WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      514,428
COMMITMENTS
  93,264   67,754  143,962  235,366  224,028  472,591  435,743   41,837   78,685

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      5,441)
   1,874   -2,438    2,501      -42    1,355    4,333    1,417    1,108    4,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     13.2     28.0     45.8     43.5     91.9     84.7      8.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     132      127      141       83      118      304      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,597,369
COMMITMENTS
 276,682   82,995  437,477  713,831  807,228  1427990  1327700  169,379  269,669

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     45,123)
  26,224   -3,005   13,876   -4,715   38,465   35,385   49,335    9,738   -4,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      5.2     27.4     44.7     50.5     89.4     83.1     10.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     169      152      216      276      334      570      596
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,340
COMMITMENTS
   5,069      769      829    6,423    9,126   12,321   10,724    3,019    4,617

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:         -7)
    -219      199      -41      185      -94      -75       63       67      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      5.0      5.4     41.9     59.5     80.3     69.9     19.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24       10        6       13       13       42       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      748,040
COMMITMENTS
 149,662   19,266  211,797  312,335  408,882  673,793  639,944   74,246  108,095

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     10,059)
   4,568   -3,638    1,508    7,101   14,274   13,177   12,144   -3,118   -2,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      2.6     28.3     41.8     54.7     90.1     85.5      9.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     182       92      181      131      188      406      400
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,071
COMMITMENTS
  18,913    6,129      578        0    1,146   19,491    7,853    3,580   15,218

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        470)
      81     -242      230        0       60      311       48      159      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.0     26.6      2.5      0.0      5.0     84.5     34.0     15.5     66.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14       15        9        0        4       19       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      311,430
COMMITMENTS
  68,255   12,581   49,584  161,772  232,723  279,612  294,888   31,818   16,541

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -3,630)
     894       37   -1,263   -2,869   -2,382   -3,238   -3,608     -392      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      4.0     15.9     51.9     74.7     89.8     94.7     10.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      73       30       58       71       69      181      140
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,029,391
COMMITMENTS
 106,843  156,672   65,297  706,926  622,861  879,066  844,830  150,325  184,560

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -39,875)
 -16,916  -14,426  -21,674    7,721  -19,986  -30,869  -56,086   -9,007   16,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     15.2      6.3     68.7     60.5     85.4     82.1     14.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      40       35       41       76       82      135      139
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      245,826
COMMITMENTS
  70,684    6,520   32,244   95,274  181,143  198,202  219,906   47,624   25,920

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -423)
     224     -169   -2,228      632     -228   -1,372   -2,625      950    2,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      2.7     13.1     38.8     73.7     80.6     89.5     19.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      75       21       47       57       60      158      115
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,101
COMMITMENTS
   4,643    1,222    1,892    6,763   12,000   13,297   15,114    2,804      988

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:         25)
      -1     -656     -222      164      806      -59      -73       84       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      7.6     11.8     42.0     74.5     82.6     93.9     17.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      29       10       10       24       19       57       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      949,393
COMMITMENTS
 208,590  206,632   22,469  585,107  611,859  816,165  840,960  133,228  108,434

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     40,749)
  26,841   35,251   -2,636   14,658    3,696   38,863   36,311    1,886    4,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     21.8      2.4     61.6     64.4     86.0     88.6     14.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      46       30       18       97       78      153      116
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,921,122
COMMITMENTS
 644,591  293,792  386,601  1548714  1833708  2579906  2514102  341,216  407,020

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -67,378)
   3,012   -6,060  -83,427    3,222   13,788  -77,194  -75,699    9,815    8,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     10.1     13.2     53.0     62.8     88.3     86.1     11.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      61       69       76      132      143      235      246
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,799,296
COMMITMENTS
 306,108  197,200  142,346  1090268  1230646  1538722  1570192  260,574  229,104

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:   -153,515)
  32,257    7,499  -52,805  -49,155  -43,788  -69,703  -89,095  -83,812  -64,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     11.0      7.9     60.6     68.4     85.5     87.3     14.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      43       38       39      103       90      167      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      549,090
COMMITMENTS
 110,916   64,453  170,039  240,867  286,372  521,822  520,863   27,268   28,227

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -93,748)
  -7,589  -32,359  -69,391  -18,991   26,319  -95,971  -75,431    2,222  -18,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     11.7     31.0     43.9     52.2     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      27       39       41       46       57       94      116
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,738
COMMITMENTS
   9,103    3,699    1,205    1,838   12,162   12,146   17,066   11,592    6,671

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -471)
   1,330       80   -1,298     -251    1,117     -220     -101     -251     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     15.6      5.1      7.7     51.2     51.2     71.9     48.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        7        6        6       12       30       20
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       25,502
COMMITMENTS
   6,959    6,249      350   13,852   13,464   21,162   20,064    4,340    5,438

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -23,472)
 -12,812   -9,051   -3,120   -6,036   -8,097  -21,967  -20,268   -1,505   -3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     24.5      1.4     54.3     52.8     83.0     78.7     17.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       14        4       12        8       25       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,751
COMMITMENTS
  31,988   25,424    2,826   35,702   38,992   70,517   67,242   11,234   14,509

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -48,732)
  -6,307  -31,988   -5,538  -32,015   -7,352  -43,860  -44,878   -4,872   -3,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     31.1      3.5     43.7     47.7     86.3     82.3     13.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      41       24       12       20       19       68       48
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,073
COMMITMENTS
   2,468   20,966      285   52,041   33,782   54,794   55,033      279       40

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,041)
     393    1,402        0      497     -307      890    1,095      151      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     38.1      0.5     94.5     61.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       16        2       14       11       22       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,876
COMMITMENTS
   8,467    2,851        0    5,407   10,998   13,874   13,849        2       27

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      3,476)
   3,335      175        0      182    3,296    3,517    3,471      -41        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.0     20.5      0.0     39.0     79.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        0        4        6       12       12
 

Updated September 28, 2007