WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      484,551
COMMITMENTS
  72,978   75,405  135,445  243,548  213,729  451,971  424,579   32,580   59,972

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:      6,352)
  -1,480   11,161    7,237      563  -14,068    6,319    4,329       33    2,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     15.6     28.0     50.3     44.1     93.3     87.6      6.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     102      129      139       82      108      276      305
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,069,720
COMMITMENTS
 333,816   60,086  638,497  848,951  1056676  1821264  1755259  248,455  314,461

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     29,201)
  -5,866   -4,749   23,548    8,168   10,403   25,850   29,202    3,351       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      2.9     30.8     41.0     51.1     88.0     84.8     12.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      840)
     252      133      278      328      388      697      702
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       20,204
COMMITMENTS
   5,665       41    1,340    8,913   16,865   15,917   18,246    4,287    1,959

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        859)
     836     -538       14     -400    1,274      449      750      409      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      0.2      6.6     44.1     83.5     78.8     90.3     21.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      30        5        9       18       16       54       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      629,459
COMMITMENTS
 110,375   29,546  170,137  257,353  321,755  537,866  521,438   91,594  108,021

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     19,139)
   5,208    1,288    7,635    5,582    9,317   18,425   18,239      715      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      4.7     27.0     40.9     51.1     85.4     82.8     14.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     164       93      155      134      158      376      343
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,156
COMMITMENTS
  11,329    2,654      581      182      682   12,092    3,917    3,064   11,239

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        606)
     346      349     -143        0      -12      203      194      403      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     17.5      3.8      1.2      4.5     79.8     25.8     20.2     74.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        9        8        2        3       16       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      315,477
COMMITMENTS
  78,058   10,229   63,316  144,589  224,294  285,963  297,839   29,514   17,638

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     13,525)
   4,498      987    3,651    5,479    8,725   13,628   13,362     -103      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      3.2     20.1     45.8     71.1     90.6     94.4      9.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      84       31       55       62       61      181      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,047,141
COMMITMENTS
 121,511  185,429  110,273  666,038  585,103  897,822  880,804  149,318  166,336

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:    -30,486)
 -10,486      669   -9,418    2,821   -4,781  -17,083  -13,530  -13,404  -16,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     17.7     10.5     63.6     55.9     85.7     84.1     14.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      40       40       47       85       93      147      158
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      237,675
COMMITMENTS
  52,084   16,795   42,159   95,123  152,048  189,366  211,002   48,308   26,672

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        728)
  -2,422      731    3,342   -1,295   -4,494     -374     -420    1,102    1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      7.1     17.7     40.0     64.0     79.7     88.8     20.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      57       34       54       57       58      153      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,821
COMMITMENTS
   4,666      689    1,634    7,821   14,337   14,121   16,660    3,700    1,161

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     -1,365)
  -1,544       -9     -321      499   -1,022   -1,366   -1,352        0      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.9      9.2     43.9     80.5     79.2     93.5     20.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23        5        9       27       23       54       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      920,008
COMMITMENTS
 117,644  244,486   17,991  649,652  549,945  785,286  812,421  134,722  107,587

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     65,447)
   4,948   21,544   -6,006   29,484   23,726   28,427   39,264   37,020   26,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     26.6      2.0     70.6     59.8     85.4     88.3     14.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      39       34       17       83       82      131      124
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,902,163
COMMITMENTS
 700,574  228,226  285,575  1577628  2015808  2563777  2529608  338,386  372,555

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     25,160)
  62,679  -17,040  -13,897  -11,612   79,714   37,170   48,776  -12,010  -23,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      7.9      9.8     54.4     69.5     88.3     87.2     11.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      69       72       74      138      151      245      259
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,656,052
COMMITMENTS
 174,120  314,734  140,964  1082428  956,474  1397511  1412171  258,540  243,880

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     35,381)
  -8,854   41,049   13,914   50,237   -3,850   55,297   51,113  -19,917  -15,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     19.0      8.5     65.4     57.8     84.4     85.3     15.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      41       39       42       91       92      158      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      945,758
COMMITMENTS
 181,870  180,599  278,858  441,553  452,151  902,281  911,609   43,477   34,149

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:     69,277)
 -31,347   18,957   19,893   74,725   28,326   63,271   67,177    6,006    2,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     19.1     29.5     46.7     47.8     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      51       30       54       61       60      135      122
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       42,299
COMMITMENTS
  11,643    6,128    2,481    8,832   25,595   22,956   34,204   19,343    8,095

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:        520)
     805   -2,433     -263     -822    2,159     -280     -537      800    1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     14.5      5.9     20.9     60.5     54.3     80.9     45.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21       13       12       10       14       39       31
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,219
COMMITMENTS
  16,538    5,311      879   16,413   28,471   33,830   34,661    6,388    5,558

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:    -40,073)
 -14,163     -947   -4,410   -4,547  -32,156  -23,119  -37,513  -16,954   -2,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     13.2      2.2     40.8     70.8     84.1     86.2     15.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24       10        8       17       14       44       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       73,227
COMMITMENTS
  34,310   27,572    1,085   27,357   29,320   62,751   57,977   10,475   15,250

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:    -97,734)
  -9,334  -36,263   -6,913  -75,617  -23,653  -91,864  -66,829   -5,870  -30,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     37.7      1.5     37.4     40.0     85.7     79.2     14.3     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      32       39       14       22       26       63       70
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       45,021
COMMITMENTS
   4,087   16,046      333   40,340   26,735   44,760   43,114      261    1,907

CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST:    -12,930)
   1,488   -6,021   -2,632  -10,354   -2,862  -11,498  -11,515   -1,432   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     35.6      0.7     89.6     59.4     99.4     95.8      0.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10       11        2       13       10       23       23
 

Updated March 23, 2007