WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,873
COMMITMENTS
  99,442   66,742  126,090  220,040  227,437  445,572  420,268   37,301   62,604

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     16,410)
   1,727      214   13,796    1,011    2,686   16,534   16,695     -124     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     13.8     26.1     45.6     47.1     92.3     87.0      7.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     111      131      138       76      121      290      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,675,341
COMMITMENTS
 267,576  103,491  480,175  742,762  821,362  1490513  1405028  184,828  270,314

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     13,508)
   7,950    1,005   14,422  -15,307   -2,397    7,065   13,030    6,443      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      6.2     28.7     44.3     49.0     89.0     83.9     11.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      784)
     195      160      233      310      364      625      654
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,147
COMMITMENTS
   5,874       17      710    6,257   13,757   12,842   14,485    3,305    1,663

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:         82)
      42        1      -54      -45      227      -57      174      139      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      0.1      4.4     38.8     85.2     79.5     89.7     20.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        4        5       16       17       43       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      720,536
COMMITMENTS
 164,890   30,303  207,722  266,706  381,527  639,318  619,552   81,218  100,984

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     37,775)
  16,452    3,168   13,648    5,569   20,105   35,668   36,920    2,107      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      4.2     28.8     37.0     53.0     88.7     86.0     11.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
     185      124      196      140      191      438      424
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,026
COMMITMENTS
  17,291    4,776      487        0    1,091   17,778    6,354    3,248   14,672

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,401)
     644      271      385        0       42    1,029      698      372      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.2     22.7      2.3      0.0      5.2     84.6     30.2     15.4     69.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13       14        7        0        4       15       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      322,515
COMMITMENTS
  81,050   13,033   54,552  157,859  239,303  293,461  306,888   29,054   15,627

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,840)
   3,139       51      791     -449    3,371    3,481    4,213     -641   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      4.0     16.9     48.9     74.2     91.0     95.2      9.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      90       31       53       63       65      184      131
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,174,365
COMMITMENTS
 119,759  235,815   99,579  805,444  626,643  1024782  962,037  149,583  212,327

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     14,182)
 -27,380  -11,797    3,032   13,013   21,901  -11,336   13,135   25,518    1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     20.1      8.5     68.6     53.4     87.3     81.9     12.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      32       47       48       96       94      150      167
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      234,937
COMMITMENTS
  62,421    7,617   38,770   89,572  166,286  190,763  212,673   44,173   22,264

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      9,445)
   7,183   -2,487    2,134   -1,934    9,876    7,384    9,523    2,061      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      3.2     16.5     38.1     70.8     81.2     90.5     18.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      65       25       47       60       54      155      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,442
COMMITMENTS
   4,536    2,108    1,727    7,463   11,285   13,726   15,120    2,715    1,321

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        366)
    -257      175      247      152     -165      142      258      225      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6     12.8     10.5     45.4     68.6     83.5     92.0     16.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      25       14       10       32       22       61       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,014,298
COMMITMENTS
 206,223  242,834   16,594  663,626  658,673  886,444  918,102  127,854   96,196

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     11,182)
  -6,720      663      553   13,682    2,427    7,515    3,643    3,666    7,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     23.9      1.6     65.4     64.9     87.4     90.5     12.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      46       41       17      102       78      158      126
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,642,871
COMMITMENTS
 776,188  451,906  442,692  2103322  2264937  3322202  3159535  320,669  483,336

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:    115,839)
  -6,548   44,045   39,088   57,746   44,961   90,286  128,095   25,553  -12,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     12.4     12.2     57.7     62.2     91.2     86.7      8.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      65       87       77      150      169      250      298
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,855,046
COMMITMENTS
 281,935  358,788  193,951  1143087  1029375  1618972  1582114  236,073  272,931

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     32,653)
  38,418   13,628   -2,277  -16,792   29,317   19,349   40,668   13,305   -8,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     19.3     10.5     61.6     55.5     87.3     85.3     12.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      44       42       42       95       91      159      155
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      685,997
COMMITMENTS
 131,922  145,140  190,405  331,605  327,901  653,931  663,446   32,066   22,552

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     36,897)
  25,963    1,121   12,504      184   22,889   38,651   36,515   -1,754      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     21.2     27.8     48.3     47.8     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      39       30       45       51       55      114      107
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,077
COMMITMENTS
   4,591    5,030    1,631    2,704   10,954    8,927   17,615   14,151    5,463

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        766)
   1,371      856      102     -400     -427    1,073      531     -307      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.8      7.1     11.7     47.5     38.7     76.3     61.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13       13        8        8       10       27       25
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,828
COMMITMENTS
  13,562   11,801    1,322   14,253   13,109   29,136   26,232    5,692    8,597

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        968)
     831      576       54     -441       67      444      697      524      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     33.9      3.8     40.9     37.6     83.7     75.3     16.3     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23       15       11       16       11       47       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,934
COMMITMENTS
  29,720   32,639    2,482   42,187   40,984   74,390   76,106   14,545   12,829

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,838)
   3,576    3,528     -429   -1,849   -2,034    1,298    1,066    1,540    1,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     36.7      2.8     47.4     46.1     83.6     85.6     16.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      33       44       18       26       20       71       70
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       63,913
COMMITMENTS
   2,137   16,285      611   60,997   44,841   63,745   61,737      168    2,176

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        552)
    -158      144      323    1,288    1,045    1,453    1,512     -901     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     25.5      1.0     95.4     70.2     99.7     96.6      0.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       14        3       16        9       23       26
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,563
COMMITMENTS
   1,359    3,603       69   21,135   18,396   22,563   22,068        0      495

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     16.0      0.3     93.7     81.5    100.0     97.8      0.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        8        1        3        7        9       15
 

Updated July 13, 2007