WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      538,132
COMMITMENTS
  84,144   68,366  177,503  234,132  212,645  495,779  458,515   42,353   79,617

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,394)
  -2,171   -2,472    4,534    2,003     -949    4,366    1,113   -2,972      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     12.7     33.0     43.5     39.5     92.1     85.2      7.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     128      129      163       93      129      321      339
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,630,952
COMMITMENTS
 249,179   99,894  477,174  732,630  766,217  1458982  1343284  171,970  287,668

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     15,676)
     620   -4,964   12,807     -254   13,764   13,173   21,607    2,503   -5,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      6.1     29.3     44.9     47.0     89.5     82.4     10.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      706)
     174      156      245      266      309      578      601
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,461
COMMITMENTS
   4,055      671    1,187    7,120    9,178   12,363   11,037    3,098    4,424

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        163)
    -272       14      161      202      101       91      276       72     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      4.3      7.7     46.1     59.4     80.0     71.4     20.0     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        9        6       16       14       42       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      784,454
COMMITMENTS
 154,556   22,792  231,396  316,489  409,877  702,441  664,065   82,013  120,389

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     18,181)
   3,671    3,035    8,885    2,487    7,238   15,043   19,158    3,138     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      2.9     29.5     40.3     52.3     89.5     84.7     10.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      546)
     193       99      190      153      211      431      444
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       22,905
COMMITMENTS
  16,161    3,813    2,402        0      484   18,563    6,699    4,342   16,206

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -784)
  -2,988   -2,968    1,584       -4     -302   -1,408   -1,686      624      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     16.6     10.5      0.0      2.1     81.0     29.2     19.0     70.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      15        7        8        0        1       19       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      310,248
COMMITMENTS
  69,309   11,994   58,737  155,630  224,373  283,676  295,104   26,572   15,144

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      6,492)
   3,634   -1,958    2,434    4,146    8,858   10,215    9,335   -3,722   -2,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      3.9     18.9     50.2     72.3     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      74       33       65       68       65      178      141
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,093,279
COMMITMENTS
 117,724  163,178   80,829  744,820  672,507  943,373  916,514  149,906  176,764

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     19,217)
   6,091   -1,803    5,341    9,029   24,868   20,460   28,406   -1,243   -9,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     14.9      7.4     68.1     61.5     86.3     83.8     13.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      39       42       48       81       91      143      158
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      246,135
COMMITMENTS
  69,277    6,616   36,872   95,647  179,405  201,797  222,893   44,338   23,241

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      9,506)
   5,224     -522    4,541    1,671    8,453   11,436   12,472   -1,931   -2,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      2.7     15.0     38.9     72.9     82.0     90.6     18.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      69       20       55       59       62      160      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,503
COMMITMENTS
   4,918      694    2,843    8,238   14,748   15,999   18,286    3,505    1,218

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -345)
    -653      187     -120    1,067      240      294      307     -639     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      3.6     14.6     42.2     75.6     82.0     93.8     18.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      28       11       14       31       21       64       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,058,345
COMMITMENTS
 235,829  248,078   24,863  652,828  699,006  913,520  971,947  144,826   86,398

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     69,097)
   4,923   33,724    1,831   58,099   53,353   64,854   88,909    4,243  -19,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     23.4      2.3     61.7     66.0     86.3     91.8     13.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      54       34       19       97       87      157      134
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,207,746
COMMITMENTS
 694,738  343,652  434,702  1734349  1971215  2863789  2749569  343,958  458,178

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     46,326)
   1,431    6,933  -13,349   53,698   29,680   41,780   23,264    4,547   23,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     10.7     13.6     54.1     61.5     89.3     85.7     10.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      62       75       83      133      145      243      256
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,862,008
COMMITMENTS
 408,666  211,444  145,195  1060243  1268429  1614104  1625068  247,905  236,940

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      4,268)
   9,390  -24,943    7,872    2,941   21,093   20,204    4,023  -15,936      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     11.4      7.8     56.9     68.1     86.7     87.3     13.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      41       46       45      106       96      172      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      547,831
COMMITMENTS
 148,777   76,636  147,189  228,104  300,000  524,071  523,825   23,760   24,006

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     45,492)
  38,885   16,933    1,037    8,562   35,724   48,484   53,693   -2,992   -8,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     14.0     26.9     41.6     54.8     95.7     95.6      4.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      28       33       44       49       62      100      118
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,891
COMMITMENTS
   6,390    4,321    1,615    2,021    8,420   10,027   14,356   12,864    8,535

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,908)
    -636      558      609      165     -555      138      612    1,770    1,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     18.9      7.1      8.8     36.8     43.8     62.7     56.2     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        8        5        7       10       25       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       32,279
COMMITMENTS
   9,384   10,464      556   17,711   17,724   27,650   28,744    4,629    3,535

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      2,461)
   2,089    2,698      147      372    2,192    2,608    5,037     -147   -2,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     32.4      1.7     54.9     54.9     85.7     89.0     14.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       21        5       13       10       33       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,052
COMMITMENTS
  41,944   34,913    1,754   44,794   54,487   88,493   91,155   14,559   11,897

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,636)
  -3,008    5,764      -21    3,353   -2,893      325    2,851    1,312   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     33.9      1.7     43.5     52.9     85.9     88.5     14.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      50       36       14       25       21       82       64
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       53,098
COMMITMENTS
   2,969   17,771      285   49,685   35,041   52,939   53,097      159        1

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -238)
     240     -123        0     -301       85      -61      -38     -177     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     33.5      0.5     93.6     66.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       15        2       13       12       21       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,620
COMMITMENTS
   9,958    2,314        1    5,559   13,184   15,518   15,499      102      121

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      2,425)
   2,625     -599     -291       90    3,315    2,424    2,425        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.8     14.8      0.0     35.6     84.4     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        7        1        4        5       13       13
 

Updated October 19, 2007