WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      479,068
COMMITMENTS
  95,855   62,121  119,756  222,255  220,411  437,866  402,289   41,202   76,779

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:      5,734)
    -994   -1,264    3,061    3,862    3,015    5,930    4,812     -195      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     13.0     25.0     46.4     46.0     91.4     84.0      8.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     142      103      134       82      126      291      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,521,929
COMMITMENTS
 236,113   90,728  411,742  717,433  749,259  1365288  1251728  156,641  270,200

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:     11,171)
 -11,189    7,217   11,024   11,944   -1,284   11,779   16,957     -607   -5,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      6.0     27.1     47.1     49.2     89.7     82.2     10.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     167      145      233      275      334      577      612
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,971
COMMITMENTS
   4,953      721      871    6,257    9,619   12,081   11,211    2,890    3,759

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:        450)
     357      146       17      239      195      613      358     -163       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      4.8      5.8     41.8     64.3     80.7     74.9     19.3     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      21       11        6       14       16       38       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      659,541
COMMITMENTS
 130,444   22,825  182,050  276,025  354,091  588,519  558,965   71,023  100,576

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:     21,415)
   7,483      948    8,356    2,050   10,399   17,888   19,703    3,527    1,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      3.5     27.6     41.9     53.7     89.2     84.8     10.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     163      111      171      127      191      379      401
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       22,032
COMMITMENTS
  18,326    5,349      403        0      965   18,729    6,717    3,303   15,315

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:        525)
     836     -368      -15        0      -36      821     -419     -296      944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.2     24.3      1.8      0.0      4.4     85.0     30.5     15.0     69.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      16       11        6        0        4       19       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      297,412
COMMITMENTS
  52,773   15,388   56,030  162,348  209,256  271,151  280,673   26,261   16,739

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:     -2,585)
   7,744   -4,802   -1,007  -10,312    4,998   -3,575     -810      990   -1,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      5.2     18.8     54.6     70.4     91.2     94.4      8.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      57       48       67       69       63      173      144
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,069,263
COMMITMENTS
 152,761  188,892   77,021  682,464  621,860  912,245  887,773  157,018  181,490

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:    -37,885)
    -832   15,834    5,904  -49,683  -61,508  -44,611  -39,770    6,726    1,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     17.7      7.2     63.8     58.2     85.3     83.0     14.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      29       41       39       80       85      134      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      222,374
COMMITMENTS
  59,428    5,644   35,283   86,434  161,996  181,145  202,923   41,229   19,451

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:      9,048)
   8,299      465      135   -3,758    6,503    4,676    7,103    4,371    1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      2.5     15.9     38.9     72.8     81.5     91.3     18.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      65       22       55       62       64      164      122
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,236
COMMITMENTS
   4,302    2,060    1,771    6,776   10,446   12,849   14,276    2,388      960

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:         26)
     474     -420       80     -557      502       -3      162       30     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     13.5     11.6     44.5     68.6     84.3     93.7     15.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       13        9       26       20       59       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      966,889
COMMITMENTS
 241,927  199,152   21,343  581,610  627,043  844,880  847,539  122,009  119,350

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:    -12,789)
  16,517   16,942   -3,058  -22,016  -41,115   -8,558  -27,232   -4,231   14,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     20.6      2.2     60.2     64.9     87.4     87.7     12.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      50       25       16       95       88      149      125
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,936,747
COMMITMENTS
 633,543  273,782  400,770  1559119  1858561  2593432  2533113  343,315  403,634

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:   -193,655)
 -74,783  -12,501   -6,310 -128,305 -180,749 -209,398 -199,560   15,742    5,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      9.3     13.6     53.1     63.3     88.3     86.3     11.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      59       67       78      131      139      232      242
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,863,051
COMMITMENTS
 248,738  239,621  153,600  1198819  1207827  1601157  1601047  261,894  262,004

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:    -30,952)
  39,126   12,855  -17,511  -41,934  -31,470  -20,320  -36,126  -10,632    5,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     12.9      8.2     64.3     64.8     85.9     85.9     14.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      32       38       39      101       95      157      148
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      891,599
COMMITMENTS
  71,690   84,351  454,717  330,824  301,904  857,231  840,972   34,368   50,627

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:    -16,504)
  -4,456  -19,790  -15,937   -3,036   -8,104  -23,429  -43,831    6,925   27,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      9.5     51.0     37.1     33.9     96.1     94.3      3.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      22       42       37       43       51       89      106
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,677
COMMITMENTS
   7,093    2,811    1,524    1,783    9,753   10,399   14,088   10,277    6,589

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:      1,013)
   1,028      133      192     -447      267      772      593      241      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     13.6      7.4      8.6     47.2     50.3     68.1     49.7     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15        7        7        4       10       24       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,596
COMMITMENTS
  18,496   15,084    1,378   15,456   17,743   35,331   34,206    5,266    6,390

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:        149)
     317     -444       98     -260      250      156      -96       -7      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     37.2      3.4     38.1     43.7     87.0     84.3     13.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       17       15       18       14       52       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,962
COMMITMENTS
  35,717   51,853    2,201   55,905   39,196   93,823   93,249   12,139   12,713

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:      2,441)
     529    3,755     -542    4,014   -1,412    4,001    1,801   -1,559      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     48.9      2.1     52.8     37.0     88.5     88.0     11.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      43       46       18       25       23       79       76
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       70,424
COMMITMENTS
   3,286   17,916      383   66,537   51,948   70,206   70,247      218      177

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:     -1,002)
     -16   -1,194       45   -1,041      106   -1,012   -1,043       10       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     25.4      0.5     94.5     73.8     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       15        3       18       12       26       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       26,217
COMMITMENTS
   2,693    7,855      670   22,852   17,673   26,215   26,198        2       19

CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST:     -5,084)
     -19   -2,313       51   -5,116   -2,820   -5,084   -5,082        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     30.0      2.6     87.2     67.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        8        1        4        7       11       15
 

Updated September 7, 2007