WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      371,660
COMMITMENTS
  79,073   79,279   58,438  201,275  176,589  338,786  314,306   32,874   57,354

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    -14,733)
   2,377  -12,118   -3,896  -13,118    1,767  -14,637  -14,247      -96     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     21.3     15.7     54.2     47.5     91.2     84.6      8.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      84      127      103       66      100      228      269
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,363,284
COMMITMENTS
 358,148   95,965  221,270  613,652  803,786  1193070  1121021  170,214  242,263

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    -35,858)
  -3,606    8,728  -13,533  -14,015  -27,123  -31,154  -31,928   -4,704   -3,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      7.0     16.2     45.0     59.0     87.5     82.2     12.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      799)
     230      116      192      267      344      587      596
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,096
COMMITMENTS
   6,635       82      794    6,513   15,763   13,942   16,639    5,154    2,457

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     -1,372)
    -165       10      -57     -864   -1,452   -1,086   -1,499     -286      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      0.4      4.2     34.1     82.5     73.0     87.1     27.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      31        4       11       17       17       56       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,956
COMMITMENTS
 121,395   36,714   87,269  220,029  276,415  428,693  400,398   54,263   82,558

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:       -478)
 -11,659   -1,198   12,787    4,487   -8,415    5,615    3,174   -6,093   -3,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      7.6     18.1     45.6     57.2     88.8     82.9     11.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     153       84      144      120      154      362      343
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,576
COMMITMENTS
  11,833    1,731    1,051        0      655   12,884    3,437    2,692   12,139

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     -1,989)
  -2,082   -2,653      579      -33     -240   -1,536   -2,314     -453      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     11.1      6.7      0.0      4.2     82.7     22.1     17.3     77.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        7        9        0        3       17       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      314,848
COMMITMENTS
  93,598   12,267   43,357  144,334  237,816  281,289  293,440   33,559   21,408

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     -8,765)
  -7,385      743   -5,841    3,284   -6,000   -9,942  -11,098    1,177    2,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      3.9     13.8     45.8     75.5     89.3     93.2     10.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      95       20       54       66       57      186      122
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      890,178
COMMITMENTS
 119,629  231,185   11,699  642,638  463,771  773,966  706,655  116,212  183,523

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:      9,972)
 -32,384   25,878    2,263   35,677  -16,962    5,556   11,179    4,416   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     26.0      1.3     72.2     52.1     86.9     79.4     13.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      22       51       28       63       85      101      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      220,311
COMMITMENTS
  46,262   20,800   29,266  103,252  144,109  178,780  194,175   41,531   26,136

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        115)
  -3,301      779    1,417    4,687      358    2,803    2,554   -2,688   -2,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      9.4     13.3     46.9     65.4     81.1     88.1     18.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      58       29       50       61       59      149      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,929
COMMITMENTS
   4,328    1,253    1,541    6,745   11,447   12,614   14,241    3,315    1,688

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        536)
      53      -10      362     -135     -172      280      180      256      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      7.9      9.7     42.3     71.9     79.2     89.4     20.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      24        8       11       24       16       51       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      995,567
COMMITMENTS
 153,733  294,875   13,927  689,907  602,499  857,567  911,301  138,000   84,266

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        185)
    -765  -19,269      899    8,003   26,608    8,137    8,238   -7,952   -8,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     29.6      1.4     69.3     60.5     86.1     91.5     13.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      40       42       15       87       76      134      126
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,591,352
COMMITMENTS
 745,313  339,709   72,325  1500048  1742067  2317686  2154101  273,666  437,251

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     36,720)
 -16,486   -9,573   10,892   30,384      119   24,790    1,438   11,930   35,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     13.1      2.8     57.9     67.2     89.4     83.1     10.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      55       75       44      123      128      202      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,590,132
COMMITMENTS
 210,902  351,345   34,870  1091714  938,573  1337486  1324788  252,646  265,344

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     22,722)
  20,703    9,612    7,063  -19,758   12,534    8,008   29,209   14,714   -6,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     22.1      2.2     68.7     59.0     84.1     83.3     15.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      40       39       26       89       79      142      131
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      596,649
COMMITMENTS
 152,637  202,101   74,579  338,036  298,433  565,252  575,113   31,397   21,536

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:    -13,258)
  -5,919    2,761   -2,016   -3,151   -7,773  -11,086   -7,028   -2,172   -6,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     33.9     12.5     56.7     50.0     94.7     96.4      5.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       30       32       61       46      112       91
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       10,783
COMMITMENTS
   2,101    1,779      356    1,423    5,506    3,880    7,641    6,903    3,142

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     16.5      3.3     13.2     51.1     36.0     70.9     64.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        3        7       11       12
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,771
COMMITMENTS
  12,151    2,490      603    1,889   22,540   14,643   25,633   17,128    6,138

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        -83)
    -122      590       -7     -492     -384     -621      199      538     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      7.8      1.9      5.9     70.9     46.1     80.7     53.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      24        9        4        4       15       30       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,084
COMMITMENTS
  16,202    6,598       46   16,974   28,007   33,222   34,651    7,862    6,433

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:        621)
    -750       95      -31      -41      -61     -822        3    1,443      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     16.1      0.1     41.3     68.2     80.9     84.3     19.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23       11        4       16       14       40       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,573
COMMITMENTS
  43,402   32,505      523   27,746   30,837   71,671   63,865   13,902   21,708

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:     11,498)
   4,288    5,528      -13    4,470   -1,074    8,745    4,441    2,753    7,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     38.0      0.6     32.4     36.0     83.8     74.6     16.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      27       49        2       23       23       52       72
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 04/17/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       46,253
COMMITMENTS
   2,260   16,331      333   43,383   27,567   45,976   44,231      277    2,022

CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST:       -364)
    -312      250        0     -171     -659     -483     -409      119       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     35.3      0.7     93.8     59.6     99.4     95.6      0.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       13        2       14        9       22       24
 

Updated April 20, 2007