WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,199
COMMITMENTS
  74,457   64,244  128,209  242,986  227,797  445,651  420,250   32,547   57,949

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,147)
     523      759    4,065   -1,139   -2,811    3,449    2,013      698    2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     13.4     26.8     50.8     47.6     93.2     87.9      6.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     112      114      140       82      109      285      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,040,518
COMMITMENTS
 339,682   64,835  614,950  840,783  1046272  1795414  1726057  245,104  314,461

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     -4,180)
 -32,657   -1,796   21,745   20,393  -10,816    9,481    9,133  -13,661  -13,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      3.2     30.1     41.2     51.3     88.0     84.6     12.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      848)
     250      134      278      329      392      700      708
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,346
COMMITMENTS
   4,829      580    1,326    9,313   15,590   15,468   17,496    3,878    1,850

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:        163)
     558     -471     -299     -218      911       40      141      123       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      3.0      6.9     48.1     80.6     80.0     90.4     20.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      23        9        8       18       17       48       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      610,320
COMMITMENTS
 105,167   28,258  162,503  251,771  312,438  519,441  503,199   90,879  107,121

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      1,729)
   4,552   -6,955   -3,504     -727   10,276      321     -184    1,408    1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      4.6     26.6     41.3     51.2     85.1     82.4     14.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     151       95      146      132      157      357      340
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,550
COMMITMENTS
  10,983    2,305      724      182      694   11,889    3,723    2,661   10,827

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      1,297)
   1,463      613       87        5       19    1,555      719     -258      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.5     15.8      5.0      1.3      4.8     81.7     25.6     18.3     74.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        6        7        2        3       18       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      301,952
COMMITMENTS
  73,560    9,242   59,665  139,110  215,570  272,335  284,477   29,617   17,475

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      5,171)
     355   -9,632    4,562    1,037   13,688    5,954    8,619     -783   -3,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      3.1     19.8     46.1     71.4     90.2     94.2      9.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      79       25       48       60       59      169      115
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,077,627
COMMITMENTS
 131,997  184,760  119,691  663,217  589,884  914,905  894,335  162,722  183,292

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:    -42,285)
  15,313   -1,362  -27,567  -32,497  -11,978  -44,751  -40,908    2,466   -1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     17.1     11.1     61.5     54.7     84.9     83.0     15.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      39       40       49       87       93      149      159
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      236,946
COMMITMENTS
  54,506   16,064   38,817   96,418  156,542  189,740  211,423   47,206   25,524

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     -1,152)
  -4,161   -8,249    1,644      830    5,781   -1,687     -824      535     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      6.8     16.4     40.7     66.1     80.1     89.2     19.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      60       32       51       60       58      156      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,186
COMMITMENTS
   6,210      698    1,955    7,321   15,360   15,486   18,012    3,700    1,173

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:        138)
     280     -251      -29      -91      510      159      230      -21      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      3.6     10.2     38.2     80.1     80.7     93.9     19.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      24        6        7       28       24       57       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      854,561
COMMITMENTS
 112,696  222,942   23,997  620,167  526,219  756,859  773,157   97,702   81,404

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,120)
 -10,599  -27,917    3,819   51,963   49,997   45,183   25,899  -41,064  -21,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     26.1      2.8     72.6     61.6     88.6     90.5     11.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      37       40       17       86       81      131      130
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,877,003
COMMITMENTS
 637,895  245,266  299,472  1589240  1936094  2526607  2480832  350,396  396,171

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:    146,163)
  42,083   -2,297   19,959   60,091  143,597  122,133  161,260   24,030  -15,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      8.5     10.4     55.2     67.3     87.8     86.2     12.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      67       75       75      134      147      239      259
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,620,671
COMMITMENTS
 182,974  273,685  127,050  1032190  960,323  1342214  1361058  278,457  259,613

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     52,331)
 -63,664   15,639   12,710   89,265    5,759   38,311   34,108   14,020   18,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     16.9      7.8     63.7     59.3     82.8     84.0     17.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      38       38       41       95       88      161      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      876,481
COMMITMENTS
 213,217  161,642  258,965  366,828  423,825  839,010  844,432   37,472   32,050

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     75,702)
  25,211   16,265  -16,182   66,571   77,490   75,599   77,574      103   -1,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     18.4     29.5     41.9     48.4     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      56       27       51       58       58      134      116
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       41,779
COMMITMENTS
  10,838    8,561    2,744    9,654   23,436   23,236   34,741   18,543    7,038

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     -1,568)
    -566      375     -102      970   -1,239      302     -966   -1,870     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     20.5      6.6     23.1     56.1     55.6     83.2     44.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      22       17       14       13       15       43       38
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       80,292
COMMITMENTS
  30,701    6,258    5,289   20,960   60,628   56,950   72,174   23,342    8,118

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      5,864)
    -858      454    3,559    1,297    1,347    3,997    5,359    1,867      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2      7.8      6.6     26.1     75.5     70.9     89.9     29.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      28       18       20       21       18       59       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      170,961
COMMITMENTS
  43,644   63,836    7,997  102,974   52,973  154,615  124,806   16,346   46,154

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:     29,935)
    -137       56    4,545   21,684   20,463   26,092   25,064    3,843    4,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     37.3      4.7     60.2     31.0     90.4     73.0      9.6     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      40       41       35       30       27       88       86
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       57,951
COMMITMENTS
   2,599   22,067    2,965   50,694   29,597   56,258   54,629    1,693    3,322

CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST:      4,875)
     146    2,073      416    2,775     -803    3,337    1,686    1,538    3,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     38.1      5.1     87.5     51.1     97.1     94.3      2.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       11        4       13       11       24       25
 

Updated March 16, 2007