WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      526,032
COMMITMENTS
  69,121   58,013  143,354  275,097  259,827  487,572  461,194   38,460   64,838

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     12,288)
  -5,530    3,118   10,988    5,639   -1,964   11,097   12,142    1,191      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     11.0     27.3     52.3     49.4     92.7     87.7      7.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     119      111      141       80      109      283      297
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,982,035
COMMITMENTS
 318,152   71,817  606,944  854,154  985,298  1779250  1664058  202,785  317,977

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     19,135)
 -21,414   14,076   32,671   19,015  -29,003   30,271   17,744  -11,137    1,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      3.6     30.6     43.1     49.7     89.8     84.0     10.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      760)
     196      125      221      304      366      608      625
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,906
COMMITMENTS
   4,089      109    1,231    7,215   12,605   12,535   13,945    3,371    1,961

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -222)
    -381        6      -19      559     -221      159     -234     -381       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      0.7      7.7     45.4     79.2     78.8     87.7     21.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25        6        8       13       14       44       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      498,726
COMMITMENTS
  90,737   35,831  132,372  214,540  243,179  437,650  411,382   61,076   87,344

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        773)
  -1,903    2,770    1,822    1,096   -5,677    1,016   -1,085     -243    1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      7.2     26.5     43.0     48.8     87.8     82.5     12.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     131       81      129      117      140      319      297
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      284,729
COMMITMENTS
  60,860   17,758   53,874  139,304  189,671  254,038  261,304   30,691   23,425

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -2,921)
  -1,987    2,568     -575    1,282   -5,197   -1,279   -3,204   -1,641      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      6.2     18.9     48.9     66.6     89.2     91.8     10.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      65       29       48       61       60      158      119
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      945,487
COMMITMENTS
 117,541  169,196   84,348  602,498  511,324  804,388  764,868  141,099  180,619

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      8,879)
  11,580  -10,093    5,325  -11,536    5,950    5,369    1,181    3,509    7,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     17.9      8.9     63.7     54.1     85.1     80.9     14.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      44       41       47       79       84      145      150
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      206,766
COMMITMENTS
  31,389   23,744   35,018  109,028  128,033  175,434  186,794   31,331   19,971

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -123)
  -4,328      338    1,070    2,920   -2,726     -338   -1,318      215    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     11.5     16.9     52.7     61.9     84.8     90.3     15.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      45       37       51       58       53      141      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,202
COMMITMENTS
   4,567      762    1,152    7,093   13,458   12,812   15,372    3,390      830

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:        835)
     513     -403     -198      144    1,446      459      845      375      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      4.7      7.1     43.8     83.1     79.1     94.9     20.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      25        7        7       30       22       59       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      794,141
COMMITMENTS
 145,110  219,022    7,302  496,788  434,513  649,200  660,838  144,941  133,303

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     35,688)
  11,012   22,108     -104   11,182    7,513   22,090   29,516   13,599    6,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     27.6      0.9     62.6     54.7     81.7     83.2     18.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      42       32       12       73       66      121      104
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,757,248
COMMITMENTS
 573,709  322,301  250,039  1640153  1766313  2463901  2338652  293,347  418,595

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     24,243)
  -8,840   28,607   -4,377   42,604   -6,890   29,387   17,340   -5,144    6,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     11.7      9.1     59.5     64.1     89.4     84.8     10.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      57       74       62      128      132      216      237
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,580,187
COMMITMENTS
 182,355  234,582  107,361  1057388  949,917  1347104  1291859  233,083  288,328

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     64,095)
  22,380   -9,639    2,551   58,347   54,537   83,279   47,449  -19,184   16,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     14.8      6.8     66.9     60.1     85.2     81.8     14.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      42       31       29       93       89      147      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      589,207
COMMITMENTS
  99,492   64,886  208,129  244,640  290,123  552,261  563,138   36,945   26,068

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     41,527)
   1,463   -5,251   22,493   14,233   22,560   38,189   39,802    3,338    1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     11.0     35.3     41.5     49.2     93.7     95.6      6.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      35       34       52       54       52      115      113
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:        9,631
COMMITMENTS
   2,397      716      401      882    6,058    3,680    7,175    5,951    2,456

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -1,432)
     103     -349       -6       69       50      166     -305   -1,597   -1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      7.4      4.2      9.2     62.9     38.2     74.5     61.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        1        4       10       11       14
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       40,162
COMMITMENTS
   7,752    6,153    2,790    9,051   20,270   19,593   29,213   20,569   10,950

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:     -6,611)
  -6,007    1,239       54    3,047   -7,985   -2,906   -6,692   -3,705       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     15.3      6.9     22.5     50.5     48.8     72.7     51.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20       14       14       15       16       40       39
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,900
COMMITMENTS
  24,880    7,437      630   18,786   51,505   44,296   59,572   23,604    8,328

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      2,198)
     433      743      -67   -1,607     -153   -1,240      523    3,438    1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     11.0      0.9     27.7     75.9     65.2     87.7     34.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21       16        7       17       13       42       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,355
COMMITMENTS
  42,507   48,962    2,112   54,436   14,403   99,056   65,477   11,299   44,878

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:      2,054)
     364    3,766       87    1,689   -3,561    2,140      292      -86    1,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     44.4      1.9     49.3     13.1     89.8     59.3     10.2     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       37       16       21       18       63       61
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       45,266
COMMITMENTS
   2,615   15,430      393   42,022   28,938   45,030   44,761      236      505

CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST:       -412)
    -583     -103        0       73     -598     -510     -701       98      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     34.1      0.9     92.8     63.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       12        2       11       11       20       24
 

Updated January 12, 2007