WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      449,370
COMMITMENTS
  63,379   73,158  102,800  253,190  213,202  419,369  389,160   30,001   60,210

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,323)
   1,774    1,810    4,520   -3,543   -3,949    2,751    2,381      572      942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     16.3     22.9     56.3     47.4     93.3     86.6      6.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      80      120      136       65       92      253      277
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,320,852
COMMITMENTS
 282,596  179,924  251,533  613,328  611,561  1147457  1043018  173,395  277,834

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     10,150)
 -11,524    8,973   -5,487   11,846   -5,637   -5,165   -2,151   15,315   12,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     13.6     19.0     46.4     46.3     86.9     79.0     13.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     188      161      173      206      281      484      555
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,513
COMMITMENTS
   5,431      306      106    2,307    8,484    7,844    8,896    2,669    1,617

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -236)
     -43       22     -100      141     -345       -2     -423     -234      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7      2.9      1.0     21.9     80.7     74.6     84.6     25.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      21        4        2        8       13       30       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      355,804
COMMITMENTS
  68,463  111,954   45,409  193,104  122,924  306,976  280,287   48,828   75,517

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -2,291)
     197    3,504   -5,954    4,070    1,622   -1,687     -828     -604   -1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     31.5     12.8     54.3     34.5     86.3     78.8     13.7     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      95      138       89       95      100      252      285
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,372
COMMITMENTS
  12,213    5,049      871      185      721   13,269    6,641    3,103    9,731

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:         -7)
     180      -29      -27        0        3      153      -53     -160       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6     30.8      5.3      1.1      4.4     81.0     40.6     19.0     59.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       11        4        1        3       11       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      259,131
COMMITMENTS
  59,198   40,335   42,665  133,298  156,411  235,161  239,411   23,970   19,720

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      4,803)
  -3,403    7,166    4,967    3,202   -7,190    4,766    4,943       37     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     15.6     16.5     51.4     60.4     90.7     92.4      9.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      52       53       38       56       52      132      132
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      764,360
COMMITMENTS
 147,407  196,197   23,448  433,297  375,399  604,152  595,044  160,208  169,316

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -30,231)
   1,101   -5,914   -3,996  -26,963   -9,737  -29,858  -19,647     -373  -10,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     25.7      3.1     56.7     49.1     79.0     77.8     21.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      43       36       18       53       75      103      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      246,769
COMMITMENTS
  39,375   78,020   33,403  142,788  111,426  215,566  222,849   31,203   23,920

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     10,649)
   1,264    8,533    1,002    8,023      234   10,289    9,769      360      880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     31.6     13.5     57.9     45.2     87.4     90.3     12.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      49       68       35       56       44      126      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,165
COMMITMENTS
   3,314    1,487    1,274    6,945    9,802   11,533   12,563    2,632    1,602

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -757)
       8     -325     -336     -314     -234     -642     -895     -115      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     10.5      9.0     49.0     69.2     81.4     88.7     18.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20        9        8       24       18       47       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      683,184
COMMITMENTS
  96,318  175,793    8,006  432,372  390,931  536,696  574,730  146,488  108,454

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -17,751)
   2,717   17,229  -18,277   -6,873  -21,780  -22,433  -22,828    4,682    5,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     25.7      1.2     63.3     57.2     78.6     84.1     21.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      38       34       13       73       72      118      112
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,270,413
COMMITMENTS
 727,319  289,181   41,910  1168115  1550955  1937344  1882046  333,069  388,367

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -435)
  21,478  -27,255   -7,072  -27,817   31,364  -13,411   -2,963   12,976    2,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     12.7      1.8     51.4     68.3     85.3     82.9     14.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      67       75       38      111      104      197      198
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,324,162
COMMITMENTS
 238,823  199,429   34,090  792,874  814,391  1065787  1047910  258,375  276,252

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:    -49,566)
    -603  -34,981   10,287  -55,911  -22,589  -46,227  -47,283   -3,339   -2,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     15.1      2.6     59.9     61.5     80.5     79.1     19.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      48       34       15       79       82      131      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      534,287
COMMITMENTS
 138,764   97,566  122,386  243,753  270,543  504,903  490,495   29,384   43,792

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     52,550)
  17,346   12,406    3,020   29,392   37,711   49,758   53,137    2,792     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     18.3     22.9     45.6     50.6     94.5     91.8      5.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      22       36       37       50       62       93      116
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       36,419
COMMITMENTS
   4,513   10,513      862   10,758   13,923   16,133   25,298   20,286   11,121

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,624)
  -5,934    8,298      -66    6,475   -7,889      475      343    2,149    2,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     28.9      2.4     29.5     38.2     44.3     69.5     55.7     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       15        5       11       12       25       30
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       77,243
COMMITMENTS
  15,009    5,886   10,212   23,812   50,062   49,033   66,160   28,210   11,083

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     16,009)
   2,726      618    9,984    2,010    1,721   14,720   12,323    1,289    3,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      7.6     13.2     30.8     64.8     63.5     85.7     36.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       16        7       18       16       37       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      149,818
COMMITMENTS
  34,347   32,071   20,646   78,715   38,142  133,708   90,859   16,110   58,959

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     42,635)
   4,465    7,543   19,430   11,196   11,793   35,091   38,766    7,544    3,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     21.4     13.8     52.5     25.5     89.2     60.6     10.8     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      35       33       20       29       31       75       74
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       30,074
COMMITMENTS
   5,434    7,973    2,733   21,636   19,164   29,803   29,870      271      204

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -643)
  -5,450      527      854    4,132   -2,008     -464     -627     -179      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     26.5      9.1     71.9     63.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       12        4       16       10       25       24
 

Updated September 15, 2006