WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      386,393
COMMITMENTS
  76,696   91,397   62,334  214,393  174,822  353,423  328,553   32,970   57,840

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:    -13,309)
   3,783   -2,928  -12,216   -7,818      695  -16,251  -14,449    2,942    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     23.7     16.1     55.5     45.2     91.5     85.0      8.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      75      134      113       67      102      227      283
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,399,142
COMMITMENTS
 361,754   87,237  234,803  627,667  830,909  1224224  1152949  174,918  246,193

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:    -29,210)
  11,170    4,899  -14,013  -26,260  -16,152  -29,103  -25,266     -107   -3,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      6.2     16.8     44.9     59.4     87.5     82.4     12.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      799)
     227      116      202      267      345      594      598
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       20,468
COMMITMENTS
   6,800       72      851    7,377   17,215   15,028   18,138    5,440    2,330

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        151)
      60       11      241      -71      233      230      485      -79     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      0.4      4.2     36.0     84.1     73.4     88.6     26.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      31        2        9       17       16       53       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      483,434
COMMITMENTS
 133,054   37,912   74,482  215,542  284,830  423,078  397,224   60,356   86,210

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     -6,268)
  -6,874    4,363    1,612    2,015  -13,880   -3,247   -7,905   -3,021    1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      7.8     15.4     44.6     58.9     87.5     82.2     12.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     150       82      124      108      143      324      309
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,565
COMMITMENTS
  13,915    4,384      472       33      895   14,420    5,751    3,145   11,814

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        303)
     268      207       27       -1      -13      294      221        9       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.2     25.0      2.7      0.2      5.1     82.1     32.7     17.9     67.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19       11        7        2        4       22       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      323,613
COMMITMENTS
 100,983   11,524   49,198  141,050  243,816  291,231  304,538   32,382   19,075

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      7,576)
   5,484    1,677     -111      515    4,116    5,888    5,682    1,688    1,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      3.6     15.2     43.6     75.3     90.0     94.1     10.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     103       27       54       62       56      194      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      880,206
COMMITMENTS
 152,013  205,307    9,436  606,961  480,733  768,410  695,476  111,796  184,730

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     45,155)
  48,243   12,887    1,346    7,841   14,600   57,430   28,833  -12,275   16,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     23.3      1.1     69.0     54.6     87.3     79.0     12.7     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      25       46       25       65       81      102      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      220,196
COMMITMENTS
  49,563   20,021   27,849   98,565  143,751  175,977  191,621   44,219   28,575

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      8,841)
  -2,169    1,245      997   10,110    4,133    8,938    6,375      -97    2,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      9.1     12.6     44.8     65.3     79.9     87.0     20.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      58       30       50       63       56      155      121
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,393
COMMITMENTS
   4,275    1,263    1,179    6,880   11,619   12,334   14,061    3,059    1,332

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        -42)
      55       21       -1       -8       10       46       30      -88      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      8.2      7.7     44.7     75.5     80.1     91.3     19.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      24        8        9       25       18       51       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      995,382
COMMITMENTS
 154,498  314,144   13,028  681,904  575,891  849,430  903,063  145,952   92,319

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     50,463)
  -3,580   19,287    5,383   46,845   17,059   48,648   41,729    1,815    8,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     31.6      1.3     68.5     57.9     85.3     90.7     14.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      45       40       15       90       80      142      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,554,632
COMMITMENTS
 761,799  349,282   61,433  1469664  1741948  2292896  2152663  261,736  401,969

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     29,196)
   1,099   31,486    6,027   43,041  -39,257   50,167   -1,744  -20,971   30,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     13.7      2.4     57.5     68.2     89.8     84.3     10.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      56       74       41      119      118      195      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,567,410
COMMITMENTS
 190,199  341,733   27,807  1111472  926,039  1329478  1295579  237,932  271,831

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     38,573)
 -37,738  -47,210    1,815   80,917   53,402   44,994    8,007   -6,421   30,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     21.8      1.8     70.9     59.1     84.8     82.7     15.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      38       40       20       84       83      132      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      609,907
COMMITMENTS
 158,556  199,340   76,595  341,187  306,206  576,338  582,141   33,569   27,766

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     -3,558)
 -10,799    3,864    6,606    5,688   -5,271    1,495    5,199   -5,053   -8,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     32.7     12.6     55.9     50.2     94.5     95.4      5.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      33       30       36       60       44      114       90
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,854
COMMITMENTS
  12,273    1,900      610    2,381   22,924   15,264   25,434   16,590    6,420

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        457)
     429    1,211      289     -399     -400      319    1,100      138     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5      6.0      1.9      7.5     72.0     47.9     79.8     52.1     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        8        3        5       14       29       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,463
COMMITMENTS
  16,952    6,503       77   17,015   28,068   34,044   34,648    6,419    5,815

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:        320)
     185      307     -176        1       50       10      181      310      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     16.1      0.2     42.1     69.4     84.1     85.6     15.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       11        4       17       14       41       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,075
COMMITMENTS
  39,114   26,977      536   23,276   31,911   62,926   59,424   11,149   14,651

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:     -2,600)
  -3,385   -2,585      390      409     -735   -2,586   -2,930      -14      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8     36.4      0.7     31.4     43.1     84.9     80.2     15.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      27       40        2       22       20       51       60
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 04/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       46,617
COMMITMENTS
   2,572   16,081      333   43,554   28,226   46,459   44,640      158    1,977

CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST:      2,053)
    -634      166        0    2,730    1,892    2,096    2,058      -43       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     34.5      0.7     93.4     60.5     99.7     95.8      0.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       13        2       12       10       21       25
 

Updated April 13, 2007