WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      551,037
COMMITMENTS
  87,949   70,878  182,677  236,378  212,341  507,004  465,896   44,033   85,141

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     12,905)
   3,805    2,511    5,174    2,245     -305   11,224    7,381    1,681    5,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     12.9     33.2     42.9     38.5     92.0     84.5      8.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     139      127      174       96      132      330      357
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,640,585
COMMITMENTS
 253,963   98,212  483,799  729,842  772,198  1467604  1354209  172,981  286,376

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      9,632)
   4,785   -1,682    6,625   -2,788    5,981    8,622   10,924    1,011   -1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      6.0     29.5     44.5     47.1     89.5     82.5     10.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      711)
     187      142      245      270      313      587      601
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,522
COMMITMENTS
   3,841      681    1,218    7,498    8,749   12,558   10,648    2,963    4,873

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:         61)
    -214       10       31      378     -429      196     -389     -135      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      4.4      7.8     48.3     56.4     80.9     68.6     19.1     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        9        6       18       14       42       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      785,306
COMMITMENTS
 158,231   23,760  231,692  326,495  420,512  716,419  675,964   68,887  109,341

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        852)
   3,675      969      297   10,006   10,634   13,978   11,900  -13,126  -11,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      3.0     29.5     41.6     53.5     91.2     86.1      8.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     204       94      208      160      217      454      467
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,300
COMMITMENTS
  15,034    3,007    1,983        0      705   17,017    5,695    4,283   15,605

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -1,605)
  -1,127     -806     -419        0      221   -1,546   -1,004      -59     -601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     14.1      9.3      0.0      3.3     79.9     26.7     20.1     73.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        7       10        0        2       16       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      323,190
COMMITMENTS
  69,020   14,533   61,266  163,949  232,037  294,236  307,837   28,954   15,352

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     12,942)
    -289    2,539    2,529    8,319    7,665   10,560   12,734    2,382      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      4.5     19.0     50.7     71.8     91.0     95.2      9.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      80       32       65       66       65      182      142
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,115,347
COMMITMENTS
 137,040  157,487   96,689  723,267  686,207  956,996  940,383  158,351  174,964

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     22,069)
  19,316   -5,691   15,860  -21,553   13,700   13,624   23,869    8,445   -1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     14.1      8.7     64.8     61.5     85.8     84.3     14.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      36       48       52       87       92      154      161
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      257,147
COMMITMENTS
  73,398    7,966   39,780   99,312  186,141  212,490  233,887   44,656   23,260

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     11,012)
   4,121    1,350    2,908    3,664    6,736   10,693   10,994      318       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      3.1     15.5     38.6     72.4     82.6     91.0     17.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      76       17       59       62       62      163      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,928
COMMITMENTS
   5,002      511    2,977    7,506   14,356   15,485   17,845    3,444    1,083

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -575)
      84     -182      134     -732     -392     -514     -441      -61     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      2.7     15.7     39.7     75.8     81.8     94.3     18.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       10       16       32       23       67       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,032,131
COMMITMENTS
 223,505  234,179   23,998  640,362  670,526  887,865  928,703  144,266  103,427

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:    -26,215)
 -12,324  -13,899     -865  -12,466  -28,480  -25,654  -43,243     -560   17,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     22.7      2.3     62.0     65.0     86.0     90.0     14.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      51       37       22       98       83      158      133
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,403,976
COMMITMENTS
 707,391  299,537  516,373  1813525  2127470  3037289  2943379  366,688  460,597

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:    196,230)
  12,653  -44,115   81,671   79,177  156,255  173,500  193,810   22,730    2,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      8.8     15.2     53.3     62.5     89.2     86.5     10.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      74       69       85      143      155      257      270
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,937,784
COMMITMENTS
 408,281  257,493  159,135  1113600  1295041  1681016  1711669  256,768  226,115

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     75,776)
    -384   46,048   13,940   53,357   26,612   66,913   86,600    8,863  -10,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     13.3      8.2     57.5     66.8     86.7     88.3     13.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      49       42       44      106       94      178      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      604,080
COMMITMENTS
 111,904   61,507  182,791  278,633  326,794  573,328  571,093   30,752   32,987

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     56,249)
 -36,873  -15,128   35,602   50,528   26,795   49,257   47,268    6,992    8,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     10.2     30.3     46.1     54.1     94.9     94.5      5.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       29       44       57       63      111      120
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,431
COMMITMENTS
   6,877    4,656    1,921    2,394    7,626   11,192   14,204   11,238    8,227

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -461)
     487      336      306      372     -794    1,166     -153   -1,626     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     20.8      8.6     10.7     34.0     49.9     63.3     50.1     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17       11       10        7       11       31       25
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       33,821
COMMITMENTS
  11,946   10,089      320   16,990   17,054   29,257   27,463    4,564    6,358

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,542)
   2,563     -375     -235     -720     -670    1,607   -1,280      -65    2,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     29.8      0.9     50.2     50.4     86.5     81.2     13.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      18       16        6       13       12       35       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,514
COMMITMENTS
  39,967   34,411    2,087   53,575   63,843   95,629  100,341   15,885   11,173

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      8,462)
  -1,977     -503      332    8,780    9,356    7,135    9,186    1,326     -724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8     30.9      1.9     48.0     57.3     85.8     90.0     14.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      51       28       18       28       19       86       58
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       54,992
COMMITMENTS
   5,442   18,528      575   48,741   35,762   54,758   54,865      234      127

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,894)
   2,473      757      290     -944      721    1,819    1,768       75      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     33.7      1.0     88.6     65.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       14        4       14       14       25       31
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,189
COMMITMENTS
   9,085    3,524      106    5,997   11,505   15,188   15,135        1       54

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -431)
    -873    1,210      105      438   -1,679     -330     -364     -101      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.8     23.2      0.7     39.5     75.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        6        1        4        6       13       13
 

Updated October 26, 2007