WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      533,578
COMMITMENTS
  89,855   70,174  166,789  231,708  217,671  488,353  454,634   45,226   78,944

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     19,150)
  -3,408    2,420   22,827   -3,657   -6,356   15,762   18,891    3,389      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     13.2     31.3     43.4     40.8     91.5     85.2      8.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     132      131      150       90      127      313      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,617,964
COMMITMENTS
 273,958   94,312  460,361  719,541  781,621  1453859  1336294  164,105  281,671

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     20,596)
  -2,724   11,318   22,883    5,710  -25,607   25,869    8,594   -5,274   12,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      5.8     28.5     44.5     48.3     89.9     82.6     10.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      706)
     183      139      220      269      326      568      590
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       15,236
COMMITMENTS
   4,475      705    1,010    6,596    9,045   12,081   10,760    3,156    4,476

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:       -104)
    -595      -63      181      173      -81     -241       37      137     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      4.6      6.6     43.3     59.4     79.3     70.6     20.7     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      23       10        6       13       14       41       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      755,837
COMMITMENTS
 147,038   23,007  225,482  314,543  396,681  687,063  645,170   68,774  110,667

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      7,797)
  -2,624    3,741   13,685    2,208  -12,201   13,270    5,225   -5,472    2,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      3.0     29.8     41.6     52.5     90.9     85.4      9.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     181       98      195      138      192      419      421
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      298,860
COMMITMENTS
  62,744   15,245   54,493  152,035  212,585  269,272  282,322   29,588   16,538

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    -12,570)
  -5,511    2,664    4,908   -9,737  -20,138  -10,340  -12,566   -2,230       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      5.1     18.2     50.9     71.1     90.1     94.5      9.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      60       47       74       64       70      179      153
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,068,795
COMMITMENTS
 108,542  171,344   80,270  727,631  638,307  916,444  889,921  152,352  178,874

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     39,405)
   1,700   14,672   14,973   20,705   15,446   37,377   45,090    2,027   -5,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     16.0      7.5     68.1     59.7     85.7     83.3     14.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      34       46       45       82       88      142      153
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      235,348
COMMITMENTS
  67,671    8,898   34,486   89,914  169,835  192,070  213,218   43,278   22,130

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    -10,478)
  -3,013    2,378    2,241   -5,360  -11,308   -6,132   -6,688   -4,346   -3,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      3.8     14.7     38.2     72.2     81.6     90.6     18.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      74       32       63       56       60      169      131
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       17,799
COMMITMENTS
   5,016      775    2,515    6,915   13,388   14,445   16,678    3,354    1,122

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      1,698)
     373     -447      623      152    1,389    1,147    1,564      551      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      4.4     14.1     38.8     75.2     81.2     93.7     18.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      30       11       13       25       21       61       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      932,659
COMMITMENTS
 197,044  205,806   23,135  567,935  593,737  788,114  822,678  144,545  109,981

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    -16,734)
 -11,545     -826      666  -17,172  -18,122  -28,051  -18,281   11,317    1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     22.1      2.5     60.9     63.7     84.5     88.2     15.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      46       31       18       92       76      146      117
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,108,878
COMMITMENTS
 723,790  310,290  456,118  1579756  1921238  2759663  2687646  349,215  421,233

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:    187,756)
  79,199   16,497   69,516   31,042   87,530  179,757  173,543    7,999   14,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     10.0     14.7     50.8     61.8     88.8     86.5     11.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      65       71       81      133      146      246      250
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,830,788
COMMITMENTS
 377,157  185,109  152,977  1024217  1263331  1554351  1601417  276,437  229,371

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     31,492)
  71,049  -12,092   10,631  -66,051   32,685   15,629   31,224   15,863      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     10.1      8.4     55.9     69.0     84.9     87.5     15.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      45       40       41      100       93      165      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      437,351
COMMITMENTS
  96,421   57,819  125,334  191,457  229,603  413,211  412,756   24,140   24,595

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:   -111,739)
 -14,495   -6,634  -44,705  -49,411  -56,769 -108,611 -108,107   -3,128   -3,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     13.2     28.7     43.8     52.5     94.5     94.4      5.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      24       32       39       45       50       90      101
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED 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:       23,515
COMMITMENTS
   9,033    3,655      790    1,797   11,125   11,620   15,570   11,896    7,946

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:       -222)
     -70      -44     -415      -41   -1,037     -526   -1,496      304    1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     15.5      3.4      7.6     47.3     49.4     66.2     50.6     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        7        5        7       11       28       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       28,713
COMMITMENTS
   7,253    7,339      379   15,309   14,958   22,941   22,676    5,773    6,037

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:      3,212)
     294    1,091       28    1,456    1,494    1,778    2,613    1,433      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     25.6      1.3     53.3     52.1     79.9     79.0     20.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       17        4       12        8       26       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       92,172
COMMITMENTS
  37,449   27,136    1,480   40,920   47,857   79,849   76,473   12,323   15,700

CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST:     10,421)
   5,460    1,712   -1,346    5,218    8,864    9,332    9,230    1,089    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     29.4      1.6     44.4     51.9     86.6     83.0     13.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      49       29       12       24       20       79       55
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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