WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      543,158
COMMITMENTS
  91,444   78,815  161,285  247,058  233,676  499,787  473,775   43,371   69,382

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     13,784)
  -5,599   -5,714   14,841    6,863    7,670   16,105   16,798   -2,321   -3,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     14.5     29.7     45.5     43.0     92.0     87.2      8.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     122      118      149       91      126      311      318
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,616,549
COMMITMENTS
 337,434   70,107  380,805  720,162  889,323  1438400  1340234  178,149  276,315

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     77,763)
  19,071  -11,197   36,263   22,993   45,583   78,327   70,649     -564    7,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      4.3     23.6     44.5     55.0     89.0     82.9     11.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      710)
     204      108      193      258      341      551      577
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,664
COMMITMENTS
   2,572      616      588    5,889    9,049    9,050   10,254    2,614    1,410

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        613)
     440      -56      -44      318      546      714      446     -101      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      5.3      5.0     50.5     77.6     77.6     87.9     22.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        5        7       16       12       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      779,134
COMMITMENTS
 170,293   25,927  220,353  293,379  403,289  684,025  649,569   95,108  129,564

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      4,424)
  -8,570    3,250   15,256    4,741   -3,935   11,427   14,572   -7,002  -10,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.3     28.3     37.7     51.8     87.8     83.4     12.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     206      100      205      152      214      455      459
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,688
COMMITMENTS
  16,400    1,330    1,794       10      852   18,204    3,976    3,484   17,712

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -1,147)
    -940   -1,500      630       10       63     -300     -807     -847     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.6      6.1      8.3      0.0      3.9     83.9     18.3     16.1     81.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      14        6       10        1        3       18       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      340,898
COMMITMENTS
  66,772   19,015   67,013  171,343  233,216  305,127  319,244   35,771   21,655

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      5,703)
     293    1,494    1,724      691      -57    2,707    3,161    2,996    2,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      5.6     19.7     50.3     68.4     89.5     93.6     10.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      66       43       56       67       65      168      138
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,125,343
COMMITMENTS
 145,003  165,522   96,817  722,054  688,806  963,874  951,145  161,469  174,198

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      9,953)
 -11,374    6,413   -4,243   32,757    3,424   17,140    5,594   -7,187    4,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     14.7      8.6     64.2     61.2     85.7     84.5     14.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      32       44       52       81       85      145      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      282,010
COMMITMENTS
  87,593   11,490   45,634  100,420  204,750  233,648  261,874   48,362   20,136

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      8,651)
     969    4,523    1,840    5,074    2,360    7,884    8,723      768      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      4.1     16.2     35.6     72.6     82.9     92.9     17.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      82       28       52       65       64      180      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,449
COMMITMENTS
   7,548       12    1,848    6,557   16,758   15,954   18,619    3,496      830

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -3,469)
    -396       12       31     -262     -282     -627     -239   -2,842   -3,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      0.1      9.5     33.7     86.2     82.0     95.7     18.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      33        2       11       29       19       64       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,036,262
COMMITMENTS
 276,257  161,337   34,095  603,029  743,889  913,381  939,321  122,881   96,941

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -1,109)
 -46,896  -32,248    2,271   49,731   44,571    5,106   14,594   -6,215  -15,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     15.6      3.3     58.2     71.8     88.1     90.6     11.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      55       39       24      101      100      166      154
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,974,646
COMMITMENTS
 671,949  329,379  365,107  1578088  1842980  2615144  2537465  359,502  437,180

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:   -176,342)
-114,330      134  -38,322  -14,163 -122,558 -166,816 -160,747   -9,526  -15,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     11.1     12.3     53.1     62.0     87.9     85.3     12.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      60       57       68      131      145      220      242
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,144,923
COMMITMENTS
 386,409  507,996  151,486  1350110  1257110  1888005  1916592  256,918  228,331

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:    -28,554)
 -27,080   12,573  -43,069   42,597      108  -27,552  -30,388   -1,002    1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     23.7      7.1     62.9     58.6     88.0     89.4     12.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      43       45       42      103       92      169      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      623,407
COMMITMENTS
  96,810  105,984  144,789  346,205  339,289  587,803  590,063   35,604   33,344

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     33,293)
  14,138  -25,473   18,434    1,518   42,998   34,089   35,959     -796   -2,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     17.0     23.2     55.5     54.4     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      26       41       43       61       56      114      113
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,431
COMMITMENTS
   2,921    1,006    1,497    1,777    8,416    6,195   10,919    9,236    4,512

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -1,221)
    -923   -1,102      -48      -73       89   -1,044   -1,061     -177     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      6.5      9.7     11.5     54.5     40.1     70.8     59.9     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        5        4        4       10       14       17
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,217
COMMITMENTS
  14,699   14,252    1,690   22,156   19,036   38,546   34,978    6,671   10,239

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      4,975)
    -236    1,121      250    3,960    3,314    3,974    4,685    1,001      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     31.5      3.7     49.0     42.1     85.2     77.4     14.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       21       15       18       14       45       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      127,174
COMMITMENTS
  36,615   38,847    8,296   50,589   59,978   95,500  107,120   31,674   20,054

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     23,510)
   2,624   -1,715    4,695    7,123   12,762   14,443   15,742    9,068    7,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     30.5      6.5     39.8     47.2     75.1     84.2     24.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      43       30       28       29       24       85       70
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       51,642
COMMITMENTS
   6,929   10,155    1,579   42,866   39,796   51,374   51,530      268      112

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:       -188)
     140   -3,947       60     -376    3,716     -176     -171      -12      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     19.7      3.1     83.0     77.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       17        3       16        9       24       29
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       17,200
COMMITMENTS
   9,697    4,326      150    7,308   12,686   17,155   17,162       45       38

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -5,256)
   4,219    3,615   -1,905   -7,604   -6,958   -5,290   -5,248       34       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.4     25.2      0.9     42.5     73.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        6        2        7        9       14       16
 

Updated December 21, 2007