WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      397,308
COMMITMENTS
  95,174   69,405   65,641  200,641  210,147  361,456  345,193   35,852   52,115

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -29,581)
  -7,390   -2,635  -10,973  -11,028   -9,664  -29,391  -23,272     -190   -6,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     17.5     16.5     50.5     52.9     91.0     86.9      9.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      98      115      124       79      113      268      277
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,449,873
COMMITMENTS
 473,425   97,033  154,444  663,273  962,861  1291142  1214338  158,731  235,535

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -29,403)
   2,386    5,257  -20,731   -4,853   -7,291  -23,198  -22,765   -6,205   -6,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      6.7     10.7     45.7     66.4     89.1     83.8     10.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      794)
     252      103      179      227      350      559      585
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,595
COMMITMENTS
   4,809    2,009      493    6,312   11,819   11,614   14,321    3,981    1,274

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -107)
     346       -9       36     -104      288      278      315     -385     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     12.9      3.2     40.5     75.8     74.5     91.8     25.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      27        3        5       13       12       42       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      567,980
COMMITMENTS
 175,782   48,801   58,579  266,667  364,795  501,028  472,175   66,952   95,805

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -26,463)
 -14,194    4,082  -15,618    3,263  -13,475  -26,549  -25,011       86   -1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      8.6     10.3     47.0     64.2     88.2     83.1     11.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     187      101      122      107      193      356      370
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       25,019
COMMITMENTS
  20,185    2,872    1,358        0    3,318   21,543    7,548    3,476   17,471

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:        365)
     586       35      333     -252      197      667      565     -302     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.7     11.5      5.4      0.0     13.3     86.1     30.2     13.9     69.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16       11       14        0        9       21       30
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      297,721
COMMITMENTS
  57,675   25,315   51,176  151,495  206,007  260,346  282,498   37,375   15,223

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -3,516)
  -2,264    4,306    1,843   -5,032   -8,465   -5,453   -2,316    1,937   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      8.5     17.2     50.9     69.2     87.4     94.9     12.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      65       44       61       64       59      173      133
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,064,263
COMMITMENTS
 192,884  210,217   16,473  711,405  643,485  920,762  870,175  143,501  194,088

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     43,828)
  18,956   31,580    9,322   24,349   -3,493   52,627   37,409   -8,799    6,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     19.8      1.5     66.8     60.5     86.5     81.8     13.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      36       48       27       72       83      123      144
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      237,236
COMMITMENTS
  70,141   11,262   25,090   98,434  181,314  193,665  217,666   43,571   19,570

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -4,853)
   1,101      253    1,002   -8,832   -7,543   -6,729   -6,288    1,876    1,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      4.7     10.6     41.5     76.4     81.6     91.8     18.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      68       34       49       67       58      169      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,931
COMMITMENTS
   7,846       65      626    6,936   18,202   15,408   18,893    4,523    1,038

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,381)
    -124     -182     -489   -1,147     -896   -1,760   -1,567      379      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      0.3      3.1     34.8     91.3     77.3     94.8     22.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      36        1        9       27       20       64       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,305,218
COMMITMENTS
 331,437  331,667   23,455  820,012  836,552  1174904  1191674  130,314  113,544

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -62,751)
 -25,243  -14,175  -14,008  -12,924  -13,431  -52,175  -41,614  -10,576  -21,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     25.4      1.8     62.8     64.1     90.0     91.3     10.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      64       42       30      109       95      182      159
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,358,330
COMMITMENTS
 603,544  380,243   43,210  1391610  1561045  2038364  1984498  319,966  373,832

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:   -112,100)
  71,421   17,325  -32,224 -170,143  -37,597 -130,946  -52,496   18,846  -59,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     16.1      1.8     59.0     66.2     86.4     84.1     13.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      50       69       35      110      133      175      222
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,028,217
COMMITMENTS
 521,162  489,577   45,467  1210801  1232751  1777430  1767795  250,787  260,422

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:   -147,594)
 -28,138   67,425  -11,987  -62,261 -173,623 -102,386 -118,185  -45,208  -29,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     24.1      2.2     59.7     60.8     87.6     87.2     12.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      47       43       24       89       89      147      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      267,644
COMMITMENTS
  70,371   30,076   37,570  132,934  169,675  240,875  237,321   26,769   30,323

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -93,655)
 -17,315  -44,501   -2,939  -74,318  -48,032  -94,572  -95,472      917    1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     11.2     14.0     49.7     63.4     90.0     88.7     10.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       19       22       38       35       72       67
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,944
COMMITMENTS
   3,200    3,148      214    2,150    7,022    5,564   10,384    9,380    4,560

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:        120)
     297      -63     -841      235      731     -309     -173      429      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.1      1.4     14.4     47.0     37.2     69.5     62.8     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        8        2        3        6       13       15
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       35,075
COMMITMENTS
  17,615   14,767      926   12,539   11,848   31,080   27,541    3,995    7,534

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:      1,557)
     446      617      429      621      595    1,496    1,641       61      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     42.1      2.6     35.7     33.8     88.6     78.5     11.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19       20       11       13        8       39       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,440
COMMITMENTS
  48,564   43,096      738   32,598   41,920   81,900   85,754   25,540   21,686

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     10,103)
   1,406    6,081     -317     -372     -784      717    4,980    9,386    5,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     40.1      0.7     30.3     39.0     76.2     79.8     23.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      46       45       11       17       20       67       72
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,975
COMMITMENTS
   6,287    3,802    1,845   42,605   45,137   50,737   50,784      238      191

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -3,402)
  -3,845   -6,429      710     -224    2,241   -3,359   -3,478      -43       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      7.5      3.6     83.6     88.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       17        4       18       12       29       32
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 03/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       22,630
COMMITMENTS
   2,025    3,250      370   20,167   18,883   22,562   22,503       68      127

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:      5,814)
     439      677      259    5,193    4,820    5,891    5,756      -77       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     14.4      1.6     89.1     83.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        7        3        9        8       19       16
 

Updated March 7, 2008