WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      495,176
COMMITMENTS
 109,644   58,723  120,686  223,762  247,524  454,092  426,932   41,084   68,244

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -33,256)
   5,655    1,019  -27,566   -9,642   -5,434  -31,553  -31,981   -1,704   -1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     11.9     24.4     45.2     50.0     91.7     86.2      8.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     119      114      130       74      117      288      282
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,656,375
COMMITMENTS
 266,308   68,483  457,278  737,605  867,044  1461191  1392805  195,184  263,570

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:   -195,168)
 -34,856    3,356  -99,921  -28,003  -79,794 -162,781 -176,359  -32,387  -18,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      4.1     27.6     44.5     52.3     88.2     84.1     11.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      769)
     194      135      236      320      380      631      657
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,654
COMMITMENTS
   6,623        9      795    6,766   15,118   14,185   15,923    3,469    1,731

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     -1,287)
    -457      -62     -250     -245     -816     -953   -1,128     -334     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      0.1      4.5     38.3     85.6     80.3     90.2     19.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      27        3        6       19       18       49       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      659,065
COMMITMENTS
 138,946   22,350  193,262  254,526  351,525  586,734  567,137   72,331   91,928

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -77,468)
 -15,166      572  -41,011  -12,295  -24,916  -68,472  -65,354   -8,996  -12,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      3.4     29.3     38.6     53.3     89.0     86.1     11.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     161       92      196      140      183      428      404
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,193
COMMITMENTS
  15,497    3,310      657        0    1,172   16,154    5,139    3,039   14,054

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:       -551)
    -249    1,765     -388        0     -241     -637    1,136       86   -1,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.7     17.2      3.4      0.0      6.1     84.2     26.8     15.8     73.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      13       13        7        0        4       13       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      319,501
COMMITMENTS
  69,393   11,068   59,012  159,764  229,188  288,169  299,268   31,332   20,234

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -35,051)
 -18,748      419   -9,390   -8,458  -27,562  -36,596  -36,533    1,545    1,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      3.5     18.5     50.0     71.7     90.2     93.7      9.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      76       26       67       64       64      185      141
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,165,991
COMMITMENTS
 147,769  265,568   99,006  773,153  599,604  1019928  964,179  146,062  201,811

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -47,530)
 -13,263     -674  -21,747     -396  -17,592  -35,406  -40,014  -12,124   -7,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     22.8      8.5     66.3     51.4     87.5     82.7     12.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      36       53       48       87       90      143      171
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      224,552
COMMITMENTS
  53,007   11,982   38,144   90,464  152,840  181,615  202,966   42,937   21,587

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -22,673)
  -6,445   -2,753   -6,641   -5,292   -9,785  -18,378  -19,179   -4,295   -3,495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      5.3     17.0     40.3     68.1     80.9     90.4     19.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      59       26       42       61       54      146      110
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,546
COMMITMENTS
   5,165    1,901    1,628    8,080   12,718   14,874   16,247    2,672    1,298

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:         62)
    -229      157      -45      357      110       83      223      -20     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     10.8      9.3     46.1     72.5     84.8     92.6     15.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      27       14       12       33       21       65       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      965,797
COMMITMENTS
 205,395  221,530   15,087  624,819  636,709  845,301  873,325  120,496   92,472

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     12,068)
  35,655  -22,991    2,692  -19,149   26,747   19,198    6,449   -7,131    5,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     22.9      1.6     64.7     65.9     87.5     90.4     12.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      47       32       18       97       82      153      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,492,338
COMMITMENTS
 749,705  399,585  393,411  2029200  2182764  3172315  2975759  320,022  516,579

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:   -199,037)
  16,844  -88,140  -55,795 -148,770  -67,403 -187,721 -211,338  -11,317   12,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     11.4     11.3     58.1     62.5     90.8     85.2      9.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      66       75       79      139      152      238      274
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,858,674
COMMITMENTS
 208,087  382,770  198,899  1233741  998,011  1640727  1579680  217,946  278,993

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:    -68,062)
  24,149  -12,290  -20,039  -74,597  -36,077  -70,486  -68,406    2,424      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     20.6     10.7     66.4     53.7     88.3     85.0     11.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      43       44       41       94       92      156      158
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      768,614
COMMITMENTS
 120,087  171,212  214,477  396,953  355,658  731,517  741,347   37,097   27,268

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     50,549)
     797    1,449   13,044   33,093   31,205   46,934   45,698    3,615    4,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     22.3     27.9     51.6     46.3     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      43       30       48       54       53      122      107
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:        9,013
COMMITMENTS
   1,613    2,846       65      897    4,302    2,575    7,213    6,438    1,800

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        520)
    -114    1,312     -144     -137     -147     -395    1,021      915     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     31.6      0.7     10.0     47.7     28.6     80.0     71.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        7        2        3        6       10       13
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,227
COMMITMENTS
   3,223    6,205    1,232    4,091   10,494    8,546   17,932   14,682    5,296

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,152)
      45    1,532      297    1,139       16    1,481    1,845     -329     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     26.7      5.3     17.6     45.2     36.8     77.2     63.2     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       15        8        9        8       27       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,643
COMMITMENTS
  13,064   12,753    1,109   14,578   12,197   28,750   26,059    5,893    8,584

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:        151)
   1,635     -183       98   -1,026      111      707       26     -556      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     36.8      3.2     42.1     35.2     83.0     75.2     17.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       15       11       16        9       45       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,079
COMMITMENTS
  28,390   27,454    3,407   43,479   49,615   75,277   80,476   17,802   12,603

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:     13,102)
     910    3,415    1,625    6,021    6,365    8,556   11,405    4,546    1,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     29.5      3.7     46.7     53.3     80.9     86.5     19.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      42       34       20       26       20       76       66
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       58,248
COMMITMENTS
   1,835   15,028      304   55,955   40,624   58,094   55,956      154    2,292

CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST:      1,180)
      36    1,403        0    1,240     -201    1,276    1,202      -96      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     25.8      0.5     96.1     69.7     99.7     96.1      0.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       13        3       16        9       23       24
 

Updated June 29, 2007