WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      397,362
COMMITMENTS
  93,920   79,849   61,013  209,544  199,009  364,477  339,871   32,885   57,491

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     31,893)
  11,822   -2,445    5,928    6,964   21,832   24,714   25,315    7,179    6,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     20.1     15.4     52.7     50.1     91.7     85.5      8.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     110      111      108       62      100      248      261
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,267,354
COMMITMENTS
 357,317  108,118  161,911  591,210  774,243  1110438  1044272  156,916  223,082

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      7,249)
  18,360  -18,044       22  -16,739   21,432    1,643    3,410    5,606    3,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      8.5     12.8     46.6     61.1     87.6     82.4     12.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      760)
     205      124      181      240      334      540      574
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,860
COMMITMENTS
   7,803    1,424      674    6,150   14,612   14,627   16,710    4,233    2,150

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        624)
     703       42     -366      160      992      497      668      127      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      7.6      3.6     32.6     77.5     77.6     88.6     22.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      28        5        8       18       18       52       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      551,445
COMMITMENTS
 189,374   46,309   83,169  218,708  337,033  491,251  466,511   60,194   84,934

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     38,056)
  18,814     -153   10,001    3,180   23,953   31,995   33,801    6,061    4,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      8.4     15.1     39.7     61.1     89.1     84.6     10.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      491)
     181       85      143      107      167      369      352
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,923
COMMITMENTS
  15,444    3,348      581        0    1,083   16,025    5,012    3,898   14,911

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,416)
   1,218    1,271      143        0       78    1,361    1,492    1,055      924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.5     16.8      2.9      0.0      5.4     80.4     25.2     19.6     74.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      17       10        6        0        4       17       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      332,718
COMMITMENTS
  94,400   16,463   44,518  160,652  253,378  299,570  314,359   33,148   18,359

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     21,490)
     140   -2,796    5,197   13,119   19,215   18,456   21,616    3,034     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      4.9     13.4     48.3     76.2     90.0     94.5     10.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      90       31       47       65       60      187      120
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      928,170
COMMITMENTS
 117,718  257,541   16,835  654,154  456,261  788,707  730,637  139,463  197,533

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:    -98,152)
  -5,519   16,216   -7,700  -68,986  -67,252  -82,205  -58,736  -15,947  -39,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     27.7      1.8     70.5     49.2     85.0     78.7     15.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      28       50       20       73       77      113      135
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      220,887
COMMITMENTS
  60,113   18,504   21,811   98,192  160,894  180,116  201,209   40,771   19,678

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      9,717)
   6,680   -2,409   -1,074    4,998   13,695   10,604   10,212     -887     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      8.4      9.9     44.5     72.8     81.5     91.1     18.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      70       26       41       57       58      147      116
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,066
COMMITMENTS
   4,648    2,565      586    7,915   11,389   13,149   14,540    2,917    1,526

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:        715)
     -63      135     -378      945      644      504      401      211      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     16.0      3.6     49.3     70.9     81.8     90.5     18.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      23       14        9       33       21       57       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      997,991
COMMITMENTS
 159,589  305,963   14,792  682,916  578,143  857,297  898,898  140,694   99,093

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:   -162,954)
 -25,166  -36,113  -53,944  -26,332  -19,584 -105,442 -109,641  -57,512  -53,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     30.7      1.5     68.4     57.9     85.9     90.1     14.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      39       35       16       95       74      141      118
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,784,615
COMMITMENTS
 675,848  462,159   58,926  1743893  1808688  2478667  2329773  305,948  454,842

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:   -201,632)
-132,965   11,446  -43,993    9,048 -140,855 -167,910 -173,402  -33,722  -28,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     16.6      2.1     62.6     65.0     89.0     83.7     11.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      62       71       43      123      126      203      222
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,651,328
COMMITMENTS
 207,369  347,183   46,637  1164001  951,442  1418007  1345262  233,321  306,066

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:   -182,878)
  -5,126   -1,080  -44,178  -65,004  -96,375 -114,308 -141,633  -68,570  -41,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     21.0      2.8     70.5     57.6     85.9     81.5     14.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      47       47       23       87       85      143      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      452,166
COMMITMENTS
  80,211  157,259   57,583  277,912  217,096  415,706  431,938   36,460   20,228

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:   -143,080)
  -9,017  -39,945  -38,428  -98,169  -60,372 -145,614 -138,745    2,534   -4,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     34.8     12.7     61.5     48.0     91.9     95.5      8.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      26       25       31       48       41       92       81
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,828
COMMITMENTS
   6,331    6,184      449    3,620   12,582   10,400   19,215   13,428    4,613

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -2,111)
   1,136      244   -1,096   -1,305       32   -1,265     -820     -846   -1,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     26.0      1.9     15.2     52.8     43.6     80.6     56.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       15        3        7       11       21       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,559
COMMITMENTS
  25,005   12,097    1,378   17,312   31,238   43,695   44,713    8,864    7,846

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      2,292)
   1,598    1,961      696      -75     -273    2,219    2,384       73      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     23.0      2.6     32.9     59.4     83.1     85.1     16.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      39       17       10       16       15       56       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      133,258
COMMITMENTS
  31,788   60,379    4,107   84,856   46,608  120,751  111,094   12,507   22,164

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:     -1,904)
  -4,892    2,957    1,625      -72   -5,316   -3,339     -734    1,435   -1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     45.3      3.1     63.7     35.0     90.6     83.4      9.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       56       16       25       29       75       88
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 06/05/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       64,551
COMMITMENTS
   1,759   23,439      464   62,111   38,445   64,334   62,348      217    2,203

CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST:      3,728)
    -265    3,329      -48    4,397      632    4,084    3,913     -356     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     36.3      0.7     96.2     59.6     99.7     96.6      0.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       13        4       14        7       22       22
 

Updated June 8, 2007