WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      449,237
COMMITMENTS
 104,265   84,548   85,681  218,258  216,916  408,204  387,145   41,033   62,092

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:    -13,697)
   3,659    8,643  -16,155   -2,868      191  -15,364   -7,321    1,667   -6,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     18.8     19.1     48.6     48.3     90.9     86.2      9.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     112      123      144       85      118      306      300
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,452,992
COMMITMENTS
 472,503  116,245  155,484  662,465  915,605  1290452  1187334  162,540  265,658

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -1,570)
  11,624   -1,728   -2,244   -7,574    5,013    1,806    1,041   -3,376   -2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      8.0     10.7     45.6     63.0     88.8     81.7     11.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      772)
     236      108      184      248      334      572      570
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,586
COMMITMENTS
   4,058    2,104      278    6,300   10,431   10,636   12,813    3,950    1,773

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        202)
     194       41     -182     -254     -171     -242     -312      444      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     14.4      1.9     43.2     71.5     72.9     87.8     27.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        4        5       16       13       39       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      596,447
COMMITMENTS
 197,116   44,754   77,324  255,864  369,817  530,304  491,895   66,143  104,552

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        361)
   2,884    4,715     -783    3,761      413    5,862    4,345   -5,501   -3,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      7.5     13.0     42.9     62.0     88.9     82.5     11.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     198       83      135      122      184      386      371
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       25,228
COMMITMENTS
  21,335    4,479      190        2    2,713   21,527    7,382    3,701   17,846

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:       -144)
   1,123      108      -40        0     -120    1,083      -52   -1,227      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.6     17.8      0.8      0.0     10.8     85.3     29.3     14.7     70.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      17        9        7        1        6       19       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      284,517
COMMITMENTS
  62,054   23,468   47,683  144,203  198,423  253,940  269,574   30,577   14,943

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -2,590)
   3,463      -51   -2,592     -760     -502      111   -3,145   -2,701      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      8.2     16.8     50.7     69.7     89.3     94.7     10.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      69       36       58       60       56      165      130
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,033,489
COMMITMENTS
 223,201  203,661   10,494  651,865  629,750  885,560  843,905  147,929  189,584

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -4,476)
  18,787  -15,815    2,073  -17,595    3,669    3,265  -10,073   -7,741    5,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     19.7      1.0     63.1     60.9     85.7     81.7     14.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      42       42       30       74       81      130      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      232,869
COMMITMENTS
  64,313   15,407   19,215  108,849  178,740  192,377  213,362   40,492   19,507

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        528)
   3,006   -1,334     -453   -1,583    1,745      970      -42     -442      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      6.6      8.3     46.7     76.8     82.6     91.6     17.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      73       20       35       70       58      159      106
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,245
COMMITMENTS
   8,033      284    1,100    7,209   17,961   16,342   19,345    3,903      900

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        579)
     169       -7     -187      605      796      587      602       -8      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      1.4      5.4     35.6     88.7     80.7     95.6     19.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      36        3       10       29       19       68       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,302,125
COMMITMENTS
 357,672  347,096   12,768  793,840  830,766  1164280  1190630  137,845  111,495

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     71,167)
  37,446    4,057      115   42,414   56,938   79,975   61,110   -8,808   10,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     26.7      1.0     61.0     63.8     89.4     91.4     10.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      68       47       21       98       90      175      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,586,463
COMMITMENTS
 581,738  463,275   99,423  1568827  1579651  2249988  2142349  336,475  444,114

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     11,134)
 -15,445  -20,819   17,640   13,843   19,168   16,038   15,989   -4,904   -4,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     17.9      3.8     60.7     61.1     87.0     82.8     13.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      48       79       41      119      133      190      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,099,917
COMMITMENTS
 446,891  524,253   75,115  1319826  1262470  1841832  1861838  258,085  238,079

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     59,568)
  47,217   28,649    2,181   12,900   20,717   62,298   51,547   -2,730    8,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     25.0      3.6     62.9     60.1     87.7     88.7     12.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      49       49       31       94       89      161      152
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      345,584
COMMITMENTS
  87,675   59,228   38,317  195,609  217,746  321,601  315,291   23,983   30,293

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     20,651)
  -2,504   12,771    3,499   16,293    4,463   17,288   20,733    3,363      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     17.1     11.1     56.6     63.0     93.1     91.2      6.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      27       20       26       45       53       87       87
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,136
COMMITMENTS
   3,010    2,301      886    1,620    6,084    5,516    9,271    8,620    4,865

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:       -188)
    -324      105       -1      525      741      200      845     -388   -1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     16.3      6.3     11.5     43.0     39.0     65.6     61.0     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        2        4        6       13       13
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       32,660
COMMITMENTS
  15,688   12,821      692   12,485   11,714   28,865   25,227    3,795    7,433

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      3,023)
   2,038       67      549      257    1,878    2,844    2,494      179      529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     39.3      2.1     38.2     35.9     88.4     77.2     11.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      18       20        8       13        8       37       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,023
COMMITMENTS
  42,436   32,813    1,802   28,992   41,329   73,230   75,944   19,793   17,079

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      7,067)
   3,338    2,790      315      940     -119    4,593    2,986    2,474    4,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     35.3      1.9     31.2     44.4     78.7     81.6     21.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      45       37       11       20       19       68       64
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,484
COMMITMENTS
  11,583   11,515    1,045   42,466   42,881   55,094   55,441      390       43

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:          4)
    -552      870      188      384     -437       20      621      -16     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     20.8      1.9     76.5     77.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       18        4       17       11       29       32
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,082
COMMITMENTS
     838    2,499      111   14,958   13,403   15,907   16,013      175       69

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        718)
    -448      596        0    1,104      116      656      712       62        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.5      0.7     93.0     83.3     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        6        1        8        8       14       15
 

Updated February 15, 2008