WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 20, 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  :   405,465:    83,211     79,226     68,498    207,182    178,710    358,891    326,434:    46,574     79,031
Old  :   256,991:    49,244     85,479     25,353    152,600     96,731    227,197    207,563:    29,794     49,428
Other:   148,474:    63,126     22,906     13,986     54,582     81,979    131,694    118,871:    16,780     29,603
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :   -12,388:   -12,133    -10,074     -2,827     -2,184     -3,242    -17,144    -16,143:     4,756      3,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       19.5       16.9       51.1       44.1       88.5       80.5:      11.5       19.5
Old  :     100.0:      19.2       33.3        9.9       59.4       37.6       88.4       80.8:      11.6       19.2
Other:     100.0:      42.5       15.4        9.4       36.8       55.2       88.7       80.1:      11.3       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:       102        107        136         79        110        271        291:
Old  :       336:        78        126        104         59         97        213        266:
Other:       255:       100         41         42         55         91        175        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       15.6       36.0       22.1       24.8       14.0       35.0       19.6
Old  :                 30.2       14.6       44.1       22.3       29.8       13.5       43.5       20.0
Other:                 33.9       20.4       46.8       32.1       33.3       20.2       44.7       30.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 20, 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  : 1,198,287:   325,228     90,659    131,653    592,155    722,168  1,049,036    944,480:   149,251    253,807
Old  :   902,052:   217,897    111,897     68,429    492,227    535,933    778,553    716,259:   123,499    185,793
Other:   296,235:   162,698     34,129      7,857     99,928    186,235    270,483    228,221:    25,752     68,014
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :   -35,795:   -31,054    -33,090    -14,096     -1,886     10,641    -47,036    -36,545:    11,241        750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        7.6       11.0       49.4       60.3       87.5       78.8:      12.5       21.2
Old  :     100.0:      24.2       12.4        7.6       54.6       59.4       86.3       79.4:      13.7       20.6
Other:     100.0:      54.9       11.5        2.7       33.7       62.9       91.3       77.0:       8.7       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       661:       182        102        152        212        296        474        498:
Old  :       641:       160        120        125        189        283        425        472:
Other:       449:       103         53         28         80        258        196        328:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       19.1       23.0       25.8       14.8       16.9       22.3       23.4
Old  :                 17.4       19.0       27.0       26.5       17.4       16.3       26.4       23.4
Other:                 23.0       21.9       35.5       29.6       23.0       21.8       35.4       29.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 20, 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  :    13,111:     3,803        637        123      6,369      8,953     10,295      9,713:     2,816      3,398
Old  :    12,837:     3,712        637        123      6,300      8,770     10,135      9,530:     2,702      3,307
Other:       274:        91          0          0         69        183        160        183:       114         91
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :      -750:      -918        -48        -15        129       -398       -804       -461:        54       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        4.9        0.9       48.6       68.3       78.5       74.1:      21.5       25.9
Old  :     100.0:      28.9        5.0        1.0       49.1       68.3       79.0       74.2:      21.0       25.8
Other:     100.0:      33.2        0.0        0.0       25.2       66.8       58.4       66.8:      41.6       33.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        23          3          3         16         11         39         17:
Old  :        43:        23          3          3         14         11         37         17:
Other:        10:         2          0          0          5          7          7          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  :                 34.3       41.6       49.5       61.8       32.7       32.1       46.0       52.1
Old  :                 35.1       42.2       50.6       61.8       33.4       33.1       47.0       52.3
Other:                 57.3       59.1       58.4       66.8       50.4       56.6       50.4       58.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 20, 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  :   603,146:   185,043     32,137     74,701    287,873    396,897    547,617    503,735:    55,529     99,411
Old  :   498,019:   148,759     37,979     58,281    246,727    324,329    453,767    420,589:    44,252     77,430
Other:   105,127:    50,185      8,059      2,519     41,146     72,568     93,850     83,146:    11,277     21,981
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :    15,342:    10,027      6,208      7,615      1,690        357     19,332     14,180:    -3,990      1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        5.3       12.4       47.7       65.8       90.8       83.5:       9.2       16.5
Old  :     100.0:      29.9        7.6       11.7       49.5       65.1       91.1       84.5:       8.9       15.5
Other:     100.0:      47.7        7.7        2.4       39.1       69.0       89.3       79.1:      10.7       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       520:       189         78        125        110        196        359        371:
Old  :       507:       172         95        109        105        192        332        362:
Other:       319:        90         57         17         41        148        139        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       27.8       29.4       35.8       16.7       24.5       24.8       29.4
Old  :                 19.6       27.7       29.5       35.0       19.0       23.8       27.1       28.7
Other:                 36.2       34.6       47.9       46.7       31.0       34.2       42.3       42.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, November 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,591:    16,605      1,485      1,432          0        780     18,037      3,697:     3,554     17,894
Old  :    14,714:    10,573      1,485      1,322          0        527     11,895      3,334:     2,819     11,380
Other:     6,877:     6,142        110          0          0        253      6,142        363:       735      6,514
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :     1,444:     1,549        165          8          0         64      1,557        237:      -113      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9        6.9        6.6        0.0        3.6       83.5       17.1:      16.5       82.9
Old  :     100.0:      71.9       10.1        9.0        0.0        3.6       80.8       22.7:      19.2       77.3
Other:     100.0:      89.3        1.6        0.0        0.0        3.7       89.3        5.3:      10.7       94.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          7          8          0          3         17         16:
Old  :        25:        15          7          7          0          3         17         15:
Other:        10:         7          1          0          0          2          7          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.3        8.5       68.4       13.2       50.9        6.1       66.5        9.7
Old  :                 41.1       12.0       61.5       19.0       41.1        8.5       57.9       13.6
Other:                 78.9        5.3       89.3        5.3       78.9        5.3       89.3        5.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 20, 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  :   308,538:    83,391     17,280     45,992    155,514    231,889    284,897    295,161:    23,641     13,377
Old  :   284,956:    86,003     21,650     36,511    140,272    214,045    262,786    272,206:    22,170     12,750
Other:    23,582:     5,281      3,523      1,588     15,242     17,844     22,111     22,955:     1,471        627
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :    12,898:     2,160        738      7,095      5,570      6,317     14,825     14,150:    -1,927     -1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        5.6       14.9       50.4       75.2       92.3       95.7:       7.7        4.3
Old  :     100.0:      30.2        7.6       12.8       49.2       75.1       92.2       95.5:       7.8        4.5
Other:     100.0:      22.4       14.9        6.7       64.6       75.7       93.8       97.3:       6.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        86         34         57         61         57        180        129:
Old  :       210:        89         37         54         59         57        177        126:
Other:        53:        14         12          8         17         14         35         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       34.8       28.4       47.4       17.2       32.8       24.7       43.1
Old  :                 20.3       34.7       29.5       45.8       18.5       33.2       26.7       42.1
Other:                 60.2       60.7       76.8       77.5       60.2       60.2       76.3       76.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 20, 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  : 1,040,545:   210,239    165,933      8,294    674,434    684,415    892,967    858,642:   147,578    181,903
Old  : 1,040,545:   210,239    165,933      8,294    674,434    684,415    892,967    858,642:   147,578    181,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :    18,259:    18,921    -21,497       -473     17,085     30,744     35,533      8,774:   -17,274      9,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       15.9        0.8       64.8       65.8       85.8       82.5:      14.2       17.5
Old  :     100.0:      20.2       15.9        0.8       64.8       65.8       85.8       82.5:      14.2       17.5
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  :       166:        35         34         26         73         73        123        118:
Old  :       166:        35         34         26         73         73        123        118:
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  :                 22.0       31.3       36.2       43.5       19.2       25.9       29.4       33.9
Old  :                 22.0       31.3       36.2       43.5       19.2       25.9       29.4       33.9
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 - Futures Only, November 20, 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  :   251,101:    78,189      9,913     31,850     97,539    190,621    207,578    232,384:    43,523     18,717
Old  :   231,981:    74,173     11,593     26,517     91,192    175,943    191,882    214,053:    40,099     17,928
Other:    19,120:     7,292      1,596      2,057      6,347     14,678     15,696     18,331:     3,424        789
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :     4,593:    -1,570      1,169      2,102      3,438      5,535      3,970      8,806:       623     -4,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        3.9       12.7       38.8       75.9       82.7       92.5:      17.3        7.5
Old  :     100.0:      32.0        5.0       11.4       39.3       75.8       82.7       92.3:      17.3        7.7
Other:     100.0:      38.1        8.3       10.8       33.2       76.8       82.1       95.9:      17.9        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        77         20         53         55         51        162        106:
Old  :       171:        72         23         52         51         51        156        105:
Other:        70:        30          5          9         28         11         60         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       39.5       30.9       52.9       17.0       38.2       25.3       47.9
Old  :                 23.5       40.3       32.3       51.7       20.4       39.2       28.9       48.4
Other:                 26.4       63.5       46.5       81.2       23.5       60.7       38.0       75.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 20, 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  :    19,156:     7,740        652      2,007      6,421     15,535     16,168     18,194:     2,988        962
Old  :    17,776:     7,841        616      1,663      5,393     14,659     14,897     16,938:     2,879        838
Other:     1,380:       212        349         31      1,028        876      1,271      1,256:       109        124
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :       479:       442        188         35        -19        220        458        443:        21         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        3.4       10.5       33.5       81.1       84.4       95.0:      15.6        5.0
Old  :     100.0:      44.1        3.5        9.4       30.3       82.5       83.8       95.3:      16.2        4.7
Other:     100.0:      15.4       25.3        2.2       74.5       63.5       92.1       91.0:       7.9        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        37          6         14         28         17         71         32:
Old  :        78:        35          6         13         26         17         67         31:
Other:        23:         5          6          5          7          8         15         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  :                 18.3       67.6       31.5       80.4       18.1       63.4       30.4       71.6
Old  :                 18.6       69.4       32.9       82.7       18.6       67.5       32.0       77.2
Other:                 62.7       58.8       81.8       76.4       44.9       35.8       58.9       52.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 20, 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  : 1,031,693:   253,381    192,267     23,270    622,595    690,549    899,246    906,086:   132,447    125,607
Old  : 1,031,693:   253,381    192,267     23,270    622,595    690,549    899,246    906,086:   132,447    125,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :    -7,235:       919    -33,337     11,540    -24,534     10,112    -12,075    -11,685:     4,840      4,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       18.6        2.3       60.3       66.9       87.2       87.8:      12.8       12.2
Old  :     100.0:      24.6       18.6        2.3       60.3       66.9       87.2       87.8:      12.8       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  :       224:        57         36         17         99         86        161        134:
Old  :       224:        57         36         17         99         86        161        134:
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  :                 16.3       43.3       27.0       52.0       15.2       38.7       23.9       46.4
Old  :                 16.3       43.3       27.0       52.0       15.2       38.7       23.9       46.4
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 - Futures Only, November 20, 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  : 2,534,472:   782,193    320,737     94,409  1,443,351  1,754,463  2,319,953  2,169,609:   214,519    364,863
Old  : 2,534,472:   782,193    320,737     94,409  1,443,351  1,754,463  2,319,953  2,169,609:   214,519    364,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :  -193,398:     4,363    -89,875    -10,444    -42,044    -19,954    -48,125   -120,273:  -145,273    -73,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       12.7        3.7       56.9       69.2       91.5       85.6:       8.5       14.4
Old  :     100.0:      30.9       12.7        3.7       56.9       69.2       91.5       85.6:       8.5       14.4
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  :       293:        55         67         41        113        136        189        223:
Old  :       293:        55         67         41        113        136        189        223:
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  :                 28.4       25.8       43.2       34.2       21.0       20.6       32.6       26.1
Old  :                 28.4       25.8       43.2       34.2       21.0       20.6       32.6       26.1
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 - Futures Only, November 20, 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  : 1,902,405:   397,648    348,998     84,580  1,203,243  1,236,506  1,685,471  1,670,084:   216,934    232,321
Old  : 1,902,405:   397,648    348,998     84,580  1,203,243  1,236,506  1,685,471  1,670,084:   216,934    232,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :     8,590:    19,603    -83,902     12,633     -2,713     96,708     29,523     25,439:   -20,933    -16,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       18.3        4.4       63.2       65.0       88.6       87.8:      11.4       12.2
Old  :     100.0:      20.9       18.3        4.4       63.2       65.0       88.6       87.8:      11.4       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  :       206:        40         42         23         90         84        142        138:
Old  :       206:        40         42         23         90         84        142        138:
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  :                 22.9       44.4       34.8       55.8       20.7       37.8       29.9       43.6
Old  :                 22.9       44.4       34.8       55.8       20.7       37.8       29.9       43.6
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 - Futures Only, November 20, 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  :   442,302:    58,312    100,432     48,194    305,585    258,516    412,091    407,142:    30,211     35,160
Old  :   442,302:    58,312    100,432     48,194    305,585    258,516    412,091    407,142:    30,211     35,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :    48,702:    -5,212     24,504      2,965     49,639     18,247     47,392     45,716:     1,310      2,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       22.7       10.9       69.1       58.4       93.2       92.1:       6.8        7.9
Old  :     100.0:      13.2       22.7       10.9       69.1       58.4       93.2       92.1:       6.8        7.9
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  :       148:        21         47         31         61         62        106        118:
Old  :       148:        21         47         31         61         62        106        118:
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       22.0       44.6       33.5       21.2       13.0       32.0       20.8
Old  :                 26.3       22.0       44.6       33.5       21.2       13.0       32.0       20.8
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 - Futures Only, November 20, 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  :    18,555:     3,541      1,647        921      2,718      8,642      7,180     11,210:    11,375      7,345
Old  :    18,555:     3,541      1,647        921      2,718      8,642      7,180     11,210:    11,375      7,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :    -3,266:       293     -1,357     -1,472       -106        578     -1,285     -2,251:    -1,981     -1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        8.9        5.0       14.6       46.6       38.7       60.4:      61.3       39.6
Old  :     100.0:      19.1        8.9        5.0       14.6       46.6       38.7       60.4:      61.3       39.6
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  :        32:        11          7          3          8          9         22         16:
Old  :        32:        11          7          3          8          9         22         16:
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  :                 11.4       35.5       21.1       50.5       11.3       33.3       19.2       43.4
Old  :                 11.4       35.5       21.1       50.5       11.3       33.3       19.2       43.4
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 - Futures Only, November 20, 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  :    35,935:    12,934     11,857      1,025     17,327     17,035     31,286     29,917:     4,649      6,018
Old  :    35,935:    12,934     11,857      1,025     17,327     17,035     31,286     29,917:     4,649      6,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :      -449:    -1,289        159        574        575        214       -140        947:      -309     -1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       33.0        2.9       48.2       47.4       87.1       83.3:      12.9       16.7
Old  :     100.0:      36.0       33.0        2.9       48.2       47.4       87.1       83.3:      12.9       16.7
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  :        57:        14         21          8         15         10         36         32:
Old  :        57:        14         21          8         15         10         36         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  :                 29.6       34.9       49.8       55.1       29.5       32.8       48.5       52.4
Old  :                 29.6       34.9       49.8       55.1       29.5       32.8       48.5       52.4
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 - Futures Only, November 20, 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  :   107,260:    36,265     29,135        779     39,072     56,697     76,116     86,611:    31,144     20,649
Old  :   107,260:    36,265     29,135        779     39,072     56,697     76,116     86,611:    31,144     20,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :     3,382:    -2,339     -9,597        -43     -4,475      5,490     -6,857     -4,150:    10,239      7,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       27.2        0.7       36.4       52.9       71.0       80.7:      29.0       19.3
Old  :     100.0:      33.8       27.2        0.7       36.4       52.9       71.0       80.7:      29.0       19.3
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  :       102:        39         30          7         20         17         62         51:
Old  :       102:        39         30          7         20         17         62         51:
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  :                 24.3       41.4       38.0       53.9       23.7       41.4       37.4       53.9
Old  :                 24.3       41.4       38.0       53.9       23.7       41.4       37.4       53.9
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 - Futures Only, November 20, 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  :    56,803:     6,737     14,851      1,662     48,023     40,214     56,422     56,727:       381         76
Old  :    56,803:     6,737     14,851      1,662     48,023     40,214     56,422     56,727:       381         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :     1,716:      -333     -3,325         55      1,935      4,978      1,657      1,708:        59          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       26.1        2.9       84.5       70.8       99.3       99.9:       0.7        0.1
Old  :     100.0:      11.9       26.1        2.9       84.5       70.8       99.3       99.9:       0.7        0.1
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  :        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  :                 78.0       72.5       88.7       90.0       72.9       61.6       78.4       78.1
Old  :                 78.0       72.5       88.7       90.0       72.9       61.6       78.4       78.1
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 - Futures Only, November 20, 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  :    16,370:     3,237      3,718        189     12,943     12,416     16,369     16,323:         1         47
Old  :    16,370:     3,237      3,718        189     12,943     12,416     16,369     16,323:         1         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2007                    :
     :       321:    -4,522       -225        182      4,661        390        321        347:         0        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       22.7        1.2       79.1       75.8      100.0       99.7:       0.0        0.3
Old  :     100.0:      19.8       22.7        1.2       79.1       75.8      100.0       99.7:       0.0        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  :        27:        10          6          2          5          6         16         13:
Old  :        27:        10          6          2          5          6         16         13:
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  :                 83.4       80.7       94.5       96.5       83.4       80.6       93.6       96.5
Old  :                 83.4       80.7       94.5       96.5       83.4       80.6       93.6       96.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 26, 2007