  165,578

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     14,102)
  10,878   -6,517    4,136   -4,338    9,635   10,676    7,254    3,426    6,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     21.8      1.4     67.3     55.7     83.7     78.8     16.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      35       41       20       69       73      118      120
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      189,991
COMMITMENTS
  36,119   23,521   24,629   99,847  122,677  160,595  170,827   29,396   19,164

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -1,820)
  -3,108      342     -311    1,353   -3,047   -2,066   -3,016      246    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     12.4     13.0     52.6     64.6     84.5     89.9     15.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      52       30       45       53       48      135      110
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,437
COMMITMENTS
   4,743      736      669    6,921   13,259   12,333   14,664    3,104      773

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        731)
     477     -408     -203      135    1,373      409      762      322      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      4.8      4.3     44.8     85.9     79.9     95.0     20.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      26        6        7       28       22       57       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      779,425
COMMITMENTS
 140,229  219,066    3,022  492,221  425,792  635,472  647,880  143,953  131,545

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     35,149)
   9,697   22,564      -71   11,388    6,953   21,014   29,446   14,135    5,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     28.1      0.4     63.2     54.6     81.5     83.1     18.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      44       29        8       73       63      119       98
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,296,061
COMMITMENTS
 626,468  325,063   61,172  1336734  1518644  2024374  1904879  271,687  391,182

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     38,790)
  -3,175   29,191   -7,106   51,693    8,155   41,412   30,240   -2,622    8,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     14.2      2.7     58.2     66.1     88.2     83.0     11.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      63       63       31      106      116      179      200
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,420,540
COMMITMENTS
 209,069  233,770   18,674  969,574  890,886  1197317  1143330  223,223  277,210

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     56,853)
  22,388   -9,868   -3,011   54,559   52,713   73,936   39,834  -17,083   17,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     16.5      1.3     68.3     62.7     84.3     80.5     15.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      41       30       18       82       79      131      119
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      351,769
COMMITMENTS
  81,651   67,389   54,453  181,848  207,324  317,952  329,166   33,817   22,603

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     27,817)
   2,642   -3,806   11,485   10,137   18,962   24,264   26,641    3,553    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     19.2     15.5     51.7     58.9     90.4     93.6      9.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      28       31       38       47       44       94       95
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:        9,537
COMMITMENTS
   2,397      716      401      867    6,058    3,665    7,175    5,872    2,362

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -1,441)
     103     -349       -6       71       50      168     -305   -1,609   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      7.5      4.2      9.1     63.5     38.4     75.2     61.6     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        1        3       10       10       14
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,605
COMMITMENTS
   7,787    6,523    1,021    8,816   19,768   17,624   27,312   19,981   10,293

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,966)
  -6,219    1,178      -40    2,997   -8,142   -3,262   -7,004   -3,704       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     17.3      2.7     23.4     52.6     46.9     72.6     53.1     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       14        7       13       15       31       34
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,717
COMMITMENTS
  24,775    7,424       27   18,587   51,416   43,389   58,867   23,328    7,850

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      2,241)
     390      727        1   -1,581     -148   -1,190      580    3,431    1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     11.1      0.0     27.9     77.1     65.0     88.2     35.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       15        3       16       13       39       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,458
COMMITMENTS
  42,555   49,732      697   53,122   12,609   96,374   63,038   11,084   44,420

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      1,904)
     307    3,911     -105    1,753   -3,762    1,955       44      -51    1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     46.3      0.6     49.4     11.7     89.7     58.7     10.3     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      31       32        1       20       15       51       48
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 01/09/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       45,266
COMMITMENTS
   2,615   15,430      393   42,022   28,938   45,030   44,761      236      505

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -412)
    -583     -103        0       73     -598     -510     -701       98      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     34.1      0.9     92.8     63.9     99.5     98.9      0.5      1.1

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

Updated January 12, 2007