WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      387,320
COMMITMENTS
  98,075   69,028   55,113  196,070  189,294  349,258  313,435   38,062   73,885

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     10,372)
   2,546   -4,031    6,913     -468    1,324    8,991    4,206    1,381    6,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     17.8     14.2     50.6     48.9     90.2     80.9      9.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     123      115      108       75      108      272      271
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,140,593
COMMITMENTS
 344,599  137,955  114,314  559,876  668,973  1018789  921,242  121,804  219,351

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     38,845)
  21,112    4,070    9,997     -253   21,077   30,856   35,144    7,989    3,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     12.1     10.0     49.1     58.7     89.3     80.8     10.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      677)
     161      135      123      203      288      437      494
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,307
COMMITMENTS
   5,627      789       23    5,710    8,973   11,360    9,785    2,947    4,522

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        -32)
    -199      201      -60      160     -100      -99       41       67      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      5.5      0.2     39.9     62.7     79.4     68.4     20.6     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      26        7        3       11       12       39       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      553,678
COMMITMENTS
 166,909   43,353   73,102  259,757  347,836  499,768  464,291   53,910   89,387

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     25,555)
   9,614   -6,200   12,172    3,959   16,267   25,745   22,239     -190    3,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      7.8     13.2     46.9     62.8     90.3     83.9      9.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     166       83      118      108      177      347      340
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,071
COMMITMENTS
  18,913    6,129      578        0    1,146   19,491    7,853    3,580   15,218

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        470)
      81     -242      230        0       60      311       48      159      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.0     26.6      2.5      0.0      5.0     84.5     34.0     15.5     66.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14       15        9        0        4       19       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      281,376
COMMITMENTS
  70,710   12,776   34,507  145,979  219,233  251,196  266,516   30,180   14,860

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      2,719)
   1,702       -2    1,734     -584      707    2,852    2,439     -133      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      4.5     12.3     51.9     77.9     89.3     94.7     10.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      77       22       49       66       59      174      121
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      879,606
COMMITMENTS
 102,689  157,124    3,580  632,548  548,615  738,817  709,319  140,789  170,287

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -23,870)
 -27,179  -19,509     -199   11,248  -19,617  -16,130  -39,325   -7,740   15,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     17.9      0.4     71.9     62.4     84.0     80.6     16.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      32       38       13       69       67      108      111
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      225,239
COMMITMENTS
  69,291    7,353   21,084   90,192  172,459  180,567  200,896   44,672   24,343

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        813)
    -925     -287     -967    1,602     -104     -290   -1,358    1,103    2,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      3.3      9.4     40.0     76.6     80.2     89.2     19.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      69       24       39       54       55      149      105
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,864
COMMITMENTS
   4,401    1,195    1,353    6,541   11,434   12,295   13,982    2,569      882

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        -17)
    -128     -666     -172      229      746      -71      -92       54       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      8.0      9.1     44.0     76.9     82.7     94.1     17.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      29        5        8       22       15       52       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      923,957
COMMITMENTS
 211,653  207,045    6,197  574,312  604,574  792,162  817,816  131,795  106,141

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     44,301)
  27,651   37,009   -2,228   17,577    6,055   43,000   40,836    1,301    3,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     22.4      0.7     62.2     65.4     85.7     88.5     14.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      45       30       12       95       74      146      110
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,271,317
COMMITMENTS
 629,290  336,706   66,238  1246764  1475638  1942292  1878582  329,025  392,735

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     42,951)
  -1,635   16,849  -22,535   54,332   44,541   30,162   38,855   12,789    4,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.8      2.9     54.9     65.0     85.5     82.7     14.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      55       68       37      114      123      192      205
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,592,782
COMMITMENTS
 329,706  215,006   32,461  980,599  1124104  1342766  1371571  250,016  221,211

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,314)
  41,709    4,355   -2,055   43,928   64,718   83,582   67,018  -82,268  -65,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     13.5      2.0     61.6     70.6     84.3     86.1     15.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      49       31       18       87       80      145      120
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      395,665
COMMITMENTS
 137,145   80,509   43,576  190,997  244,277  371,718  368,362   23,947   27,303

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -20,153)
 -32,420  -51,650   14,909   -6,320   33,845  -23,831   -2,896    3,678  -17,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     20.3     11.0     48.3     61.7     93.9     93.1      6.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      27       33       26       42       51       82       97
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,271
COMMITMENTS
   9,080    3,796    1,007    1,838   12,162   11,925   16,965   11,346    6,306

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,004)
   1,149       74     -482      378    1,345    1,045      937      -41       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     16.3      4.3      7.9     52.3     51.2     72.9     48.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        6        5        6       12       30       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,534
COMMITMENTS
   6,906    6,396       19   13,633   13,276   20,558   19,691    3,976    4,843

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -21,630)
 -11,920   -8,992   -2,543   -5,620   -7,159  -20,083  -18,694   -1,547   -2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     26.1      0.1     55.6     54.1     83.8     80.3     16.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       15        2       12        7       23       22
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,658
COMMITMENTS
  32,095   26,492      989   33,446   35,997   66,530   63,478   11,128   14,180

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -44,550)
  -4,948  -30,404   -5,383  -29,513   -5,294  -39,844  -41,081   -4,706   -3,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     34.1      1.3     43.1     46.4     85.7     81.7     14.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      40       23        4       18       17       60       42
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,073
COMMITMENTS
   2,468   20,966      285   52,041   33,782   54,794   55,033      279       40

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,041)
     393    1,402        0      497     -307      890    1,095      151      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     38.1      0.5     94.5     61.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       16        2       14       11       22       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 09/25/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,876
COMMITMENTS
   8,467    2,851        0    5,407   10,998   13,874   13,849        2       27

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      3,476)
   3,335      175        0      182    3,296    3,517    3,471      -41        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     20.5      0.0     39.0     79.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        0        4        6       12       12
 

Updated September 28, 2007