WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      393,930
COMMITMENTS
  91,859   60,860   68,423  202,268  214,056  362,550  343,339   31,380   50,591

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -12,773)
  -1,280   -3,620   -3,495   -7,716   -6,893  -12,491  -14,008     -282    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     15.4     17.4     51.3     54.3     92.0     87.2      8.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      93      102      111       80      118      249      270
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,389,904
COMMITMENTS
 391,033   96,055  177,083  687,718  899,835  1255834  1172973  134,070  216,931

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -36,910)
 -35,430   -3,981   16,507   -6,076  -38,248  -24,999  -25,722  -11,911  -11,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      6.9     12.7     49.5     64.7     90.4     84.4      9.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     223      116      177      246      341      551      580
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,010
COMMITMENTS
   2,872    1,958      660    7,380   10,611   10,912   13,229    3,098      781

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -629)
    -369       65       63     -452   -1,016     -758     -888      129      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     14.0      4.7     52.7     75.7     77.9     94.4     22.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        3        7       15       13       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      527,444
COMMITMENTS
 165,236   50,477   65,266  261,149  341,015  491,651  456,758   35,793   70,686

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -12,154)
  -1,218     -184    4,982  -10,973  -18,342   -7,209  -13,544   -4,945    1,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      9.6     12.4     49.5     64.7     93.2     86.6      6.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     170       83      109      103      190      322      355
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       23,317
COMMITMENTS
  18,756    2,378    1,303        3    4,305   20,062    7,986    3,255   15,331

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -601)
    -481     -105      168        0      442     -313      505     -288   -1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4     10.2      5.6      0.0     18.5     86.0     34.2     14.0     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        9       12        1       12       18       29
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      282,519
COMMITMENTS
  42,840   23,420   53,608  164,298  196,904  260,746  273,932   21,773    8,587

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,703)
  -3,971       91    2,076    3,477   -2,696    1,582     -529   -3,285   -1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      8.3     19.0     58.2     69.7     92.3     97.0      7.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      51       34       48       62       52      139      119
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      941,923
COMMITMENTS
 186,880  159,600    4,847  624,025  597,497  815,752  761,944  126,171  179,979

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -22,463)
  16,984  -30,571    1,064  -24,331    3,800   -6,283  -25,707  -16,180    3,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     16.9      0.5     66.3     63.4     86.6     80.9     13.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       36       22       69       76      118      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      219,796
COMMITMENTS
  49,153   16,167   19,194  126,961  173,249  195,308  208,610   24,488   11,186

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:         50)
  -5,815     -528      702    8,309      607    3,196      781   -3,146     -731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      7.4      8.7     57.8     78.8     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      54       24       39       70       57      142      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,444
COMMITMENTS
   7,636      461      867    8,030   18,025   16,533   19,353    3,911    1,091

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        327)
     298      150      114      145     -177      557       87     -230      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      2.3      4.2     39.3     88.2     80.9     94.7     19.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      35        5       12       30       22       66       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,147,533
COMMITMENTS
 301,230  232,309    8,638  716,995  789,570  1026863  1030517  120,670  117,016

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     30,201)
  31,445   25,929   -1,508   12,999   -4,300   42,936   20,121  -12,735   10,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     20.2      0.8     62.5     68.8     89.5     89.8     10.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      38       39       14       96       88      139      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,093,120
COMMITMENTS
 273,315  354,872   48,555  1477605  1319451  1799475  1722878  293,645  370,242

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -97,483)
 -37,377   31,776  -12,215  -15,567  -57,750  -65,159  -38,189  -32,324  -59,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     17.0      2.3     70.6     63.0     86.0     82.3     14.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      42       69       32       90      124      151      207
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,855,947
COMMITMENTS
 580,048  258,952   28,389  1012280  1320702  1620717  1608043  235,230  247,904

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -65,162)
 -15,920  -27,639  -10,681  -11,963  -20,316  -38,564  -58,636  -26,598   -6,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     14.0      1.5     54.5     71.2     87.3     86.6     12.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      50       42       17       80       77      136      131
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      330,207
COMMITMENTS
  64,304   23,808   34,407  203,123  238,278  301,834  296,493   28,373   33,714

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -18,040)
 -38,291  -12,320     -314   20,486   -5,914  -18,119  -18,548       79      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      7.2     10.4     61.5     72.2     91.4     89.8      8.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      24       15       21       48       52       83       80
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       24,094
COMMITMENTS
  14,058    8,189       16    6,427   11,610   20,501   19,815    3,593    4,279

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -20,973)
  -5,131   -6,617   -4,331   -7,735   -3,013  -17,197  -13,961   -3,776   -7,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     34.0      0.1     26.7     48.2     85.1     82.2     14.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       10        2        9        8       20       18
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       68,179
COMMITMENTS
  24,953   18,408      557   31,412   36,174   56,922   55,139   11,257   13,040

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -47,856)
 -28,740  -20,222   -4,852   -7,669  -18,628  -41,261  -43,702   -6,595   -4,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     27.0      0.8     46.1     53.1     83.5     80.9     16.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       30        5       18       20       48       52
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,413
COMMITMENTS
   5,677    4,594    1,269   43,210   44,467   50,156   50,330      257       83

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,087)
      -3     -298        0   -1,010     -797   -1,013   -1,095      -74        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      9.1      2.5     85.7     88.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       15        3       17       10       28       27
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 03/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       18,177
COMMITMENTS
   1,944    3,415      558   15,587   14,140   18,089   18,113       88       64

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        -57)
    -163     -554      260     -158      247      -61      -47        4      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     18.8      3.1     85.8     77.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       10        3       10        8       19       19
 

Updated March 28, 2008