WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      528,433
COMMITMENTS
 103,989   57,704  148,252  233,404  252,958  485,645  458,913   42,788   69,519

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     25,094)
   6,834     -278    5,437    7,718   14,643   19,989   19,802    5,105    5,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     10.9     28.1     44.2     47.9     91.9     86.8      8.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     119      116      146       82      117      305      291
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,851,543
COMMITMENTS
 301,165   65,127  557,199  765,609  946,838  1623972  1569164  227,571  282,379

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -2,068)
  30,521   -2,287  -10,127  -18,411   11,427    1,983     -987   -4,050   -1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      3.5     30.1     41.3     51.1     87.7     84.7     12.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      821)
     239      128      257      323      382      669      687
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,940
COMMITMENTS
   7,081       72    1,045    7,011   15,934   15,137   17,051    3,803    1,890

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -1,086)
    -368   -1,332     -318      128      921     -558     -730     -527     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      0.4      5.5     37.0     84.1     79.9     90.0     20.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      29        3        8       19       18       52       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      736,533
COMMITMENTS
 154,112   21,778  234,272  266,821  376,441  655,205  632,491   81,327  104,042

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     14,219)
  -2,166   -4,675   13,962    4,350    2,087   16,147   11,375   -1,928    2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      3.0     31.8     36.2     51.1     89.0     85.9     11.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     206       98      211      141      181      454      422
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,744
COMMITMENTS
  15,746    1,545    1,045        0    1,413   16,791    4,003    2,953   15,741

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -1,812)
  -1,892   -3,432      199        0       41   -1,693   -3,192     -119    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.8      7.8      5.3      0.0      7.2     85.0     20.3     15.0     79.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        8       10        0        5       17       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      354,553
COMMITMENTS
  88,141   10,649   68,402  168,222  256,750  324,765  335,801   29,787   18,752

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -4,574)
  -1,314     -956    2,490     -782   -2,989      393   -1,454   -4,967   -3,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      3.0     19.3     47.4     72.4     91.6     94.7      8.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      82       27       53       73       72      187      136
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,213,521
COMMITMENTS
 161,033  266,243  120,754  773,549  617,197  1055335  1004193  158,186  209,328

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:      9,945)
   8,522    6,622  -27,596   28,897   34,783    9,823   13,809      122   -3,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     21.9     10.0     63.7     50.9     87.0     82.8     13.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      40       55       53       88       93      152      177
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      247,226
COMMITMENTS
  59,452   14,735   44,785   95,756  162,624  199,993  222,145   47,233   25,081

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:      1,089)
   5,012      972    4,554   -4,380   -4,214    5,187    1,313   -4,098     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      6.0     18.1     38.7     65.8     80.9     89.9     19.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      66       33       48       61       64      160      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,483
COMMITMENTS
   5,394    1,744    1,673    7,724   12,607   14,791   16,024    2,692    1,459

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:       -549)
   1,140     -644       71   -1,064      635      147       62     -695     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     10.0      9.6     44.2     72.1     84.6     91.7     15.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      28       13       14       31       23       64       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      953,730
COMMITMENTS
 169,741  244,520   12,394  643,968  609,962  826,103  866,877  127,627   86,853

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -31,571)
   3,898  -39,795   -4,318   -9,756   22,574  -10,176  -21,540  -21,395  -10,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     25.6      1.3     67.5     64.0     86.6     90.9     13.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      46       33       19       94       78      147      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,691,375
COMMITMENTS
 732,860  487,724  449,206  2177970  2250167  3360036  3187097  331,339  504,278

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:   -195,177)
   5,043    3,345  -67,179  -98,885 -110,511 -161,020 -174,344  -34,157  -20,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.2     12.2     59.0     61.0     91.0     86.3      9.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      62       91       90      152      155      264      287
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,926,736
COMMITMENTS
 183,938  395,060  218,938  1308338  1034088  1711214  1648086  215,522  278,650

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -20,688)
  31,367   41,851  -25,522  -27,211  -39,281  -21,366  -22,952      678    2,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     20.5     11.4     67.9     53.7     88.8     85.5     11.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      39       53       44       99       95      162      168
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      718,065
COMMITMENTS
 119,290  169,763  201,433  363,860  324,453  684,583  695,649   33,482   22,417

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     29,508)
   1,769   10,435    7,518   25,624   17,514   34,912   35,468   -5,404   -5,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     23.6     28.1     50.7     45.2     95.3     96.9      4.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      38       34       50       53       53      120      109
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,075
COMMITMENTS
   3,178    4,673      935    2,952   10,479    7,065   16,086   15,011    5,989

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:     -1,093)
  -1,759      204     -102     -132     -786   -1,993     -684      900     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     21.2      4.2     13.4     47.5     32.0     72.9     68.0     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       13        5        9       10       22       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,492
COMMITMENTS
  11,429   12,937    1,010   15,604   12,086   28,043   26,033    6,449    8,458

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -29,696)
 -13,539    1,340   -4,918   -6,188  -24,643  -24,644  -28,221   -5,052   -1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     37.5      2.9     45.2     35.0     81.3     75.5     18.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       16       10       17        9       42       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,977
COMMITMENTS
  27,481   24,039    1,782   37,458   43,250   66,721   69,071   13,256   10,906

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -72,768)
  -5,876  -28,346   -9,453  -52,246  -22,327  -67,575  -60,125   -5,193  -12,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4     30.1      2.2     46.8     54.1     83.4     86.4     16.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      33       35       15       20       23       61       65
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       57,068
COMMITMENTS
   1,799   13,625      304   54,715   40,825   56,818   54,754      250    2,314

CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST:    -10,242)
     197   -8,958      -47  -10,403     -977  -10,253   -9,982       11     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     23.9      0.5     95.9     71.5     99.6     95.9      0.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        3       15        7       22       20
 

Updated June 22, 2007