WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      485,252
COMMITMENTS
  87,072   72,657  126,157  226,866  210,851  440,096  409,665   45,156   75,587

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     10,330)
   4,298   -3,287    8,047    2,927   14,466   15,272   19,227   -4,941   -8,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     15.0     26.0     46.8     43.5     90.7     84.4      9.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     118      122      165       85      121      310      326
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,426,948
COMMITMENTS
 275,588   74,010  298,130  674,835  781,032  1248553  1153173  178,395  273,775

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    -31,221)
 -13,122  -11,402      840  -12,482  -11,828  -24,764  -22,390   -6,457   -8,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      5.2     20.9     47.3     54.7     87.5     80.8     12.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      690)
     178      118      204      265      321      554      566
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       11,804
COMMITMENTS
   2,743      676      543    6,171    8,605    9,457    9,824    2,347    1,980

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -1,716)
    -811      -12      123     -540     -395   -1,227     -283     -489   -1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      5.7      4.6     52.3     72.9     80.1     83.2     19.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        7        6       17       13       37       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      749,085
COMMITMENTS
 170,561   32,840  185,023  307,799  408,475  663,383  626,338   85,702  122,746

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    -15,650)
 -11,709    2,894   -4,073  -10,488  -20,670  -26,270  -21,848   10,619    6,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      4.4     24.7     41.1     54.5     88.6     83.6     11.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     190       94      176      139      213      411      429
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      360,244
COMMITMENTS
  71,478   16,413   76,554  177,260  247,421  325,293  340,389   34,952   19,855

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     13,987)
  -1,054    1,453    2,734    3,752    4,939    5,432    9,126    8,555    4,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      4.6     21.3     49.2     68.7     90.3     94.5      9.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      76       36       68       64       61      186      140
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,169,411
COMMITMENTS
 220,697  161,342   96,908  672,961  717,454  990,566  975,703  178,845  193,708

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     40,058)
   9,249   -8,938   42,710  -38,413    1,406   13,546   35,179   26,513    4,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     13.8      8.3     57.5     61.4     84.7     83.4     15.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      36       41       48       83       87      146      150
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      262,419
COMMITMENTS
  76,296   10,468   41,227   97,812  189,243  215,335  240,938   47,084   21,481

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -5,395)
    -935    2,045   -2,263   -3,736   -7,059   -6,935   -7,277    1,539    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      4.0     15.7     37.3     72.1     82.1     91.8     17.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      68       28       55       60       61      162      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       20,857
COMMITMENTS
   8,123       10    2,740    6,602   16,891   17,465   19,641    3,393    1,216

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        438)
      53      -43      -35      144      396      162      319      276      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      0.0     13.1     31.7     81.0     83.7     94.2     16.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      36        3       13       24       19       65       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,109,244
COMMITMENTS
 319,688  189,175   37,019  627,841  747,494  984,549  973,689  124,695  135,555

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     73,696)
  66,428   -3,069   12,393    3,811   55,979   82,633   65,303   -8,937    8,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     17.1      3.3     56.6     67.4     88.8     87.8     11.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      55       48       28       96       94      165      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,217,980
COMMITMENTS
 738,872  254,437  365,703  1734831  2153867  2839406  2774008  378,573  443,971

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    206,887)
 -65,459  -18,154   40,859   88,982  129,051   64,383  151,756  142,504   55,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      7.9     11.4     53.9     66.9     88.2     86.2     11.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      57       58       66      129      139      218      232
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    2,332,896
COMMITMENTS
 480,233  421,673  206,633  1376926  1437631  2063791  2065936  269,104  266,960

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:    238,605)
  89,764   69,444   32,046   72,902  109,783  194,711  211,273   43,894   27,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     18.1      8.9     59.0     61.6     88.5     88.6     11.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      49       42       43      107       99      177      163
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      792,458
COMMITMENTS
  76,810   93,250  262,357  417,767  396,742  756,934  752,349   35,524   40,110

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     46,757)
  16,963  -23,625   21,860    8,965   47,751   47,787   45,985   -1,030      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     11.8     33.1     52.7     50.1     95.5     94.9      4.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      26       56       58       78       79      146      151
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED 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:       17,516
COMMITMENTS
   2,926    1,296    1,418    2,386    8,890    6,730   11,605   10,786    5,911

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -2,113)
    -608       33     -240     -368       87   -1,216     -120     -897   -1,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      7.4      8.1     13.6     50.8     38.4     66.3     61.6     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        6        4        8       10       20       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       37,719
COMMITMENTS
  13,507   11,726    1,449   16,937   15,710   31,893   28,885    5,826    8,834

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        476)
     544     -314       56     -672   -1,590      -72   -1,848      548    2,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8     31.1      3.8     44.9     41.6     84.6     76.6     15.4     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       18       11       16       11       42       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      106,791
COMMITMENTS
  35,911   30,261    1,777   47,634   60,997   85,322   93,035   21,469   13,757

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -4,935)
  -1,313    1,146      188    6,184      864    5,059    2,199   -9,994   -7,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     28.3      1.7     44.6     57.1     79.9     87.1     20.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      41       29       14       25       21       72       58
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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