WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   485,252:    87,072     72,657    126,157    226,866    210,851    440,096    409,665:    45,156     75,587
Old  :   298,937:    50,537     77,657     60,651    158,890    116,296    270,079    254,605:    28,858     44,332
Other:   186,315:    67,451     25,917     34,590     67,976     94,554    170,018    155,061:    16,298     31,255
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    10,330:     4,298     -3,287      8,047      2,927     14,466     15,272     19,227:    -4,941     -8,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       15.0       26.0       46.8       43.5       90.7       84.4:       9.3       15.6
Old  :     100.0:      16.9       26.0       20.3       53.2       38.9       90.3       85.2:       9.7       14.8
Other:     100.0:      36.2       13.9       18.6       36.5       50.7       91.3       83.2:       8.7       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       118        122        165         85        121        310        326:
Old  :       365:       101        131        131         65        105        254        293:
Other:       284:       107         59         71         63        100        208        200:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       15.5       32.0       23.0       21.8       13.5       30.4       19.8
Old  :                 26.2       16.2       38.8       24.7       25.8       13.9       38.4       21.2
Other:                 28.7       18.8       42.0       29.0       27.0       16.8       37.7       25.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,426,948:   275,588     74,010    298,130    674,835    781,032  1,248,553  1,153,173:   178,395    273,775
Old  : 1,024,748:   185,880    102,059    174,126    522,617    557,574    882,623    833,759:   142,126    190,989
Other:   402,199:   146,114     28,357     67,598    152,218    223,458    365,930    319,414:    36,269     82,785
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :   -31,221:   -13,122    -11,402        840    -12,482    -11,828    -24,764    -22,390:    -6,457     -8,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        5.2       20.9       47.3       54.7       87.5       80.8:      12.5       19.2
Old  :     100.0:      18.1       10.0       17.0       51.0       54.4       86.1       81.4:      13.9       18.6
Other:     100.0:      36.3        7.1       16.8       37.8       55.6       91.0       79.4:       9.0       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       690:       178        118        204        265        321        554        566:
Old  :       668:       150        141        184        245        299        509        534:
Other:       482:       113         62         66        115        273        253        378:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       17.9       20.5       24.5       12.2       14.2       17.8       19.4
Old  :                 15.2       17.5       22.9       24.7       15.2       14.5       21.8       20.5
Other:                 19.0       21.0       30.7       27.2       16.2       16.0       24.4       21.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,804:     2,743        676        543      6,171      8,605      9,457      9,824:     2,347      1,980
Old  :    11,531:     2,653        676        543      6,102      8,421      9,298      9,640:     2,233      1,891
Other:       273:        90          0          0         69        184        159        184:       114         89
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    -1,716:      -811        -12        123       -540       -395     -1,227       -283:      -489     -1,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        5.7        4.6       52.3       72.9       80.1       83.2:      19.9       16.8
Old  :     100.0:      23.0        5.9        4.7       52.9       73.0       80.6       83.6:      19.4       16.4
Other:     100.0:      33.0        0.0        0.0       25.3       67.4       58.2       67.4:      41.8       32.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16          7          6         17         13         37         22:
Old  :        42:        16          7          6         15         13         35         22:
Other:         9:         1          0          0          5          7          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       46.3       50.5       66.0       34.9       43.3       49.6       60.6
Old  :                 35.7       47.1       51.7       66.1       35.7       44.5       50.8       62.1
Other:                 57.5       59.3       58.2       67.4       50.2       56.8       50.2       59.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   749,085:   170,561     32,840    185,023    307,799    408,475    663,383    626,338:    85,702    122,746
Old  :   622,559:   135,762     38,547    154,935    259,943    331,550    550,640    525,032:    71,918     97,527
Other:   126,526:    49,451      8,945     15,436     47,855     76,925    112,742    101,306:    13,783     25,219
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :   -15,650:   -11,709      2,894     -4,073    -10,488    -20,670    -26,270    -21,848:    10,619      6,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        4.4       24.7       41.1       54.5       88.6       83.6:      11.4       16.4
Old  :     100.0:      21.8        6.2       24.9       41.8       53.3       88.4       84.3:      11.6       15.7
Other:     100.0:      39.1        7.1       12.2       37.8       60.8       89.1       80.1:      10.9       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       536:       190         94        176        139        213        411        429:
Old  :       523:       174        108        164        136        206        392        415:
Other:       322:        85         60         39         56        159        161        240:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       24.0       25.4       31.1       13.8       20.0       20.1       23.7
Old  :                 16.4       22.8       25.2       30.2       15.3       19.1       22.2       22.9
Other:                 33.0       29.7       45.8       41.8       27.4       27.7       36.6       35.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,705:    16,673      1,615      1,317          0        848     17,990      3,780:     3,715     17,925
Old  :    14,424:    10,173      1,615      1,317          0        582     11,490      3,514:     2,934     10,910
Other:     7,281:     6,500          0          0          0        266      6,500        266:       781      7,015
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :       114:        68        130       -115          0         68        -47         83:       161         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        7.4        6.1        0.0        3.9       82.9       17.4:      17.1       82.6
Old  :     100.0:      70.5       11.2        9.1        0.0        4.0       79.7       24.4:      20.3       75.6
Other:     100.0:      89.3        0.0        0.0        0.0        3.7       89.3        3.7:      10.7       96.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          7          8          0          3         16         16:
Old  :        24:        14          7          8          0          3         16         16:
Other:         9:         7          0          0          0          2          7          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1        8.4       69.9       13.9       52.8        7.2       68.2       10.7
Old  :                 43.8       12.2       63.9       20.4       43.5       10.4       60.7       15.1
Other:                 78.6        3.7       89.3        3.7       78.6        3.7       89.3        3.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   360,244:    71,478     16,413     76,554    177,260    247,421    325,293    340,389:    34,952     19,855
Old  :   335,007:    73,962     20,552     66,767    160,939    229,093    301,668    316,412:    33,339     18,595
Other:    25,237:     5,419      3,764      1,885     16,321     18,328     23,624     23,977:     1,613      1,260
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    13,987:    -1,054      1,453      2,734      3,752      4,939      5,432      9,126:     8,555      4,862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        4.6       21.3       49.2       68.7       90.3       94.5:       9.7        5.5
Old  :     100.0:      22.1        6.1       19.9       48.0       68.4       90.0       94.4:      10.0        5.6
Other:     100.0:      21.5       14.9        7.5       64.7       72.6       93.6       95.0:       6.4        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        76         36         68         64         61        186        140:
Old  :       211:        75         44         66         63         61        184        139:
Other:        55:        19          9         10         16         17         37         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       31.6       26.2       43.8       15.0       27.4       21.2       36.2
Old  :                 18.5       31.6       27.6       42.6       16.1       27.6       22.7       35.3
Other:                 59.4       56.0       75.7       73.3       58.5       55.6       74.9       70.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,169,411:   220,697    161,342     96,908    672,961    717,454    990,566    975,703:   178,845    193,708
Old  : 1,169,411:   220,697    161,342     96,908    672,961    717,454    990,566    975,703:   178,845    193,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    40,058:     9,249     -8,938     42,710    -38,413      1,406     13,546     35,179:    26,513      4,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       13.8        8.3       57.5       61.4       84.7       83.4:      15.3       16.6
Old  :     100.0:      18.9       13.8        8.3       57.5       61.4       84.7       83.4:      15.3       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        36         41         48         83         87        146        150:
Old  :       183:        36         41         48         83         87        146        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       27.1       31.9       37.7       18.8       23.1       27.6       29.3
Old  :                 20.3       27.1       31.9       37.7       18.8       23.1       27.6       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   262,419:    76,296     10,468     41,227     97,812    189,243    215,335    240,938:    47,084     21,481
Old  :   241,195:    73,050     13,158     33,805     91,079    173,585    197,934    220,549:    43,261     20,646
Other:    21,224:     7,622      1,685      3,047      6,732     15,657     17,401     20,389:     3,823        835
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    -5,395:      -935      2,045     -2,263     -3,736     -7,059     -6,935     -7,277:     1,539      1,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        4.0       15.7       37.3       72.1       82.1       91.8:      17.9        8.2
Old  :     100.0:      30.3        5.5       14.0       37.8       72.0       82.1       91.4:      17.9        8.6
Other:     100.0:      35.9        7.9       14.4       31.7       73.8       82.0       96.1:      18.0        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        68         28         55         60         61        162        120:
Old  :       172:        63         32         53         58         60        157        117:
Other:        75:        26         10         15         30         14         62         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       37.7       29.1       50.3       16.2       36.1       24.0       45.7
Old  :                 22.2       38.6       30.4       49.1       19.7       37.0       27.7       46.2
Other:                 25.4       59.2       43.6       76.3       21.5       56.7       36.3       71.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,857:     8,123         10      2,740      6,602     16,891     17,465     19,641:     3,393      1,216
Old  :    19,401:     8,233         23      2,320      5,573     15,978     16,126     18,321:     3,275      1,079
Other:     1,456:       252        349         57      1,029        913      1,338      1,319:       118        137
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :       438:        53        -43        -35        144        396        162        319:       276        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        0.0       13.1       31.7       81.0       83.7       94.2:      16.3        5.8
Old  :     100.0:      42.4        0.1       12.0       28.7       82.4       83.1       94.4:      16.9        5.6
Other:     100.0:      17.3       24.0        3.9       70.7       62.7       91.9       90.6:       8.1        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        36          3         13         24         19         65         32:
Old  :        70:        35          3         12         22         19         61         31:
Other:        25:         6          6          5          7          8         17         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       68.1       31.3       80.4       18.1       64.1       29.8       71.0
Old  :                 18.6       70.0       32.7       82.4       18.5       68.1       31.3       76.1
Other:                 59.9       56.6       78.1       74.2       42.6       36.0       57.8       51.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,109,244:   319,688    189,175     37,019    627,841    747,494    984,549    973,689:   124,695    135,555
Old  : 1,109,244:   319,688    189,175     37,019    627,841    747,494    984,549    973,689:   124,695    135,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    73,696:    66,428     -3,069     12,393      3,811     55,979     82,633     65,303:    -8,937      8,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       17.1        3.3       56.6       67.4       88.8       87.8:      11.2       12.2
Old  :     100.0:      28.8       17.1        3.3       56.6       67.4       88.8       87.8:      11.2       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        55         48         28         96         94        165        156:
Old  :       230:        55         48         28         96         94        165        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       40.5       28.3       48.1       16.4       35.4       25.5       42.5
Old  :                 17.5       40.5       28.3       48.1       16.4       35.4       25.5       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,217,980:   738,872    254,437    365,703  1,734,831  2,153,867  2,839,406  2,774,008:   378,573    443,971
Old  : 3,217,980:   738,872    254,437    365,703  1,734,831  2,153,867  2,839,406  2,774,008:   378,573    443,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :   206,887:   -65,459    -18,154     40,859     88,982    129,051     64,383    151,756:   142,504     55,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        7.9       11.4       53.9       66.9       88.2       86.2:      11.8       13.8
Old  :     100.0:      23.0        7.9       11.4       53.9       66.9       88.2       86.2:      11.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        57         58         66        129        139        218        232:
Old  :       280:        57         58         66        129        139        218        232:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       28.8       35.1       37.1       17.1       22.3       26.1       27.7
Old  :                 23.9       28.8       35.1       37.1       17.1       22.3       26.1       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,332,896:   480,233    421,673    206,633  1,376,926  1,437,631  2,063,791  2,065,936:   269,104    266,960
Old  : 2,332,896:   480,233    421,673    206,633  1,376,926  1,437,631  2,063,791  2,065,936:   269,104    266,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :   238,605:    89,764     69,444     32,046     72,902    109,783    194,711    211,273:    43,894     27,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       18.1        8.9       59.0       61.6       88.5       88.6:      11.5       11.4
Old  :     100.0:      20.6       18.1        8.9       59.0       61.6       88.5       88.6:      11.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        49         42         43        107         99        177        163:
Old  :       220:        49         42         43        107         99        177        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       42.0       32.5       51.2       18.2       37.9       28.6       41.7
Old  :                 20.4       42.0       32.5       51.2       18.2       37.9       28.6       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   792,458:    76,810     93,250    262,357    417,767    396,742    756,934    752,349:    35,524     40,110
Old  :   792,458:    76,810     93,250    262,357    417,767    396,742    756,934    752,349:    35,524     40,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    46,757:    16,963    -23,625     21,860      8,965     47,751     47,787     45,985:    -1,030        772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.8       33.1       52.7       50.1       95.5       94.9:       4.5        5.1
Old  :     100.0:       9.7       11.8       33.1       52.7       50.1       95.5       94.9:       4.5        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        26         56         58         78         79        146        151:
Old  :       169:        26         56         58         78         79        146        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       30.2       41.4       40.9       13.1        7.8       19.5       12.6
Old  :                 28.7       30.2       41.4       40.9       13.1        7.8       19.5       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    17,516:     2,926      1,296      1,418      2,386      8,890      6,730     11,605:    10,786      5,911
Old  :    17,516:     2,926      1,296      1,418      2,386      8,890      6,730     11,605:    10,786      5,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    -2,113:      -608         33       -240       -368         87     -1,216       -120:      -897     -1,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        7.4        8.1       13.6       50.8       38.4       66.3:      61.6       33.7
Old  :     100.0:      16.7        7.4        8.1       13.6       50.8       38.4       66.3:      61.6       33.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        10          6          4          8         10         20         18:
Old  :        28:        10          6          4          8         10         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       36.4       25.6       53.7       10.8       36.3       17.7       47.4
Old  :                 15.1       36.4       25.6       53.7       10.8       36.3       17.7       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    37,719:    13,507     11,726      1,449     16,937     15,710     31,893     28,885:     5,826      8,834
Old  :    37,719:    13,507     11,726      1,449     16,937     15,710     31,893     28,885:     5,826      8,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :       476:       544       -314         56       -672     -1,590        -72     -1,848:       548      2,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       31.1        3.8       44.9       41.6       84.6       76.6:      15.4       23.4
Old  :     100.0:      35.8       31.1        3.8       44.9       41.6       84.6       76.6:      15.4       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        17         18         11         16         11         42         31:
Old  :        58:        17         18         11         16         11         42         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       32.3       48.6       51.6       28.4       30.3       47.8       49.1
Old  :                 29.1       32.3       48.6       51.6       28.4       30.3       47.8       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   106,791:    35,911     30,261      1,777     47,634     60,997     85,322     93,035:    21,469     13,757
Old  :   106,791:    35,911     30,261      1,777     47,634     60,997     85,322     93,035:    21,469     13,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    -4,935:    -1,313      1,146        188      6,184        864      5,059      2,199:    -9,994     -7,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       28.3        1.7       44.6       57.1       79.9       87.1:      20.1       12.9
Old  :     100.0:      33.6       28.3        1.7       44.6       57.1       79.9       87.1:      20.1       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        41         29         14         25         21         72         58:
Old  :       105:        41         29         14         25         21         72         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       41.1       41.0       54.2       25.8       40.9       40.0       52.9
Old  :                 26.3       41.1       41.0       54.2       25.8       40.9       40.0       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    54,897:     6,372     13,690      1,671     46,506     39,382     54,549     54,743:       348        154
Old  :    54,897:     6,372     13,690      1,671     46,506     39,382     54,549     54,743:       348        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :    -1,906:      -365     -1,161          9     -1,517       -832     -1,873     -1,984:       -33         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       24.9        3.0       84.7       71.7       99.4       99.7:       0.6        0.3
Old  :     100.0:      11.6       24.9        3.0       84.7       71.7       99.4       99.7:       0.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10         14          5         16         14         27         32:
Old  :        47:        10         14          5         16         14         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.2       72.5       89.4       89.3       73.7       61.3       78.2       76.8
Old  :                 79.2       72.5       89.4       89.3       73.7       61.3       78.2       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    20,188:     6,620      1,131      1,881     11,650     17,127     20,151     20,139:        37         49
Old  :    20,188:     6,620      1,131      1,881     11,650     17,127     20,151     20,139:        37         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2007                    :
     :     3,818:     3,383     -2,587      1,692     -1,293      4,711      3,782      3,816:        36          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        5.6        9.3       57.7       84.8       99.8       99.8:       0.2        0.2
Old  :     100.0:      32.8        5.6        9.3       57.7       84.8       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        10          5          2          7          7         17         14:
Old  :        27:        10          5          2          7          7         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       76.6       90.6       96.1       46.4       57.4       60.8       66.6
Old  :                 75.4       76.6       90.6       96.1       46.4       57.4       60.8       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 30, 2007