WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      489,379
COMMITMENTS
  76,588   78,825  134,628  244,703  215,195  455,920  428,648   33,460   60,731

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      4,828)
   3,611    3,420     -817    1,155    1,466    3,949    4,069      879      759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     16.1     27.5     50.0     44.0     93.2     87.6      6.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     107      128      143       84      112      283      313
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,047,064
COMMITMENTS
 323,960   61,132  632,649  849,823  1035686  1806432  1729467  240,632  317,597

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -22,656)
  -9,855    1,046   -5,848      872  -20,989  -14,832  -25,792   -7,824    3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      3.0     30.9     41.5     50.6     88.2     84.5     11.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      816)
     235      128      266      325      383      672      686
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       21,990
COMMITMENTS
   6,527       95    1,438    8,726   18,099   16,692   19,632    5,298    2,357

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,785)
     862       54       98     -186    1,234      774    1,387    1,011      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      0.4      6.5     39.7     82.3     75.9     89.3     24.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      31        6       10       18       17       57       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      628,757
COMMITMENTS
 111,560   28,414  165,553  263,933  329,293  541,045  523,260   87,712  105,497

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -703)
   1,185   -1,132   -4,585    6,579    7,538    3,179    1,822   -3,882   -2,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      4.5     26.3     42.0     52.4     86.0     83.2     14.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     167       92      162      134      153      385      344
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,442
COMMITMENTS
  11,376    2,049      455      182      707   12,013    3,211    2,429   11,231

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -714)
      47     -605     -126        0       25      -79     -706     -635       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.8     14.2      3.2      1.3      4.9     83.2     22.2     16.8     77.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        9        8        2        3       17       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      342,741
COMMITMENTS
  89,898   11,697   69,913  150,960  244,550  310,770  326,160   31,971   16,581

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     27,264)
  11,840    1,468    6,597    6,371   20,256   24,808   28,321    2,456   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.4     20.4     44.0     71.4     90.7     95.2      9.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      90       36       60       64       65      192      139
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      973,124
COMMITMENTS
  90,240  182,244   83,475  661,879  525,573  835,593  791,291  137,531  181,833

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -74,016)
 -31,271   -3,185  -26,799   -4,159  -59,530  -62,229  -89,513  -11,787   15,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     18.7      8.6     68.0     54.0     85.9     81.3     14.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      37       39       44       81       85      135      151
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      231,854
COMMITMENTS
  49,944   18,601   40,756   95,801  146,491  186,501  205,848   45,354   26,007

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -5,820)
  -2,141    1,806   -1,403      678   -5,557   -2,866   -5,155   -2,954     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      8.0     17.6     41.3     63.2     80.4     88.8     19.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      57       32       53       59       57      149      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,288
COMMITMENTS
   3,828    1,355    1,782    8,213   12,911   13,823   16,049    3,465    1,239

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -532)
    -838      667      148      392   -1,426     -297     -611     -235       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      7.8     10.3     47.5     74.7     80.0     92.8     20.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      23       10       10       30       23       57       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      965,139
COMMITMENTS
 134,646  270,276   14,215  679,592  578,967  828,453  863,459  136,686  101,680

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     45,131)
  17,002   25,791   -3,776   29,941   29,023   43,166   51,038    1,964   -5,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     28.0      1.5     70.4     60.0     85.8     89.5     14.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      43       32       17       91       80      144      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,857,785
COMMITMENTS
 746,923  284,264  215,683  1590715  1980367  2553321  2480313  304,464  377,472

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -44,378)
  46,349   56,038  -69,892   13,087  -35,441  -10,456  -49,295  -33,922    4,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      9.9      7.5     55.7     69.3     89.3     86.8     10.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      59       77       70      128      139      228      245
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,687,559
COMMITMENTS
 195,818  373,481  113,401  1108608  954,890  1417827  1441773  269,732  245,786

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     31,507)
  21,698   58,748  -27,563   26,181   -1,583   20,316   29,601   11,192    1,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     22.1      6.7     65.7     56.6     84.0     85.4     16.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      38       39       37       93       90      155      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      996,840
COMMITMENTS
 190,410  199,459  293,293  467,714  465,868  951,417  958,620   45,423   38,220

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     51,082)
   8,540   18,859   14,435   26,161   13,717   49,136   47,011    1,946    4,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     20.0     29.4     46.9     46.7     95.4     96.2      4.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      48       35       54       64       59      140      121
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       35,987
COMMITMENTS
  12,007    4,412    1,975    5,339   23,739   19,321   30,126   16,666    5,861

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -6,311)
     364   -1,716     -505   -3,492   -1,856   -3,634   -4,078   -2,677   -2,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     12.3      5.5     14.8     66.0     53.7     83.7     46.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      22       12       12       11       15       41       31
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,799
COMMITMENTS
  16,730    5,480      982   16,802   28,307   34,514   34,769    6,285    6,030

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        580)
     192      170      103      389     -164      683      108     -104      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     13.4      2.4     41.2     69.4     84.6     85.2     15.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      27       11       11       17       13       48       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       71,152
COMMITMENTS
  32,818   28,739    1,056   25,840   28,347   59,715   58,142   11,437   13,010

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -2,075)
  -1,492    1,166      -29   -1,516     -973   -3,037      165      962   -2,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     40.4      1.5     36.3     39.8     83.9     81.7     16.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      28       44       14       22       22       61       69
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       44,937
COMMITMENTS
   3,447   16,072      334   40,853   26,450   44,634   42,856      303    2,081

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        -84)
    -640       26        1      513     -285     -126     -258       42      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     35.8      0.7     90.9     58.9     99.3     95.4      0.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       11        3       11       10       21       24
 

Updated March 30, 2007