WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      527,642
COMMITMENTS
  79,499   64,984  136,895  274,606  262,219  491,000  464,098   36,643   63,545

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     14,782)
   7,272   -3,385    1,418    5,398   17,133   14,088   15,166      694     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     12.3     25.9     52.0     49.7     93.1     88.0      6.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     106      122      144       68       97      279      284
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,671,220
COMMITMENTS
 299,183  110,437  469,213  686,978  785,176  1455374  1364826  215,846  306,394

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     40,548)
   7,169  -22,519   30,213    7,833   31,714   45,214   39,408   -4,667    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      6.6     28.1     41.1     47.0     87.1     81.7     12.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      777)
     199      163      246      278      326      614      635
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,702
COMMITMENTS
   7,022      364    1,022    3,692   12,125   11,735   13,511    3,966    2,191

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:        856)
     544       88      106      -77      849      573    1,043      283     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      2.3      6.5     23.5     77.2     74.7     86.0     25.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      26        4        8       11       17       42       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      427,561
COMMITMENTS
  62,863   59,890  114,904  187,301  161,091  365,068  335,885   62,492   91,676

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     17,537)
   4,697   -4,614    4,441    4,981   21,497   14,119   21,323    3,418   -3,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     14.0     26.9     43.8     37.7     85.4     78.6     14.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     113      131      152      108      122      318      330
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,282
COMMITMENTS
  13,038    4,229      227        0      433   13,265    4,889    3,017   11,393

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.1     26.0      1.4      0.0      2.7     81.5     30.0     18.5     70.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        8        4        0        2       10       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      301,281
COMMITMENTS
  89,311   18,853   55,419  124,867  209,930  269,597  284,202   31,684   17,079

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     32,941)
  24,410    1,679    5,508     -210   25,465   29,707   32,652    3,233      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      6.3     18.4     41.4     69.7     89.5     94.3     10.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      85       36       50       51       54      170      121
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,008,588
COMMITMENTS
  76,444  166,750  171,855  609,871  470,941  858,170  809,547  150,417  199,041

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     24,626)
 -14,053  -16,292    8,017   15,167   41,367    9,132   33,091   15,494   -8,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     16.5     17.0     60.5     46.7     85.1     80.3     14.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      34       55       52       87      100      150      178
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      201,955
COMMITMENTS
  27,863   42,586   36,211  108,335  101,023  172,409  179,820   29,546   22,135

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      3,211)
   2,875    2,666   -1,145      602    3,469    2,332    4,990      879   -1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     21.1     17.9     53.6     50.0     85.4     89.0     14.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      43       51       49       60       52      130      138
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,342
COMMITMENTS
   4,470      444    1,379    4,634   10,997   10,483   12,819    3,859    1,523

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:       -583)
    -137       53     -389      -53     -279     -578     -615       -5       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      3.1      9.6     32.3     76.7     73.1     89.4     26.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28        7       10       21       24       51       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      581,531
COMMITMENTS
 135,560  127,265   14,714  324,334  330,599  474,608  472,579  106,923  108,952

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     18,822)
  17,021  -14,814    7,324    5,337   33,841   29,683   26,351  -10,860   -7,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     21.9      2.5     55.8     56.8     81.6     81.3     18.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      34       31       14       64       76      102      118
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,637,489
COMMITMENTS
 519,651  373,967  304,399  1526540  1548135  2350590  2226501  286,899  410,988

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:    -42,073)
 -18,910   -6,649   -8,339  -27,460  -17,607  -54,710  -32,595   12,636   -9,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     14.2     11.5     57.9     58.7     89.1     84.4     10.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      54       76       78      136      142      231      255
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,390,896
COMMITMENTS
 254,948  209,670  124,666  812,068  745,910  1191683  1080246  199,213  310,651

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:     -5,825)
  -8,116  -12,030    9,887   -3,500    4,759   -1,729    2,615   -4,095   -8,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     15.1      9.0     58.4     53.6     85.7     77.7     14.3     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      42       50       43       85      100      145      175
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      772,701
COMMITMENTS
 156,163  123,954  278,980  298,565  334,313  733,708  737,247   38,993   35,454

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:    -51,317)
  16,328    2,419  -19,039  -26,069  -11,284  -28,780  -27,904  -22,536  -23,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     16.0     36.1     38.6     43.3     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      39       48       59       76       76      140      159
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,661
COMMITMENTS
   8,282    1,340    1,175    4,643   15,913   14,100   18,427   13,561    9,234

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      2,424)
      78   -1,058     -699    1,014    2,672      393      915    2,031    1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      4.8      4.2     16.8     57.5     51.0     66.6     49.0     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16        5        7        8       10       27       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,915
COMMITMENTS
  14,339    3,692      695   15,226   45,843   30,260   50,229   26,655    6,686

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:        702)
     618      102     -169     -451      173       -2      107      704      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      6.5      1.2     26.8     80.5     53.2     88.3     46.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      20        9        7       15       16       37       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,385
COMMITMENTS
  54,877   20,730    4,401   27,309   18,190   86,587   43,321    9,798   53,064

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:        850)
   2,605      146     -220   -3,183     -750     -797     -824    1,648    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     21.5      4.6     28.3     18.9     89.8     44.9     10.2     55.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      30       26       15       18       18       57       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,576
COMMITMENTS
   5,534    2,521      238    8,732   11,694   14,504   14,453       72      123

CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST:      2,033)
   2,668     -249        0     -359    2,361    2,309    2,112     -276      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     17.3      1.6     59.9     80.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5       13        3       13       11       19       26
 

Updated July 14, 2006