WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      480,324
COMMITMENTS
  81,330   68,138   99,571  264,680  250,811  445,581  418,520   34,743   61,804

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      4,959)
     931   -5,436    3,798     -247    4,503    4,482    2,865      477    2,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     14.2     20.7     55.1     52.2     92.8     87.1      7.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      87      121      141       60       94      275      275
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,393,192
COMMITMENTS
 297,914  101,641  313,293  614,710  702,348  1225917  1117282  167,275  275,910

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     37,668)
   6,692    7,379   22,322    3,873      987   32,887   30,688    4,781    6,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      7.3     22.5     44.1     50.4     88.0     80.2     12.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      745)
     194      133      196      227      298      535      568
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,679
COMMITMENTS
   6,485      334      299    3,326   11,127   10,110   11,760    3,569    1,919

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -756)
    -871       -8     -122      149     -252     -844     -382       88     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4      2.4      2.2     24.3     81.3     73.9     86.0     26.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      28        2        4       10       16       40       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      329,423
COMMITMENTS
  58,961   76,970   49,932  170,110  126,281  279,003  253,183   50,420   76,240

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -2,731)
  -1,037    9,656   -4,400      386   -7,764   -5,051   -2,508    2,320     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     23.4     15.2     51.6     38.3     84.7     76.9     15.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      84      123      110       94      112      254      304
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,379
COMMITMENTS
  11,541    4,322      145        0      460   11,686    4,927    3,693   10,452

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -1,779)
  -2,251     -530      -27        0       19   -2,278     -538      499   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0     28.1      0.9      0.0      3.0     76.0     32.0     24.0     68.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8       11        4        0        2        8       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      283,028
COMMITMENTS
  90,775   16,356   33,428  129,243  215,742  253,446  265,526   29,582   17,502

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -4,390)
  -8,279   -1,936   -2,536    3,482   -2,359   -7,333   -6,831    2,943    2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      5.8     11.8     45.7     76.2     89.5     93.8     10.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      88       29       38       51       45      162      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      765,362
COMMITMENTS
 120,458  156,858   13,082  510,265  426,402  643,805  596,342  121,557  169,020

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     13,849)
  25,098  -27,413      636  -19,324   49,106    6,410   22,329    7,439   -8,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     20.5      1.7     66.7     55.7     84.1     77.9     15.9     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      36       45       28       69       87      120      145
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      205,789
COMMITMENTS
  37,976   57,587   22,372  116,060  103,093  176,408  183,052   29,381   22,737

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        666)
     451    2,966   -1,324     -354   -2,778   -1,227   -1,136    1,893    1,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     28.0     10.9     56.4     50.1     85.7     89.0     14.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      44       58       33       54       43      112      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,336
COMMITMENTS
   4,267      396      641    4,720   10,883    9,628   11,920    3,708    1,416

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        139)
    -116        7       82      200      103      166      192      -27      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      3.0      4.8     35.4     81.6     72.2     89.4     27.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23        7        7       18       19       44       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      632,421
COMMITMENTS
 135,748  133,059   14,712  369,078  375,783  519,538  523,554  112,883  108,867

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     59,887)
   6,324    2,208    6,608   39,165   40,200   52,097   49,016    7,790   10,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.0      2.3     58.4     59.4     82.2     82.8     17.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      32       37       19       67       75      108      122
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,023,096
COMMITMENTS
 493,464  340,571   50,426  1212489  1250278  1756379  1641275  266,717  381,821

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:    -78,715)
 -52,851  -86,484    9,782  -48,355   -9,825  -91,424  -86,527   12,709    7,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     16.8      2.5     59.9     61.8     86.8     81.1     13.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      56       67       37      109      115      180      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,249,464
COMMITMENTS
 257,530  236,768   41,544  742,336  698,384  1041410  976,696  208,054  272,768

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     26,863)
 -13,273  -36,521    6,799   -3,447   57,127   -9,921   27,405   36,784     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     18.9      3.3     59.4     55.9     83.3     78.2     16.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      40       41       27       82       89      132      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      534,385
COMMITMENTS
 141,945  193,913   80,846  273,639  223,856  496,430  498,615   37,955   35,770

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:       -166)
   2,796   18,721    2,957    1,517  -18,220    7,270    3,458   -7,436   -3,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     36.3     15.1     51.2     41.9     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      37       33       46       68       63      128      128
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       26,254
COMMITMENTS
   4,635    2,304      681    6,660   15,158   11,976   18,143   14,278    8,111

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:     -2,219)
  -1,326     -351     -262     -333   -1,082   -1,921   -1,695     -298     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      8.8      2.6     25.4     57.7     45.6     69.1     54.4     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        6        3        8       10       19       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,547
COMMITMENTS
  11,969    3,381       25   19,243   47,814   31,237   51,220   26,310    6,327

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        904)
  -2,026   -1,178        2    2,359     -489      335   -1,665      569    2,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      5.9      0.0     33.4     83.1     54.3     89.0     45.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18        8        2       18       14       36       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,148
COMMITMENTS
  61,488   24,518      428   24,480   16,869   86,396   41,815    8,752   53,333

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:        552)
   6,163   -1,107     -457   -2,509      503    3,197   -1,061   -2,645    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     25.8      0.4     25.7     17.7     90.8     43.9      9.2     56.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       27        4       19       21       48       51
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 07/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       17,171
COMMITMENTS
   8,190    2,591      338    8,467   14,057   16,995   16,986      176      185

CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST:      2,500)
   2,656      356      100     -191    2,001    2,565    2,457      -65       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     15.1      2.0     49.3     81.9     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       12        4       13       12       21       26
 

Updated July 28, 2006