WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,225
COMMITMENTS
  79,823   61,720  111,392  225,039  219,146  416,254  392,257   31,971   55,968

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -4,528)
  -3,567   -2,546      -88      -92   -2,402   -3,748   -5,037     -780      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     13.8     24.9     50.2     48.9     92.9     87.5      7.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      94      120      132       74      104      266      274
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,838,949
COMMITMENTS
 256,056   76,687  546,768  821,994  927,681  1624817  1551135  214,132  287,814

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -6,303)
 -12,590        2       -0    5,514   -6,717   -7,076   -6,715      773      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      4.2     29.7     44.7     50.4     88.4     84.3     11.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      796)
     197      155      240      319      376      639      662
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,132
COMMITMENTS
   5,198       31    1,832    8,086   15,102   15,115   16,964    4,017    2,167

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -179)
    -337        2       37      165      -93     -135      -54      -44     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      0.2      9.6     42.3     78.9     79.0     88.7     21.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        7       13       16       17       46       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      549,681
COMMITMENTS
  88,653   28,481  153,487  242,333  270,492  484,473  452,460   65,208   97,222

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -811)
  -2,536    1,264     -544     -340   -3,155   -3,420   -2,435    2,609    1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      5.2     27.9     44.1     49.2     88.1     82.3     11.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     147       90      160      141      160      369      351
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,720
COMMITMENTS
  11,322    1,778      388        0      697   11,710    2,863    3,010   11,857

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -288)
    -361     -101     -393        0       11     -754     -483      466      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9     12.1      2.6      0.0      4.7     79.6     19.4     20.4     80.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        7        6        0        3       12       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      325,126
COMMITMENTS
  85,529   14,092   54,189  152,750  238,171  292,468  306,452   32,658   18,674

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -8,552)
  -3,873      430   -1,419   -3,957   -8,046   -9,249   -9,035      697      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      4.3     16.7     47.0     73.3     90.0     94.3     10.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      84       32       52       59       62      177      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,028,828
COMMITMENTS
 138,725  198,905   92,097  658,557  552,549  889,379  843,551  139,450  185,278

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     -9,852)
  24,632   -6,735    3,697  -32,093    4,022   -3,764      984   -6,087  -10,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     19.3      9.0     64.0     53.7     86.4     82.0     13.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      29       53       50       76       94      137      165
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      238,972
COMMITMENTS
  38,913   27,086   42,306  117,580  143,273  198,800  212,665   40,172   26,307

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      4,948)
  -1,169    2,892   -1,203    5,957    2,978    3,585    4,667    1,363      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     11.3     17.7     49.2     60.0     83.2     89.0     16.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      40       47       51       63       59      142      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,425
COMMITMENTS
   4,428    1,778    1,863    7,149   11,440   13,440   15,081    2,985    1,344

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        207)
     485     -304       75     -359      522      201      293        7      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     10.8     11.3     43.5     69.6     81.8     91.8     18.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       16       13       31       20       59       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,105,897
COMMITMENTS
 185,159  448,555   33,222  744,076  533,072  962,457  1014848  143,440   91,049

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:    -12,205)
  22,964   42,416   -2,025  -27,703  -48,620   -6,764   -8,229   -5,440   -3,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     40.6      3.0     67.3     48.2     87.0     91.8     13.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      48       40       20      101       78      159      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,189,329
COMMITMENTS
 770,389  346,080  299,849  1782270  2118980  2852508  2764908  336,821  424,421

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     95,048)
  40,079   22,975   26,792   13,024   63,853   79,895  113,620   15,153  -18,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     10.9      9.4     55.9     66.4     89.4     86.7     10.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      52       90       74      141      148      238      267
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,962,404
COMMITMENTS
 291,889  373,681  173,523  1215751  1139165  1681163  1686369  281,241  276,035

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:     23,460)
  20,956  -12,207   16,491  -29,021    3,205    8,426    7,489   15,035   15,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     19.0      8.8     62.0     58.0     85.7     85.9     14.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      48       40       41      104      102      171      164
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      744,324
COMMITMENTS
 111,864  189,949  220,651  374,093  306,763  706,609  717,363   37,715   26,961

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:   -102,380)
 -56,263  -51,843    6,807  -35,839  -62,361  -85,295 -107,398  -17,086    5,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     25.5     29.6     50.3     41.2     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      42       35       52       65       56      136      115
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,108
COMMITMENTS
  10,159    5,481    1,370    3,087   17,961   14,616   24,812   16,492    6,296

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        648)
     631     -461      266      221    1,629    1,118    1,433     -469     -785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     17.6      4.4      9.9     57.7     47.0     79.8     53.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18       16       10        6       15       30       35
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,902
COMMITMENTS
  22,605   11,369    1,176   18,206   28,554   41,987   41,099    8,915    9,803

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:       -212)
  -1,456    1,129      153     -370   -2,702   -1,673   -1,419    1,460    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4     22.3      2.3     35.8     56.1     82.5     80.7     17.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      35       18       13       19       14       60       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,099
COMMITMENTS
  51,092   52,177    1,584   63,196   47,373  115,871  101,134   15,227   29,964

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:      9,299)
      58    4,685     -155   10,290    1,550   10,193    6,079     -894    3,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     39.8      1.2     48.2     36.1     88.4     77.1     11.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      39       59       18       21       31       74       94
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,729
COMMITMENTS
   2,462   16,708      675   44,554   28,504   47,691   45,887       38    1,842

CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST:        538)
     194     -246      300       40      508      534      562        4      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     35.0      1.4     93.3     59.7     99.9     96.1      0.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       13        3       14       10       23       25
 

Updated May 11, 2007