WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      525,529
COMMITMENTS
 103,480   75,503  146,746  232,267  232,463  482,494  454,712   43,036   70,817

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,193)
   1,712    1,771   -4,135      179      269   -2,244   -2,095    3,437    3,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     14.4     27.9     44.2     44.2     91.8     86.5      8.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     120      121      151       77      122      309      310
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,679,356
COMMITMENTS
 249,503  108,911  498,426  752,576  791,031  1500506  1398369  178,851  280,987

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -34,653)
   1,065   -4,057  -11,389  -28,051  -13,728  -38,375  -29,174    3,722   -5,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      6.5     29.7     44.8     47.1     89.4     83.3     10.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      773)
     197      156      248      307      348      629      653
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,044
COMMITMENTS
   4,620      589      857    6,199   11,393   11,676   12,840    3,368    2,205

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:         11)
      10      236       -3      -21     -137      -14       96       25      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      3.9      5.7     41.2     75.7     77.6     85.3     22.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17       10        5       15       14       35       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      659,871
COMMITMENTS
 126,754   27,667  185,089  275,459  353,455  587,302  566,211   72,569   93,661

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    -39,731)
 -10,392      609  -17,113  -14,126  -19,058  -41,630  -35,561    1,899   -4,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      4.2     28.0     41.7     53.6     89.0     85.8     11.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
     187      109      179      130      191      402      409
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,837
COMMITMENTS
  16,516    5,204      435        0    1,020   16,951    6,659    2,886   13,178

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -1,039)
  -1,143     -391        7        0       18   -1,136     -366       97     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.3     26.2      2.2      0.0      5.1     85.5     33.6     14.5     66.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14       14        4        0        4       16       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      327,776
COMMITMENTS
  73,443   14,148   63,204  161,389  233,776  298,036  311,129   29,740   16,647

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -6,056)
  -1,656      -11    1,369   -8,847   -9,022   -9,134   -7,664    3,078    1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      4.3     19.3     49.2     71.3     90.9     94.9      9.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      72       35       68       63       68      185      147
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,188,367
COMMITMENTS
 132,940  210,552  101,915  802,847  685,137  1037702  997,604  150,665  190,763

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     18,520)
   5,069  -28,133   -2,283    5,134   39,345    7,920    8,929   10,599    9,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     17.7      8.6     67.6     57.7     87.3     83.9     12.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      34       43       48       89       97      149      162
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      216,417
COMMITMENTS
  48,237   13,789   39,152   91,889  143,333  179,278  196,274   37,138   20,142

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -7,769)
  -3,142    2,956      748   -1,973   -9,873   -4,367   -6,169   -3,402   -1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      6.4     18.1     42.5     66.2     82.8     90.7     17.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      55       29       59       62       59      156      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,946
COMMITMENTS
   3,782    2,920    1,908    8,544   10,680   14,235   15,509    2,710    1,437

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:        267)
      59      158       65      171      166      296      389      -29     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     17.2     11.3     50.4     63.0     84.0     91.5     16.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       16       10       34       21       63       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,061,438
COMMITMENTS
 183,677  223,432   25,964  705,480  703,964  915,121  953,361  146,317  108,077

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,620)
 -47,580   -7,500   -5,770   36,495   18,417  -16,855    5,147   19,475   -2,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     21.0      2.4     66.5     66.3     86.2     89.8     13.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      49       33       22       95       77      156      120
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,742,325
COMMITMENTS
 895,406  325,055  427,181  2055163  2540697  3377751  3292934  364,574  449,391

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    107,571)
 124,649  -37,249  -40,983  -21,637  172,771   62,028   94,539   45,542   13,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      8.7     11.4     54.9     67.9     90.3     88.0      9.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      60       89       86      151      163      261      288
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,958,464
COMMITMENTS
 235,249  238,746  237,854  1240077  1204603  1713180  1681203  245,284  277,261

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     72,740)
 -54,397  -92,394   27,595   92,622  113,415   65,820   48,615    6,920   24,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     12.2     12.1     63.3     61.5     87.5     85.8     12.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      42       42       49      107       99      177      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      877,562
COMMITMENTS
 111,825  182,411  309,046  422,430  348,345  843,301  839,802   34,261   37,760

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:    101,018)
  -6,679   24,940   61,924   44,261    5,557   99,505   92,420    1,513    8,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     20.8     35.2     48.1     39.7     96.1     95.7      3.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      36       34       47       57       57      120      111
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,708
COMMITMENTS
   4,829    3,185    1,352    2,475    9,326    8,656   13,863   12,051    6,845

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     -4,960)
  -1,826     -343   -1,559     -256   -2,928   -3,641   -4,830   -1,319     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     15.4      6.5     12.0     45.0     41.8     66.9     58.2     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        7        5        8        9       23       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,327
COMMITMENTS
  16,189   12,681    1,544   14,211   16,872   31,944   31,097    6,383    7,230

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      2,351)
     320      866      606      844    1,718    1,770    3,189      581     -838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.2     33.1      4.0     37.1     44.0     83.3     81.1     16.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23       13       11       15       13       45       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,775
COMMITMENTS
  35,834   35,369    2,482   42,479   47,214   80,795   85,065   16,980   12,710

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      3,111)
   1,153   -3,669      567     -543    8,291    1,177    5,189    1,935   -2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     36.2      2.5     43.4     48.3     82.6     87.0     17.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      41       33       16       26       23       76       63
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       65,963
COMMITMENTS
   3,643   12,303    1,714   60,374   49,415   65,731   63,432      232    2,531

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:      1,330)
   1,077   -1,482      886     -748    1,674    1,215    1,078      115      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     18.7      2.6     91.5     74.9     99.6     96.2      0.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       16        4       17       12       26       30
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       33,264
COMMITMENTS
   1,217   10,996        0   32,047   22,044   33,264   33,040        0      224

CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST:     12,470)
    -268    5,856     -149   12,887    6,680   12,470   12,387        0       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     33.1      0.0     96.3     66.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        8        0        4        7        7       15
 

Updated August 3, 2007