WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      474,922
COMMITMENTS
  82,775   75,944  118,111  223,939  196,384  424,825  390,439   50,097   84,483

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:    -90,160)
  -2,030     -367  -69,768  -22,959  -22,676  -94,757  -92,812    4,597    2,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     16.0     24.9     47.2     41.4     89.5     82.2     10.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     103      121      156       88      119      300      313
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,458,168
COMMITMENTS
 288,710   85,412  297,291  687,317  792,860  1273317  1175563  184,851  282,605

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:   -217,511)
   5,479    3,413 -175,027  -50,237  -38,150 -219,785 -209,765    2,274   -7,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      5.9     20.4     47.1     54.4     87.3     80.6     12.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      685)
     184      115      194      265      316      548      551
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       13,521
COMMITMENTS
   3,553      688      420    6,711    9,000   10,684   10,108    2,837    3,413

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     -1,747)
    -364       -7     -813     -590     -564   -1,767   -1,384       21     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      5.1      3.1     49.6     66.6     79.0     74.8     21.0     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        7        7       17       12       40       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      764,735
COMMITMENTS
 182,269   29,946  189,096  318,287  429,145  689,652  648,187   75,082  116,548

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     24,404)
   9,979    6,284   16,990    1,830    2,772   28,799   26,046   -4,395   -1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      3.9     24.7     41.6     56.1     90.2     84.8      9.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     194       92      178      142      212      415      430
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      346,257
COMMITMENTS
  72,532   14,960   73,820  173,507  242,483  319,860  331,263   26,397   14,994

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     -7,750)
  -1,254    1,907       75   -3,946   -6,768   -5,125   -4,786   -2,625   -2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      4.3     21.3     50.1     70.0     92.4     95.7      7.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      83       38       62       64       63      186      138
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,129,353
COMMITMENTS
 211,448  170,280   54,198  711,375  716,047  977,020  940,525  152,333  188,828

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:    -51,583)
  28,932   -8,932  -45,418  -15,344     -455  -31,830  -54,804  -19,753    3,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     15.1      4.8     63.0     63.4     86.5     83.3     13.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      34       39       39       79       81      137      135
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      267,814
COMMITMENTS
  77,232    8,424   43,490  101,547  196,301  222,270  248,215   45,544   19,599

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     -3,632)
  -1,247    1,125   -2,609      416    2,099   -3,439      615     -193   -4,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      3.1     16.2     37.9     73.3     83.0     92.7     17.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      79       21       60       56       55      167      116
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       20,419
COMMITMENTS
   8,071       53    2,774    6,458   16,495   17,303   19,322    3,117    1,097

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:        639)
     503       47      165      -30      343      638      555        1       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5      0.3     13.6     31.6     80.8     84.7     94.6     15.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      41        2       14       28       20       71       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,035,548
COMMITMENTS
 253,260  192,245   24,627  624,030  691,515  901,916  908,386  133,632  127,162

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:    -31,498)
   7,723  -35,416   -3,366  -38,354    3,220  -33,997  -35,561    2,499    4,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     18.6      2.4     60.3     66.8     87.1     87.7     12.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      57       37       22      101       87      167      137
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,011,093
COMMITMENTS
 804,331  272,591  324,844  1645849  2024817  2775024  2622252  236,069  388,840

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:   -619,596)
  -4,246    3,100 -242,723 -215,742 -317,498 -462,711 -557,121 -156,885  -62,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.1     10.8     54.7     67.2     92.2     87.1      7.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      65       62       67      129      148      226      245
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    2,094,291
COMMITMENTS
 390,469  352,229  174,587  1304024  1327847  1869080  1854663  225,211  239,628

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:   -112,675)
   6,915  -27,391  -63,987  -28,012   -6,123  -85,084  -97,501  -27,591  -15,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     16.8      8.3     62.3     63.4     89.2     88.6     10.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      44       38       37      100       91      162      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      745,701
COMMITMENTS
  59,848  116,875  240,497  408,802  348,991  709,146  706,363   36,555   39,338

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     70,421)
   2,886   38,067    6,543   59,944   22,832   69,372   67,442    1,049    2,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     15.7     32.3     54.8     46.8     95.1     94.7      4.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      27       58       57       76       78      144      153
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED 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:       19,629
COMMITMENTS
   3,534    1,263    1,658    2,754    8,803    7,946   11,724   11,682    7,904

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:     -3,276)
     -42   -1,729   -1,131      -70      653   -1,243   -2,207   -2,034   -1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      6.4      8.4     14.0     44.8     40.5     59.7     59.5     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       10        6        8       11       25       21
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       37,243
COMMITMENTS
  12,963   12,040    1,393   17,609   17,300   31,965   30,733    5,278    6,510

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:       -779)
  -1,275      331      330      575       23     -370      684     -409   -1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     32.3      3.7     47.3     46.5     85.8     82.5     14.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       20       12       15       11       41       33
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      111,726
COMMITMENTS
  37,224   29,115    1,588   41,450   60,133   80,263   90,836   31,463   20,890

CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST:      2,864)
  -2,108   -9,659     -279   -4,987    5,303   -7,375   -4,634   10,238    7,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     26.1      1.4     37.1     53.8     71.8     81.3     28.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      40       30       16       22       19       69       58
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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