WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      527,089
COMMITMENTS
  64,249   58,063  154,122  270,488  248,672  488,859  460,857   38,230   66,232

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,057)
  -4,872       50   10,768   -4,609  -11,155    1,288     -337     -230    1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     11.0     29.2     51.3     47.2     92.7     87.4      7.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     109      117      144       81      114      282      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,116,104
COMMITMENTS
 367,327   59,166  659,664  836,864  1061162  1863855  1779992  252,249  336,112

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:    134,069)
  49,175  -12,651   52,720  -17,291   75,864   84,605  115,933   49,464   18,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      2.8     31.2     39.5     50.1     88.1     84.1     11.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      809)
     245      122      247      319      374      665      655
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,585
COMMITMENTS
   4,316       91    1,157    7,761   13,526   13,234   14,773    3,351    1,812

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        679)
     227      -17      -74      546      920      699      829      -19     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      0.6      7.0     46.8     81.6     79.8     89.1     20.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        5        9       13       15       41       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,420
COMMITMENTS
 100,953   38,689  145,810  220,912  260,985  467,675  445,484   73,745   95,936

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     42,694)
  10,216    2,858   13,438    6,372   17,806   30,025   34,102   12,669    8,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      7.1     26.9     40.8     48.2     86.4     82.3     13.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     140       99      145      124      141      350      315
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,346
COMMITMENTS
   9,263    1,453    1,380       26      968   10,669    3,801    2,677    9,545

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      2,179)
   1,802      102      -29        8      -77    1,781       -4      398    2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.4     10.9     10.3      0.2      7.3     79.9     28.5     20.1     71.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        7       11        1        3       18       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      285,977
COMMITMENTS
  58,293   15,699   58,646  137,628  188,245  254,568  262,590   31,410   23,388

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,249)
  -2,567   -2,060    4,772   -1,675   -1,427      530    1,286      719      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      5.5     20.5     48.1     65.8     89.0     91.8     11.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      70       28       49       63       61      163      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      977,935
COMMITMENTS
 118,802  190,344   91,175  639,962  517,904  849,940  799,423  127,996  178,512

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     32,449)
   1,261   21,148    6,827   37,464    6,580   45,552   34,555  -13,103   -2,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     19.5      9.3     65.4     53.0     86.9     81.7     13.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      48       44       51       80       89      152      160
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,860
COMMITMENTS
  40,465   22,338   32,655  106,856  140,866  179,976  195,860   35,884   20,001

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      9,095)
   9,076   -1,406   -2,362   -2,172   12,834    4,542    9,065    4,552       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     10.3     15.1     49.5     65.3     83.4     90.7     16.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      62       33       49       57       51      153      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,159
COMMITMENTS
   6,091      445    1,293    7,019   15,408   14,403   17,145    3,756    1,014

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      1,957)
   1,524     -317      141      -75    1,950    1,590    1,773      367      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      2.4      7.1     38.7     84.8     79.3     94.4     20.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      30        6        7       29       22       63       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      771,272
COMMITMENTS
 136,873  222,418    8,532  505,661  430,813  651,065  661,763  120,207  109,509

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:    -22,869)
  -8,237    3,396    1,229    8,872   -3,700    1,865      925  -24,734  -23,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     28.8      1.1     65.6     55.9     84.4     85.8     15.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      41       37       18       78       68      127      115
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,846,848
COMMITMENTS
 565,496  348,848  280,504  1685270  1753457  2531270  2382809  315,578  464,039

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     89,600)
  -8,212   26,548   30,465   45,117  -12,856   67,369   44,156   22,231   45,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     12.3      9.9     59.2     61.6     88.9     83.7     11.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      61       72       69      130      134      218      248
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,643,225
COMMITMENTS
 192,073  234,746  121,513  1110209  986,183  1423796  1342442  219,429  300,783

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     63,038)
   9,718      164   14,152   52,821   36,266   76,692   50,583  -13,654   12,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     14.3      7.4     67.6     60.0     86.6     81.7     13.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      41       40       35       95       93      154      150
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      642,200
COMMITMENTS
 100,691   51,647  245,219  263,703  322,822  609,612  619,688   32,587   22,512

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:     52,993)
   1,198  -13,239   37,090   19,063   32,699   57,351   56,550   -4,358   -3,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      8.0     38.2     41.1     50.3     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      38       30       50       59       58      119      117
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:        9,926
COMMITMENTS
   2,804      531      175      780    5,881    3,759    6,587    6,167    3,339

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        296)
     407     -185     -226     -101     -177       80     -588      216      884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      5.3      1.8      7.9     59.2     37.9     66.4     62.1     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        2        1        4        9       13       12
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       41,126
COMMITMENTS
   8,826    5,265    3,182    9,739   20,591   21,748   29,038   19,378   12,088

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:        964)
   1,075     -888      392      688      321    2,155     -174   -1,192    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     12.8      7.7     23.7     50.1     52.9     70.6     47.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22       17       15       15       18       44       43
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,708
COMMITMENTS
  25,682    5,605      691   19,152   54,045   45,525   60,340   22,183    7,367

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:       -192)
     802   -1,832       61      367    2,540    1,229      769   -1,421     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9      8.3      1.0     28.3     79.8     67.2     89.1     32.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23       15        9       18       13       46       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      116,474
COMMITMENTS
  46,345   51,609    2,257   54,821   16,340  103,423   70,206   13,051   46,268

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:      6,118)
   3,838    2,647      144      385    1,938    4,367    4,729    1,751    1,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     44.3      1.9     47.1     14.0     88.8     60.3     11.2     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      31       43       17       23       20       67       67
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,899
COMMITMENTS
   2,227   15,536      449   42,102   28,576   44,778   44,561      121      338

CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST:       -367)
    -388      106       56       80     -362     -252     -200     -115     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     34.6      1.0     93.8     63.6     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       12        3       12       11       21       25
 

Updated January 19, 2007