WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      399,301
COMMITMENTS
 100,329   78,560   61,521  203,190  201,432  365,040  341,513   34,261   57,788

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     11,290)
   1,328   -1,569   10,377     -299    2,657   11,406   11,465     -116     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     19.7     15.4     50.9     50.4     91.4     85.5      8.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     111      119      110       68      113      261      277
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,197,980
COMMITMENTS
 335,700  140,854  145,936  579,359  700,854  1060995  987,644  136,985  210,336

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      7,865)
   9,155     -213    6,457   -9,389   -4,404    6,223    1,840    1,642    6,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     11.8     12.2     48.4     58.5     88.6     82.4     11.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      747)
     185      139      147      239      325      496      562
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,245
COMMITMENTS
   6,408       10        8    5,574   13,635   11,990   13,653    3,255    1,592

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:         63)
      45        4      -66      -50      218      -71      156      134      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      0.1      0.1     36.6     89.4     78.6     89.6     21.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      26        1        2       14       16       40       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      543,396
COMMITMENTS
 182,802   43,809   82,681  220,145  338,149  485,628  464,639   57,768   78,757

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     10,651)
  13,460    2,060   -3,417    1,718   13,955   11,761   12,598   -1,110   -1,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      8.1     15.2     40.5     62.2     89.4     85.5     10.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     179      103      132      113      181      371      365
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,026
COMMITMENTS
  17,291    4,776      487        0    1,091   17,778    6,354    3,248   14,672

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      1,401)
     644      271      385        0       42    1,029      698      372      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.2     22.7      2.3      0.0      5.2     84.6     30.2     15.4     69.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13       14        7        0        4       15       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      288,470
COMMITMENTS
  81,661   13,012   37,732  141,823  224,207  261,216  274,951   27,254   13,519

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        189)
   2,227      317     -201   -1,234    1,532      792    1,648     -603   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      4.5     13.1     49.2     77.7     90.6     95.3      9.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      90       28       46       57       57      175      117
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      994,393
COMMITMENTS
 118,694  242,866    9,024  730,660  548,808  858,378  800,698  136,015  193,695

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        334)
 -28,219  -12,609     -251    3,593   15,105  -24,877    2,245   25,211   -1,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     24.4      0.9     73.5     55.2     86.3     80.5     13.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      23       51       26       81       79      116      144
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      213,250
COMMITMENTS
  65,192    7,617   25,606   82,255  159,452  173,053  192,675   40,197   20,575

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      6,313)
   6,199   -2,501      230   -1,845    8,519    4,584    6,248    1,729       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      3.6     12.0     38.6     74.8     81.2     90.4     18.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      68       21       42       59       51      153      100
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,300
COMMITMENTS
   4,885    2,074      954    6,886   11,034   12,725   14,062    2,575    1,238

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        408)
    -237      143      291      115     -136      169      298      239      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     13.6      6.2     45.0     72.1     83.2     91.9     16.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       11        9       28       20       54       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,000,761
COMMITMENTS
 208,901  241,901   12,168  653,189  652,061  874,258  906,130  126,503   94,631

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      9,443)
  -7,162      -70      621   12,104    1,231    5,563    1,782    3,880    7,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     24.2      1.2     65.3     65.2     87.4     90.5     12.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      48       38       12      101       75      153      121
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,852,436
COMMITMENTS
 773,959  493,723   90,758  1698532  1818871  2563249  2403352  289,187  449,084

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     68,899)
 -17,713   49,836   28,133   35,085    3,055   45,505   81,024   23,394  -12,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     17.3      3.2     59.5     63.8     89.9     84.3     10.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      56       88       39      116      136      191      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,580,218
COMMITMENTS
 335,639  361,305   26,369  991,359  926,810  1353367  1314484  226,851  265,734

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     26,973)
  36,845   16,570   -1,248  -24,411   18,040   11,186   33,362   15,787   -6,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     22.9      1.7     62.7     58.7     85.6     83.2     14.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      51       35       21       83       84      142      132
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      452,188
COMMITMENTS
 107,370  139,346   46,391  268,987  247,563  422,748  433,300   29,440   18,888

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:     16,605)
  28,091    4,262   -3,438   -6,668   14,701   17,985   15,525   -1,380    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     30.8     10.3     59.5     54.7     93.5     95.8      6.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      28       29       28       44       44       93       82
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,795
COMMITMENTS
   4,758    5,066      946    2,640   10,895    8,344   16,907   13,451    4,888

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        640)
   1,465      881       46     -453     -412    1,058      515     -418      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     23.2      4.3     12.1     50.0     38.3     77.6     61.7     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       10        5        6        9       24       20
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       32,509
COMMITMENTS
  13,554   11,561       46   13,582   12,951   27,182   24,558    5,327    7,951

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        961)
     891      640       -3     -417       48      471      685      490      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     35.6      0.1     41.8     39.8     83.6     75.5     16.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      24       12        4       14       11       40       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,704
COMMITMENTS
  29,199   32,541      955   38,265   36,914   68,419   70,410   14,285   12,294

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:      2,606)
   2,938    3,298     -150   -1,645   -2,378    1,143      770    1,463    1,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     39.3      1.2     46.3     44.6     82.7     85.1     17.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      35       41        5       25       17       63       60
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       63,913
COMMITMENTS
   2,137   16,285      611   60,997   44,841   63,745   61,737      168    2,176

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:        552)
    -158      144      323    1,288    1,045    1,453    1,512     -901     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     25.5      1.0     95.4     70.2     99.7     96.6      0.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7       14        3       16        9       23       26
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 07/10/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,563
COMMITMENTS
   1,359    3,603       69   21,135   18,396   22,563   22,068        0      495

CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     16.0      0.3     93.7     81.5    100.0     97.8      0.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        8        1        3        7        9       15
 

Updated July 13, 2007