WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,128
COMMITMENTS
  70,145   68,439  100,648  247,579  219,951  418,372  389,038   33,756   63,090

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -5,145)
  -1,999    6,839   -2,857     -462  -10,028   -5,318   -6,046      173      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     15.1     22.3     54.8     48.6     92.5     86.0      7.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      93      104      116       69      101      246      268
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,485,266
COMMITMENTS
 402,322   70,237  226,410  662,744  912,259  1291476  1208906  193,790  276,360

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -2,171)
  -7,294   -6,223    6,555  -10,040   -9,641  -10,779   -9,309    8,608    7,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      4.7     15.2     44.6     61.4     87.0     81.4     13.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      781)
     251       96      197      248      336      583      576
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,778
COMMITMENTS
   5,355      120      641    8,029   14,926   14,025   15,687    3,753    2,091

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        999)
     143      -17      117      527      706      787      806      212      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      0.7      3.6     45.2     84.0     78.9     88.2     21.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      32        3       10       15       14       50       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      441,976
COMMITMENTS
 128,492   36,451   71,038  181,540  249,565  381,070  357,054   60,906   84,922

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     11,383)
    -681   -4,754    7,156    1,722    7,273    8,197    9,675    3,186    1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      8.2     16.1     41.1     56.5     86.2     80.8     13.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     134       76      111       92      134      300      278
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,584
COMMITMENTS
  10,204    3,978    1,345      239    1,021   11,788    6,344    3,796    9,240

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        185)
    -117      137       81       15       40      -21      258      206      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.5     25.5      8.6      1.5      6.6     75.6     40.7     24.4     59.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        6       11        2        3       18       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      259,792
COMMITMENTS
  70,037    7,325   43,358  114,690  190,868  228,085  241,551   31,707   18,241

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -1,040)
     -70   -4,048    1,330   -1,726    2,988     -466      270     -574   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      2.8     16.7     44.1     73.5     87.8     93.0     12.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      79       20       38       56       55      161      100
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      893,358
COMMITMENTS
 142,069  209,288   16,589  608,329  484,400  766,987  710,277  126,371  183,081

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     54,277)
   2,090       26    2,295   42,394   47,966   46,779   50,287    7,498    3,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     23.4      1.9     68.1     54.2     85.9     79.5     14.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      35       38       19       69       78      113      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      217,580
COMMITMENTS
  56,247   20,232   26,470   99,340  152,407  182,057  199,109   35,523   18,471

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      9,588)
   3,328      289    1,449    2,275    7,247    7,052    8,985    2,536      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      9.3     12.2     45.7     70.0     83.7     91.5     16.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      74       27       44       54       54      154      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,199
COMMITMENTS
   5,303      587      847    7,582   14,473   13,732   15,907    3,467    1,292

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -266)
    -412      201     -111      306     -471     -217     -381      -49      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      3.4      4.9     44.1     84.2     79.8     92.5     20.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27        3        7       29       22       58       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      788,759
COMMITMENTS
 136,954  225,480    4,627  522,879  431,725  664,460  661,832  124,299  126,927

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     30,278)
   7,194   -7,568     -262   26,013   29,528   32,945   21,698   -2,667    8,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     28.6      0.6     66.3     54.7     84.2     83.9     15.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      42       38       12       84       67      130      113
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,412,726
COMMITMENTS
 632,355  378,953   75,880  1400097  1530132  2108332  1984965  304,394  427,761

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     13,657)
 -40,563      736   11,188   55,300   41,551   25,925   53,475  -12,268  -39,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     15.7      3.1     58.0     63.4     87.4     82.3     12.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      63       62       32      115      114      190      196
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,522,255
COMMITMENTS
 242,488  220,636   38,190  1033030  959,333  1313708  1218159  208,547  304,096

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     15,004)
  22,712  -39,367    7,321  -12,566   19,436   17,467  -12,610   -2,463   27,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     14.5      2.5     67.9     63.0     86.3     80.0     13.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       36       24       80       81      132      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      463,980
COMMITMENTS
 130,538   87,501   85,238  217,763  263,376  433,539  436,115   30,441   27,865

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     38,633)
  11,371    7,088   14,653   14,614   13,816   40,638   35,557   -2,005    3,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     18.9     18.4     46.9     56.8     93.4     94.0      6.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      24       34       35       52       49       97       98
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:        9,989
COMMITMENTS
   2,953      668      344      828    5,647    4,125    6,659    5,864    3,330

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        263)
    -382       -4      227      -68     -105     -223      118      486      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      6.7      3.4      8.3     56.5     41.3     66.7     58.7     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        1        3        7       11       11
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       36,750
COMMITMENTS
  11,143    5,068    1,640    7,197   23,543   19,980   30,251   16,770    6,499

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -7,067)
  -1,243   -1,342      408   -4,394      -16   -5,229     -950   -1,838   -6,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     13.8      4.5     19.6     64.1     54.4     82.3     45.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17       11        8        8       15       28       31
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,239
COMMITMENTS
  27,491    5,467       48   19,714   56,986   47,253   62,501   22,986    7,738

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,599)
     883      567        8      308      453    1,199    1,028      400      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      7.8      0.1     28.1     81.1     67.3     89.0     32.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       14        6       19       14       44       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,197
COMMITMENTS
  48,229   56,068      356   61,122   22,741  109,707   79,165   10,490   41,032

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,318)
     867    2,020     -281    1,020    2,412    1,606    4,151     -288   -2,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     46.6      0.3     50.9     18.9     91.3     65.9      8.7     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       37        5       20       20       61       58
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 01/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       43,477
COMMITMENTS
   2,130   15,763      548   40,677   27,041   43,355   43,352      122      125

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -2,189)
    -983     -578      155   -1,362   -1,770   -2,190   -2,193        1        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     36.3      1.3     93.6     62.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       10        3       12       11       21       23
 

Updated February 2, 2007