WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      398,387
COMMITMENTS
  96,619   82,732   61,081  200,617  183,893  358,317  327,706   40,070   70,681

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     11,067)
  -1,456   13,704    5,968    4,547   -5,401    9,059   14,271    2,008   -3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     20.8     15.3     50.4     46.2     89.9     82.3     10.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     122      116      113       82      112      279      281
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,152,216
COMMITMENTS
 336,859  150,917  124,053  568,239  652,479  1029151  927,449  123,065  224,767

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     11,623)
  -7,740   12,962    9,739    8,363  -16,494   10,362    6,207    1,261    5,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     13.1     10.8     49.3     56.6     89.3     80.5     10.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      667)
     152      145      130      196      280      439      488
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,978
COMMITMENTS
   5,161      690       42    5,687    8,860   10,890    9,592    3,088    4,386

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:       -329)
    -466      -99       19      -23     -113     -470     -193      141     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      4.9      0.3     40.7     63.4     77.9     68.6     22.1     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      27        5        3       10       12       38       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      570,934
COMMITMENTS
 172,281   44,282   90,073  259,126  346,144  521,480  480,499   49,454   90,435

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     17,256)
   5,372      929   16,971     -631   -1,692   21,712   16,208   -4,456    1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      7.8     15.8     45.4     60.6     91.3     84.2      8.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
     173       78      127      115      178      361      350
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       24,375
COMMITMENTS
  19,472    6,442      723        0    1,168   20,195    8,333    4,180   16,042

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      1,304)
     559      313      145        0       22      704      480      600      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.9     26.4      3.0      0.0      4.8     82.9     34.2     17.1     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14       17        9        0        4       19       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      266,394
COMMITMENTS
  66,363   14,976   37,295  134,941  199,430  238,599  251,701   27,795   14,693

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    -14,982)
  -4,347    2,200    2,788  -11,038  -19,803  -12,597  -14,815   -2,385     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      5.6     14.0     50.7     74.9     89.6     94.5     10.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      65       39       64       58       60      168      136
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      925,217
COMMITMENTS
 110,988  177,724    3,868  667,850  580,986  782,706  762,578  142,511  162,639

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     45,611)
   8,299   20,600      288   35,302   32,371   43,889   53,259    1,722   -7,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     19.2      0.4     72.2     62.8     84.6     82.4     15.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      30       44       15       72       70      109      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,628
COMMITMENTS
  67,264   10,506   22,501   85,346  161,718  175,111  194,725   40,517   20,903

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     -9,611)
  -2,027    3,153    1,417   -4,846  -10,741   -5,456   -6,171   -4,155   -3,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      4.9     10.4     39.6     75.0     81.2     90.3     18.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      70       34       52       54       55      162      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,482
COMMITMENTS
   4,785      828    1,868    6,667   12,770   13,320   15,466    3,162    1,016

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      1,618)
     384     -367      515      126    1,336    1,025    1,484      593      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      5.0     11.3     40.5     77.5     80.8     93.8     19.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31        6       11       24       18       57       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      909,363
COMMITMENTS
 200,997  205,704    6,828  558,259  587,377  766,084  799,909  143,279  109,454

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    -14,594)
 -10,656   -1,341      631  -16,053  -17,197  -26,078  -17,907   11,484    3,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     22.6      0.8     61.4     64.6     84.2     88.0     15.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      46       29       10       90       73      140      108
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,392,643
COMMITMENTS
 706,010  356,494   77,492  1276692  1559429  2060194  1993415  332,449  399,228

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    121,326)
  76,720   19,788   11,254   29,928   83,791  117,902  114,833    3,424    6,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     14.9      3.2     53.4     65.2     86.1     83.3     13.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      59       71       44      110      129      200      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,616,218
COMMITMENTS
 402,022  210,599   27,062  922,194  1156868  1351278  1394529  264,940  221,689

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     23,436)
  72,316   -4,407   -5,399  -58,405   32,764    8,512   22,958   14,924      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     13.0      1.7     57.1     71.6     83.6     86.3     16.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      49       34       20       84       83      143      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      316,795
COMMITMENTS
  99,302   63,046   43,547  151,943  187,150  294,792  293,743   22,003   23,052

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    -78,870)
 -37,843  -17,463      -29  -39,054  -57,127  -76,926  -74,619   -1,944   -4,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     19.9     13.7     48.0     59.1     93.1     92.7      6.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      26       27       23       41       46       78       86
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,888
COMMITMENTS
   9,053    3,703      581    1,764   11,125   11,398   15,409   11,490    7,479

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:       -383)
     -27      -93     -426      -74   -1,037     -527   -1,556      144    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     16.2      2.5      7.7     48.6     49.8     67.3     50.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        6        4        7       11       28       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       27,592
COMMITMENTS
   7,189    7,485       18   15,057   14,763   22,264   22,266    5,328    5,326

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      3,058)
     283    1,089       -1    1,424    1,487    1,706    2,575    1,352      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     27.1      0.1     54.6     53.5     80.7     80.7     19.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       18        2       12        7       24       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,135
COMMITMENTS
  36,399   27,044      617   37,944   44,255   74,960   71,916   12,175   15,219

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      9,477)
   4,304      552     -372    4,498    8,258    8,430    8,438    1,047    1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     31.0      0.7     43.5     50.8     86.0     82.5     14.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      48       28        4       22       18       72       48
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       52,924
COMMITMENTS
   2,501   17,961      285   49,908   34,612   52,694   52,858      230       66

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     -2,149)
      33   -3,005        0   -2,133      830   -2,100   -2,175      -49       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     33.9      0.5     94.3     65.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       15        2       13       13       21       30
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 10/02/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,245
COMMITMENTS
   7,735    3,169        0    5,416    9,939   13,151   13,108       94      137

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:       -631)
    -732      318        0        9   -1,059     -723     -741       92      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     23.9      0.0     40.9     75.0     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        6        0        4        6       13       12
 

Updated October 5, 2007