WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      563,215
COMMITMENTS
 101,486   68,378  177,197  244,368  252,868  523,052  498,443   40,163   64,772

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -43,011)
    -743   -5,226  -33,000   -8,553   -4,697  -42,296  -42,922     -715      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     12.1     31.5     43.4     44.9     92.9     88.5      7.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     125      118      160       98      131      321      332
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,063,360
COMMITMENTS
 388,968   74,970  564,347  883,516  1123694  1836831  1763011  226,529  300,349

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -94,370)
  -3,042      625 -102,351    7,881   18,625  -97,512  -83,100    3,143  -11,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      3.6     27.4     42.8     54.5     89.0     85.4     11.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      838)
     268      110      276      300      377      683      693
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,991
COMMITMENTS
   4,387    2,019      651    6,471   11,565   11,509   14,234    4,483    1,757

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        297)
     317     -121     -311      137      517      142       85      154      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     12.6      4.1     40.5     72.3     72.0     89.0     28.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      24        5        6       15       12       42       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      819,428
COMMITMENTS
 163,549   29,402  239,873  311,902  415,921  715,324  685,195  104,104  134,232

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -58,950)
  -8,888   -3,617  -36,184   -7,442  -11,074  -52,514  -50,875   -6,436   -8,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      3.6     29.3     38.1     50.8     87.3     83.6     12.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     206      108      224      152      213      471      481
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,654
COMMITMENTS
  19,599    2,837    1,025      252    3,121   20,876    6,983    3,778   17,671

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -489)
  -1,361   -1,000      617      252      344     -492      -39        3     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.5     11.5      4.2      1.0     12.7     84.7     28.3     15.3     71.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        8       12        2        8       20       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      347,138
COMMITMENTS
  58,062   19,798   78,147  170,954  228,989  307,163  326,934   39,975   20,204

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     -6,344)
   2,619   -3,181   -8,797   -2,470    3,297   -8,648   -8,681    2,303    2,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      5.7     22.5     49.2     66.0     88.5     94.2     11.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      73       41       64       65       64      182      143
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,161,294
COMMITMENTS
 176,208  173,415   84,475  739,278  704,154  999,960  962,043  161,334  199,251

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:   -160,707)
 -38,562  -25,239  -67,191  -47,825  -54,753 -153,578 -147,184   -7,129  -13,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     14.9      7.3     63.7     60.6     86.1     82.8     13.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      29       44       48       83       94      144      154
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      272,634
COMMITMENTS
  61,169    9,248   47,235  119,149  195,992  227,553  252,475   45,081   20,159

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,868)
   3,420   -3,241    1,401   -3,631    4,458    1,190    2,617    1,678      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      3.4     17.3     43.7     71.9     83.5     92.6     16.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      71       27       60       71       65      183      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,961
COMMITMENTS
   8,057      278    1,451    8,198   19,324   17,707   21,054    4,254      907

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        -44)
    -212      -35     -585      816      725       19      105      -63     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      1.3      6.6     37.3     88.0     80.6     95.9     19.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      39        4       14       30       21       72       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,382,990
COMMITMENTS
 355,284  345,737   45,975  840,082  856,090  1241341  1247801  141,649  135,189

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     21,510)
  -8,286  -19,338    7,485   22,679   11,542   21,878     -310     -369   21,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     25.0      3.3     60.7     61.9     89.8     90.2     10.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      68       44       42       97       90      183      161
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,035,748
COMMITMENTS
 497,026  340,914  362,869  1859036  1880777  2718931  2584560  316,817  451,188

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:   -575,643)
 -53,352   -6,964 -255,411 -251,609 -333,438 -560,371 -595,812  -15,271   20,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     11.2     12.0     61.2     62.0     89.6     85.1     10.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      47       69       75      134      148      223      251
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,354,955
COMMITMENTS
 537,032  424,098  135,396  1379081  1499899  2051510  2059393  303,446  295,562

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:   -206,566)
  22,704  -93,349 -105,204 -168,446  -38,044 -250,947 -236,597   44,381   30,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     18.0      5.7     58.6     63.7     87.1     87.4     12.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      42       49       46       99       98      164      171
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      515,817
COMMITMENTS
  71,769   45,946  168,220  246,673  270,434  486,662  484,600   29,155   31,217

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     10,668)
  14,049   13,385    3,647   -4,574   -3,037   13,122   13,995   -2,454   -3,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      8.9     32.6     47.8     52.4     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      29       46       48       63       65      119      135
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,589
COMMITMENTS
   3,073    3,386    1,381    1,915    6,291    6,369   11,058    9,220    4,532

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        891)
     433    1,457      -79      282     -296      636    1,082      255     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     21.7      8.9     12.3     40.4     40.9     70.9     59.1     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        7        3        4        6       13       15
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       35,201
COMMITMENTS
  17,046   13,792    1,629   12,398   11,841   31,073   27,262    4,128    7,939

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,219)
   1,893    1,315     -478     -529       48      885      885      333      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4     39.2      4.6     35.2     33.6     88.3     77.4     11.7     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      23       16       11       14       10       43       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,755
COMMITMENTS
  47,744   37,060    1,858   35,793   45,829   85,395   84,747   16,360   17,009

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      5,108)
   4,542    1,018     -309       85    1,962    4,318    2,672      790    2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     36.4      1.8     35.2     45.0     83.9     83.3     16.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      43       46       13       18       24       67       77
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       54,377
COMMITMENTS
  10,132   10,231    1,135   42,829   42,896   54,096   54,262      281      115

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        492)
      75     -332      225      264      522      564      415      -72       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     18.8      2.1     78.8     78.9     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       19        4       18       11       28       33
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,816
COMMITMENTS
   1,586    2,573      111   14,974   14,063   16,671   16,747      145       69

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        805)
      48      695     -223    1,007      333      832      805      -27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     15.3      0.7     89.0     83.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        6        1        9        8       16       15
 

Updated February 29, 2008