WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      457,491
COMMITMENTS
  82,090   62,636   86,580  249,312  245,338  417,982  394,554   39,509   62,937

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,252)
    -168      753    4,087   -4,876   -5,336     -957     -496    2,209    1,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     13.7     18.9     54.5     53.6     91.4     86.2      8.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     117       86      111       67      103      262      247
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,408,139
COMMITMENTS
 324,080   93,112  223,296  678,491  797,783  1225867  1114191  182,272  293,948

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     33,198)
   7,688   -4,282   -4,450    7,904   33,220   11,142   24,488   22,056    8,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      6.6     15.9     48.2     56.7     87.1     79.1     12.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     223      119      179      235      320      548      552
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,835
COMMITMENTS
   5,825      117      346    5,391   12,591   11,562   13,054    3,273    1,781

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        -43)
    -248      -18      165       93      222       10      369      -53     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      0.8      2.3     36.3     84.9     77.9     88.0     22.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        3        7       16       17       43       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      385,229
COMMITMENTS
  77,892   43,993   59,858  195,919  203,626  333,669  307,477   51,560   77,752

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      9,427)
   9,652   -1,490    1,439   -5,059   10,023    6,032    9,972    3,395     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     11.4     15.5     50.9     52.9     86.6     79.8     13.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     118      105      109       82      130      275      285
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,561
COMMITMENTS
  10,849    4,080    1,571        0      273   12,420    5,924    3,141    9,637

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,870)
   2,251    1,019     -408        0       76    1,843      687       27    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.7     26.2     10.1      0.0      1.8     79.8     38.1     20.2     61.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      17       12       10        0        1       20       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      267,084
COMMITMENTS
  73,478   12,638   37,792  119,807  195,724  231,077  246,154   36,007   20,930

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      5,670)
   8,192   -3,176    2,485   -6,945    6,320    3,732    5,629    1,938       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      4.7     14.1     44.9     73.3     86.5     92.2     13.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      76       18       35       56       50      149       97
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      772,984
COMMITMENTS
 123,119  199,841   11,579  481,151  404,398  615,849  615,818  157,135  157,166

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      9,818)
   5,713   22,652      170   -4,624    6,222    1,259   29,044    8,559  -19,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     25.9      1.5     62.2     52.3     79.7     79.7     20.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       38       19       69       72      114      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      218,276
COMMITMENTS
  50,693   19,019   33,849   96,404  147,388  180,946  200,256   37,330   18,020

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      9,094)
   3,887   -3,810    1,063    3,715   13,201    8,665   10,454      429   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      8.7     15.5     44.2     67.5     82.9     91.7     17.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      62       31       45       56       48      150      106
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,452
COMMITMENTS
   2,934    1,159    1,417    7,133   10,844   11,484   13,420    2,968    1,032

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:         30)
     366     -417     -352     -282    1,216     -268      447      298     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      8.0      9.8     49.4     75.0     79.5     92.9     20.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19        7        9       23       18       46       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      661,030
COMMITMENTS
 128,737  146,464    3,368  391,034  390,535  523,139  540,367  137,891  120,663

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -10,353)
  -8,596  -12,869      248    3,854   -1,243   -4,494  -13,864   -5,859    3,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     22.2      0.5     59.2     59.1     79.1     81.7     20.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      37       30        6       63       68      102      102
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,387,678
COMMITMENTS
 705,981  355,285   96,220  1262871  1554635  2065072  2006140  322,606  381,538

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -25,886)
 -34,156   -9,344   24,104  -20,840   -8,345  -30,892    6,415    5,006  -32,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     14.9      4.0     52.9     65.1     86.5     84.0     13.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      57       78       43      122      124      204      220
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,386,411
COMMITMENTS
 166,169  211,083   19,717  924,604  873,689  1110490  1104489  275,921  281,922

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -21,243)
 -46,004    4,307    2,333    2,483  -23,784  -41,188  -17,144   19,945   -4,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     15.2      1.4     66.7     63.0     80.1     79.7     19.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       37       20       73       80      119      130
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      384,191
COMMITMENTS
  64,115   70,767   92,884  204,342  188,676  361,341  352,327   22,850   31,864

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -88,272)
   8,373   -4,148  -28,881  -63,534  -50,913  -84,042  -83,942   -4,230   -4,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     18.4     24.2     53.2     49.1     94.1     91.7      5.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      30       33       35       43       54       87      109
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       52,364
COMMITMENTS
  18,033    4,370    4,075    6,141   32,447   28,249   40,892   24,115   11,472

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      2,831)
   2,663      825      816   -3,667     -112     -188    1,529    3,019    1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      8.3      7.8     11.7     62.0     53.9     78.1     46.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      30       13        7       10       18       43       35
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,187
COMMITMENTS
  17,579   11,943       25   19,088   42,155   36,692   54,123   26,495    9,064

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        410)
    -501     -224        2   -1,256     -499   -1,755     -721    2,165    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     18.9      0.0     30.2     66.7     58.1     85.7     41.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       16        2       18       15       43       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,339
COMMITMENTS
  42,224   22,895      521   77,690   57,325  120,435   80,741   10,904   50,598

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -124)
     934   -1,127      -52   -1,371      -49     -489   -1,228      365    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     17.4      0.4     59.2     43.6     91.7     61.5      8.3     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      34       30        2       16       33       51       64
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       43,248
COMMITMENTS
   1,838   15,377      658   40,615   27,041   43,111   43,076      137      172

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        122)
     -36      410      150      111     -371      225      189     -103      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     35.6      1.5     93.9     62.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       12        4       14        9       23       23
 

Updated November 13, 2006