WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      408,228
COMMITMENTS
  87,604   77,064   69,499  209,414  191,581  366,517  338,144   41,711   70,084

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      2,763)
   4,393   -2,162    1,001    2,232   12,871    7,626   11,710   -4,863   -8,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     18.9     17.0     51.3     46.9     89.8     82.8     10.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     112      112      136       75      111      279      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,158,555
COMMITMENTS
 313,710   78,660  126,587  577,445  710,082  1017742  915,329  140,813  243,226

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    -39,732)
 -11,518  -11,999   -5,066  -14,710  -12,086  -31,294  -29,151   -8,438  -10,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      6.8     10.9     49.8     61.3     87.8     79.0     12.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      666)
     179       98      147      215      300      476      502
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,237
COMMITMENTS
   3,196      651       51    5,668    8,573    8,915    9,275    2,322    1,962

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -1,874)
    -607       14      -72     -701     -380   -1,380     -438     -494   -1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      5.8      0.5     50.4     76.3     79.3     82.5     20.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        3        2       16       12       36       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      591,839
COMMITMENTS
 176,566   36,473   79,565  273,342  375,551  529,473  491,589   62,366  100,250

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    -11,307)
  -8,477    4,336    4,864  -14,531  -21,346  -18,144  -12,146    6,837      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      6.2     13.4     46.2     63.5     89.5     83.1     10.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     185       80      128      109      199      359      375
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,705
COMMITMENTS
  16,673    1,615    1,317        0      848   17,990    3,780    3,715   17,925

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        114)
      68      130     -115        0       68      -47       83      161       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      7.4      6.1      0.0      3.9     82.9     17.4     17.1     82.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        7        8        0        3       16       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      318,720
COMMITMENTS
  84,565   19,342   45,248  156,733  235,810  286,546  300,400   32,174   18,320

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     10,182)
   1,174    2,062     -744    1,219    3,921    1,649    5,239    8,533    4,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      6.1     14.2     49.2     74.0     89.9     94.3     10.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      77       34       58       59       54      178      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,034,180
COMMITMENTS
 224,479  163,765   18,955  619,594  668,202  863,028  850,922  171,152  183,258

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -6,365)
  14,240   -2,168   10,661  -54,840  -16,213  -29,939   -7,720   23,574    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     15.8      1.8     59.9     64.6     83.5     82.3     16.5     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      38       35       25       79       79      131      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      245,568
COMMITMENTS
  76,815   11,371   30,162   93,929  183,698  200,906  225,231   44,662   20,337

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -5,533)
  -1,374    1,458   -1,688   -3,610   -6,923   -6,672   -7,153    1,139    1,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      4.6     12.3     38.2     74.8     81.8     91.7     18.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      67       25       49       60       55      159      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,446
COMMITMENTS
   7,730      572    1,957    6,563   15,909   16,250   18,438    3,196    1,008

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        290)
     -10      -80      -50      142      374       82      244      208       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      2.9     10.1     33.7     81.8     83.6     94.8     16.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      34        5       13       24       16       65       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,091,138
COMMITMENTS
 319,369  190,325   28,851  619,467  741,028  967,687  960,204  123,451  130,934

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     59,445)
  65,988   -1,942    5,581   -3,128   50,479   68,441   54,118   -8,996    5,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     17.4      2.6     56.8     67.9     88.7     88.0     11.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      54       46       22       93       92      157      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,637,003
COMMITMENTS
 724,696  315,562   69,889  1493081  1844174  2287666  2229625  349,337  407,378

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    102,531)
 -57,497   -5,175  -24,520   49,730   89,711  -32,287   60,016  134,818   42,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     12.0      2.7     56.6     69.9     86.8     84.6     13.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      50       60       43      113      121      185      203
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,088,500
COMMITMENTS
 496,632  425,552   80,636  1252654  1321079  1829922  1827267  258,578  261,233

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    186,095)
  98,984   76,554   -3,944   49,411   84,573  144,451  157,183   41,644   28,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     20.4      3.9     60.0     63.3     87.6     87.5     12.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      43       47       30       97       87      159      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      475,287
COMMITMENTS
  73,338   94,889   56,243  316,479  289,132  446,060  440,264   29,227   35,023

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     32,985)
  15,026   -5,543    8,049   10,894   30,616   33,969   33,122     -984     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     20.0     11.8     66.6     60.8     93.9     92.6      6.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      21       45       33       63       63      113      112
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,129
COMMITMENTS
   3,003    1,277    1,182    2,386    8,890    6,571   11,349   10,558    5,780

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -1,426)
    -538     -370      261     -332      248     -609      139     -817   -1,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      7.5      6.9     13.9     51.9     38.4     66.3     61.6     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        5        3        8       10       19       17
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,390
COMMITMENTS
  13,476   11,519    1,074   16,634   15,437   31,184   28,030    5,206    8,360

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        455)
     542     -338       49     -693   -1,598     -102   -1,887      557    2,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     31.7      3.0     45.7     42.4     85.7     77.0     14.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       19        7       16       10       37       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,669
COMMITMENTS
  34,769   30,198      948   44,879   57,040   80,596   88,186   21,073   13,483

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -5,591)
  -1,496    1,063      169    5,807      343    4,480    1,575  -10,071   -7,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     29.7      0.9     44.1     56.1     79.3     86.7     20.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      39       28        6       23       19       64       51
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       54,897
COMMITMENTS
   6,372   13,690    1,671   46,506   39,382   54,549   54,743      348      154

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -1,906)
    -365   -1,161        9   -1,517     -832   -1,873   -1,984      -33       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     24.9      3.0     84.7     71.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       14        5       16       14       27       32
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 11/27/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       20,188
COMMITMENTS
   6,620    1,131    1,881   11,650   17,127   20,151   20,139       37       49

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      3,818)
   3,383   -2,587    1,692   -1,293    4,711    3,782    3,816       36        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      5.6      9.3     57.7     84.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        5        2        7        7       17       14
 

Updated November 30, 2007