WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      367,368
COMMITMENTS
  83,338   81,622   51,138  203,327  182,870  337,803  315,630   29,565   51,738

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      6,982)
   1,103    1,824    3,398    1,410    1,575    5,911    6,797    1,071      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     22.2     13.9     55.3     49.8     92.0     85.9      8.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      88      118       99       59       99      225      255
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,269,267
COMMITMENTS
 349,268  111,243  166,772  605,156  771,046  1121196  1049061  148,071  220,206

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      7,391)
   5,626   10,025   12,446   -4,850  -10,604   13,222   11,867   -5,831   -4,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      8.8     13.1     47.7     60.7     88.3     82.7     11.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      762)
     201      126      168      229      336      514      570
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,862
COMMITMENTS
   5,720      131      945    7,201   14,648   13,866   15,724    3,996    2,138

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        -39)
    -178      125       55       40     -299      -83     -119       44       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      0.7      5.3     40.3     82.0     77.6     88.0     22.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      23        1       10       16       17       45       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      454,835
COMMITMENTS
 131,515   32,862   69,255  203,915  272,755  404,685  374,872   50,150   79,963

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     26,212)
  19,735   -2,997      546    3,108   30,254   23,389   27,803    2,823   -1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      7.2     15.2     44.8     60.0     89.0     82.4     11.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     149       73      114      110      149      325      296
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,954
COMMITMENTS
  12,095    2,164      571        0      682   12,666    3,417    3,288   12,537

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,234)
     773      386      183        0      -15      956      554      278      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8     13.6      3.6      0.0      4.3     79.4     21.4     20.6     78.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        8        7        0        3       13       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      298,677
COMMITMENTS
  91,701   13,860   36,761  140,697  233,018  269,159  283,639   29,518   15,038

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      5,545)
   3,362     -248     -826    3,884    8,340    6,420    7,266     -875   -1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      4.6     12.3     47.1     78.0     90.1     95.0      9.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      96       22       45       55       53      176      110
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,521
COMMITMENTS
 127,802  221,325   25,977  643,686  503,081  797,465  750,383  136,056  183,138

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     36,692)
 -10,769   10,703    3,274   39,164    9,193   31,669   23,170    5,023   13,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     23.7      2.8     69.0     53.9     85.4     80.4     14.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      29       45       29       71       86      116      145
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,474
COMMITMENTS
  50,768   26,330   23,771  101,677  142,451  176,216  192,552   39,258   22,922

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        -19)
   2,423     -336   -2,187   -1,409    4,392   -1,173    1,869    1,154   -1,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     12.2     11.0     47.2     66.1     81.8     89.4     18.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      58       34       39       56       57      138      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,074
COMMITMENTS
   4,872    1,857      855    6,650   11,121   12,377   13,833    2,697    1,241

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        -73)
     297        6     -156      -92       98       49      -52     -122      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     12.3      5.7     44.1     73.8     82.1     91.8     17.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       12       10       30       20       54       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,137,955
COMMITMENTS
 196,453  450,043   36,636  757,503  562,974  990,592  1049653  147,363   88,302

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     43,393)
  11,384    5,955    6,633   18,648   32,204   36,665   44,792    6,728   -1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     39.5      3.2     66.6     49.5     87.1     92.2     12.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      50       39       19      101       82      160      131
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,930,887
COMMITMENTS
 828,707  388,740  117,966  1669242  2019885  2615915  2526591  314,972  404,296

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    165,488)
  50,116   28,490     -254  113,401  138,019  163,263  166,255    2,225     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     13.3      4.0     57.0     68.9     89.3     86.2     10.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      65       75       55      122      125      212      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,773,180
COMMITMENTS
 275,670  383,598   99,649  1143854  1027420  1519173  1510667  254,007  262,513

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    -19,177)
 -39,416   -1,765   17,990   16,991  -31,601   -4,435  -15,376  -14,742   -3,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     21.6      5.6     64.5     57.9     85.7     85.2     14.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      48       37       24       97       88      156      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      573,889
COMMITMENTS
  87,901  180,991   92,325  357,857  277,065  538,083  550,381   35,806   23,508

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     44,063)
   6,541    7,539    6,441   29,268   30,710   42,250   44,690    1,813     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     31.5     16.1     62.4     48.3     93.8     95.9      6.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      34       28       34       64       47      117       92
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,914
COMMITMENTS
   7,739    8,647      589    5,555   14,340   13,883   23,576   16,031    6,338

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        548)
  -2,439    2,997        9    2,814   -3,297      384     -291      164      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     28.9      2.0     18.6     47.9     46.4     78.8     53.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       17        3        8       12       26       29
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,174
COMMITMENTS
  22,129   10,340       33   17,737   29,070   39,899   39,443    8,275    8,731

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,060)
     857      -53      -12      606    1,263    1,451    1,198     -391     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     21.5      0.1     36.8     60.3     82.8     81.9     17.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      37       16        7       15       14       53       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      135,237
COMMITMENTS
  57,178   54,719    1,128   63,254   53,772  121,560  109,619   13,677   25,618

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      8,412)
   6,153    3,483      581    2,896    7,611    9,630   11,675   -1,218   -3,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     40.5      0.8     46.8     39.8     89.9     81.1     10.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      41       59        9       19       30       64       94
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/15/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       48,016
COMMITMENTS
   2,015   16,658      375   45,469   28,974   47,859   46,007      157    2,009

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        287)
    -447      -50     -300      915      470      168      120      119      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     34.7      0.8     94.7     60.3     99.7     95.8      0.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       13        3       14       10       22       25
 

Updated May 18, 2007