WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,176
COMMITMENTS
  92,008   85,718   71,327  222,642  202,932  385,977  359,977   40,199   66,199

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        -94)
  -1,849   -2,239      570    1,161     -906     -118   -2,575       24    2,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     20.1     16.7     52.2     47.6     90.6     84.5      9.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     107      115      117       82      114      275      284
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,251,550
COMMITMENTS
 415,935   92,323  105,245  598,937  819,553  1120117  1017121  131,433  234,429

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     28,829)
  21,463    8,803   -3,198   11,486   25,265   29,751   30,870     -922   -2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      7.4      8.4     47.9     65.5     89.5     81.3     10.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      688)
     221       75      123      206      315      477      483
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,430
COMMITMENTS
   2,942      648      156    5,532    9,152    8,630    9,956    2,800    1,474

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        329)
       2       43        7       55      196       64      246      265       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      5.7      1.4     48.4     80.1     75.5     87.1     24.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        3        5       14       12       34       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      574,967
COMMITMENTS
 179,981   30,225   75,019  251,442  368,333  506,442  473,577   68,525  101,390

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -11,757)
  -3,453   -8,087   -2,136   -3,938    4,739   -9,527   -5,484   -2,230   -6,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      5.3     13.0     43.7     64.1     88.1     82.4     11.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     183       80      148      124      198      389      385
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       20,771
COMMITMENTS
  15,632    1,623    2,112        8      658   17,752    4,393    3,019   16,378

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -917)
    -768      293      318       -2     -194     -452      417     -465   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3      7.8     10.2      0.0      3.2     85.5     21.1     14.5     78.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        6        9        1        2       17       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      296,171
COMMITMENTS
  78,640   15,110   37,398  151,823  228,500  267,861  281,008   28,310   15,163

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -3,359)
     699   -5,884    1,446   -1,613    5,264      532      826   -3,891   -4,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      5.1     12.6     51.3     77.2     90.4     94.9      9.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      81       27       51       64       60      174      124
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      930,611
COMMITMENTS
 148,626  163,006    5,947  640,007  616,796  794,580  785,749  136,031  144,862

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -11,684)
   1,031   -4,887      607     -125    8,191    1,513    3,911  -13,197  -15,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     17.5      0.6     68.8     66.3     85.4     84.4     14.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       30       18       66       78      110      117
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      254,466
COMMITMENTS
  85,907   13,173   28,310   98,118  196,152  212,335  237,635   42,131   16,831

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -202)
  -1,271     -206      853    3,366    1,136    2,948    1,783   -3,150   -1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      5.2     11.1     38.6     77.1     83.4     93.4     16.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      84       21       54       65       54      182      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,486
COMMITMENTS
   7,671      270    1,285    6,376   16,263   15,332   17,818    3,154      668

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        435)
     503     -313      261     -122      549      642      497     -207      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      1.5      7.0     34.5     88.0     82.9     96.4     17.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      33        4       11       29       19       66       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,002,403
COMMITMENTS
 275,939  170,275   15,557  599,779  719,172  891,275  905,004  111,128   97,399

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -314)
    -245   11,405   -4,406   14,057  -10,386    9,406   -3,387   -9,720    3,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     17.0      1.6     59.8     71.7     88.9     90.3     11.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      51       39       12       91       94      148      140
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,178,038
COMMITMENTS
 633,034  384,608   24,320  1237792  1411088  1895146  1820016  282,892  358,022

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -76,544)
 -25,654   18,910   -5,496   -3,080  -44,279  -34,230  -30,865  -42,314  -45,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     17.7      1.1     56.8     64.8     87.0     83.6     13.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      48       57       30      100      110      165      181
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,802,695
COMMITMENTS
 378,261  453,623   20,889  1185543  1110217  1584693  1584729  218,002  217,966

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -46,458)
  -8,685  -57,390      -95  -15,265   10,771  -24,045  -46,714  -22,413      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     25.2      1.2     65.8     61.6     87.9     87.9     12.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      36       46       18       85       74      131      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      449,980
COMMITMENTS
 117,523  112,990   18,248  284,673  288,369  420,444  419,607   29,536   30,373

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     14,251)
   6,479   -2,448    1,179    4,936   13,518   12,594   12,249    1,657    2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     25.1      4.1     63.3     64.1     93.4     93.3      6.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      25       38       24       43       43       83       90
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,482
COMMITMENTS
   4,446      760    1,304    1,151    9,252    6,901   11,316    8,581    4,166

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        484)
   1,370     -246        6     -626      836      750      596     -266     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      4.9      8.4      7.4     59.8     44.6     73.1     55.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      13        4        3        4       12       18       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,330
COMMITMENTS
   6,960   12,975       33   12,594    6,752   19,587   19,760    4,743    4,570

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -19,441)
  -7,733   -1,109   -1,201   -9,278  -12,028  -18,212  -14,338   -1,229   -5,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     53.3      0.1     51.8     27.8     80.5     81.2     19.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       12        4       11        6       22       18
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,283
COMMITMENTS
  33,522   18,514    1,181   20,709   37,710   55,412   57,405   10,871    8,878

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -54,906)
  -2,866  -21,578   -4,704  -26,943  -17,758  -34,513  -44,040  -20,393  -10,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     27.9      1.8     31.2     56.9     83.6     86.6     16.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       22        4       17       14       51       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       51,855
COMMITMENTS
   8,247   10,394    1,574   39,077   37,078   48,898   49,046    2,957    2,809

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        213)
   1,318      239       -5   -3,789   -2,718   -2,476   -2,484    2,689    2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     20.0      3.0     75.4     71.5     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       16        3       16       10       24       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 12/24/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       17,214
COMMITMENTS
   9,747    4,945      114    7,309   12,137   17,170   17,196       44       18

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:         14)
      50      619      -36        1     -549       15       34       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     28.7      0.7     42.5     70.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        7        1        9        8       15       16
 

Updated December 28, 2007