WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      361,987
COMMITMENTS
  81,971   77,278   47,410  202,308  180,518  331,689  305,206   30,298   56,781

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -9,673)
   2,898   -2,001  -11,028    1,033    3,929   -7,097   -9,100   -2,576     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     21.3     13.1     55.9     49.9     91.6     84.3      8.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      83      109       94       66       97      224      245
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,278,711
COMMITMENTS
 332,370   92,664  171,833  616,843  782,378  1121046  1046875  157,665  231,836

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    -84,573)
 -25,778   -3,301  -49,437    3,191  -21,408  -72,024  -74,146  -12,549  -10,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      7.2     13.4     48.2     61.2     87.7     81.9     12.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      771)
     199      118      170      283      347      571      578
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,524
COMMITMENTS
   5,881        4      910    7,353   15,495   14,144   16,409    4,380    2,115

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:       -572)
    -754      -78      116      840     -268      202     -230     -774     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      0.0      4.9     39.7     83.6     76.4     88.6     23.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      24        2       11       18       17       48       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,969
COMMITMENTS
  99,572   37,469   81,225  213,530  243,933  394,327  362,627   50,642   82,342

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    -37,987)
 -21,823      755   -6,044   -6,499  -32,482  -34,366  -37,771   -3,621     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      8.4     18.3     48.0     54.8     88.6     81.5     11.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     111       88      141      117      148      329      333
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      302,458
COMMITMENTS
  84,016   15,231   40,625  147,025  229,352  271,666  285,208   30,792   17,250

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    -12,390)
  -9,582    2,964   -2,732    2,691   -8,464   -9,623   -8,232   -2,767   -4,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      5.0     13.4     48.6     75.8     89.8     94.3     10.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      82       25       50       67       54      179      121
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      867,816
COMMITMENTS
 122,463  191,048   14,019  595,348  486,028  731,830  691,095  135,986  176,721

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    -22,362)
   2,834  -40,137    2,320  -47,290   22,257  -42,136  -15,560   19,774   -6,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     22.0      1.6     68.6     56.0     84.3     79.6     15.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      25       47       26       64       84      104      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      213,595
COMMITMENTS
  43,737   21,332   26,189  104,058  141,591  173,984  189,112   39,611   24,483

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     -6,716)
  -2,525      532   -3,077      806   -2,518   -4,796   -5,063   -1,920   -1,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     10.0     12.3     48.7     66.3     81.5     88.5     18.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      51       29       43       58       60      135      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,873
COMMITMENTS
   4,172    1,620    1,578    7,005   11,110   12,755   14,308    3,118    1,565

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        -56)
    -156      367       37      260     -337      141       67     -197     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     10.2      9.9     44.1     70.0     80.4     90.1     19.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       10       11       27       18       53       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,018,643
COMMITMENTS
 162,876  353,097    8,712  711,351  572,829  882,939  934,638  135,704   84,005

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     23,076)
   9,143   58,222   -5,215   21,444  -29,670   25,372   23,337   -2,296     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     34.7      0.9     69.8     56.2     86.7     91.8     13.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      45       37       16       93       77      145      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,619,188
COMMITMENTS
 738,371  323,265   86,133  1502538  1777570  2327042  2186968  292,146  432,220

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     27,836)
  -6,942  -16,444   13,808    2,490   35,503    9,356   32,867   18,480   -5,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     12.3      3.3     57.4     67.9     88.8     83.5     11.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      50       67       47      114      123      188      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,704,125
COMMITMENTS
 249,697  400,250   56,007  1137575  1004831  1443279  1461088  260,846  243,037

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:    113,993)
  38,795   48,905   21,137   45,861   66,258  105,793  136,300    8,200  -22,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     23.5      3.3     66.8     59.0     84.7     85.7     15.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      41       39       25       90       84      145      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      618,853
COMMITMENTS
 150,580  197,767   70,298  368,598  324,168  589,476  592,233   29,377   26,620

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     22,204)
  -2,057   -4,334   -4,281   30,562   25,735   24,224   17,120   -2,020    5,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     32.0     11.4     59.6     52.4     95.3     95.7      4.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      36       31       34       62       49      117       96
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       32,194
COMMITMENTS
  11,022    4,385      807    1,722   19,400   13,551   24,592   18,643    7,602

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        423)
  -1,129    1,895      204     -167   -3,140   -1,092   -1,041    1,515    1,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     13.6      2.5      5.3     60.3     42.1     76.4     57.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19       12        3        5       14       27       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,484
COMMITMENTS
  18,451    6,481       49   17,053   28,723   35,553   35,253    6,931    7,231

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:      1,400)
   2,249     -117        3       79      716    2,331      602     -931      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     15.3      0.1     40.1     67.6     83.7     83.0     16.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30       12        4       17       14       48       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,444
COMMITMENTS
  47,722   43,379      444   40,870   33,055   89,036   76,878   13,408   25,566

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:     16,871)
   4,320   10,874      -79   13,124    2,218   17,365   13,013     -494    3,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     42.3      0.4     39.9     32.3     86.9     75.0     13.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      34       53        3       21       23       58       76
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 04/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       46,181
COMMITMENTS
   2,346   16,037      337   43,212   27,822   45,895   44,196      286    1,985

CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST:        -72)
      86     -294        4     -171      255      -81      -35        9      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     34.7      0.7     93.6     60.2     99.4     95.7      0.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7       13        3       14        9       22       24
 

Updated April 27, 2007