WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,840
COMMITMENTS
  70,527   47,286  118,084  250,340  250,565  438,952  415,935   39,888   62,905

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:    -10,077)
 -11,413    1,436   -3,275    4,670   -8,559  -10,017  -10,398      -60      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      9.9     24.7     52.3     52.3     91.7     86.9      8.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     118       87      111       74      104      255      250
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,918,795
COMMITMENTS
 342,232   50,357  541,595  828,774  1019731  1712600  1611683  206,195  307,112

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     20,992)
  11,598   -1,048   10,924      -79    2,990   22,443   12,867   -1,452    8,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      2.6     28.2     43.2     53.1     89.3     84.0     10.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      776)
     222      109      213      291      378      604      631
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,144
COMMITMENTS
   3,993      346    1,135    6,599   11,904   11,728   13,385    3,417    1,759

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        441)
    -297     -200      175      478      399      356      374       86       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      2.3      7.5     43.6     78.6     77.4     88.4     22.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      22        6        6       12       15       38       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      550,854
COMMITMENTS
  87,327   36,139  164,762  230,923  253,810  483,012  454,711   67,842   96,143

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     12,464)
   7,889    1,758   15,276   -8,521   -1,248   14,645   15,786   -2,180   -3,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      6.6     29.9     41.9     46.1     87.7     82.5     12.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     148       79      171      119      138      367      332
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,620
COMMITMENTS
  13,477    5,623    1,484      420      486   15,381    7,593    4,239   12,027

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:      2,681)
   1,773       56      194        0       21    1,967      271      714    2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7     28.7      7.6      2.1      2.5     78.4     38.7     21.6     61.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      18       15       11        1        1       22       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      309,287
COMMITMENTS
  75,007   12,815   61,366  140,742  216,179  277,114  290,359   32,173   18,927

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -4,075)
    -335     -150   -1,400      -15   -2,442   -1,750   -3,992   -2,325      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      4.1     19.8     45.5     69.9     89.6     93.9     10.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      79       21       56       59       57      172      124
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,037,914
COMMITMENTS
 173,598  188,821  106,638  571,856  555,691  852,091  851,150  185,822  186,764

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:    -11,714)
   7,889      631  -11,283   -6,203   -4,454   -9,597  -15,105   -2,117    3,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     18.2     10.3     55.1     53.5     82.1     82.0     17.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      42       47       51       80       89      148      161
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      226,162
COMMITMENTS
  36,148   19,890   36,946  116,034  146,864  189,128  203,699   37,034   22,463

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -314)
  -1,021   -1,867     -164    1,222    1,739       37     -292     -351      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      8.8     16.3     51.3     64.9     83.6     90.1     16.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      55       39       59       55       56      151      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,385
COMMITMENTS
   3,048    1,128    1,771    7,598   11,473   12,416   14,372    2,969    1,012

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:        -76)
     -81     -109      172       20     -137      110      -74     -186       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      7.3     11.5     49.4     74.6     80.7     93.4     19.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22        7        9       27       22       53       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      716,088
COMMITMENTS
 145,907  189,596   13,944  414,981  400,709  574,832  604,249  141,255  111,838

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:    -49,765)
  11,439    8,084  -16,978   -9,780   -4,772  -15,320  -13,666  -34,445  -36,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     26.5      1.9     58.0     56.0     80.3     84.4     19.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      43       36       15       66       73      114      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,834,122
COMMITMENTS
 626,081  276,195  307,057  1533545  1828458  2466683  2411710  367,439  422,412

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:    -14,828)
   7,316  -16,997  -38,277   23,965   63,960   -6,997    8,686   -7,831  -23,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      9.7     10.8     54.1     64.5     87.0     85.1     13.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      69       67       70      138      137      237      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,563,461
COMMITMENTS
 198,145  290,989  109,914  957,207  887,435  1265266  1288338  298,195  275,123

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:    -71,816)
 -50,631   28,622  -24,132   20,908  -71,377  -53,854  -66,888  -17,962   -4,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     18.6      7.0     61.2     56.8     80.9     82.4     19.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      40       35       37       91       88      149      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      629,966
COMMITMENTS
  91,435   97,874  222,051  284,029  277,098  597,516  597,024   32,450   32,943

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     34,346)
   4,418    6,421      622   29,441   30,562   34,482   37,605     -135   -3,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     15.5     35.2     45.1     44.0     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      31       45       50       58       61      119      126
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       11,010
COMMITMENTS
   4,814        0       24      769    6,775    5,607    6,799    5,403    4,211

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -373)
     788     -186     -179      190     -204      799     -569   -1,172      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7      0.0      0.2      7.0     61.5     50.9     61.8     49.1     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        0        2        3       10       13       12
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       46,725
COMMITMENTS
  13,225    4,867    3,843    5,717   27,831   22,785   36,541   23,940   10,184

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     -3,313)
  -3,948   -1,555      695    2,035   -2,251   -1,218   -3,111   -2,095     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     10.4      8.2     12.2     59.6     48.8     78.2     51.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      26       11       14       16       16       47       36
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       95,564
COMMITMENTS
  20,183   13,909   13,539   33,916   56,060   67,638   83,508   27,926   12,056

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     28,114)
   1,664    1,173   12,513   12,488   12,397   26,665   26,083    1,450    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     14.6     14.2     35.5     58.7     70.8     87.4     29.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      28       18       15       24       22       57       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      174,885
COMMITMENTS
  42,583   33,716   30,366   77,565   49,539  150,514  113,621   24,372   61,265

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:     45,761)
   5,667    6,735   26,893    6,612    3,216   39,172   36,844    6,589    8,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     19.3     17.4     44.4     28.3     86.1     65.0     13.9     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       34       29       31       34       83       81
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       46,934
COMMITMENTS
   2,242   14,944    1,270   40,974   28,146   44,486   44,360    2,448    2,574

CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST:       -250)
      81      782   -4,001    1,305      515   -2,615   -2,704    2,365    2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     31.8      2.7     87.3     60.0     94.8     94.5      5.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       12        4       14       15       25       29
 

Updated December 15, 2006