WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      532,827
COMMITMENTS
  69,855   64,438  155,310  270,182  247,124  495,347  466,872   37,481   65,955

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      6,068)
   1,535    3,606     -634    4,617    3,051    5,518    6,023      551       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     12.1     29.1     50.7     46.4     93.0     87.6      7.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     117      115      151       82      110      291      306
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,124,616
COMMITMENTS
 364,759   63,219  647,171  843,022  1078375  1854952  1788765  269,664  335,851

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      6,882)
  -4,247    7,572   10,545    3,029   -9,539    9,327    8,578   -2,446   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      3.0     30.5     39.7     50.8     87.3     84.2     12.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      840)
     261      127      286      322      372      709      690
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,975
COMMITMENTS
   5,052      133    1,393    9,950   16,507   16,394   18,033    3,581    1,942

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,121)
     190        9      -23    1,168    1,362    1,334    1,348     -214     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      0.7      7.0     49.8     82.6     82.1     90.3     17.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      27        6       11       19       19       53       31
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      607,699
COMMITMENTS
 125,607   28,820  166,820  230,796  305,784  523,222  501,424   84,477  106,275

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     36,125)
  11,398   -1,529   10,576    7,128   19,912   29,103   28,959    7,022    7,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      4.7     27.5     38.0     50.3     86.1     82.5     13.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     154      108      163      132      150      388      341
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,469
COMMITMENTS
  11,628    5,057    1,220      239    1,033   13,087    7,310    4,382   10,159

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,885)
   1,424    1,079     -125        0       12    1,299      966      586      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6     28.9      7.0      1.4      5.9     74.9     41.8     25.1     58.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      14        8       12        2        3       19       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      317,960
COMMITMENTS
  82,875   13,850   67,142  134,450  219,682  284,467  300,674   33,493   17,286

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     19,992)
  15,308    6,227    1,421    2,569   14,410   19,298   22,059      694   -2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      4.4     21.1     42.3     69.1     89.5     94.6     10.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      87       29       53       58       63      179      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,105,736
COMMITMENTS
 112,216  195,952  117,795  731,747  584,324  961,757  898,071  143,978  207,665

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     10,707)
 -10,077  -14,809   11,958   10,301    8,608   12,182    5,757   -1,475    4,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     17.7     10.7     66.2     52.8     87.0     81.2     13.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      46       39       51       81       90      146      161
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      242,641
COMMITMENTS
  56,594   17,244   38,415  106,701  166,160  201,710  221,819   40,931   20,821

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      4,924)
   3,377   -2,407     -235   -1,124    6,290    2,017    3,647    2,906    1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      7.1     15.8     44.0     68.5     83.1     91.4     16.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      70       31       52       58       58      161      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,619
COMMITMENTS
   4,383      689    1,492    7,900   14,005   13,774   16,186    3,845    1,432

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -527)
    -544      174      -89      -31     -690     -664     -606      137       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      3.9      8.5     44.8     79.5     78.2     91.9     21.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      25        6        6       28       21       56       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      838,979
COMMITMENTS
 138,238  245,594   15,092  552,201  451,092  705,531  711,778  133,448  127,201

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     32,017)
  -7,331   18,534    7,048   25,176    7,760   24,893   33,343    7,124   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     29.3      1.8     65.8     53.8     84.1     84.8     15.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      44       42       16       76       73      124      127
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,876,472
COMMITMENTS
 543,014  343,851  277,831  1750143  1840724  2570987  2462406  305,485  414,066

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:    -79,030)
 -24,681  -44,045  -20,701   -6,686   38,394  -52,068  -26,352  -26,962  -52,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     12.0      9.7     60.8     64.0     89.4     85.6     10.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      58       74       70      142      145      232      257
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,720,971
COMMITMENTS
 217,674  260,850  120,773  1156961  1038464  1495408  1420088  225,563  300,883

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     10,890)
  -2,926   45,445   -9,610   15,942   -4,984    3,405   30,852    7,485  -19,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     15.2      7.0     67.2     60.3     86.9     82.5     13.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      40       43       39       90       91      148      155
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      681,305
COMMITMENTS
 106,518   69,261  285,454  255,148  296,343  647,119  651,058   34,185   30,246

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:   -115,850)
 -28,906   -1,161  -25,140  -61,940  -86,554 -115,986 -112,854      136   -2,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     10.2     41.9     37.4     43.5     95.0     95.6      5.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      31       36       49       57       56      114      116
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       39,918
COMMITMENTS
  10,817    4,716    1,971    7,424   22,504   20,211   29,190   19,706   10,728

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      2,041)
    -354     -323      -85      170   -1,185     -268   -1,593    2,310    3,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     11.8      4.9     18.6     56.4     50.6     73.1     49.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        9        5        7       13       31       25
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       72,758
COMMITMENTS
  29,773    6,996      518   19,625   57,484   49,916   64,998   22,842    7,760

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,762)
   2,195    1,613      102     -223      416    2,075    2,132     -313     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      9.6      0.7     27.0     79.0     68.6     89.3     31.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       17        9       18       14       45       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,771
COMMITMENTS
  52,838   52,857    1,558   59,950   28,008  114,345   82,423   12,425   44,348

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      3,878)
   4,641   -2,627       40   -2,572    3,547    2,109      960    1,769    2,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     41.7      1.2     47.3     22.1     90.2     65.0      9.8     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      43       42       23       25       22       85       70
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,153
COMMITMENTS
   3,106   16,620      398   40,528   27,029   44,032   44,047      121      106

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:        676)
     976      857     -150     -149      -12      677      695       -1      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     37.6      0.9     91.8     61.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       11        3       13       11       21       24
 

Updated February 9, 2007