WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      612,748
COMMITMENTS
  88,825   47,489  189,880  284,567  297,715  563,273  535,085   49,476   77,664

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     27,139)
   3,363   -2,862   23,898   -1,122    9,090   26,139   30,126    1,000   -2,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      7.8     31.0     46.4     48.6     91.9     87.3      8.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     113       97      121       78      110      271      260
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,834,478
COMMITMENTS
 315,028   52,407  552,411  748,572  895,958  1616011  1500776  218,468  333,702

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:    129,814)
  13,234  -18,395   53,019   50,844   87,056  117,097  121,680   12,717    8,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      2.9     30.1     40.8     48.8     88.1     81.8     11.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      735)
     229      117      216      261      325      584      581
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,166
COMMITMENTS
   6,435      105      827    4,680   12,069   11,943   13,001    3,223    2,166

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        598)
    -415     -103       91    1,085      620      761      609     -163      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      0.7      5.5     30.9     79.6     78.7     85.7     21.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      24        7        4       14       15       42       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      506,020
COMMITMENTS
  62,600   60,149  137,575  234,827  212,096  435,001  409,820   71,019   96,201

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     33,767)
   8,645  -19,088   27,865   -3,950   26,206   32,560   34,982    1,208   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     11.9     27.2     46.4     41.9     86.0     81.0     14.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     117      129      158      105      122      320      339
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,333
COMMITMENTS
   9,080    7,140      558      235      340    9,873    8,038    7,460    9,295

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -134)
  -3,499      367       81        0       10   -3,418      458    3,284     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.4     41.2      3.2      1.4      2.0     57.0     46.4     43.0     53.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       12        3        1        1       11       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      288,196
COMMITMENTS
  39,970   33,264   63,084  156,957  169,302  260,010  265,650   28,185   22,546

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      6,324)
   5,119  -11,725    1,462   -2,264   16,983    4,318    6,720    2,007     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     11.5     21.9     54.5     58.7     90.2     92.2      9.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      46       53       53       60       51      144      134
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      985,213
COMMITMENTS
 101,215  157,609  174,780  554,339  476,507  830,333  808,895  154,880  176,317

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -3,100)
 -12,568   -1,341   15,943   15,642  -12,449   19,018    2,153  -22,118   -5,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     16.0     17.7     56.3     48.4     84.3     82.1     15.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       48       47       74       82      141      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      222,487
COMMITMENTS
  31,797   32,731   44,187  108,084  121,886  184,068  198,804   38,419   23,683

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -7,405)
   5,487  -16,629   -1,310  -14,532   11,245  -10,355   -6,694    2,950     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     14.7     19.9     48.6     54.8     82.7     89.4     17.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      46       42       46       59       55      133      131
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,064
COMMITMENTS
   2,880    1,194    1,818    7,306   10,533   12,004   13,545    3,060    1,519

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -869)
    -479      163     -121      733     -268      132     -226   -1,001     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.9     12.1     48.5     69.9     79.7     89.9     20.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      23        9       10       28       22       54       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      702,761
COMMITMENTS
 128,152  179,164   15,036  401,723  388,568  544,912  582,768  157,849  119,993

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     10,759)
   4,960    4,530      -33   -4,541  -11,262      386   -6,765   10,374   17,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     25.5      2.1     57.2     55.3     77.5     82.9     22.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      43       31       18       72       72      122      114
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,120,114
COMMITMENTS
 727,705  282,618  418,214  1636386  1989088  2782306  2689920  337,809  430,194

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     91,533)
 -17,484   33,162   -1,633  146,029   81,010  126,913  112,539  -35,379  -21,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      9.1     13.4     52.4     63.8     89.2     86.2     10.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      73       75       88      148      144      260      268
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,645,544
COMMITMENTS
 186,943  183,015  186,728  1000663  1002575  1374334  1372318  271,211  273,227

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:    -20,791)
 -45,021   -7,258   19,928   17,496   -7,713   -7,596    4,958  -13,195  -25,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     11.1     11.3     60.8     60.9     83.5     83.4     16.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      48       34       43       84       88      146      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      671,284
COMMITMENTS
  75,873   86,265  259,628  305,617  290,162  641,118  636,056   30,166   35,228

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     19,991)
  -1,291    6,098    2,119   16,949   16,963   17,778   25,180    2,213   -5,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     12.9     38.7     45.5     43.2     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      29       47       50       53       68      109      139
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       43,420
COMMITMENTS
   5,782    6,289    3,205   14,459   24,724   23,446   34,217   19,974    9,203

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -1,192)
     853   -3,632     -424   -3,023    4,393   -2,593      337    1,401   -1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     14.5      7.4     33.3     56.9     54.0     78.8     46.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       15       11       14       16       36       37
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,472
COMMITMENTS
  17,313   12,065      960   20,249   42,109   38,521   55,134   25,951    9,339

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        824)
     224    1,698      -47       31     -267      208    1,384      616     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     18.7      1.5     31.4     65.3     59.7     85.5     40.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       19        8       17       15       41       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      144,277
COMMITMENTS
  36,250   21,787    4,605   92,778   62,909  133,633   89,301   10,643   54,975

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,316)
      37    1,088      135    2,313      332    2,484    1,555     -168      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     15.1      3.2     64.3     43.6     92.6     61.9      7.4     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       34       19       21       30       64       69
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,494
COMMITMENTS
   2,952   12,811      624   36,580   26,702   40,156   40,137      338      357

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,291)
    -498    2,108     -253    3,247      667    2,496    2,522     -205     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     31.6      1.5     90.3     65.9     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       10        4       15       10       24       23
 

Updated October 20, 2006