WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      454,860
COMMITMENTS
  97,831   78,730   90,488  220,923  218,172  409,242  387,390   45,618   67,470

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      3,431)
  -4,112      943    7,871    3,424   -3,306    7,183    5,508   -3,752   -2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     17.3     19.9     48.6     48.0     90.0     85.2     10.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     110      116      156       86      121      307      314
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,424,970
COMMITMENTS
 444,321  112,897  152,108  670,429  890,360  1266858  1155365  158,112  269,605

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -4,424)
 -11,999   -8,745    4,218    1,926    6,991   -5,855    2,464    1,431   -6,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      7.9     10.7     47.0     62.5     88.9     81.1     11.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     229      104      186      229      327      547      563
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,349
COMMITMENTS
   3,501    1,509      438    6,616   10,962   10,555   12,909    3,794    1,440

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        427)
      16       50       77      262      100      355      227       72      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     10.5      3.1     46.1     76.4     73.6     90.0     26.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21        3        7       16       13       40       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      570,217
COMMITMENTS
 182,690   34,701   70,077  255,180  363,297  507,947  468,075   62,270  102,142

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      6,033)
    -451   -3,310    6,016    5,501    4,828   11,066    7,534   -5,033   -1,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.1     12.3     44.8     63.7     89.1     82.1     10.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     166       87      121      117      193      343      366
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,933
COMMITMENTS
  19,563    3,951      329        4    2,787   19,896    7,067    4,037   16,866

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:       -890)
  -1,034     -132       96       -3     -325     -941     -361       51     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.7     16.5      1.4      0.0     11.6     83.1     29.5     16.9     70.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19        8        8        1        7       20       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      283,472
COMMITMENTS
  59,869   21,228   46,788  146,481  200,355  253,138  268,371   30,334   15,101

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:    -12,584)
  -7,813      932    3,777   -4,821  -15,631   -8,857  -10,922   -3,727   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      7.5     16.5     51.7     70.7     89.3     94.7     10.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      62       37       55       60       58      157      130
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,049,956
COMMITMENTS
 227,760  211,325   11,210  669,396  654,441  908,366  876,976  141,590  172,980

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:    -42,904)
 -29,725  -15,850    4,481   -8,942  -15,535  -34,186  -26,904   -8,718  -16,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     20.1      1.1     63.8     62.3     86.5     83.5     13.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      41       46       30       69       80      124      143
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      235,150
COMMITMENTS
  58,870   17,232   20,272  116,599  179,258  195,741  216,762   39,409   18,388

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -2,448)
  -6,920     -414      569    4,057   -2,496   -2,294   -2,341     -154     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      7.3      8.6     49.6     76.2     83.2     92.2     16.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      61       25       40       66       54      148      105
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,697
COMMITMENTS
   7,368      334      941    6,056   15,574   14,365   16,849    3,332      848

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        508)
     850      -36       42       29      548      921      554     -413      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      1.9      5.3     34.2     88.0     81.2     95.2     18.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      35        3       12       26       19       63       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,186,881
COMMITMENTS
 302,636  332,457   14,279  741,841  737,200  1058756  1083936  128,125  102,945

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:    -35,682)
  25,226  143,239   -3,034   -4,206   11,108   17,986  151,313  -53,668 -186,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     28.0      1.2     62.5     62.1     89.2     91.3     10.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      64       43       22       96       87      168      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,539,795
COMMITMENTS
 528,080  418,755   92,913  1577603  1597474  2198596  2109142  341,199  430,653

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:    -32,151)
 -41,693   20,314      582   18,653  -22,434  -22,458   -1,538   -9,693  -30,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     16.5      3.7     62.1     62.9     86.6     83.0     13.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      51       68       41      119      124      193      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,967,451
COMMITMENTS
 317,309  475,170   84,715  1318362  1179589  1720386  1739474  247,065  227,977

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:    -52,084)
 -11,967  -97,199   15,629  -45,178   58,729  -41,516  -22,841  -10,568  -29,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.2      4.3     67.0     60.0     87.4     88.4     12.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      45       43       34       90       87      153      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      432,967
COMMITMENTS
 145,739  105,970   41,093  220,337  249,529  407,169  396,592   25,798   36,375

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     27,919)
  24,576   45,307      560    9,532   29,187   34,668   75,054   -6,749  -47,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     24.5      9.5     50.9     57.6     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      29       33       30       50       58       96      105
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,027
COMMITMENTS
   3,286      911       75    1,538    7,090    4,899    8,076    9,128    5,951

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -2,295)
    -537   -1,062     -731     -348     -466   -1,616   -2,259     -679      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      6.5      0.5     11.0     50.5     34.9     57.6     65.1     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        2        4        8       14       12
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       28,974
COMMITMENTS
  12,090   12,946      179   12,636   10,412   24,905   23,537    4,069    5,437

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        748)
   2,021   -1,375       34      185    2,471    2,240    1,130   -1,492     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     44.7      0.6     43.6     35.9     86.0     81.2     14.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       21        5       12        7       30       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,011
COMMITMENTS
  42,223   26,998    1,449   25,800   41,822   69,472   70,269   18,539   17,742

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -6,742)
  -1,786    6,152        3    2,045  -11,247      262   -5,092   -7,004   -1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     30.7      1.6     29.3     47.5     78.9     79.8     21.1     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      41       41        5       17       18       60       62
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,013
COMMITMENTS
  11,504   10,832      824   42,292   43,291   54,620   54,947      393       66

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -1,201)
      98     -293      -60   -1,176     -770   -1,138   -1,123      -63      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     19.7      1.5     76.9     78.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       17        4       17       11       28       32
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,338
COMMITMENTS
   1,307    1,465      353   13,486   13,377   15,146   15,195      192      143

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -2,316)
  -4,762   -2,622      243    2,123      876   -2,396   -1,503       80     -813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.6      2.3     87.9     87.2     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        2        8        8       16       14
 

Updated February 1, 2008