WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      461,876
COMMITMENTS
  79,611   64,017  119,672  228,956  220,992  428,240  404,681   33,637   57,195

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     13,651)
    -212    2,297    8,280    3,917    1,846   11,986   12,423    1,665    1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     13.9     25.9     49.6     47.8     92.7     87.6      7.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      95      126      135       73      106      274      278
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,854,647
COMMITMENTS
 259,252   84,111  572,466  811,828  916,320  1643546  1572896  211,100  281,750

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     15,697)
   3,196    7,424   25,699  -10,166  -11,361   18,730   21,762   -3,032   -6,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      4.5     30.9     43.8     49.4     88.6     84.8     11.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      808)
     199      159      249      322      376      653      672
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       19,131
COMMITMENTS
   5,013      169    1,890    8,163   14,822   15,066   16,881    4,065    2,250

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:         -1)
    -184      138       58       77     -280      -49      -83       48       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      0.9      9.9     42.7     77.5     78.8     88.2     21.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19        6       13       19       19       48       33
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      591,999
COMMITMENTS
 109,446   20,679  166,890  246,548  307,482  522,885  495,051   69,114   96,948

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     42,318)
  20,793   -7,802   13,404    4,215   36,990   38,412   42,591    3,906     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      3.5     28.2     41.6     51.9     88.3     83.6     11.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     160       91      162      140      156      386      346
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      336,549
COMMITMENTS
  91,002   12,731   55,867  157,130  250,463  303,998  319,061   32,550   17,487

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     11,423)
   5,473   -1,361    1,678    4,380   12,292   11,530   12,609     -108   -1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      3.8     16.6     46.7     74.4     90.3     94.8      9.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      94       27       54       60       65      186      128
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,068,840
COMMITMENTS
 125,662  222,406   86,504  701,137  562,133  913,303  871,044  155,537  197,796

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     40,012)
 -13,063   23,501   -5,593   42,580    9,584   23,925   27,493   16,087   12,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     20.8      8.1     65.6     52.6     85.4     81.5     14.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      30       49       47       79       97      136      167
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      239,517
COMMITMENTS
  42,479   26,962   39,720  115,541  148,558  197,740  215,240   41,777   24,277

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        545)
   3,566     -124   -2,586   -2,039    5,285   -1,060    2,575    1,605   -2,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     11.3     16.6     48.2     62.0     82.6     89.9     17.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      50       43       49       62       62      145      138
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       16,400
COMMITMENTS
   4,652    1,745    1,788    7,093   11,545   13,533   15,078    2,867    1,322

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        -25)
     224      -33      -75      -57      105       93       -3     -118      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     10.6     10.9     43.2     70.4     82.5     91.9     17.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       13       12       33       22       59       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,149,849
COMMITMENTS
 196,453  454,382   39,361  762,491  565,743  998,305  1059485  151,544   90,364

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     43,952)
  11,294    5,827    6,139   18,415   32,671   35,848   44,637    8,104     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     39.5      3.4     66.3     49.2     86.8     92.1     13.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      50       39       23      104       83      167      132
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,380,019
COMMITMENTS
 812,833  391,898  311,719  1919413  2249263  3043965  2952879  336,054  427,140

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    190,690)
  42,444   45,818   11,870  137,143  130,283  191,457  187,971     -767    2,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     11.6      9.2     56.8     66.5     90.1     87.4      9.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      68       80       80      145      147      249      271
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,945,594
COMMITMENTS
 253,577  382,451  188,493  1235995  1101609  1678065  1672553  267,529  273,041

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:    -16,811)
 -38,312    8,770   14,970   20,244  -37,556   -3,098  -13,816  -13,712   -2,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     19.7      9.7     63.5     56.6     86.2     86.0     13.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      46       42       39      107      101      172      163
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      795,851
COMMITMENTS
 118,824  195,478  230,248  406,839  342,682  755,911  768,409   39,939   27,442

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:     51,527)
   6,959    5,529    9,597   32,746   35,920   49,302   51,046    2,224      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     24.6     28.9     51.1     43.1     95.0     96.6      5.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      44       34       53       68       60      141      119
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED 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:       31,784
COMMITMENTS
   7,671    8,412    1,548    5,908   14,774   15,128   24,734   16,656    7,049

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:        676)
  -2,487    2,931      178    2,821   -3,186      512      -78      164      754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     26.5      4.9     18.6     46.5     47.6     77.8     52.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       17       10       10       14       31       35
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       52,019
COMMITMENTS
  23,409   11,190    1,209   18,813   29,855   43,431   42,254    8,588    9,765

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      1,116)
     805     -179       33      607    1,301    1,444    1,155     -328      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     21.5      2.3     36.2     57.4     83.5     81.2     16.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      36       17       15       18       15       59       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      140,380
COMMITMENTS
  57,229   55,759    2,442   66,626   55,293  126,296  113,494   14,084   26,886

CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST:      9,281)
   6,137    3,582      858    3,430    7,920   10,425   12,359   -1,144   -3,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     39.7      1.7     47.5     39.4     90.0     80.8     10.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      41       63       23       20       32       77      102
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
     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