WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      373,657
COMMITMENTS
  94,507   72,932   42,290  201,548  190,170  338,345  305,392   35,312   68,265

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      3,652)
  -5,463    4,863     -183   11,097       30    5,451    4,710   -1,799   -1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     19.5     11.3     53.9     50.9     90.5     81.7      9.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     119      110       91       72      109      255      258
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,086,962
COMMITMENTS
 311,275  136,678  105,402  559,311  628,845  975,988  870,925  110,974  216,037

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -2,606)
   6,903    1,742     -966   -3,902   -3,134    2,035   -2,358   -4,641     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     12.6      9.7     51.5     57.9     89.8     80.1     10.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      678)
     150      143      130      205      292      429      511
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,183
COMMITMENTS
   5,730      719       84    5,508    9,529   11,322   10,332    2,861    3,851

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        210)
     252      -18      -27      -80       61      145       16       65      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      5.1      0.6     38.8     67.2     79.8     72.8     20.2     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23       10        3       10       12       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      501,872
COMMITMENTS
 148,492   45,319   60,594  244,381  316,073  453,467  421,986   48,405   79,886

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      6,666)
   2,923    2,348   -2,783    8,293    7,287    8,433    6,852   -1,767     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      9.0     12.1     48.7     63.0     90.4     84.1      9.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     147       84       87      100      182      293      333
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,209
COMMITMENTS
  17,644    5,499      403        0    1,213   18,047    7,115    3,162   14,094

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -823)
    -682      150        0        0      248     -682      398     -141   -1,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.2     25.9      1.9      0.0      5.7     85.1     33.5     14.9     66.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15       11        7        0        5       19       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      271,981
COMMITMENTS
  63,690   12,241   33,744  147,493  211,224  244,927  257,209   27,054   14,772

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      5,338)
   7,915   -3,512   -6,631    1,039   15,821    2,323    5,678    3,015     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      4.5     12.4     54.2     77.7     90.1     94.6      9.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      67       27       45       62       59      157      119
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      945,406
COMMITMENTS
 158,490  188,041    4,185  639,439  588,372  802,114  780,598  143,292  164,808

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    -10,484)
   6,644   -7,238   -7,410   -3,458   10,960   -4,224   -3,688   -6,260   -6,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     19.9      0.4     67.6     62.2     84.8     82.6     15.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      29       41       17       75       78      116      125
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,594
COMMITMENTS
  63,312    5,187   21,302   85,292  165,022  169,906  191,511   41,688   20,083

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      5,736)
   2,364   -1,014   -3,736    3,979    8,749    2,607    3,999    3,129    1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      2.5     10.1     40.3     78.0     80.3     90.5     19.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      65       18       40       56       60      143      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,526
COMMITMENTS
   4,292    1,969    1,463    6,278   10,223   12,033   13,655    2,493      871

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        511)
      72     -120      332     -192      303      212      515      299       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     13.6     10.1     43.2     70.4     82.8     94.0     17.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      29        8        8       23       15       53       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      891,736
COMMITMENTS
 181,599  150,715   16,506  573,723  615,297  771,828  782,518  119,908  109,218

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    -59,448)
 -62,469  -47,487    4,212      171   -7,660  -58,086  -50,935   -1,362   -8,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     16.9      1.9     64.3     69.0     86.6     87.8     13.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      46       34       12       99       77      148      120
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,304,101
COMMITMENTS
 622,737  289,348  115,808  1243856  1483530  1982401  1888686  321,700  415,415

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    -14,379)
   4,489   -1,922   34,660  -47,059  -74,952   -7,910  -42,214   -6,469   27,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     12.6      5.0     54.0     64.4     86.0     82.0     14.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      52       73       40      118      112      197      198
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,568,655
COMMITMENTS
 272,243  260,731   23,518  995,615  1052316  1291376  1336565  277,279  232,090

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    -13,369)
  12,464    9,491  -13,526  -39,623    7,660  -40,685    3,625   27,316  -16,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     16.6      1.5     63.5     67.1     82.3     85.2     17.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      44       40       18       83       80      136      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      435,159
COMMITMENTS
 189,072  170,062   34,785  189,614  208,805  413,471  413,652   21,688   21,507

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    -86,461)
 -14,551  -22,088  -23,324  -40,589  -14,932  -78,464  -60,344   -7,997  -26,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     39.1      8.0     43.6     48.0     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      19       40       24       37       44       72       92
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,591
COMMITMENTS
   7,717    3,618    1,431    1,433    9,466   10,581   14,515   10,010    6,076

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        935)
     491      763      424     -193     -287      722      900      213       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     17.6      6.9      7.0     46.0     51.4     70.5     48.6     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        7        8        5       11       30       20
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,034
COMMITMENTS
  18,727   15,867      836   15,013   16,963   34,576   33,666    6,458    7,368

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,890)
     473      622      605      240       83    1,318    1,310    1,572    1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     38.7      2.0     36.6     41.3     84.3     82.0     15.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      23       20        8       14       13       42       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,415
COMMITMENTS
  33,888   52,075    1,173   45,882   28,635   80,943   81,883   12,472   11,532

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -5,561)
      12      519      156   -6,379   -5,583   -6,211   -4,908      650     -653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     55.7      1.3     49.1     30.7     86.6     87.7     13.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      39       46       11       25       19       69       71
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       65,184
COMMITMENTS
   2,850   21,639      285   61,952   43,192   65,087   65,116       97       68

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -5,240)
    -436    3,723      -98   -4,585   -8,756   -5,119   -5,131     -121     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     33.2      0.4     95.0     66.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       18        2       17       12       24       32
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 09/11/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       30,128
COMMITMENTS
   2,804    8,140    2,451   24,860   19,522   30,115   30,113       13       15

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      3,911)
     111      285    1,781    2,008    1,849    3,900    3,915       11       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     27.0      8.1     82.5     64.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        9        1        5        6       12       15
 

Updated September 14, 2007