WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,753
COMMITMENTS
  83,391   64,266  111,480  225,131  221,548  420,002  397,294   32,751   55,459

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      6,866)
   4,716    5,475    3,124     -264    3,554    7,576   12,153     -711   -5,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     14.2     24.6     49.7     48.9     92.8     87.8      7.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      98      107      121       76      110      262      261
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,845,252
COMMITMENTS
 268,645   76,684  546,768  816,479  934,398  1631892  1557850  213,360  287,402

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      2,149)
  16,535    2,922      819   -9,900    6,826    7,454   10,567   -5,305   -8,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      4.2     29.6     44.2     50.6     88.4     84.4     11.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      802)
     186      152      242      324      377      646      665
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,311
COMMITMENTS
   5,535       29    1,795    7,921   15,195   15,250   17,018    4,061    2,292

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -370)
     261       -6       28     -289     -471        0     -449     -370       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      0.1      9.3     41.0     78.7     79.0     88.1     21.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      23        4       13       16       18       47       31
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      550,492
COMMITMENTS
  91,189   27,216  154,031  242,673  273,647  487,893  454,894   62,600   95,598

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -627)
  10,128   -6,936    5,152  -10,975    3,764    4,306    1,981   -4,933   -2,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      4.9     28.0     44.1     49.7     88.6     82.6     11.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
     137      112      165      136      157      375      353
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,008
COMMITMENTS
  11,683    1,879      781        0      686   12,464    3,346    2,544   11,662

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -568)
    -150      148     -270        0       31     -420      -91     -148     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.8     12.5      5.2      0.0      4.6     83.0     22.3     17.0     77.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        7        7        0        3       14       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      333,678
COMMITMENTS
  89,401   13,661   55,608  156,707  246,217  301,717  315,487   31,961   18,191

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      4,333)
  10,321   -1,743      -81   -5,344    6,534    4,896    4,711     -563     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      4.1     16.7     47.0     73.8     90.4     94.5      9.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      85       33       58       61       63      187      131
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,038,680
COMMITMENTS
 114,093  205,640   88,400  690,650  548,527  893,143  842,567  145,537  196,113

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     38,153)
  -8,575   26,770   12,998   34,292   -7,454   38,714   32,314     -561    5,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     19.8      8.5     66.5     52.8     86.0     81.1     14.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      32       45       51       77       94      138      161
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      234,024
COMMITMENTS
  40,082   24,194   43,509  111,624  140,295  195,215  207,998   38,809   26,026

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -553)
   4,812    2,501    2,899   -5,742   -5,904    1,970     -503   -2,523      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     10.3     18.6     47.7     59.9     83.4     88.9     16.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      45       40       55       59       55      143      132
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,217
COMMITMENTS
   3,943    2,082    1,788    7,508   10,917   13,239   14,788    2,978    1,430

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -795)
    -107      348     -465       57     -464     -514     -581     -281     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     12.8     11.0     46.3     67.3     81.6     91.2     18.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       15       11       31       21       56       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,118,102
COMMITMENTS
 162,196  406,139   35,247  771,779  581,692  969,221  1023077  148,881   95,025

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     86,730)
     148   49,674   21,439   55,346    6,751   76,932   77,863    9,798    8,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     36.3      3.2     69.0     52.0     86.7     91.5     13.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      41       37       24       98       84      153      131
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,094,282
COMMITMENTS
 730,310  323,105  273,057  1769246  2055126  2772613  2651288  321,669  442,994

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     95,219)
   1,337   16,049   22,389   59,297   62,183   83,023  100,621   12,196   -5,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     10.4      8.8     57.2     66.4     89.6     85.7     10.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      46       79       73      135      142      223      252
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,938,944
COMMITMENTS
 270,934  385,888  157,032  1244772  1135960  1672737  1678880  266,207  260,064

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     85,153)
  35,332       66   16,248   38,313   62,007   89,893   78,322   -4,740    6,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     19.9      8.1     64.2     58.6     86.3     86.6     13.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      45       38       40      100       98      163      158
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      846,704
COMMITMENTS
 168,127  241,792  213,844  409,932  369,124  791,904  824,761   54,801   21,944

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -92,919)
  -4,955   32,276  -63,604  -44,896  -51,646 -113,455  -82,974   20,537   -9,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     28.6     25.3     48.4     43.6     93.5     97.4      6.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      47       33       54       63       56      137      117
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       30,459
COMMITMENTS
   9,528    5,943    1,104    2,867   16,332   13,498   23,379   16,961    7,080

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,478)
  -1,511    1,773     -560      901   -3,345   -1,171   -2,133   -2,308   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3     19.5      3.6      9.4     53.6     44.3     76.8     55.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15       14        7        7       12       27       28
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,115
COMMITMENTS
  24,061   10,240    1,022   18,576   31,256   43,660   42,519    7,455    8,596

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      6,209)
   4,804    2,988      326      682    2,083    5,812    5,398      396      811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.1     20.0      2.0     36.3     61.1     85.4     83.2     14.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      31       14       12       20       15       54       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,800
COMMITMENTS
  51,033   47,493    1,739   52,906   45,823  105,678   95,055   16,121   26,745

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     16,779)
   3,198    3,708      624   10,427   11,936   14,249   16,268    2,530      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9     39.0      1.4     43.4     37.6     86.8     78.0     13.2     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      38       56       18       20       31       72       91
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,191
COMMITMENTS
   2,268   16,954      375   44,514   27,996   47,157   45,325       34    1,866

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      1,010)
     -78      917       38    1,302      174    1,262    1,129     -252     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     35.9      0.8     94.3     59.3     99.9     96.0      0.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       13        3       14        9       23       24
 

Updated April 27, 2007