WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      540,934
COMMITMENTS
  91,715   78,614  158,087  247,846  232,466  497,648  469,167   43,286   71,767

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -2,224)
     271     -200   -3,198      788   -1,210   -2,139   -4,608      -85    2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     14.5     29.2     45.8     43.0     92.0     86.7      8.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     122      118      150       92      129      315      317
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,651,670
COMMITMENTS
 353,668   79,268  376,883  740,380  918,474  1470931  1374624  180,739  277,045

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     35,120)
  16,234    9,161   -3,922   20,218   29,151   32,531   34,390    2,590      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      4.8     22.8     44.8     55.6     89.1     83.2     10.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     223       95      189      269      345      565      572
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       11,924
COMMITMENTS
   2,713      658      498    5,835    9,272    9,047   10,428    2,877    1,496

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        260)
     141       42      -90      -54      223       -4      175      264       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      5.5      4.2     48.9     77.8     75.9     87.5     24.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        7        7       16       13       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      738,955
COMMITMENTS
 172,417   27,479  193,656  284,558  396,405  650,632  617,540   88,324  121,415

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -40,178)
   2,124    1,552  -26,698   -8,820   -6,884  -33,394  -32,029   -6,785   -8,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      3.7     26.2     38.5     53.6     88.0     83.6     12.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
     192       95      193      150      213      439      442
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      328,442
COMMITMENTS
  70,909   13,753   61,990  164,304  236,122  297,203  311,865   31,239   16,577

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -12,456)
   4,137   -5,262   -5,023   -7,039    2,906   -7,925   -7,379   -4,532   -5,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      4.2     18.9     50.0     71.9     90.5     95.0      9.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      77       32       61       69       68      180      142
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,076,206
COMMITMENTS
 144,080  159,489   86,779  699,331  672,175  930,190  918,443  146,016  157,764

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -49,137)
    -923   -6,033  -10,038  -22,723  -16,631  -33,684  -32,702  -15,453  -16,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     14.8      8.1     65.0     62.5     86.4     85.3     13.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      35       32       43       75       82      131      136
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      277,461
COMMITMENTS
  85,758   11,565   43,751  103,116  203,992  232,625  259,308   44,836   18,152

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -4,549)
  -1,835       75   -1,883    2,695     -758   -1,023   -2,566   -3,526   -1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      4.2     15.8     37.2     73.5     83.8     93.5     16.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      84       25       61       66       62      187      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       19,139
COMMITMENTS
   7,758        0    1,706    6,419   16,723   15,883   18,429    3,256      710

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -310)
     210      -12     -142     -139      -35      -70     -189     -240     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5      0.0      8.9     33.5     87.4     83.0     96.3     17.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      36        1       11       29       20       66       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,026,433
COMMITMENTS
 275,453  171,461   26,538  612,840  729,948  914,832  927,947  111,602   98,486

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -9,829)
    -803   10,124   -7,557    9,811  -13,941    1,451  -11,374  -11,279    1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     16.7      2.6     59.7     71.1     89.1     90.4     10.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      52       42       22       96       98      160      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,800,359
COMMITMENTS
 625,146  351,709  322,649  1549506  1742581  2497301  2416939  303,058  383,420

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -174,287)
 -46,803   22,330  -42,458  -28,582 -100,398 -117,843 -120,526  -56,444  -53,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     12.6     11.5     55.3     62.2     89.2     86.3     10.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      47       65       60      120      133      200      226
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    2,036,410
COMMITMENTS
 376,382  440,084  127,607  1308787  1243551  1812776  1811242  223,634  225,168

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:   -108,514)
 -10,027  -67,912  -23,879  -41,323  -13,559  -75,229 -105,351  -33,285   -3,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     21.6      6.3     64.3     61.1     89.0     88.9     11.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      37       45       40       94       86      155      148
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      636,312
COMMITMENTS
 103,608  101,911  146,222  352,047  353,950  601,877  602,084   34,435   34,229

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     12,905)
   6,798   -4,073    1,433    5,843   14,661   14,074   12,021   -1,169      884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     16.0     23.0     55.3     55.6     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      27       40       42       58       53      111      109
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED 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:       15,966
COMMITMENTS
   4,277      765    1,520    1,151    9,252    6,948   11,537    9,017    4,429

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        535)
   1,356     -241       24     -626      836      754      618     -219      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      4.8      9.5      7.2     57.9     43.5     72.3     56.5     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        5        3        4       12       18       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       24,976
COMMITMENTS
   7,044   12,974      201   12,714    6,870   19,959   20,045    5,017    4,931

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -20,241)
  -7,655   -1,278   -1,490   -9,442  -12,166  -18,587  -14,934   -1,654   -5,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     51.9      0.8     50.9     27.5     79.9     80.3     20.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       12        7       11        7       25       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       69,529
COMMITMENTS
  33,568   17,952    2,388   22,615   40,205   58,571   60,545   10,958    8,984

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:    -57,645)
  -3,046  -20,894   -5,908  -27,975  -19,773  -36,929  -46,576  -20,716  -11,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3     25.8      3.4     32.5     57.8     84.2     87.1     15.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      36       21       10       17       17       59       42
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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