WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,314
COMMITMENTS
  86,204   61,963  127,101  242,829  242,063  456,134  431,127   36,180   61,187

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:    -22,756)
  10,617   -1,841  -21,227  -10,098    2,077  -20,708  -20,991   -2,049   -1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     12.6     25.8     49.3     49.2     92.7     87.6      7.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     112      110      153       78      108      301      299
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,056,876
COMMITMENTS
 403,744   57,696  582,464  805,163  1078308  1791371  1718467  265,506  338,409

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:   -121,583)
  -5,906   -5,187  -65,725  -41,649  -55,482 -113,280 -126,394   -8,303    4,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      2.8     28.3     39.1     52.4     87.1     83.5     12.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      891)
     270      120      305      327      396      741      739
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,313
COMMITMENTS
   4,826      926    1,328    9,189   15,254   15,342   17,507    3,971    1,805

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:       -340)
     369       92     -589     -190      502     -411        5       70     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      4.8      6.9     47.6     79.0     79.4     90.7     20.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      25        6       12       17       16       47       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      622,588
COMMITMENTS
 131,294   35,061  170,839  237,070  314,057  539,203  519,956   83,386  102,632

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:    -37,990)
   3,930    1,049  -25,371  -10,631   -8,400  -32,073  -32,723   -5,917   -5,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      5.6     27.4     38.1     50.4     86.6     83.5     13.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      505)
     165      101      181      143      169      419      388
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,817
COMMITMENTS
   9,284    1,595    1,033       27      670   10,344    3,298    3,473   10,519

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:     -3,574)
  -1,298   -1,863      -80     -292     -429   -1,670   -2,372   -1,904   -1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2     11.5      7.5      0.2      4.8     74.9     23.9     25.1     76.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      13        4        8        1        3       14       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      311,955
COMMITMENTS
  84,274   14,574   59,172  135,330  220,199  278,776  293,944   33,179   18,011

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:    -19,434)
   4,535    3,721  -15,601   -2,949   -5,205  -14,015  -17,086   -5,419   -2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      4.7     19.0     43.4     70.6     89.4     94.2     10.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      90       24       58       55       56      188      121
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,132,953
COMMITMENTS
 124,725  177,842  130,586  697,846  605,268  953,157  913,695  179,796  219,258

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:     27,306)
   6,660   -3,372   14,727  -26,597  -15,050   -5,210   -3,695   32,516   31,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     15.7     11.5     61.6     53.4     84.1     80.6     15.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      40       36       47       86       99      149      160
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      253,982
COMMITMENTS
  71,740   23,274   42,343   94,349  163,649  208,432  229,266   45,550   24,715

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:     -9,683)
  -4,427   10,500   -2,675   -2,694  -18,026   -9,797  -10,201      114      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      9.2     16.7     37.1     64.4     82.1     90.3     17.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      74       34       53       61       58      171      127
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,543
COMMITMENTS
   5,379      671    2,438    7,542   14,187   15,359   17,297    3,184    1,247

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:       -169)
   1,141      -17      163     -944      190      360      336     -529     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      3.6     13.1     40.7     76.5     82.8     93.3     17.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24        7        6       28       20       56       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      879,063
COMMITMENTS
 112,440  231,008   55,390  569,607  471,086  737,437  757,484  141,626  121,579

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:     26,855)
 -11,780   -3,301   35,544  -21,795  -22,649    1,969    9,594   24,887   17,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     26.3      6.3     64.8     53.6     83.9     86.2     16.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      35       36       22       82       82      126      131
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,806,271
COMMITMENTS
 609,278  313,253  286,723  1529943  1730860  2425944  2330836  380,327  475,435

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:   -100,602)
  79,102  -24,924  -32,658 -220,118 -130,734 -173,674 -188,317   73,072   87,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     11.2     10.2     54.5     61.7     86.4     83.1     13.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      58       69       71      134      140      224      248
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,676,503
COMMITMENTS
 225,934  243,258  122,740  1048049  992,367  1396722  1358364  279,781  318,139

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:     27,413)
  41,419    1,834   -7,300  -49,225    3,185  -15,105   -2,280   42,518   29,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     14.5      7.3     62.5     59.2     83.3     81.0     16.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       33       34       81       82      137      132
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      864,700
COMMITMENTS
 198,096  136,616  318,079  316,668  378,105  832,843  832,800   31,857   31,900

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:    116,346)
  45,113   38,125   25,469   39,527   45,930  110,109  109,523    6,237    6,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     15.8     36.8     36.6     43.7     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      41       39       52       59       61      129      124
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       12,134
COMMITMENTS
   3,868      307      742    2,284    7,795    6,894    8,844    5,240    3,290

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      1,172)
     993       80      434      257      836    1,684    1,351     -513     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9      2.5      6.1     18.8     64.2     56.8     72.9     43.2     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        1        4        3       12       14       17
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       48,288
COMMITMENTS
  15,222    3,843    3,217    7,900   30,054   26,339   37,113   21,949   11,175

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      5,638)
   3,626   -1,985      891   -1,105    4,804    3,412    3,710    2,226    1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      8.0      6.7     16.4     62.2     54.5     76.9     45.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      24       14       10       10       15       41       32
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       75,972
COMMITMENTS
  31,710    6,963    1,007   19,533   60,249   52,250   68,220   23,722    7,753

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:        -75)
  -1,526     -616      464     -405      566   -1,467      414    1,392     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7      9.2      1.3     25.7     79.3     68.8     89.8     31.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       19        9       18       14       51       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      147,710
COMMITMENTS
  52,850   60,765    7,678   69,146   34,492  129,675  102,935   18,036   44,775

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      4,845)
  -3,261     -409    5,596   -3,294    1,764     -960    6,950    5,805   -2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8     41.1      5.2     46.8     23.4     87.8     69.7     12.2     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      52       35       20       30       22       91       68
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       51,962
COMMITMENTS
   2,419   17,311    2,654   45,717   30,862   50,790   50,827    1,172    1,135

CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST:      5,424)
    -939      762    2,176    3,151    1,486    4,388    4,424    1,036    1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     33.3      5.1     88.0     59.4     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       11        3       11       12       20       24
 

Updated March 2, 2007