WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      508,987
COMMITMENTS
  91,389   70,192  141,461  235,407  222,673  468,258  434,326   40,729   74,661

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      8,955)
     164      992   12,528   -4,803   -3,203    7,889   10,316    1,066   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     13.8     27.8     46.3     43.7     92.0     85.3      8.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     129      129      141       84      126      299      319
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,552,246
COMMITMENTS
 250,457   86,000  423,602  718,545  768,763  1392605  1278365  159,641  273,881

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     19,610)
   9,497   -6,660    5,289   -3,209   22,877   11,578   21,506    8,032   -1,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      5.5     27.3     46.3     49.5     89.7     82.4     10.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      717)
     183      138      219      277      332      568      600
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,347
COMMITMENTS
   5,288      570      870    6,238    9,221   12,396   10,661    2,951    4,687

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        188)
      81     -137       24       66     -448      172     -561       17      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      3.7      5.7     40.6     60.1     80.8     69.5     19.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21       10        7       13       13       41       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      737,980
COMMITMENTS
 145,093   22,904  210,289  305,234  394,608  660,616  627,800   77,364  110,180

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     58,823)
  10,835     -932   23,766   16,035   27,551   50,635   50,385    8,188    8,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      3.1     28.5     41.4     53.5     89.5     85.1     10.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      508)
     188       95      176      132      183      399      400
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       22,601
COMMITMENTS
  18,832    6,371      348        0    1,086   19,180    7,805    3,421   14,796

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,392)
   1,188      872      -55        0     -127    1,133      690      259      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.3     28.2      1.5      0.0      4.8     84.9     34.5     15.1     65.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15       14        6        0        4       19       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      315,060
COMMITMENTS
  67,361   12,544   50,847  164,641  235,106  282,850  298,496   32,210   16,563

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     12,292)
   6,315      358    1,720    1,242   10,078    9,277   12,157    3,014      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      4.0     16.1     52.3     74.6     89.8     94.7     10.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      77       29       54       70       70      176      138
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,069,266
COMMITMENTS
 123,759  171,099   86,971  699,205  642,846  909,935  900,916  159,331  168,350

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:    -29,336)
 -28,704   -8,857   -4,401   -3,242   -4,402  -36,347  -17,660    7,011  -11,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     16.0      8.1     65.4     60.1     85.1     84.3     14.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      31       40       42       85       91      140      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      246,249
COMMITMENTS
  70,460    6,689   34,472   94,642  181,370  199,575  222,531   46,674   23,717

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     16,561)
   8,357    1,879    2,523    3,119    9,505   13,999   13,908    2,561    2,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      2.7     14.0     38.4     73.7     81.0     90.4     19.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      73       22       51       59       63      160      121
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,076
COMMITMENTS
   4,643    1,878    2,114    6,598   11,194   13,356   15,186    2,720      890

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        341)
     213     -116       74       34      446      321      405       20      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     11.7     13.2     41.0     69.6     83.1     94.5     16.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       11        9       25       19       57       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      908,644
COMMITMENTS
 181,748  171,381   25,104  570,449  608,162  777,302  804,648  131,342  103,996

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:    -13,755)
     -89   19,757   -9,413  -15,196  -17,732  -24,698   -7,388   10,943   -6,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     18.9      2.8     62.8     66.9     85.5     88.6     14.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      51       29       21       91       83      148      127
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,988,501
COMMITMENTS
 641,579  299,852  470,029  1545493  1819920  2657100  2589801  331,400  398,699

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:    -93,695)
     819   16,510  -23,200  -64,980  -52,675  -87,362  -59,365   -6,333  -34,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     10.0     15.7     51.7     60.9     88.9     86.7     11.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      69       70       77      139      140      249      246
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,952,810
COMMITMENTS
 273,850  189,701  195,151  1139423  1274434  1608425  1659287  344,386  293,524

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      6,902)
  10,961  -53,364   11,086  -67,900   -1,120  -45,853  -43,398   52,755   50,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      9.7     10.0     58.3     65.3     82.4     85.0     17.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      44       40       46      106       93      172      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      642,838
COMMITMENTS
 118,505   96,812  239,429  259,858  260,053  617,792  596,294   25,046   46,544

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:   -124,679)
  37,731       -4 -127,957  -33,540  -18,585 -123,765 -146,545     -914   21,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     15.1     37.2     40.4     40.5     96.1     92.8      3.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      37       31       37       47       54       94      113
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,209
COMMITMENTS
   7,773    3,619    2,503    2,089   11,045   12,366   17,167   11,843    7,042

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,913)
     161       83      241      140    1,406      542    1,731    1,371      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1     14.9     10.3      8.6     45.6     51.1     70.9     48.9     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20       10       10        6       14       34       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,973
COMMITMENTS
  19,771   15,300    3,470   19,888   21,562   43,129   40,332    5,844    8,642

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      4,849)
     798     -350    1,243    3,870    3,302    5,911    4,196   -1,062      654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4     31.2      7.1     40.6     44.0     88.1     82.4     11.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      28       17       19       21       16       58       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,483
COMMITMENTS
  38,296   57,412    8,364   67,718   46,344  114,377  112,121   16,106   18,363

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     29,696)
   2,761    5,173    5,503   18,119   12,626   26,383   23,301    3,313    6,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     44.0      6.4     51.9     35.5     87.7     85.9     12.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      43       53       36       35       29      101       96
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       54,032
COMMITMENTS
   2,075   19,564      285   51,544   34,089   53,904   53,938      128       94

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:    -11,152)
    -775   -2,075        0  -10,408   -9,103  -11,183  -11,178       31       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     36.2      0.5     95.4     63.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       16        2       14       11       21       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,400
COMMITMENTS
   5,132    2,676        0    5,225    7,702   10,357   10,378       43       22

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:    -19,728)
   2,328   -5,464   -2,451  -19,635  -11,820  -19,758  -19,735       30        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3     25.7      0.0     50.2     74.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        0        5        6       12       13
 

Updated September 21, 2007