WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 18, 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  :   426,270:    93,857     87,957     70,757    221,481    203,838    386,095    362,552:    40,175     63,718
Old  :   258,802:    59,947     97,675     21,048    153,155    104,875    234,150    223,598:    24,652     35,204
Other:   167,468:    68,511     24,883     15,108     68,326     98,963    151,945    138,954:    15,523     28,514
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     1,641:    -5,334     -1,454      2,815      6,433      3,504      3,914      4,865:    -2,273     -3,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       20.6       16.6       52.0       47.8       90.6       85.1:       9.4       14.9
Old  :     100.0:      23.2       37.7        8.1       59.2       40.5       90.5       86.4:       9.5       13.6
Other:     100.0:      40.9       14.9        9.0       40.8       59.1       90.7       83.0:       9.3       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       110        114        118         79        111        272        285:
Old  :       347:        91        134         66         49         92        192        249:
Other:       262:        91         46         47         63        101        176        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.5       18.7       36.1       25.4       24.7       16.5       34.8       22.2
Old  :                 31.8       18.7       46.1       26.7       31.7       17.1       46.0       24.5
Other:                 32.0       22.7       44.5       33.0       32.0       19.8       42.4       28.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 18, 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  : 1,222,721:   394,472     83,520    108,443    587,451    794,288  1,090,366    986,251:   132,355    236,470
Old  :   886,199:   267,205    113,236     52,826    464,702    565,683    784,733    731,745:   101,466    154,454
Other:   336,522:   173,728     16,745      9,156    122,749    228,605    305,633    254,506:    30,889     82,016
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    34,556:    28,697     -5,505       -954      7,516     38,112     35,259     31,653:      -703      2,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        6.8        8.9       48.0       65.0       89.2       80.7:      10.8       19.3
Old  :     100.0:      30.2       12.8        6.0       52.4       63.8       88.6       82.6:      11.4       17.4
Other:     100.0:      51.6        5.0        2.7       36.5       67.9       90.8       75.6:       9.2       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       680:       211         82        126        198        307        467        484:
Old  :       650:       183        109         87        169        285        400        440:
Other:       485:       113         49         33         96        279        219        358:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       19.5       22.3       26.2       14.4       17.6       21.8       24.2
Old  :                 16.8       20.3       25.9       27.2       16.8       17.8       25.2       24.3
Other:                 21.9       20.8       33.7       26.6       21.9       20.6       33.6       26.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 18, 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  :    11,101:     2,940        605        149      5,477      8,956      8,566      9,710:     2,535      1,391
Old  :    10,233:     2,766        605        146      4,997      8,218      7,909      8,969:     2,324      1,264
Other:       868:       177          3          0        480        738        657        741:       211        127
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :       621:       366        -67          3        350        516        719        452:       -98        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        5.4        1.3       49.3       80.7       77.2       87.5:      22.8       12.5
Old  :     100.0:      27.0        5.9        1.4       48.8       80.3       77.3       87.6:      22.7       12.4
Other:     100.0:      20.4        0.3        0.0       55.3       85.0       75.7       85.4:      24.3       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        20          3          4         14         11         35         17:
Old  :        41:        20          3          3         10         11         31         16:
Other:        14:         4          1          0          6          9         10         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.7       53.5       50.0       77.6       33.2       46.8       48.2       69.3
Old  :                 36.0       54.2       52.3       77.3       36.0       52.0       52.3       72.8
Other:                 70.2       78.9       74.9       84.8       65.6       76.0       67.5       77.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 18, 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  :   586,724:   183,434     38,312     77,155    255,380    363,594    515,969    479,061:    70,755    107,663
Old  :   471,201:   143,821     44,007     61,136    209,767    284,535    414,724    389,678:    56,477     81,523
Other:   115,523:    52,151      6,843      3,481     45,613     79,059    101,245     89,383:    14,278     26,140
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     2,304:      -598      9,558      4,091      3,793     -3,526      7,286     10,123:    -4,982     -7,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        6.5       13.2       43.5       62.0       87.9       81.7:      12.1       18.3
Old  :     100.0:      30.5        9.3       13.0       44.5       60.4       88.0       82.7:      12.0       17.3
Other:     100.0:      45.1        5.9        3.0       39.5       68.4       87.6       77.4:      12.4       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       186         93        156        122        195        395        397:
Old  :       523:       170        104        144        111        192        366        386:
Other:       315:        81         54         20         44        157        133        227:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       23.7       28.3       31.0       17.1       23.5       26.2       29.0
Old  :                 19.4       23.7       28.9       30.6       19.3       23.7       28.5       28.6
Other:                 32.5       28.5       44.5       41.0       27.3       28.2       39.2       37.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,688:    16,400      1,330      1,794         10        852     18,204      3,976:     3,484     17,712
Old  :    12,953:     8,421      1,055      1,682         10        404     10,113      3,141:     2,840      9,812
Other:     8,735:     8,089        385          2          0        448      8,091        835:       644      7,900
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -1,147:      -940     -1,500        630         10         63       -300       -807:      -847       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.6        6.1        8.3        0.0        3.9       83.9       18.3:      16.1       81.7
Old  :     100.0:      65.0        8.1       13.0        0.1        3.1       78.1       24.2:      21.9       75.8
Other:     100.0:      92.6        4.4        0.0        0.0        5.1       92.6        9.6:       7.4       90.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        14          6         10          1          3         18         16:
Old  :        21:        13          5          8          1          3         15         15:
Other:        16:        11          2          2          0          3         11          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  :                 61.7        8.6       74.3       13.3       58.1        5.2       68.8        9.1
Old  :                 49.9       12.7       67.1       19.4       43.8        7.1       57.9       11.2
Other:                 79.3        8.6       91.0        9.6       79.3        8.6       90.9        9.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 18, 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  :   299,530:    77,941     20,994     35,952    153,436    223,236    267,329    280,182:    32,201     19,348
Old  :   270,071:    79,432     26,839     24,917    136,234    200,911    240,583    252,667:    29,488     17,404
Other:    29,459:     7,913      3,559      1,631     17,202     22,325     26,746     27,515:     2,713      1,944
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     4,078:    -2,817      1,213      1,720      2,480     -1,323      1,383      1,610:     2,695      2,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        7.0       12.0       51.2       74.5       89.2       93.5:      10.8        6.5
Old  :     100.0:      29.4        9.9        9.2       50.4       74.4       89.1       93.6:      10.9        6.4
Other:     100.0:      26.9       12.1        5.5       58.4       75.8       90.8       93.4:       9.2        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        69         38         49         61         54        160        120:
Old  :       197:        75         32         42         57         53        153        113:
Other:        64:        13         20          8         22         17         41         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       39.9       29.2       51.6       19.0       36.7       26.3       45.0
Old  :                 22.8       42.0       32.1       51.9       21.0       40.5       29.9       49.1
Other:                 43.2       59.5       62.9       71.4       42.2       58.6       61.5       70.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 18, 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  :   942,295:   147,595    167,893      5,340    640,132    608,605    793,067    781,838:   149,228    160,457
Old  :   942,295:   147,595    167,893      5,340    640,132    608,605    793,067    781,838:   149,228    160,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :       563:   -10,720      5,003     -3,496     25,100     -3,411     10,884     -1,904:   -10,321      2,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       17.8        0.6       67.9       64.6       84.2       83.0:      15.8       17.0
Old  :     100.0:      15.7       17.8        0.6       67.9       64.6       84.2       83.0:      15.8       17.0
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  :       173:        38         33         16         71         76        116        118:
Old  :       173:        38         33         16         71         76        116        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  :                 23.0       34.3       36.4       45.9       19.7       28.0       29.8       35.7
Old  :                 23.0       34.3       36.4       45.9       19.7       28.0       29.8       35.7
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, December 18, 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  :   254,668:    87,178     13,379     27,457     94,752    195,016    209,387    235,852:    45,281     18,816
Old  :   223,362:    79,021     16,300     20,537     83,895    169,526    183,453    206,363:    39,909     16,999
Other:    31,306:    12,848      1,770      2,229     10,857     25,490     25,934     29,489:     5,372      1,817
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     5,352:     1,507      5,344     -1,139      4,416      1,121      4,784      5,326:       568         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        5.3       10.8       37.2       76.6       82.2       92.6:      17.8        7.4
Old  :     100.0:      35.4        7.3        9.2       37.6       75.9       82.1       92.4:      17.9        7.6
Other:     100.0:      41.0        5.7        7.1       34.7       81.4       82.8       94.2:      17.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        80         26         47         62         57        173        111:
Old  :       189:        78         31         45         58         57        164        110:
Other:        88:        35          9          9         35         17         73         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       42.2       28.6       54.1       12.9       37.0       20.5       44.9
Old  :                 22.9       41.0       30.6       51.6       19.4       39.0       26.9       46.9
Other:                 23.3       63.1       37.1       77.1       22.0       61.1       34.5       73.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 18, 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  :    18,051:     7,168        583      1,024      6,498     15,714     14,690     17,321:     3,361        730
Old  :    16,450:     7,106        582        727      5,456     14,605     13,289     15,914:     3,161        536
Other:     1,601:       348        287         11      1,042      1,109      1,401      1,407:       200        194
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -3,386:      -364        -66        112       -267       -204       -519       -158:    -2,867     -3,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        3.2        5.7       36.0       87.1       81.4       96.0:      18.6        4.0
Old  :     100.0:      43.2        3.5        4.4       33.2       88.8       80.8       96.7:      19.2        3.3
Other:     100.0:      21.7       17.9        0.7       65.1       69.3       87.5       87.9:      12.5       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        30          4         11         28         15         62         26:
Old  :        67:        27          5          7         26         15         56         24:
Other:        25:         8          4          2          8          9         16         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       74.7       33.4       85.0       19.6       70.2       33.2       78.1
Old  :                 20.4       77.0       35.4       87.7       20.4       74.9       35.4       84.5
Other:                 56.3       63.8       78.8       80.1       40.0       39.1       53.8       52.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 18, 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  : 1,002,717:   276,184    158,870     19,963    585,722    729,558    881,869    908,391:   120,848     94,326
Old  : 1,002,717:   276,184    158,870     19,963    585,722    729,558    881,869    908,391:   120,848     94,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -10,233:   -46,691    -32,864       -551     44,012     39,967     -3,230      6,552:    -7,003    -16,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       15.8        2.0       58.4       72.8       87.9       90.6:      12.1        9.4
Old  :     100.0:      27.5       15.8        2.0       58.4       72.8       87.9       90.6:      12.1        9.4
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  :       228:        51         40         15         94         95        152        144:
Old  :       228:        51         40         15         94         95        152        144:
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  :                 18.0       41.8       29.0       50.4       16.6       37.6       26.4       45.1
Old  :                 18.0       41.8       29.0       50.4       16.6       37.6       26.4       45.1
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, December 18, 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  : 2,254,582:   658,688    365,698     29,816  1,240,872  1,455,367  1,929,376  1,850,881:   325,206    403,701
Old  : 2,254,582:   658,688    365,698     29,816  1,240,872  1,455,367  1,929,376  1,850,881:   325,206    403,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :  -166,279:  -105,888    -22,481    -10,497    -31,764   -112,414   -148,149   -145,392:   -18,130    -20,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       16.2        1.3       55.0       64.6       85.6       82.1:      14.4       17.9
Old  :     100.0:      29.2       16.2        1.3       55.0       64.6       85.6       82.1:      14.4       17.9
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  :       268:        52         54         32        102        122        170        193:
Old  :       268:        52         54         32        102        122        170        193:
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  :                 31.2       24.1       41.5       35.1       27.6       23.7       37.1       32.2
Old  :                 31.2       24.1       41.5       35.1       27.6       23.7       37.1       32.2
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, December 18, 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  : 1,849,153:   386,946    511,013     20,984  1,200,808  1,099,446  1,608,738  1,631,443:   240,415    217,710
Old  : 1,849,153:   386,946    511,013     20,984  1,200,808  1,099,446  1,608,738  1,631,443:   240,415    217,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :   -27,040:   -32,827      6,624    -19,210     32,991    -10,882    -19,046    -23,468:    -7,994     -3,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       27.6        1.1       64.9       59.5       87.0       88.2:      13.0       11.8
Old  :     100.0:      20.9       27.6        1.1       64.9       59.5       87.0       88.2:      13.0       11.8
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  :       208:        39         49         18         90         78        139        136:
Old  :       208:        39         49         18         90         78        139        136:
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  :                 21.3       44.9       34.1       55.9       18.3       39.3       29.7       45.7
Old  :                 21.3       44.9       34.1       55.9       18.3       39.3       29.7       45.7
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 - Futures Only, December 18, 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  :   435,729:   111,044    115,438     17,069    279,737    274,851    407,850    407,358:    27,879     28,371
Old  :   435,729:   111,044    115,438     17,069    279,737    274,851    407,850    407,358:    27,879     28,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    15,661:    26,956     -6,113     -6,017     -1,967     31,865     18,972     19,735:    -3,311     -4,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       26.5        3.9       64.2       63.1       93.6       93.5:       6.4        6.5
Old  :     100.0:      25.5       26.5        3.9       64.2       63.1       93.6       93.5:       6.4        6.5
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  :       126:        23         39         27         47         47         89         94:
Old  :       126:        23         39         27         47         47         89         94:
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  :                 23.5       27.0       39.8       41.5       20.8       25.1       34.4       36.5
Old  :                 23.5       27.0       39.8       41.5       20.8       25.1       34.4       36.5
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, December 18, 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  :    14,998:     3,076      1,006      1,298      1,777      8,416      6,151     10,720:     8,847      4,278
Old  :    14,998:     3,076      1,006      1,298      1,777      8,416      6,151     10,720:     8,847      4,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -1,182:      -901     -1,078        -56        -73         89     -1,030     -1,045:      -152       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        6.7        8.7       11.8       56.1       41.0       71.5:      59.0       28.5
Old  :     100.0:      20.5        6.7        8.7       11.8       56.1       41.0       71.5:      59.0       28.5
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  :        25:         8          5          4          4         10         14         17:
Old  :        25:         8          5          4          4         10         14         17:
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  :                 19.3       43.8       32.2       58.9       13.0       43.8       22.5       52.9
Old  :                 19.3       43.8       32.2       58.9       13.0       43.8       22.5       52.9
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, December 18, 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  :    43,771:    14,693     14,084      1,234     21,872     18,780     37,799     34,098:     5,972      9,673
Old  :    43,771:    14,693     14,084      1,234     21,872     18,780     37,799     34,098:     5,972      9,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :     4,802:      -232        974        254      3,949      3,289      3,971      4,517:       831        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       32.2        2.8       50.0       42.9       86.4       77.9:      13.6       22.1
Old  :     100.0:      33.6       32.2        2.8       50.0       42.9       86.4       77.9:      13.6       22.1
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  :        58:        15         21         11         18         14         40         39:
Old  :        58:        15         21         11         18         14         40         39:
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  :                 28.5       29.6       47.2       49.9       27.7       28.1       44.8       44.2
Old  :                 28.5       29.6       47.2       49.9       27.7       28.1       44.8       44.2
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, December 18, 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  :   121,189:    36,388     40,092      5,885     47,652     55,468     89,925    101,445:    31,264     19,744
Old  :   121,189:    36,388     40,092      5,885     47,652     55,468     89,925    101,445:    31,264     19,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    23,443:     2,403     -1,307      4,315      7,725     12,416     14,443     15,424:     9,000      8,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       33.1        4.9       39.3       45.8       74.2       83.7:      25.8       16.3
Old  :     100.0:      30.0       33.1        4.9       39.3       45.8       74.2       83.7:      25.8       16.3
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  :       108:        42         30         25         27         23         81         67:
Old  :       108:        42         30         25         27         23         81         67:
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  :                 20.9       31.5       32.8       47.6       19.8       31.2       30.6       43.1
Old  :                 20.9       31.5       32.8       47.6       19.8       31.2       30.6       43.1
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, December 18, 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  :    51,642:     6,929     10,155      1,579     42,866     39,796     51,374     51,530:       268        112
Old  :    51,642:     6,929     10,155      1,579     42,866     39,796     51,374     51,530:       268        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :      -188:       140     -3,947         60       -376      3,716       -176       -171:       -12        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       19.7        3.1       83.0       77.1       99.5       99.8:       0.5        0.2
Old  :     100.0:      13.4       19.7        3.1       83.0       77.1       99.5       99.8:       0.5        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  :        44:         8         17          3         16          9         24         29:
Old  :        44:         8         17          3         16          9         24         29:
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  :                 83.3       81.7       92.5       91.6       78.7       73.7       83.2       83.0
Old  :                 83.3       81.7       92.5       91.6       78.7       73.7       83.2       83.0
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, December 18, 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  :    17,200:     9,697      4,326        150      7,308     12,686     17,155     17,162:        45         38
Old  :    17,200:     9,697      4,326        150      7,308     12,686     17,155     17,162:        45         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2007                    :
     :    -5,256:     4,219      3,615     -1,905     -7,604     -6,958     -5,290     -5,248:        34         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       25.2        0.9       42.5       73.8       99.7       99.8:       0.3        0.2
Old  :     100.0:      56.4       25.2        0.9       42.5       73.8       99.7       99.8:       0.3        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  :        26:         6          6          2          7          9         14         16:
Old  :        26:         6          6          2          7          9         14         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  :                 92.0       77.3       98.6       95.9       80.7       72.3       84.3       81.9
Old  :                 92.0       77.3       98.6       95.9       80.7       72.3       84.3       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 21, 2007