WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      405,465
COMMITMENTS
  83,211   79,226   68,498  207,182  178,710  358,891  326,434   46,574   79,031

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:    -12,388)
 -12,133  -10,074   -2,827   -2,184   -3,242  -17,144  -16,143    4,756    3,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     19.5     16.9     51.1     44.1     88.5     80.5     11.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     102      107      136       79      110      271      291
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,198,287
COMMITMENTS
 325,228   90,659  131,653  592,155  722,168  1049036  944,480  149,251  253,807

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:    -35,795)
 -31,054  -33,090  -14,096   -1,886   10,641  -47,036  -36,545   11,241      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      7.6     11.0     49.4     60.3     87.5     78.8     12.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      661)
     182      102      152      212      296      474      498
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,111
COMMITMENTS
   3,803      637      123    6,369    8,953   10,295    9,713    2,816    3,398

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:       -750)
    -918      -48      -15      129     -398     -804     -461       54     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      4.9      0.9     48.6     68.3     78.5     74.1     21.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      23        3        3       16       11       39       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      603,146
COMMITMENTS
 185,043   32,137   74,701  287,873  396,897  547,617  503,735   55,529   99,411

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     15,342)
  10,027    6,208    7,615    1,690      357   19,332   14,180   -3,990    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      5.3     12.4     47.7     65.8     90.8     83.5      9.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     189       78      125      110      196      359      371
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,591
COMMITMENTS
  16,605    1,485    1,432        0      780   18,037    3,697    3,554   17,894

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      1,444)
   1,549      165        8        0       64    1,557      237     -113    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9      6.9      6.6      0.0      3.6     83.5     17.1     16.5     82.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        7        8        0        3       17       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      308,538
COMMITMENTS
  83,391   17,280   45,992  155,514  231,889  284,897  295,161   23,641   13,377

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     12,898)
   2,160      738    7,095    5,570    6,317   14,825   14,150   -1,927   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      5.6     14.9     50.4     75.2     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      86       34       57       61       57      180      129
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,040,545
COMMITMENTS
 210,239  165,933    8,294  674,434  684,415  892,967  858,642  147,578  181,903

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     18,259)
  18,921  -21,497     -473   17,085   30,744   35,533    8,774  -17,274    9,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     15.9      0.8     64.8     65.8     85.8     82.5     14.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      35       34       26       73       73      123      118
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      251,101
COMMITMENTS
  78,189    9,913   31,850   97,539  190,621  207,578  232,384   43,523   18,717

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      4,593)
  -1,570    1,169    2,102    3,438    5,535    3,970    8,806      623   -4,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      3.9     12.7     38.8     75.9     82.7     92.5     17.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      77       20       53       55       51      162      106
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,156
COMMITMENTS
   7,740      652    2,007    6,421   15,535   16,168   18,194    2,988      962

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:        479)
     442      188       35      -19      220      458      443       21       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      3.4     10.5     33.5     81.1     84.4     95.0     15.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      37        6       14       28       17       71       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,031,693
COMMITMENTS
 253,381  192,267   23,270  622,595  690,549  899,246  906,086  132,447  125,607

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     -7,235)
     919  -33,337   11,540  -24,534   10,112  -12,075  -11,685    4,840    4,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     18.6      2.3     60.3     66.9     87.2     87.8     12.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      57       36       17       99       86      161      134
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,534,472
COMMITMENTS
 782,193  320,737   94,409  1443351  1754463  2319953  2169609  214,519  364,863

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:   -193,398)
   4,363  -89,875  -10,444  -42,044  -19,954  -48,125 -120,273 -145,273  -73,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     12.7      3.7     56.9     69.2     91.5     85.6      8.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      55       67       41      113      136      189      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,902,405
COMMITMENTS
 397,648  348,998   84,580  1203243  1236506  1685471  1670084  216,934  232,321

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      8,590)
  19,603  -83,902   12,633   -2,713   96,708   29,523   25,439  -20,933  -16,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     18.3      4.4     63.2     65.0     88.6     87.8     11.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      40       42       23       90       84      142      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      442,302
COMMITMENTS
  58,312  100,432   48,194  305,585  258,516  412,091  407,142   30,211   35,160

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     48,702)
  -5,212   24,504    2,965   49,639   18,247   47,392   45,716    1,310    2,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     22.7     10.9     69.1     58.4     93.2     92.1      6.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      21       47       31       61       62      106      118
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,555
COMMITMENTS
   3,541    1,647      921    2,718    8,642    7,180   11,210   11,375    7,345

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     -3,266)
     293   -1,357   -1,472     -106      578   -1,285   -2,251   -1,981   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      8.9      5.0     14.6     46.6     38.7     60.4     61.3     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        7        3        8        9       22       16
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       35,935
COMMITMENTS
  12,934   11,857    1,025   17,327   17,035   31,286   29,917    4,649    6,018

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:       -449)
  -1,289      159      574      575      214     -140      947     -309   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     33.0      2.9     48.2     47.4     87.1     83.3     12.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      14       21        8       15       10       36       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,260
COMMITMENTS
  36,265   29,135      779   39,072   56,697   76,116   86,611   31,144   20,649

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      3,382)
  -2,339   -9,597      -43   -4,475    5,490   -6,857   -4,150   10,239    7,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     27.2      0.7     36.4     52.9     71.0     80.7     29.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      39       30        7       20       17       62       51
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       56,803
COMMITMENTS
   6,737   14,851    1,662   48,023   40,214   56,422   56,727      381       76

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      1,716)
    -333   -3,325       55    1,935    4,978    1,657    1,708       59        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     26.1      2.9     84.5     70.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       14        5       16       14       27       32
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 11/20/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,370
COMMITMENTS
   3,237    3,718      189   12,943   12,416   16,369   16,323        1       47

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:        321)
  -4,522     -225      182    4,661      390      321      347        0      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     22.7      1.2     79.1     75.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        6        2        5        6       16       13
 

Updated November 26, 2007