WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      454,387
COMMITMENTS
  69,735   72,762   99,203  251,032  220,294  419,970  392,259   34,417   62,128

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      2,259)
    -410    4,323   -1,445    3,453      343    1,598    3,221      661     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     16.0     21.8     55.2     48.5     92.4     86.3      7.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      97      119      124       70      102      256      280
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,488,786
COMMITMENTS
 407,330   80,353  227,688  660,308  907,034  1295326  1215075  193,460  273,711

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      3,520)
   5,008   10,116    1,278   -2,436   -5,225    3,850    6,169     -330   -2,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      5.4     15.3     44.4     60.9     87.0     81.6     13.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      801)
     256      103      211      256      334      608      591
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,851
COMMITMENTS
   5,550      114      603    9,162   16,283   15,315   17,000    3,536    1,851

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,073)
     195       -6      -38    1,133    1,357    1,290    1,313     -217     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      0.6      3.2     48.6     86.4     81.2     90.2     18.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      30        3        9       18       18       52       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      461,503
COMMITMENTS
 143,740   36,050   68,990  185,742  266,713  398,472  371,753   63,031   89,750

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     19,527)
  15,248     -401   -2,048    4,202   17,148   17,402   14,699    2,125    4,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      7.8     14.9     40.2     57.8     86.3     80.6     13.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     151       82      114       97      140      318      289
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,469
COMMITMENTS
  11,628    5,057    1,220      239    1,033   13,087    7,310    4,382   10,159

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,885)
   1,424    1,079     -125        0       12    1,299      966      586      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     28.9      7.0      1.4      5.9     74.9     41.8     25.1     58.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      14        8       12        2        3       19       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      275,698
COMMITMENTS
  85,181   15,637   42,427  116,054  201,766  243,662  259,830   32,036   15,868

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     15,906)
  15,144    8,312     -931    1,364   10,898   15,577   18,279      329   -2,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      5.7     15.4     42.1     73.2     88.4     94.2     11.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      87       27       46       54       56      174      110
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      893,751
COMMITMENTS
 130,727  203,984   19,728  614,361  482,315  764,816  706,027  128,935  187,724

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:        393)
 -11,342   -5,304    3,139    6,032   -2,085   -2,171   -4,250    2,564    4,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     22.8      2.2     68.7     54.0     85.6     79.0     14.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      35       45       25       70       80      115      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      220,617
COMMITMENTS
  59,464   17,963   25,738   97,076  157,232  182,278  200,933   38,339   19,684

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      3,037)
   3,217   -2,269     -732   -2,264    4,825      221    1,824    2,816    1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      8.1     11.7     44.0     71.3     82.6     91.1     17.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      72       27       47       54       52      156      111
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,458
COMMITMENTS
   4,706      674      741    7,426   13,716   12,873   15,131    3,585    1,327

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -741)
    -597       87     -106     -156     -757     -859     -776      118       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      4.1      4.5     45.1     83.3     78.2     91.9     21.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      28        3        6       25       20       53       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      821,706
COMMITMENTS
 130,063  242,273   12,206  548,717  441,188  690,986  695,667  130,720  126,039

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     32,947)
  -6,891   16,793    7,579   25,838    9,463   26,526   33,835    6,421     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     29.5      1.5     66.8     53.7     84.1     84.7     15.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      43       41       14       76       70      123      121
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,368,690
COMMITMENTS
 602,080  341,932   81,400  1408614  1556503  2092094  1979835  276,596  388,855

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:    -44,036)
 -30,275  -37,021    5,520    8,517   26,371  -16,238   -5,130  -27,798  -38,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     14.4      3.4     59.5     65.7     88.3     83.6     11.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      68       60       35      115      122      194      206
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,548,259
COMMITMENTS
 227,097  269,685   38,527  1065630  951,703  1331254  1259915  217,005  288,344

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     26,004)
 -15,391   49,049      337   32,600   -7,630   17,546   41,756    8,458  -15,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     17.4      2.5     68.8     61.5     86.0     81.4     14.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      36       45       28       80       83      131      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      387,497
COMMITMENTS
 110,052   73,789   81,849  165,500  206,646  357,401  362,284   30,096   25,213

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:    -76,483)
 -20,486  -13,712   -3,389  -52,263  -56,730  -76,138  -73,831     -345   -2,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     19.0     21.1     42.7     53.3     92.2     93.5      7.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      28       29       36       49       44       97       91
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       38,492
COMMITMENTS
  10,773    4,713    1,539    7,220   22,297   19,532   28,549   18,960    9,943

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,742)
    -370     -355     -101       23   -1,246     -448   -1,702    2,190    3,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     12.2      4.0     18.8     57.9     50.7     74.2     49.3     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21       10        3        6       12       28       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       71,833
COMMITMENTS
  29,631    7,114       49   19,477   57,402   49,157   64,565   22,676    7,268

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,594)
   2,140    1,647        1     -237      416    1,904    2,064     -310     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      9.9      0.1     27.1     79.9     68.4     89.9     31.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       17        5       18       13       43       33
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,736
COMMITMENTS
  52,919   53,166      403   58,159   26,302  111,481   79,871   12,255   43,865

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      3,539)
   4,690   -2,902       47   -2,963    3,561    1,774      706    1,765    2,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     43.0      0.3     47.0     21.3     90.1     64.5      9.9     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      42       35        6       23       20       69       57
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,153
COMMITMENTS
   3,106   16,620      398   40,528   27,029   44,032   44,047      121      106

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:        676)
     976      857     -150     -149      -12      677      695       -1      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     37.6      0.9     91.8     61.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       11        3       13       11       21       24
 

Updated February 9, 2007