WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      360,226
COMMITMENTS
  78,268   83,757   53,246  203,824  172,855  335,338  309,858   24,888   50,368

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -7,142)
  -5,070    2,135    2,108      497  -10,015   -2,465   -5,772   -4,677   -1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     23.3     14.8     56.6     48.0     93.1     86.0      6.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      84      122      101       64       98      223      263
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,242,385
COMMITMENTS
 339,569  113,902  158,532  595,962  756,710  1094063  1029144  148,322  213,241

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -26,882)
  -9,699    2,659   -8,240   -9,194  -14,336  -27,133  -19,917      251   -6,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      9.2     12.8     48.0     60.9     88.1     82.8     11.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      764)
     192      133      180      229      334      519      581
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,128
COMMITMENTS
   6,511    1,533      807    6,862   13,722   14,180   16,062    3,948    2,066

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        266)
     791    1,402     -138     -339     -926      314      338      -48      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      8.5      4.5     37.9     75.7     78.2     88.6     21.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      26        4       11       17       17       48       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      486,231
COMMITMENTS
 155,525   36,973   72,476  209,030  298,612  437,031  408,061   49,200   78,170

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     31,396)
  24,010    4,111    3,221    5,115   25,857   32,346   33,189     -950   -1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      7.6     14.9     43.0     61.4     89.9     83.9     10.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     161       83      125      107      163      337      330
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,263
COMMITMENTS
  13,770    2,046      514        0      981   14,284    3,541    2,979   13,722

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      1,309)
   1,675     -118      -57        0      299    1,618      124     -309    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.8     11.9      3.0      0.0      5.7     82.7     20.5     17.3     79.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        6        7        0        4       15       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      301,725
COMMITMENTS
  91,778   16,494   37,036  144,873  230,778  273,687  284,308   28,038   17,417

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      3,048)
      77    2,634      275    4,176   -2,240    4,528      669   -1,480    2,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      5.5     12.3     48.0     76.5     90.7     94.2      9.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      91       30       44       58       55      177      113
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,000,702
COMMITMENTS
 132,633  236,606   25,113  714,901  546,796  872,647  808,515  128,055  192,187

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     67,181)
   4,831   15,281     -864   71,215   43,715   75,182   58,132   -8,001    9,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     23.6      2.5     71.4     54.6     87.2     80.8     12.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      36       41       31       80       84      132      141
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      208,348
COMMITMENTS
  51,127   23,386   22,012   94,890  142,273  168,029  187,671   40,319   20,677

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -7,126)
     359   -2,944   -1,759   -6,787     -178   -8,187   -4,881    1,061   -2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     11.2     10.6     45.5     68.3     80.6     90.1     19.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      59       33       40       54       53      136      116
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,930
COMMITMENTS
   4,687    2,218      902    6,848   10,760   12,437   13,880    2,493    1,050

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -144)
    -185      361       47      198     -361       60       47     -204     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     14.9      6.0     45.9     72.1     83.3     93.0     16.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       12        9       32       19       56       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,233,003
COMMITMENTS
 198,266  379,075   66,105  759,522  711,196  1023893  1156376  209,110   76,627

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     95,048)
   1,813  -70,968   29,469    2,019  148,222   33,301  106,723   61,747  -11,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     30.7      5.4     61.6     57.7     83.0     93.8     17.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      54       34       23      102       83      165      131
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,977,848
COMMITMENTS
 826,798  426,592  116,500  1777217  2073928  2720515  2617020  257,333  360,828

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     46,961)
  -1,909   37,852   -1,466  107,975   54,043  104,600   90,429  -57,639  -43,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     14.3      3.9     59.7     69.6     91.4     87.9      8.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      60       75       49      123      128      208      227
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,748,744
COMMITMENTS
 237,268  353,175  130,300  1151123  1001665  1518691  1485140  230,053  263,604

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:    -24,436)
 -38,402  -30,423   30,651    7,269  -25,755     -482  -25,527  -23,954    1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     20.2      7.5     65.8     57.3     86.8     84.9     13.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      46       37       31       99       90      159      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      583,254
COMMITMENTS
  87,119  194,490   96,060  364,142  265,793  547,321  556,343   35,933   26,911

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      9,365)
    -782   13,499    3,735    6,285  -11,272    9,238    5,962      127    3,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     33.3     16.5     62.4     45.6     93.8     95.4      6.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      34       29       36       62       47      117       93
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,826
COMMITMENTS
   6,905    7,750      717    5,398   13,376   13,020   21,843   15,806    6,983

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:     -1,088)
    -834     -897      128     -157     -964     -863   -1,733     -225      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     26.9      2.5     18.7     46.4     45.2     75.8     54.8     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13       17        3        8       12       23       30
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,620
COMMITMENTS
  23,275   10,534       62   16,563   30,610   39,900   41,206    8,720    7,414

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:        446)
   1,146      194       29   -1,174    1,540        1    1,763      445   -1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     21.7      0.1     34.1     63.0     82.1     84.8     17.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      37       17        8       15       15       53       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      134,383
COMMITMENTS
  40,145   56,888      862   84,120   53,565  125,127  111,315    9,256   23,068

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:       -854)
 -17,033    2,169     -266   20,866     -207    3,567    1,696   -4,421   -2,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     42.3      0.6     62.6     39.9     93.1     82.8      6.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      40       58       10       19       29       67       89
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/22/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,094
COMMITMENTS
   2,068   16,957      333   47,506   30,812   49,907   48,102      187    1,992

CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST:      2,078)
      53      299      -42    2,037    1,838    2,048    2,095       30      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     33.9      0.7     94.8     61.5     99.6     96.0      0.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7       13        2       14       10       21       25
 

Updated May 25, 2007