WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      359,274
COMMITMENTS
  87,239   85,022   42,450  200,416  181,227  330,105  308,699   29,169   50,575

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,713)
   5,268    7,744   -4,960   -1,892      709   -1,584    3,493   -1,129   -6,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     23.7     11.8     55.8     50.4     91.9     85.9      8.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      86      107       86       60      102      213      239
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,257,301
COMMITMENTS
 347,970   97,146  154,103  604,732  782,145  1106805  1033394  150,496  223,907

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -21,410)
  15,600    4,482  -17,730  -12,111     -233  -14,241  -13,481   -7,169   -7,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      7.7     12.3     48.1     62.2     88.0     82.2     12.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      762)
     200      115      161      234      339      516      564
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,141
COMMITMENTS
   6,213        3      897    7,044   15,025   14,154   15,925    3,987    2,216

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -383)
     332       -1      -13     -309     -470       10     -484     -393      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      0.0      4.9     38.8     82.8     78.0     87.8     22.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        1       11       14       17       45       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,319
COMMITMENTS
 110,728   35,293   70,209  203,126  243,984  384,063  349,486   45,256   79,833

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:    -15,650)
  11,156   -2,176  -11,016  -10,404       51  -10,264  -13,141   -5,386   -2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      8.2     16.4     47.3     56.8     89.5     81.4     10.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     126       99      122      102      148      310      312
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,008
COMMITMENTS
  11,683    1,879      781        0      686   12,464    3,346    2,544   11,662

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -568)
    -150      148     -270        0       31     -420      -91     -148     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.8     12.5      5.2      0.0      4.6     83.0     22.3     17.0     77.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        7        7        0        3       14       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      302,670
COMMITMENTS
  91,937   13,153   40,194  140,970  232,868  273,101  286,215   29,569   16,455

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:        212)
   7,921   -2,078     -431   -6,055    3,516    1,435    1,007   -1,223     -795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      4.3     13.3     46.6     76.9     90.2     94.6      9.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      93       24       48       58       52      181      113
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      903,566
COMMITMENTS
 115,259  216,548   22,673  632,175  483,400  770,107  722,621  133,459  180,945

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     35,750)
  -7,204   25,500    8,654   36,827   -2,628   38,277   31,526   -2,527    4,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     24.0      2.5     70.0     53.5     85.2     80.0     14.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      25       48       30       66       85      110      145
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,148
COMMITMENTS
  49,065   23,826   27,430   97,897  135,110  174,392  186,366   36,756   24,782

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -2,447)
   5,328    2,494    1,241   -6,161   -6,481      408   -2,746   -2,855      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     11.3     13.0     46.4     64.0     82.6     88.3     17.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      53       32       46       51       52      135      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,060
COMMITMENTS
   4,245    2,149      927    7,058   10,633   12,230   13,709    2,830    1,351

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:       -813)
      73      529     -651       53     -477     -525     -599     -288     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     14.3      6.2     46.9     70.6     81.2     91.0     18.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      21       10       10       30       20       53       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,105,577
COMMITMENTS
 163,010  402,710   30,675  766,780  579,108  960,465  1012493  145,112   93,084

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     86,934)
     134   49,613   21,963   55,429    6,279   77,526   77,855    9,408    9,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     36.4      2.8     69.4     52.4     86.9     91.6     13.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      40       38       18       96       82      145      129
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,681,560
COMMITMENTS
 739,429  333,825   97,578  1551667  1832571  2388674  2263974  292,886  417,586

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     62,372)
   1,058   10,560   11,445   49,129   55,001   61,632   77,006      740  -14,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     12.4      3.6     57.9     68.3     89.1     84.4     10.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      50       67       53      112      123      188      217
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,767,579
COMMITMENTS
 291,931  396,892   65,643  1156603  1055337  1514177  1517872  253,402  249,707

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     63,454)
  42,234   -3,358    9,636   19,028   50,506   70,898   56,784   -7,444    6,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     22.5      3.7     65.4     59.7     85.7     85.9     14.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      43       38       25       90       85      146      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      640,677
COMMITMENTS
 135,489  222,305   88,619  366,266  312,577  590,374  623,501   50,303   17,176

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     21,824)
 -15,091   24,538   18,321   -2,332  -11,591      898   31,268   20,926   -9,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     34.7     13.8     57.2     48.8     92.1     97.3      7.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       29       35       60       45      117       90
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,074
COMMITMENTS
   9,477    6,192      540    2,659   16,096   12,676   22,828   16,398    6,246

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     -3,120)
  -1,545    1,807     -267      937   -3,304     -875   -1,764   -2,245   -1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     21.3      1.9      9.1     55.4     43.6     78.5     56.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       14        3        5       10       23       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,954
COMMITMENTS
  23,064    9,435       50   17,551   30,574   40,665   40,059    7,289    7,895

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      5,470)
   4,613    2,954        1      498    1,851    5,112    4,806      358      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     19.7      0.1     36.6     63.8     84.8     83.5     15.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      31       14        6       18       14       50       33
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      118,146
COMMITMENTS
  50,881   46,875      887   50,559   44,574  102,327   92,336   15,819   25,810

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:     15,702)
   3,159    3,496      443    9,689   11,519   13,291   15,458    2,411      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     39.7      0.8     42.8     37.7     86.6     78.2     13.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      37       54        5       19       29       59       85
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/01/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,191
COMMITMENTS
   2,268   16,954      375   44,514   27,996   47,157   45,325       34    1,866

CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST:      1,010)
     -78      917       38    1,302      174    1,262    1,129     -252     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     35.9      0.8     94.3     59.3     99.9     96.0      0.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       13        3       14        9       23       24
 

Updated April 27, 2007