WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,140
COMMITMENTS
 106,516   83,303   73,653  210,310  205,544  390,479  362,500   35,661   63,640

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     12,068)
   2,680    1,263    8,208    4,077    3,869   14,965   13,340   -2,897   -1,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     19.5     17.3     49.4     48.2     91.6     85.1      8.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     123      113      133       67      114      292      293
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,222,222
COMMITMENTS
 319,437  151,498  170,594  604,679  688,865  1094710  1010957  127,512  211,265

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -7,474)
  -9,735   -7,774    3,941   10,969    3,303    5,175     -530  -12,649   -6,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     12.4     14.0     49.5     56.4     89.6     82.7     10.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     160      147      165      242      318      501      573
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,042
COMMITMENTS
   5,222      336      125    5,446   11,408   10,793   11,869    3,249    2,173

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -1,293)
    -633      268       -1     -481   -1,904   -1,115   -1,637     -178      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      2.4      0.9     38.8     81.2     76.9     84.5     23.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      20        3        2       14       15       34       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      528,766
COMMITMENTS
 163,521   44,879   74,037  237,922  329,502  475,480  448,418   53,286   80,348

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:    -25,714)
 -14,106    2,061   -8,217    3,312  -17,292  -19,011  -23,448   -6,703   -2,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      8.5     14.0     45.0     62.3     89.9     84.8     10.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      506)
     171       88      130      127      183      376      364
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       20,876
COMMITMENTS
  17,659    5,595      428        0    1,002   18,087    7,025    2,789   13,851

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:       -265)
     437      507        0        0     -118      437      389     -702     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.6     26.8      2.1      0.0      4.8     86.6     33.7     13.4     66.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14       15        5        0        4       16       22
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      297,063
COMMITMENTS
  76,158   15,221   43,847  152,210  224,991  272,215  284,059   24,848   13,004

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -3,060)
    -795      877      934   -1,556   -4,573   -1,417   -2,762   -1,643     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      5.1     14.8     51.2     75.7     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      79       27       52       58       57      170      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      986,073
COMMITMENTS
 130,986  251,160    8,883  723,398  565,556  863,267  825,599  122,806  160,474

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      4,741)
  16,903   13,279       37   -5,064   19,727   11,876   33,043   -7,135  -28,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     25.5      0.9     73.4     57.4     87.5     83.7     12.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      30       50       25       76       79      121      139
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      206,054
COMMITMENTS
  54,736   10,909   27,114   86,219  147,780  168,069  185,803   37,985   20,251

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -8,644)
  -9,809    3,081    1,699      678  -13,009   -7,432   -8,229   -1,212     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      5.3     13.2     41.8     71.7     81.6     90.2     18.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      58       19       44       64       56      148      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,562
COMMITMENTS
   4,239    2,787      964    7,758   10,309   12,961   14,060    2,601    1,502

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:       -577)
     -95      154       57       67     -126       29       85     -606     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     17.9      6.2     49.9     66.2     83.3     90.3     16.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      25       11        9       30       16       56       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,041,227
COMMITMENTS
 236,840  230,782   24,124  654,933  677,427  915,897  932,333  125,330  108,894

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     30,955)
  10,059  -21,855    9,431    6,795   19,193   26,285    6,769    4,670   24,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     22.2      2.3     62.9     65.1     88.0     89.5     12.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      54       35       18       97       74      158      120
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,812,951
COMMITMENTS
 755,885  403,619  121,032  1644494  1883269  2521411  2407920  291,540  405,031

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:    -58,529)
 -61,213  -77,746   23,137  -41,469   24,872  -79,545  -29,737   21,016  -28,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     14.3      4.3     58.5     66.9     89.6     85.6     10.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      63       81       44      125      134      209      238
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,615,711
COMMITMENTS
 339,920  347,985   34,102  1014282  989,080  1388304  1371167  227,407  244,544

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     47,284)
  -7,874  -21,579    5,533   46,449   71,141   44,108   55,095    3,176   -7,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     21.5      2.1     62.8     61.2     85.9     84.9     14.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      51       37       25       90       81      153      131
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      505,646
COMMITMENTS
 111,598  169,700   53,390  311,315  257,923  476,303  481,013   29,343   24,633

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     45,114)
   8,124   27,008    1,545   33,552   13,190   43,221   41,743    1,893    3,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     33.6     10.6     61.6     51.0     94.2     95.1      5.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      22       37       30       50       41       95       87
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,707
COMMITMENTS
   6,873    3,523    1,968    2,230   12,000   11,071   17,491   12,636    6,216

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      1,190)
   1,946   -1,557      983     -747    1,387    2,182      813     -992      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     14.9      8.3      9.4     50.6     46.7     73.8     53.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       11        8        9       11       31       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,171
COMMITMENTS
  16,032   11,821       34   12,740   14,951   28,806   26,806    5,365    7,365

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:        343)
   1,763     -834        5     -592      753    1,176      -76     -833      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     34.6      0.1     37.3     43.8     84.3     78.4     15.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      30       12        4       13       13       46       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,744
COMMITMENTS
  33,826   38,611    1,024   40,137   35,763   74,987   75,398   14,757   14,346

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:     -9,853)
      -2   -5,057      147  -12,073   -2,365  -11,928   -7,275    2,075   -2,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     43.0      1.1     44.7     39.9     83.6     84.0     16.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      37       40        7       27       18       68       61
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       64,633
COMMITMENTS
   2,566   13,785      828   61,122   47,741   64,516   62,354      117    2,279

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:        166)
    -170   -1,425      206       87    1,245      123       26       43      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     21.3      1.3     94.6     73.9     99.8     96.5      0.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       16        3       15       11       22       30
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 07/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       20,794
COMMITMENTS
   1,485    5,140      149   19,160   15,364   20,794   20,653        0      141

CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST:      1,941)
     330    1,867        8    1,603      424    1,941    2,299        0     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     24.7      0.7     92.1     73.9    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2       10        1        4        6        7       16
 

Updated July 27, 2007