WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      512,860
COMMITMENTS
  72,227   68,369  135,477  269,208  245,086  476,912  448,932   35,949   63,928

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:         38)
   1,243    6,803   -3,284    1,300   -2,901     -740      619      778     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     13.3     26.4     52.5     47.8     93.0     87.5      7.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      93      134      147       63       89      269      284
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,630,673
COMMITMENTS
 292,014  132,957  439,000  679,145  753,462  1410159  1325418  220,513  305,254

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     31,627)
  26,025   14,073   10,171  -13,890   10,840   22,306   35,085    9,321   -3,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      8.2     26.9     41.6     46.2     86.5     81.3     13.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      760)
     198      155      252      258      307      591      630
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,845
COMMITMENTS
   6,477      276      916    3,769   11,276   11,162   12,468    3,683    2,377

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:       -524)
    -344       84      -14     -340     -515     -698     -445      175      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6      1.9      6.2     25.4     76.0     75.2     84.0     24.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      25        3        7       10       14       40       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      410,024
COMMITMENTS
  58,166   64,505  110,463  182,320  139,594  350,949  314,561   59,075   95,462

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     -4,924)
   5,205  -20,732    8,753  -19,076    4,885   -5,118   -7,095      194    2,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     15.7     26.9     44.5     34.0     85.6     76.7     14.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     109      126      148      104      117      305      327
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      268,341
COMMITMENTS
  64,902   17,174   49,912  125,077  184,465  239,890  251,551   28,451   16,790

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:     19,128)
  15,645   -2,086    4,542   -3,265   19,505   16,922   21,961    2,206   -2,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      6.4     18.6     46.6     68.7     89.4     93.7     10.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      72       31       47       48       50      150      112
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      983,962
COMMITMENTS
  90,497  183,042  163,838  594,704  429,575  849,039  776,455  134,923  207,507

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -12,922)
  -3,102  -34,167    8,210  -13,030   14,585   -7,922  -11,372   -5,000   -1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     18.6     16.7     60.4     43.7     86.3     78.9     13.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      32       55       55       84       90      146      170
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      198,744
COMMITMENTS
  24,988   39,920   37,356  107,734   97,554  170,078  174,830   28,667   23,914

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,458)
   1,403   -3,266    1,973     -728    5,468    2,648    4,175   -1,190   -2,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     20.1     18.8     54.2     49.1     85.6     88.0     14.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      32       51       48       58       55      126      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,925
COMMITMENTS
   4,607      391    1,767    4,687   11,276   11,062   13,434    3,863    1,491

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        351)
     613       98       52     -323      512      342      662        9     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      2.6     11.8     31.4     75.5     74.1     90.0     25.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      28        7       11       21       22       51       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      562,709
COMMITMENTS
 118,539  142,079    7,390  318,997  296,758  444,925  446,228  117,783  116,481

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        385)
 -24,223   -7,267     -395    9,720    4,849  -14,897   -2,812   15,282    3,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     25.2      1.3     56.7     52.7     79.1     79.3     20.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      26       36       10       63       67       91      111
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,679,562
COMMITMENTS
 538,561  380,616  312,738  1554000  1565742  2405299  2259096  274,263  420,466

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -45,818)
 -19,504  -86,807     -466  -11,646   42,476  -31,616  -44,797  -14,202   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     14.2     11.7     58.0     58.4     89.8     84.3     10.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      62       75       79      134      132      233      249
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,396,721
COMMITMENTS
 263,064  221,700  114,780  815,569  741,151  1193412  1077630  203,309  319,091

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:    -42,431)
 -22,810  -35,337   -8,237   -7,400    9,879  -38,447  -33,695   -3,984   -8,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     15.9      8.2     58.4     53.1     85.4     77.2     14.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      41       53       41       77       88      137      163
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      824,018
COMMITMENTS
 139,835  121,536  298,019  324,634  345,596  762,489  765,151   61,530   58,867

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:   -151,574)
 -26,104  -29,204  -77,688  -56,618  -62,796 -160,410 -169,688    8,835   18,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     14.7     36.2     39.4     41.9     92.5     92.9      7.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      45       47       63       72       70      145      153
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,237
COMMITMENTS
   8,204    2,398    1,874    3,629   13,241   13,707   17,512   11,531    7,725

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,053)
   1,654      178      737      515    1,049    2,906    1,964   -1,853     -911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      9.5      7.4     14.4     52.5     54.3     69.4     45.7     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        7        7        6        8       25       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,213
COMMITMENTS
  13,720    3,589      863   15,678   45,669   30,262   50,122   25,951    6,091

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:        694)
     329      142      -36      623       11      916      117     -222      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      6.4      1.5     27.9     81.2     53.8     89.2     46.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       10        7       18       17       39       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,535
COMMITMENTS
  52,271   20,584    4,622   30,491   18,940   87,384   44,145    8,151   51,390

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      2,934)
   4,293   -2,561       28    1,228    6,170    5,549    3,637   -2,615     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7     21.5      4.8     31.9     19.8     91.5     46.2      8.5     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      22       26       15       19       19       50       51
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,543
COMMITMENTS
   2,866    2,770      238    9,091    9,333   12,195   12,341      348      202

CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST:      1,321)
     -17        1        0    1,459    1,637    1,442    1,638     -121     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     22.1      1.9     72.5     74.4     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       12        3       13       11       20       25
 

Updated July 7, 2006