WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      433,225
COMMITMENTS
  76,712   74,874   87,828  234,031  211,211  398,571  373,913   34,654   59,312

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -9,568)
   3,249    2,764   -6,586   -6,030   -5,003   -9,367   -8,825     -201     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     17.3     20.3     54.0     48.8     92.0     86.3      8.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     108      110      132       72       99      279      281
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,523,926
COMMITMENTS
 466,350   78,970  210,257  656,728  959,737  1333335  1248964  190,591  274,962

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     24,468)
  20,931    3,099   -8,172   13,547   33,474   26,306   28,401   -1,838   -3,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      5.2     13.8     43.1     63.0     87.5     82.0     12.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      852)
     272      101      225      264      359      645      630
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,342
COMMITMENTS
   5,183      820      901    8,413   14,593   14,497   16,314    3,845    2,028

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:         59)
    -226      420      118     -123     -599     -231      -61      290      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      4.5      4.9     45.9     79.6     79.0     88.9     21.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      29        4       12       18       16       51       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      496,764
COMMITMENTS
 148,612   44,055   83,100  198,667  278,835  430,379  405,990   66,385   90,774

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     20,988)
   2,384      991    8,249   10,615   14,526   21,248   23,766     -260   -2,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      8.9     16.7     40.0     56.1     86.6     81.7     13.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      467)
     149       86      142      116      158      360      337
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,391
COMMITMENTS
  10,582    3,458    1,113      319    1,099   12,014    5,670    5,377   11,721

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:       -733)
  -2,022   -1,720       29       48     -159   -1,945   -1,850    1,212    1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     19.9      6.4      1.8      6.3     69.1     32.6     30.9     67.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        8       11        2        4       17       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      286,036
COMMITMENTS
  79,679   13,352   47,757  121,308  205,991  248,744  267,100   37,292   18,936

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -1,203)
  -2,878   -3,238    4,325   -5,860   -4,286   -4,413   -3,199    3,210    1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      4.7     16.7     42.4     72.0     87.0     93.4     13.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      86       22       48       56       54      176      109
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      883,153
COMMITMENTS
 124,869  184,472   26,382  600,294  508,646  751,545  719,500  131,608  163,653

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     -5,253)
    -726  -12,407      932  -12,020   21,861  -11,814   10,386    6,561  -15,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     20.9      3.0     68.0     57.6     85.1     81.5     14.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      34       45       29       68       88      117      147
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      235,601
COMMITMENTS
  77,916   13,339   29,877   85,184  169,782  192,977  212,998   42,624   22,603

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      5,873)
   5,400   -1,683      413   -2,104    4,433    3,709    3,163    2,164    2,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      5.7     12.7     36.2     72.1     81.9     90.4     18.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      79       24       44       59       53      166      107
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,194
COMMITMENTS
   4,499      683    1,390    7,807   13,476   13,696   15,549    3,498    1,645

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        347)
    -103       34      495      142     -340      534      189     -187      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      4.0      8.1     45.4     78.4     79.7     90.4     20.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28        3        9       28       21       56       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      835,145
COMMITMENTS
 120,163  233,045   16,211  585,874  485,267  722,248  734,523  112,897  100,622

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     32,528)
  -5,911    8,999      541   37,567   26,559   32,197   36,099      331   -3,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     27.9      1.9     70.2     58.1     86.5     88.0     13.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      36       38       15       80       75      121      124
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,333,068
COMMITMENTS
 556,431  349,142  109,088  1388916  1515066  2054435  1973296  278,633  359,772

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:   -120,246)
 -60,216  -47,423   11,839  -96,180  -57,462 -144,557  -93,046   24,311  -27,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     15.0      4.7     59.5     64.9     88.1     84.6     11.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      63       76       53      115      130      203      235
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,468,958
COMMITMENTS
 188,988  255,113   44,639  1009739  894,428  1243366  1194180  225,592  274,778

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:    -25,420)
 -11,285  -21,321    9,262  -47,462   -1,312  -49,485  -13,371   24,065  -12,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     17.4      3.0     68.7     60.9     84.6     81.3     15.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      33       42       25       79       82      127      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      455,993
COMMITMENTS
 145,109   95,132  100,318  187,235  238,356  432,662  433,806   23,331   22,187

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     38,461)
   6,250   17,742   13,147   17,643    6,011   37,040   36,900    1,421    1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     20.9     22.0     41.1     52.3     94.9     95.1      5.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      33       32       42       49       47      108       97
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       10,847
COMMITMENTS
   2,875      229      287    2,027    6,956    5,189    7,472    5,658    3,375

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:        216)
    -311      229      -26      270      156      -67      359      283     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      2.1      2.6     18.7     64.1     47.8     68.9     52.2     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        2        3       10       11       13
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       40,402
COMMITMENTS
  11,576    5,969    1,514    8,473   24,631   21,563   32,114   18,839    8,288

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,213)
  -2,279    2,579      164    2,974     -249      859    2,494      354   -1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     14.8      3.7     21.0     61.0     53.4     79.5     46.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      23       15        6        9       15       35       33
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       74,991
COMMITMENTS
  33,021    7,679       58   19,763   59,597   52,842   67,334   22,149    7,657

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      3,046)
   3,478      410        4      110    2,260    3,592    2,674     -546      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     10.2      0.1     26.4     79.5     70.5     89.8     29.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       18        7       19       13       50       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      140,137
COMMITMENTS
  56,269   61,858      932   70,865   31,151  128,066   93,941   12,071   46,196

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:     12,248)
   6,454    5,128       84    4,909    4,989   11,447   10,201      801    2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     44.1      0.7     50.6     22.2     91.4     67.0      8.6     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      42       42        9       25       22       74       66
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 02/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       46,538
COMMITMENTS
   3,358   16,549      478   42,566   29,376   46,402   46,403      136      135

CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST:      1,860)
     516      -45     -108    1,437    2,033    1,845    1,880       15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     35.6      1.0     91.5     63.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8       10        3       10       11       19       23
 

Updated February 23, 2007