WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      456,239
COMMITMENTS
  82,258   61,883   82,493  254,188  250,674  418,939  395,050   37,300   61,189

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:    -13,417)
  -3,120   -1,605   -1,891   -8,294   -8,893  -13,305  -12,389     -112   -1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     13.6     18.1     55.7     54.9     91.8     86.6      8.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     107       93      110       66      103      258      246
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,374,941
COMMITMENTS
 316,392   97,394  227,746  670,587  764,563  1214725  1089703  160,216  285,238

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     33,405)
  -3,461    3,114   17,022   18,419    9,249   31,980   29,385    1,425    4,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      7.1     16.6     48.8     55.6     88.3     79.3     11.7     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      732)
     202      125      169      222      308      515      539
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,878
COMMITMENTS
   6,073      135      181    5,298   12,369   11,552   12,685    3,326    2,193

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:        912)
    -267      -65      140      874      684      747      759      165      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      0.9      1.2     35.6     83.1     77.6     85.3     22.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        3        5       15       17       42       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      375,802
COMMITMENTS
  68,240   45,483   58,419  200,978  193,603  327,637  297,505   48,165   78,297

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -8,972)
 -12,592   -4,567     -395    6,427   -2,348   -6,560   -7,310   -2,412   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     12.1     15.5     53.5     51.5     87.2     79.2     12.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     105       89      111       80      125      260      284
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,691
COMMITMENTS
   8,598    3,061    1,979        0      197   10,577    5,237    3,114    8,454

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -3,642)
    -482   -4,079    1,421     -235     -143      704   -2,801   -4,346     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     22.4     14.5      0.0      1.4     77.3     38.3     22.7     61.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        8        8        0        1       15       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      261,414
COMMITMENTS
  65,286   15,814   35,307  126,752  189,404  227,345  240,525   34,069   20,889

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      8,171)
   5,751      433   -3,826    3,435    9,258    5,360    5,865    2,811    2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      6.0     13.5     48.5     72.5     87.0     92.0     13.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      71       22       33       55       49      146       95
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      763,166
COMMITMENTS
 117,406  177,189   11,409  485,775  398,176  614,590  586,774  148,576  176,392

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     42,071)
  15,802    7,702      -40   11,429   23,684   27,191   31,346   14,880   10,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     23.2      1.5     63.7     52.2     80.5     76.9     19.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      39       35       17       70       71      117      115
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      209,182
COMMITMENTS
  46,806   22,829   32,786   92,689  134,187  172,281  189,802   36,901   19,380

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      7,186)
   8,106   -6,589    1,989   -4,427   11,832    5,668    7,232    1,518      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     10.9     15.7     44.3     64.1     82.4     90.7     17.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      55       27       41       56       47      141      103
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,422
COMMITMENTS
   2,568    1,576    1,769    7,415    9,628   11,752   12,973    2,670    1,449

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:        241)
    -359       51      557      304     -163      502      445     -261     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     10.9     12.3     51.4     66.8     81.5     90.0     18.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      16       14        9       25       21       48       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      671,383
COMMITMENTS
 137,333  159,333    3,120  387,180  391,778  527,633  554,231  143,750  117,152

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -5,830)
  -4,741  -11,383      945      522   17,917   -3,274    7,479   -2,556  -13,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     23.7      0.5     57.7     58.4     78.6     82.6     21.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      34       32        7       67       70      104      106
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,413,564
COMMITMENTS
 740,137  364,629   72,116  1283711  1562980  2095964  1999725  317,600  413,839

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:   -105,092)
 -36,311   13,179   -1,713  -98,692 -146,330 -136,716 -134,864   31,624   29,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     15.1      3.0     53.2     64.8     86.8     82.9     13.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      56       79       37      124      121      203      214
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,407,654
COMMITMENTS
 212,173  206,776   17,384  922,121  897,473  1151678  1121633  255,976  286,021

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -2,109)
  23,373    7,224     -674  -45,303  -27,236  -22,604  -20,686   20,495   18,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     14.7      1.2     65.5     63.8     81.8     79.7     18.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      41       36       15       76       81      122      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      472,463
COMMITMENTS
  55,742   74,915  121,765  267,876  239,589  445,383  436,269   27,080   36,194

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:    -13,011)
  -4,541  -13,648   -8,801    7,772    9,605   -5,570  -12,844   -7,441     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     15.9     25.8     56.7     50.7     94.3     92.3      5.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      28       37       35       48       62       91      119
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       49,533
COMMITMENTS
  15,370    3,545    3,259    9,808   32,559   28,437   39,363   21,096   10,170

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      4,642)
   8,025   -2,211    2,176   -4,195    5,776    6,006    5,741   -1,364   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      7.2      6.6     19.8     65.7     57.4     79.5     42.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       10        5       13       20       38       33
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,777
COMMITMENTS
  18,080   12,167       23   20,344   42,654   38,447   54,844   24,330    7,933

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:       -664)
     811      252        7      329     -300    1,147      -41   -1,811     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     19.4      0.0     32.4     67.9     61.2     87.4     38.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       17        3       18       15       47       34
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,463
COMMITMENTS
  41,290   24,022      573   79,061   57,374  120,924   81,969   10,539   49,494

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:     -4,884)
     832   -1,419      -44   -5,232    2,254   -4,444      791     -440   -5,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     18.3      0.4     60.1     43.6     92.0     62.4      8.0     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      30       33        3       15       31       47       65
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/31/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       43,126
COMMITMENTS
   1,874   14,967      508   40,504   27,412   42,886   42,887      240      239

CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST:      1,171)
     163    2,578   -1,278    2,193     -225    1,078    1,075       93       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     34.7      1.2     93.9     63.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       12        4       14       10       23       24
 

Updated November 3, 2006