WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      530,072
COMMITMENTS
  82,629   63,299  134,495  275,626  268,807  492,750  466,602   37,322   63,471

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      2,430)
   3,130   -1,685   -2,400    1,020    6,589    1,750    2,504      679      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     11.9     25.4     52.0     50.7     93.0     88.0      7.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     100      129      155       67       96      285      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,666,137
COMMITMENTS
 291,812   80,085  476,659  692,755  793,931  1461225  1350674  204,912  315,463

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     -5,083)
  -7,371  -30,353    7,445    5,777    8,755    5,851  -14,152  -10,934    9,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      4.8     28.6     41.6     47.7     87.7     81.1     12.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      764)
     218      125      252      278      328      612      629
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,095
COMMITMENTS
   7,324      444    1,214    3,956   12,041   12,494   13,699    3,601    2,396

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        394)
     303       80      192      264      -84      759      188     -365      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.5      2.8      7.5     24.6     74.8     77.6     85.1     22.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27        5        8       11       17       43       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      416,774
COMMITMENTS
  57,226   63,515  102,936  196,252  159,600  356,413  326,050   60,361   90,723

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:    -10,787)
  -5,637    3,625  -11,968    8,950   -1,491   -8,655   -9,834   -2,132     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     15.2     24.7     47.1     38.3     85.5     78.2     14.5     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     107      129      157      113      120      323      333
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,158
COMMITMENTS
  13,792    4,852      172        0      441   13,964    5,465    3,194   11,693

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        876)
     754      623      -55        0        8      699      576      177      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.4     28.3      1.0      0.0      2.6     81.4     31.9     18.6     68.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11       14        5        0        2       12       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      313,126
COMMITMENTS
  94,087   20,865   50,853  139,893  225,215  284,833  296,933   28,293   16,193

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     11,844)
   4,776    2,012   -4,567   15,026   15,285   15,235   12,730   -3,391     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      6.7     16.2     44.7     71.9     91.0     94.8      9.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      94       31       46       52       50      170      114
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,022,197
COMMITMENTS
  81,938  172,914  183,030  619,700  465,279  884,668  821,223  137,529  200,974

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     13,609)
   5,494    6,164   11,175    9,829   -5,663   26,497   11,676  -12,888    1,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     16.9     17.9     60.6     45.5     86.5     80.3     13.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      32       59       54       92      101      156      182
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      224,584
COMMITMENTS
  31,464   54,739   36,996  126,209  110,447  194,670  202,183   29,914   22,401

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     22,629)
   3,601   12,153      785   17,874    9,424   22,260   22,362      368      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     24.4     16.5     56.2     49.2     86.7     90.0     13.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      45       59       39       55       51      116      141
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,532
COMMITMENTS
   4,491      411    1,157    4,690   11,256   10,337   12,823    4,194    1,708

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:        190)
      21      -33     -222       56      259     -146        4      336      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      2.8      8.0     32.3     77.5     71.1     88.2     28.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26        7        7       21       23       50       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      593,417
COMMITMENTS
 130,117  132,367   15,212  337,983  342,662  483,312  490,241  110,105  103,176

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     11,885)
  -5,443    5,102      498   13,649   12,063    8,704   17,662    3,181   -5,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     22.3      2.6     57.0     57.7     81.4     82.6     18.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      30       30       18       60       73       96      116
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,686,759
COMMITMENTS
 546,251  408,621  309,740  1550487  1557886  2406478  2276247  280,282  410,513

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     49,271)
  26,600   34,654    5,341   23,947    9,751   55,888   49,746   -6,618     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     15.2     11.5     57.7     58.0     89.6     84.7     10.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      62       75       76      142      143      235      263
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,428,499
COMMITMENTS
 263,241  267,221  153,598  827,754  718,931  1244594  1139751  183,905  288,748

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     37,602)
   8,293   57,552   28,932   15,685  -26,979   52,911   59,505  -15,308  -21,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     18.7     10.8     57.9     50.3     87.1     79.8     12.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      46       52       46       87       97      151      177
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      806,934
COMMITMENTS
 124,159  107,108  298,003  336,767  357,618  758,929  762,728   48,005   44,206

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:     34,233)
 -32,004  -16,847   19,023   38,202   23,305   25,221   25,481    9,011    8,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     13.3     36.9     41.7     44.3     94.1     94.5      5.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      40       48       62       74       79      142      165
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       30,870
COMMITMENTS
   5,828    2,394    2,209    7,284   16,796   15,321   21,398   15,549    9,471

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      3,209)
  -2,453    1,054    1,034    2,641      883    1,221    2,971    1,987      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      7.8      7.2     23.6     54.4     49.6     69.3     50.4     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        8        8        9        9       26       20
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,536
COMMITMENTS
  13,929    4,463    1,025   17,057   48,641   32,011   54,130   26,525    4,406

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      1,621)
    -410      771      331    1,831    2,799    1,751    3,901     -130   -2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      7.6      1.8     29.1     83.1     54.7     92.5     45.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       14        8       17       15       38       33
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,279
COMMITMENTS
  56,456   25,634    4,734   30,934   21,668   92,124   52,036   12,155   52,243

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:      7,894)
   1,580    4,904      333    3,625    3,478    5,538    8,715    2,357     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.1     24.6      4.5     29.7     20.8     88.3     49.9     11.7     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      31       23       16       24       19       63       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,671
COMMITMENTS
   5,534    2,235      238    8,658   12,056   14,430   14,529      241      142

CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST:         95)
       0     -286        0      -74      362      -74       76      169       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     15.2      1.6     59.0     82.2     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       11        3       13       12       19       25
 

Updated July 21, 2006