WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      526,759
COMMITMENTS
  68,320   60,832  155,944  265,565  244,073  489,829  460,850   36,930   65,910

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -11,203)
  -1,079    4,225   -7,179   -2,495   -7,716  -10,753  -10,670     -449     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     11.5     29.6     50.4     46.3     93.0     87.5      7.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     114      100      138       81      107      280      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,117,734
COMMITMENTS
 369,006   55,647  636,626  839,993  1087914  1845625  1780186  272,109  337,548

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -47,671)
  -4,613      157  -35,248  -15,968  -20,777  -55,829  -55,869    8,158    8,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      2.6     30.1     39.7     51.4     87.2     84.1     12.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      819)
     248      123      267      317      370      682      668
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       18,854
COMMITMENTS
   4,862      125    1,416    8,782   15,144   15,060   16,685    3,794    2,170

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        975)
     126       -2      115      534      671      776      785      200      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      0.7      7.5     46.6     80.3     79.9     88.5     20.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      29        6       11       16       15       51       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      571,574
COMMITMENTS
 114,209   30,349  156,244  223,667  285,873  494,120  472,465   77,454   99,109

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        693)
     673   -4,943     -957      226    6,537      -58      637      751       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      5.3     27.3     39.1     50.0     86.4     82.7     13.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     144       93      150      123      142      366      314
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,584
COMMITMENTS
  10,204    3,978    1,345      239    1,021   11,788    6,344    3,796    9,240

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        185)
    -117      137       81       15       40      -21      258      206      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5     25.5      8.6      1.5      6.6     75.6     40.7     24.4     59.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        6       11        2        3       18       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      297,968
COMMITMENTS
  67,567    7,623   65,720  131,882  205,273  265,169  278,616   32,799   19,353

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -3,072)
    -352   -3,904      603   -2,421    1,580   -2,170   -1,721     -902   -1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      2.6     22.1     44.3     68.9     89.0     93.5     11.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      74       25       47       59       63      165      116
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,095,029
COMMITMENTS
 122,292  210,761  105,837  721,446  575,716  949,575  892,314  145,454  202,715

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     62,656)
  -8,239    3,281    6,376   54,781   46,876   52,918   56,533    9,738    6,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     19.2      9.7     65.9     52.6     86.7     81.5     13.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      41       37       44       78       89      137      152
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      237,717
COMMITMENTS
  53,217   19,651   38,650  107,826  159,871  199,693  218,172   38,024   19,545

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      9,612)
   3,215      381    1,671    2,088    6,978    6,975    9,030    2,637      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      8.3     16.3     45.4     67.3     84.0     91.8     16.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      74       29       48       57       58      159      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,146
COMMITMENTS
   4,927      516    1,581    7,931   14,696   14,439   16,792    3,707    1,354

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:       -269)
    -522      174      -44      336     -517     -230     -387      -39      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      2.8      8.7     43.7     81.0     79.6     92.5     20.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      27        3        7       30       23       59       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      806,962
COMMITMENTS
 145,570  227,060    8,044  527,025  443,332  680,638  678,435  126,324  128,527

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     32,410)
   9,644   -6,202     -878   25,760   30,885   34,526   23,805   -2,117    8,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     28.1      1.0     65.3     54.9     84.3     84.1     15.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      43       38       15       84       70      131      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,955,503
COMMITMENTS
 567,695  387,897  298,531  1756829  1802330  2623055  2488758  332,447  466,745

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -25,819)
 -27,272     -103   -4,784   20,292   13,082  -11,764    8,194  -14,056  -34,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     13.1     10.1     59.4     61.0     88.8     84.2     11.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      60       72       64      136      139      223      248
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,710,081
COMMITMENTS
 220,600  215,405  130,384  1141019  1043448  1492003  1389236  218,078  320,845

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:    -11,194)
  28,910  -42,329  -11,704  -25,837    8,578   -8,631  -45,455   -2,562   34,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     12.6      7.6     66.7     61.0     87.2     81.2     12.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      39       38       38       88       91      146      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      797,155
COMMITMENTS
 135,424   70,422  310,593  317,088  382,897  763,106  763,912   34,049   33,243

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     56,232)
  12,282    5,676   28,487   18,311   19,574   59,080   53,737   -2,848    2,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      8.8     39.0     39.8     48.0     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      28       39       52       62       63      119      125
 
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                        Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       10,082
COMMITMENTS
   2,953      668      344      828    5,647    4,125    6,659    5,957    3,423

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:        233)
    -382       -3      218     -105     -105     -269      110      502      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      6.6      3.4      8.2     56.0     40.9     66.0     59.1     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        1        3        7       11       11
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       37,877
COMMITMENTS
  11,171    5,039    2,055    7,254   23,688   20,480   30,782   17,397    7,094

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -9,260)
    -991   -1,292   -1,288   -5,049     -291   -7,328   -2,871   -1,933   -6,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     13.3      5.4     19.2     62.5     54.1     81.3     45.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18       10        9        9       15       30       31
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       70,995
COMMITMENTS
  27,577    5,383      416   19,847   57,068   47,841   62,866   23,155    8,129

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,693)
     868      541      174      319      458    1,361    1,173      332      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      7.6      0.6     28.0     80.4     67.4     88.5     32.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       14       10       19       15       46       35
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,892
COMMITMENTS
  48,196   55,484    1,518   62,522   24,460  112,236   81,463   10,656   41,430

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:      1,567)
     867    1,949     -136    1,152    2,610    1,882    4,422     -315   -2,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     45.1      1.2     50.9     19.9     91.3     66.3      8.7     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      37       42       20       22       22       74       69
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       43,477
COMMITMENTS
   2,130   15,763      548   40,677   27,041   43,355   43,352      122      125

CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST:     -2,189)
    -983     -578      155   -1,362   -1,770   -2,190   -2,193        1        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     36.3      1.3     93.6     62.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       10        3       12       11       21       23
 

Updated February 2, 2007