WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      469,824
COMMITMENTS
  78,425   69,896   76,502  273,044  253,667  427,971  400,065   41,853   69,759

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -26,004)
    -522   -2,792  -27,999     -817    4,029  -29,338  -26,762    3,334      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     14.9     16.3     58.1     54.0     91.1     85.2      8.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     101      101      102       67       98      246      236
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,278,905
COMMITMENTS
 297,166  111,180  217,913  603,684  673,522  1118763  1002615  160,142  276,290

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -10,000)
   1,796   -8,002  -10,352   -3,468    8,618  -12,024   -9,736    2,024     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      8.7     17.0     47.2     52.7     87.5     78.4     12.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      685)
     177      144      145      198      284      463      506
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,031
COMMITMENTS
   6,859      190       58    2,974   10,840    9,891   11,088    3,140    1,943

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        962)
     423      -44      -30      241    1,199      634    1,125      328     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      1.5      0.4     22.8     83.2     75.9     85.1     24.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      28        4        2       11       14       41       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      378,618
COMMITMENTS
  68,192   85,959   50,234  204,912  163,969  323,338  300,162   55,280   78,456

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -567)
   4,105  -16,524   -9,477     -489   24,975   -5,861   -1,026    5,294      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     22.7     13.3     54.1     43.3     85.4     79.3     14.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     106      122      100       84      106      258      288
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,467
COMMITMENTS
  12,579    6,773      477      235      330   13,291    7,580    4,176    9,887

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,440)
     561      696      406       50       24    1,017    1,126      423      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.0     38.8      2.7      1.3      1.9     76.1     43.4     23.9     56.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       12        5        1        1       13       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      253,913
COMMITMENTS
  50,488   45,979   38,010  140,848  147,967  229,346  231,956   24,567   21,957

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -482)
    -598   -7,084   -1,609    2,781    9,685      574      992   -1,056   -1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     18.1     15.0     55.5     58.3     90.3     91.4      9.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      49       50       35       54       47      124      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      733,744
COMMITMENTS
 135,106  174,644    4,406  437,912  394,123  577,424  573,173  156,320  160,571

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -39,763)
 -27,051  -30,314    2,086   -2,167   -8,840  -27,132  -37,068  -12,631   -2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     23.8      0.6     59.7     53.7     78.7     78.1     21.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      44       30       17       58       75      106      118
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      209,122
COMMITMENTS
  31,959   49,081   31,216  113,183  105,806  176,358  186,103   32,764   23,019

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     -6,003)
    -327   -8,566      149   -5,570    2,629   -5,748   -5,788     -255     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     23.5     14.9     54.1     50.6     84.3     89.0     15.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      41       47       40       57       46      122      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,488
COMMITMENTS
   3,372    1,093    1,077    6,374   10,293   10,823   12,463    3,665    2,025

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:        771)
     144       58     -258      -41       84     -155     -116      926      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      7.5      7.4     44.0     71.0     74.7     86.0     25.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21       10        7       23       20       48       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      673,821
COMMITMENTS
 120,403  173,035    4,598  402,783  396,277  527,784  573,910  146,037   99,911

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    -22,472)
  -7,513   -9,522     -916  -10,174   -9,243  -18,603  -19,681   -3,869   -2,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     25.7      0.7     59.8     58.8     78.3     85.2     21.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      44       32        8       69       66      116      103
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,347,937
COMMITMENTS
 739,566  278,522   88,938  1175715  1573911  2004219  1941371  343,718  406,566

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:    106,828)
 -42,892   16,935   -5,006  144,804   74,294   96,906   86,223    9,922   20,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     11.9      3.8     50.1     67.0     85.4     82.7     14.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      65       74       43      114      111      208      199
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,423,060
COMMITMENTS
 235,797  194,564   21,857  894,716  924,891  1152370  1141312  270,690  281,748

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      4,043)
 -25,250  -27,539   -7,703   50,355   13,631   17,402  -21,611  -13,359   25,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     13.7      1.5     62.9     65.0     81.0     80.2     19.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      49       33       19       74       73      126      122
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      484,569
COMMITMENTS
  76,447   85,107  126,399  255,538  234,753  458,384  446,259   26,185   38,310

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      7,925)
 -12,070     -663   13,671    6,772   -7,595    8,373    5,413     -448    2,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     17.6     26.1     52.7     48.4     94.6     92.1      5.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      26       38       35       48       56       92      114
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       42,577
COMMITMENTS
   5,125   10,161    2,213   17,070   19,851   24,408   32,225   18,169   10,352

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      3,572)
   1,168       72      745    5,573    3,721    7,486    4,538   -3,914     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     23.9      5.2     40.1     46.6     57.3     75.7     42.7     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       20        5       14       14       30       38
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,300
COMMITMENTS
  16,474    9,920        5   19,838   42,272   36,317   52,197   24,983    9,103

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:      1,491)
   1,907      879       -2       64       23    1,969      900     -478      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     16.2      0.0     32.4     69.0     59.2     85.2     40.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20       15        1       16       15       36       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,447
COMMITMENTS
  36,445   18,776      407   82,179   57,330  119,031   76,513   10,416   52,934

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:     10,867)
   2,893     -579       -5    5,712   11,317    8,600   10,733    2,267      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     14.5      0.3     63.5     44.3     92.0     59.1      8.0     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       27        3       18       28       51       57
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,203
COMMITMENTS
   3,450   10,703      877   33,333   26,035   37,660   37,615      543      588

CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST:       -487)
       0      -32      450   -1,363   -1,333     -913     -915      426      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     28.0      2.3     87.3     68.1     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8       10        4       15        9       24       22
 

Updated October 13, 2006