WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      423,208
COMMITMENTS
  93,548   85,722   83,721  203,514  179,655  380,783  349,098   42,425   74,110

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      9,951)
  -2,333    2,510   10,336     -385    1,334    7,618   14,180    2,333   -4,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     20.3     19.8     48.1     42.5     90.0     82.5     10.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     122      120      146       82      116      297      313
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,190,794
COMMITMENTS
 323,724  134,344  153,319  586,623  660,094  1063666  947,757  127,128  243,037

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     16,923)
   7,962  -16,465    5,305    1,512   20,569   14,779    9,409    2,144    7,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     11.3     12.9     49.3     55.4     89.3     79.6     10.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      678)
     172      130      159      204      280      472      511
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,815
COMMITMENTS
   4,770      598      648    6,432    9,255   11,850   10,501    2,965    4,314

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        604)
     179      -71      456     -121      690      514    1,075       90     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      4.0      4.4     43.4     62.5     80.0     70.9     20.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      26        5        6       17       12       47       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      575,413
COMMITMENTS
 162,640   26,534   83,634  275,776  374,859  522,050  485,027   53,363   90,386

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:    -10,532)
  -8,659  -18,906    2,443   -2,550   10,203   -8,766   -6,260   -1,766   -4,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      4.6     14.5     47.9     65.1     90.7     84.3      9.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
     167       76      159      114      208      370      411
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       18,625
COMMITMENTS
  13,791    2,250    1,333        0      234   15,124    3,817    3,501   14,808

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     -2,675)
  -1,243     -757     -650        0     -471   -1,893   -1,878     -782     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0     12.1      7.2      0.0      1.3     81.2     20.5     18.8     79.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      13        6        9        0        1       16       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      290,694
COMMITMENTS
  76,658   13,712   41,500  143,020  219,719  261,178  274,931   29,516   15,763

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      8,566)
   1,464   -1,729    3,342    1,526    4,829    6,332    6,442    2,234    2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      4.7     14.3     49.2     75.6     89.8     94.6     10.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      78       30       53       59       59      168      126
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      979,545
COMMITMENTS
 180,185  181,858    5,199  642,160  630,588  827,544  817,645  152,001  161,900

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     22,436)
  37,905   17,956   -2,735  -15,515      749   19,655   15,970    2,781    6,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     18.6      0.5     65.6     64.4     84.5     83.5     15.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       37       18       69       74      117      119
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      236,432
COMMITMENTS
  74,800    6,551   26,779   92,850  181,738  194,429  215,068   42,003   21,364

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      3,673)
     668   -2,989    2,316       44    4,922    3,028    4,249      645     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      2.8     11.3     39.3     76.9     82.2     91.0     17.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      69       22       48       55       51      151      105
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,118
COMMITMENTS
   5,017      441    2,244    7,722   14,511   14,983   17,196    3,135      922

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        308)
      81     -169      -94      414      589      401      326      -93      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      2.4     12.4     42.6     80.1     82.7     94.9     17.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27        7       11       33       20       65       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,018,908
COMMITMENTS
 248,213  238,429    8,267  630,286  673,561  886,766  920,257  132,142   98,651

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     11,344)
  18,497    4,245      107    3,274   10,782   21,878   15,134  -10,534   -3,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     23.4      0.8     61.9     66.1     87.0     90.3     13.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      55       32       16       95       90      153      135
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,541,447
COMMITMENTS
 684,436  373,393   71,607  1431601  1654096  2187644  2099096  353,803  442,351

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:    -21,025)
  12,404  -33,619   -5,223  -41,345   20,355  -34,164  -18,487   13,139   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     14.7      2.8     56.3     65.1     86.1     82.6     13.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      56       75       42      118      125      202      214
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,732,771
COMMITMENTS
 428,011  351,977   30,746  1028485  1126702  1487242  1509425  245,529  223,346

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     45,160)
   6,478   66,913    2,225   35,552  -29,086   44,255   40,052      905    5,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     20.3      1.8     59.4     65.0     85.8     87.1     14.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      51       39       24       90       84      154      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      475,724
COMMITMENTS
  87,160  122,130   72,269  282,392  253,198  441,821  447,597   33,903   28,127

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     81,620)
 -20,888   56,838   23,254   71,618    2,565   73,984   82,657    7,636   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     25.7     15.2     59.4     53.2     92.9     94.1      7.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      36       36       31       53       58      106      111
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,494
COMMITMENTS
   6,606    6,061      935    2,380    7,638    9,921   14,634   11,573    6,860

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        -79)
    -266    1,211     -542       -8       12     -816      681      737     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     28.2      4.4     11.1     35.5     46.2     68.1     53.8     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17       12        7        7       10       29       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,357
COMMITMENTS
  13,014   10,652       90   17,233   17,410   30,337   28,152    4,020    6,205

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      1,537)
   1,092      517       72      451      572    1,615    1,161      -78      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     31.0      0.3     50.2     50.7     88.3     81.9     11.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       18        7       13       11       38       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,658
COMMITMENTS
  40,804   38,374      984   50,964   57,914   92,752   97,272   14,906   10,386

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        103)
   1,204    4,006     -427      131   -3,006      908      573     -805     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     35.6      0.9     47.3     53.8     86.2     90.4     13.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      51       33       10       23       17       77       57
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,763
COMMITMENTS
   4,820   19,463      618   50,165   35,516   55,603   55,597      160      166

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        771)
    -622      935       43    1,424     -246      845      732      -74       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     34.9      1.1     90.0     63.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       14        4       15       13       25       30
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 10/30/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,334
COMMITMENTS
   9,144    4,310        0    6,189   10,969   15,333   15,279        1       55

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        145)
      59      786     -106      192     -536      145      144        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     28.1      0.0     40.4     71.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        8        0        4        6       13       14
 

Updated November 2, 2007