WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      499,203
COMMITMENTS
 102,086   73,801  130,231  224,938  225,312  457,255  429,345   41,948   69,859

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     16,331)
   2,644    7,060    4,141    4,898   -2,125   11,683    9,076    4,647    7,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     14.8     26.1     45.1     45.1     91.6     86.0      8.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     119      126      138       78      118      299      298
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,719,601
COMMITMENTS
 254,947  120,243  511,540  765,570  801,769  1532056  1433552  187,545  286,049

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     44,260)
 -12,630   16,753   31,365   22,808  -19,593   41,543   28,524    2,716   15,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      7.0     29.7     44.5     46.6     89.1     83.4     10.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      788)
     197      157      247      312      359      636      663
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,333
COMMITMENTS
   5,242       79      910    6,698   13,444   12,850   14,433    3,483    1,900

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        186)
    -632       62      200      441     -313        8      -52      178      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      0.5      5.6     41.0     82.3     78.7     88.4     21.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20        4        7       16       17       40       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      724,567
COMMITMENTS
 150,205   25,169  210,356  285,037  387,185  645,598  622,711   78,969  101,857

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      4,032)
 -14,685   -5,134    2,634   18,332    5,659    6,281    3,159   -2,249      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      3.5     29.0     39.3     53.4     89.1     85.9     10.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     214       95      204      145      194      456      431
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,141
COMMITMENTS
  17,222    5,088      428        0    1,120   17,650    6,636    3,491   14,505

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        115)
     -69      312      -59        0       29     -128      282      243     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.5     24.1      2.0      0.0      5.3     83.5     31.4     16.5     68.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14       12        5        0        4       16       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      336,816
COMMITMENTS
  77,503   13,166   60,355  170,561  247,800  308,419  321,321   28,397   15,495

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     14,301)
  -3,547      133    5,803   12,702    8,497   14,958   14,433     -657     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      3.9     17.9     50.6     73.6     91.6     95.4      8.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      83       33       58       65       67      185      135
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,156,532
COMMITMENTS
 111,530  231,043   99,814  800,341  620,243  1011685  951,100  144,847  205,432

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:    -17,833)
  -8,230   -4,772      235   -5,103   -6,400  -13,097  -10,937   -4,736   -6,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     20.0      8.6     69.2     53.6     87.5     82.2     12.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      37       49       50       93       89      152      166
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      233,191
COMMITMENTS
  61,963    7,638   37,107   92,120  166,250  191,189  210,995   42,001   22,196

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     -1,746)
    -459       22   -1,663    2,548      -36      426   -1,678   -2,172      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      3.3     15.9     39.5     71.3     82.0     90.5     18.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      66       25       48       66       58      161      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,304
COMMITMENTS
   3,837    2,720    1,724    8,364   10,620   13,925   15,064    3,379    2,240

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        862)
    -698      611       -4      900     -664      199      -57      664      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     15.7     10.0     48.3     61.4     80.5     87.1     19.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26       15       10       32       21       62       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,021,762
COMMITMENTS
 223,325  252,648   19,235  657,313  663,721  899,873  935,604  121,889   86,158

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      7,464)
  17,101    9,814    2,641   -6,313    5,048   13,429   17,503   -5,965  -10,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     24.7      1.9     64.3     65.0     88.1     91.6     11.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      52       34       21      101       75      160      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,684,233
COMMITMENTS
 824,088  444,795  457,794  2106273  2317303  3388156  3219893  296,077  464,340

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     41,362)
  47,900   -7,110   15,102    2,951   52,366   65,954   60,358  -24,592  -18,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     12.1     12.4     57.2     62.9     92.0     87.4      8.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      69       86       82      151      172      255      305
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,861,171
COMMITMENTS
 295,739  359,983  210,636  1117350  1028659  1623725  1599278  237,446  261,893

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      6,126)
  13,805    1,195   16,685  -25,737     -716    4,753   17,164    1,373  -11,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     19.3     11.3     60.0     55.3     87.2     85.9     12.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      38       48       44       96       90      159      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      702,676
COMMITMENTS
 128,861  145,118  202,554  341,080  329,776  672,496  677,448   30,180   25,228

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     16,679)
  -3,060      -21   12,150    9,475    1,874   18,565   14,003   -1,886    2,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     20.7     28.8     48.5     46.9     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      38       32       46       52       54      116      107
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,866
COMMITMENTS
   4,746    5,033    1,715    3,068   10,701    9,530   17,449   14,336    6,416

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        788)
     155        4       84      364     -254      603     -166      185      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.1      7.2     12.9     44.8     39.9     73.1     60.1     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       12        8        9       10       28       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,622
COMMITMENTS
  14,638   13,089    1,247   14,238   14,576   30,123   28,912    6,499    7,710

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:      1,794)
   1,076    1,288      -75      -15    1,467      987    2,681      807     -887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     35.7      3.4     38.9     39.8     82.3     78.9     17.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       13       11       16       12       49       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      109,506
COMMITMENTS
  34,338   45,124    2,596   59,683   43,639   96,617   91,359   12,888   18,147

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     20,571)
   4,618   12,485      114   17,495    2,654   22,228   15,254   -1,656    5,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     41.2      2.4     54.5     39.9     88.2     83.4     11.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      38       55       21       27       20       78       83
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       64,467
COMMITMENTS
   2,736   15,210      622   61,035   46,496   64,393   62,328       74    2,139

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:        554)
     599   -1,075       11       38    1,655      648      591      -94      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     23.6      1.0     94.7     72.1     99.9     96.7      0.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7       16        3       15        9       22       28
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       18,853
COMMITMENTS
   1,155    3,273      141   17,557   14,940   18,853   18,354        0      499

CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST:     -3,710)
    -204     -330       72   -3,578   -3,456   -3,710   -3,714        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     17.4      0.7     93.1     79.2    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4       10        1        3        6        8       16
 

Updated July 20, 2007