WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      365,469
COMMITMENTS
  82,098   82,294   55,085  202,580  177,177  339,763  314,556   25,706   50,913

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      5,243)
   3,830   -1,463    1,839   -1,244    4,322    4,425    4,698      818      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     22.5     15.1     55.4     48.5     93.0     86.1      7.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      82      113      107       62       96      226      257
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,260,105
COMMITMENTS
 338,957  126,162  161,889  607,949  752,811  1108795  1040862  151,310  219,243

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     17,720)
    -612   12,260    3,357   11,987   -3,899   14,732   11,718    2,988    6,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     10.0     12.8     48.2     59.7     88.0     82.6     12.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      763)
     184      146      172      239      332      520      579
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,236
COMMITMENTS
   7,100    1,382    1,040    5,990   13,620   14,130   16,042    4,106    2,194

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        108)
     589     -151      233     -872     -102      -50      -20      158      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      7.6      5.7     32.8     74.7     77.5     88.0     22.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      25        4       11       20       17       53       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      513,389
COMMITMENTS
 170,560   46,462   73,168  215,528  313,080  459,256  432,710   54,133   80,679

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     27,158)
  15,035    9,489      692    6,498   14,468   22,225   24,649    4,933    2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      9.1     14.3     42.0     61.0     89.5     84.3     10.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      464)
     157       85      124      111      167      342      335
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,507
COMMITMENTS
  14,226    2,077      438        0    1,005   14,664    3,520    2,843   13,987

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        244)
     456       31      -76        0       24      380      -21     -136      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.3     11.9      2.5      0.0      5.7     83.8     20.1     16.2     79.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        8        6        0        4       14       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      311,228
COMMITMENTS
  94,260   19,259   39,321  147,533  234,163  281,114  292,743   30,114   18,485

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      9,503)
   2,482    2,765    2,285    2,660    3,385    7,427    8,435    2,076    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      6.2     12.6     47.4     75.2     90.3     94.1      9.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      94       27       48       58       56      181      119
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,026,322
COMMITMENTS
 123,237  241,325   24,535  723,140  523,513  870,912  789,373  155,410  236,949

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     25,620)
  -9,396    4,719     -578    8,239  -23,283   -1,735  -19,142   27,355   44,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     23.5      2.4     70.5     51.0     84.9     76.9     15.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      29       43       23       77       74      120      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,170
COMMITMENTS
  53,433   20,913   22,885   93,194  147,199  169,512  190,997   41,658   20,173

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      2,822)
   2,306   -2,473      873   -1,696    4,926    1,483    3,326    1,339     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      9.9     10.8     44.1     69.7     80.3     90.4     19.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      64       31       40       55       57      140      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,351
COMMITMENTS
   4,711    2,430      964    6,970   10,745   12,645   14,139    2,706    1,212

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        421)
      24      212       62      122      -15      208      259      213      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     15.8      6.3     45.4     70.0     82.4     92.1     17.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       12        9       32       21       56       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,160,945
COMMITMENTS
 184,755  342,076   68,736  709,248  597,727  962,739  1008539  198,206  152,406

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:    -72,058)
 -13,511  -36,999    2,631  -50,274 -113,469  -61,154 -147,837  -10,904   75,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     29.5      5.9     61.1     51.5     82.9     86.9     17.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      45       31       22       98       77      150      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,986,247
COMMITMENTS
 808,813  450,713  102,919  1734845  1949543  2646577  2503175  339,670  483,072

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      8,399)
 -17,985   24,121  -13,581  -42,372 -124,385  -73,938 -113,845   82,337  122,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     15.1      3.4     58.1     65.3     88.6     83.8     11.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      66       64       47      125      122      206      219
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,834,206
COMMITMENTS
 212,495  348,263   90,815  1229005  1047817  1532315  1486895  301,891  347,311

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     85,462)
 -24,773   -4,912  -39,485   77,882   46,152   13,624    1,755   71,838   83,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     19.0      5.0     67.0     57.1     83.5     81.1     16.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      48       38       34       95       89      155      150
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      595,246
COMMITMENTS
  89,228  197,204   96,011  376,081  277,468  561,320  570,683   33,926   24,563

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     11,992)
   2,109    2,714      -49   11,939   11,675   13,999   14,340   -2,007   -2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     33.1     16.1     63.2     46.6     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      33       29       36       56       46      112       91
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,939
COMMITMENTS
   5,195    5,940    1,545    4,925   12,550   11,665   20,035   14,274    5,904

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     -2,887)
  -1,710   -1,810      828     -473     -826   -1,355   -1,808   -1,532   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     22.9      6.0     19.0     48.4     45.0     77.2     55.0     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       15        5        6       12       19       28
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,267
COMMITMENTS
  23,407   10,136      682   17,387   31,511   41,476   42,329    8,791    7,938

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:      1,647)
     132     -398      620      824      901    1,576    1,123       71      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     20.2      1.4     34.6     62.7     82.5     84.2     17.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      37       17       10       17       16       55       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      135,162
COMMITMENTS
  36,680   57,422    2,482   84,928   51,924  124,090  111,828   11,072   23,334

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:        779)
  -3,465      534    1,620      808   -1,641   -1,037      513    1,816      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     42.5      1.8     62.8     38.4     91.8     82.7      8.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      37       52       10       22       31       68       84
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/29/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       60,823
COMMITMENTS
   2,024   20,110      512   57,714   37,813   60,250   58,435      573    2,388

CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST:     10,729)
     -44    3,153      179   10,208    7,001   10,343   10,333      386      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     33.1      0.8     94.9     62.2     99.1     96.1      0.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       13        3       12        9       20       24
 

Updated June 1, 2007