WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   442,793:    73,463     72,110     94,414    240,061    216,214    407,938    382,738:    34,855     60,055
Old  :   254,846:    46,665     71,851     31,232    157,034    125,815    234,931    228,898:    19,915     25,948
Other:   187,947:    70,953     44,414     19,027     83,027     90,399    173,007    153,840:    14,940     34,107
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :   -11,594:     3,728       -652     -4,789    -10,971     -4,080    -12,032     -9,521:       438     -2,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       16.3       21.3       54.2       48.8       92.1       86.4:       7.9       13.6
Old  :     100.0:      18.3       28.2       12.3       61.6       49.4       92.2       89.8:       7.8       10.2
Other:     100.0:      37.8       23.6       10.1       44.2       48.1       92.1       81.9:       7.9       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       103        107        135         71        101        275        281:
Old  :       321:       102        102         66         44         77        189        216:
Other:       268:        84         73         54         54         88        174        185:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       18.3       35.1       27.6       22.3       13.6       33.4       19.5
Old  :                 35.6       21.6       49.7       33.1       35.6       20.7       49.7       31.3
Other:                 23.8       21.7       36.6       28.2       22.0       16.5       31.3       22.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,499,458:   445,419     75,871    218,429    643,181    926,263  1,307,029  1,220,563:   192,429    278,895
Old  :   973,118:   251,668    109,227    119,729    465,492    571,846    836,889    800,802:   136,229    172,316
Other:   526,340:   261,424     34,317     31,027    177,689    354,417    470,140    419,761:    56,200    106,579
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    10,672:    38,089     -4,482     -9,259    -17,127     19,229     11,703      5,488:    -1,031      5,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        5.1       14.6       42.9       61.8       87.2       81.4:      12.8       18.6
Old  :     100.0:      25.9       11.2       12.3       47.8       58.8       86.0       82.3:      14.0       17.7
Other:     100.0:      49.7        6.5        5.9       33.8       67.3       89.3       79.8:      10.7       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       825:       274        102        215        257        345        625        607:
Old  :       795:       231        137        183        230        326        564        570:
Other:       630:       168         87         49        135        304        324        426:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       18.4       21.5       24.0       12.9       17.0       20.3       22.1
Old  :                 15.5       17.4       25.0       23.9       15.3       15.6       24.8       21.7
Other:                 21.4       21.5       30.9       29.0       21.3       20.3       30.8       27.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    18,283:     5,409        400        783      8,536     15,192     14,728     16,375:     3,555      1,908
Old  :     8,477:     2,340        798         68      3,876      6,352      6,284      7,218:     2,193      1,259
Other:     9,806:     3,540         73        244      4,660      8,840      8,444      9,157:     1,362        649
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :      -568:      -141        286        180       -626     -1,091       -587       -625:        19         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        2.2        4.3       46.7       83.1       80.6       89.6:      19.4       10.4
Old  :     100.0:      27.6        9.4        0.8       45.7       74.9       74.1       85.1:      25.9       14.9
Other:     100.0:      36.1        0.7        2.5       47.5       90.1       86.1       93.4:      13.9        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        29          4         10         19         16         52         28:
Old  :        47:        17          7          4         15         15         33         25:
Other:        40:        19          2          5         12         11         33         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       53.0       42.1       77.1       27.7       44.4       38.0       66.0
Old  :                 30.8       61.6       47.1       70.1       30.8       60.3       47.1       68.1
Other:                 44.0       76.0       59.5       89.1       44.0       74.9       58.6       87.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   475,776:   146,228     43,064     74,851    188,052    264,309    409,131    382,224:    66,645     93,552
Old  :   354,547:   109,620     57,144     32,411    161,780    199,263    303,811    288,818:    50,736     65,729
Other:   121,229:    62,295     11,607     16,753     26,272     65,046    105,320     93,406:    15,909     27,823
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    14,273:     2,488      7,014      5,861      2,310     -2,404     10,659     10,471:     3,614      3,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        9.1       15.7       39.5       55.6       86.0       80.3:      14.0       19.7
Old  :     100.0:      30.9       16.1        9.1       45.6       56.2       85.7       81.5:      14.3       18.5
Other:     100.0:      51.4        9.6       13.8       21.7       53.7       86.9       77.0:      13.1       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       151         90        127        104        146        339        314:
Old  :       430:       155         93        100         95        131        301        287:
Other:       265:        69         59         32         46        110        134        186:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       21.2       26.7       31.5       16.9       19.4       26.0       29.2
Old  :                 23.4       23.5       32.8       33.9       23.4       23.1       32.8       33.1
Other:                 26.2       27.8       42.1       34.8       25.8       25.3       40.4       30.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,124:    12,604      5,178      1,084        271      1,258     13,959      7,520:     4,165     10,604
Old  :    11,383:     6,679      5,123        945        271      1,015      7,895      7,083:     3,488      4,300
Other:     6,741:     6,049        179         15          0        243      6,064        437:       677      6,304
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       655:       976        121       -136         32        225        872        210:      -217        445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.5       28.6        6.0        1.5        6.9       77.0       41.5:      23.0       58.5
Old  :     100.0:      58.7       45.0        8.3        2.4        8.9       69.4       62.2:      30.6       37.8
Other:     100.0:      89.7        2.7        0.2        0.0        3.6       90.0        6.5:      10.0       93.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        16          8         12          2          4         21         22:
Old  :        30:        14         11         10          2          4         20         21:
Other:        15:        10          2          3          0          3         10          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       27.2       61.1       33.6       46.3       27.2       59.6       32.0
Old  :                 39.6       41.5       52.7       51.5       38.4       41.5       50.1       48.8
Other:                 76.0        6.2       87.3        6.5       75.7        6.2       87.1        6.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   287,239:    82,557     16,590     43,432    127,168    210,277    253,157    270,299:    34,082     16,940
Old  :   244,673:    79,010     22,726     22,004    112,606    185,765    213,620    230,495:    31,053     14,178
Other:    42,566:    16,595      6,912      8,380     14,562     24,512     39,537     39,804:     3,029      2,762
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    11,541:    -2,624        953      1,005     11,114      8,511      9,495     10,469:     2,046      1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        5.8       15.1       44.3       73.2       88.1       94.1:      11.9        5.9
Old  :     100.0:      32.3        9.3        9.0       46.0       75.9       87.3       94.2:      12.7        5.8
Other:     100.0:      39.0       16.2       19.7       34.2       57.6       92.9       93.5:       7.1        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        90         23         48         56         55        175        110:
Old  :       199:        90         29         43         55         55        167        108:
Other:        82:        26         14         17         23         27         58         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       41.5       25.0       53.5       16.4       39.2       24.0       48.8
Old  :                 19.1       45.1       27.5       57.4       19.1       43.1       27.2       53.2
Other:                 31.5       41.7       50.8       57.4       26.5       33.9       44.6       46.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   888,406:   125,595    196,879     25,450    612,314    486,785    763,359    709,114:   125,047    179,292
Old  :   888,406:   125,595    196,879     25,450    612,314    486,785    763,359    709,114:   125,047    179,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    -5,345:    -5,132     -7,105      5,722     -2,047      4,470     -1,457      3,087:    -3,888     -8,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       22.2        2.9       68.9       54.8       85.9       79.8:      14.1       20.2
Old  :     100.0:      14.1       22.2        2.9       68.9       54.8       85.9       79.8:      14.1       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        33         41         26         67         88        114        142:
Old  :       182:        33         41         26         67         88        114        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       30.0       38.2       38.2       27.2       26.4       35.4       34.1
Old  :                 28.4       30.0       38.2       38.2       27.2       26.4       35.4       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   229,728:    72,516     15,022     29,464     87,288    165,349    189,268    209,835:    40,460     19,893
Old  :   194,547:    72,331     15,206     17,530     68,451    144,703    158,312    177,439:    36,235     17,108
Other:    35,181:     8,691      8,322      3,428     18,837     20,646     30,956     32,396:     4,225      2,785
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :     9,111:    13,052     -2,941      3,726     -9,788      8,117      6,990      8,902:     2,121        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        6.5       12.8       38.0       72.0       82.4       91.3:      17.6        8.7
Old  :     100.0:      37.2        7.8        9.0       35.2       74.4       81.4       91.2:      18.6        8.8
Other:     100.0:      24.7       23.7        9.7       53.5       58.7       88.0       92.1:      12.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        79         26         51         56         55        166        117:
Old  :       189:        85         22         45         53         53        160        110:
Other:        83:        19         20         15         26         30         54         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       43.2       27.5       56.1       12.3       41.6       21.9       50.3
Old  :                 14.5       48.1       25.6       60.4       12.2       45.3       21.9       54.1
Other:                 48.8       30.2       62.1       46.0       48.7       29.7       61.9       45.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,847:     4,602        649        895      7,665     13,816     13,162     15,360:     3,685      1,487
Old  :    12,114:     3,222        654        495      5,726      9,844      9,443     10,993:     2,671      1,121
Other:     4,733:     1,404         19        376      1,939      3,972      3,719      4,367:     1,014        366
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       389:      -104        -25        154        239        100        289        229:       100        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        3.9        5.3       45.5       82.0       78.1       91.2:      21.9        8.8
Old  :     100.0:      26.6        5.4        4.1       47.3       81.3       78.0       90.7:      22.0        9.3
Other:     100.0:      29.7        0.4        7.9       41.0       83.9       78.6       92.3:      21.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        28          3          6         27         21         56         30:
Old  :        61:        21          4          6         27         20         50         29:
Other:        35:        12          1          5         13         14         26         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       62.6       34.8       77.4       17.6       55.8       30.3       67.8
Old  :                 20.9       64.9       34.5       79.4       19.2       63.1       31.9       74.7
Other:                 40.7       69.5       59.5       86.5       31.4       50.1       40.0       62.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   802,617:   126,074    224,046     15,670    548,307    458,708    690,051    698,424:   112,566    104,193
Old  :   802,617:   126,074    224,046     15,670    548,307    458,708    690,051    698,424:   112,566    104,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :   -19,089:    -3,989    -18,227      3,464       -410     17,520       -935      2,757:   -18,154    -21,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       27.9        2.0       68.3       57.2       86.0       87.0:      14.0       13.0
Old  :     100.0:      15.7       27.9        2.0       68.3       57.2       86.0       87.0:      14.0       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        40         40         16         79         73        124        124:
Old  :       188:        40         40         16         79         73        124        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       17.9       40.5       29.9       29.2       17.5       40.2       26.7
Old  :                 29.4       17.9       40.5       29.9       29.2       17.5       40.2       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,453,314:   616,647    396,565     97,249  1,485,096  1,572,528  2,198,992  2,066,342:   254,322    386,972
Old  : 2,453,314:   616,647    396,565     97,249  1,485,096  1,572,528  2,198,992  2,066,342:   254,322    386,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    84,624:    14,567     54,633     15,849     76,482     16,025    106,898     86,507:   -22,274     -1,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       16.2        4.0       60.5       64.1       89.6       84.2:      10.4       15.8
Old  :     100.0:      25.1       16.2        4.0       60.5       64.1       89.6       84.2:      10.4       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        68         62         45        123        126        202        222:
Old  :       301:        68         62         45        123        126        202        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       23.8       37.7       38.2       17.1       21.2       26.4       28.8
Old  :                 25.2       23.8       37.7       38.2       17.1       21.2       26.4       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,494,378:   200,273    276,434     35,377  1,057,201    895,740  1,292,851  1,207,551:   201,527    286,827
Old  : 1,494,378:   200,273    276,434     35,377  1,057,201    895,740  1,292,851  1,207,551:   201,527    286,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :   -53,881:   -26,824      6,749     -3,150     -8,429    -55,963    -38,403    -52,364:   -15,478     -1,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.5        2.4       70.7       59.9       86.5       80.8:      13.5       19.2
Old  :     100.0:      13.4       18.5        2.4       70.7       59.9       86.5       80.8:      13.5       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        33         43         26         78         82        125        137:
Old  :       189:        33         43         26         78         82        125        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       28.5       42.8       38.2       26.9       26.7       34.3       34.0
Old  :                 31.0       28.5       42.8       38.2       26.9       26.7       34.3       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   417,532:   138,859     77,390     87,171    169,592    232,345    395,622    396,906:    21,910     20,626
Old  :   417,532:   138,859     77,390     87,171    169,592    232,345    395,622    396,906:    21,910     20,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :    30,035:    28,807      3,601      5,322      4,092     25,699     38,221     34,622:    -8,186     -4,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       18.5       20.9       40.6       55.6       94.8       95.1:       5.2        4.9
Old  :     100.0:      33.3       18.5       20.9       40.6       55.6       94.8       95.1:       5.2        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        29         34         40         48         43        101         94:
Old  :       121:        29         34         40         48         43        101         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       28.7       48.1       43.4       29.8       20.4       37.9       28.0
Old  :                 34.1       28.7       48.1       43.4       29.8       20.4       37.9       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :    10,631:     3,186          0        313      1,757      6,800      5,256      7,113:     5,375      3,518
Old  :    10,631:     3,186          0        313      1,757      6,800      5,256      7,113:     5,375      3,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       642:       233       -668        -31        929      1,153      1,131        454:      -489        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        0.0        2.9       16.5       64.0       49.4       66.9:      50.6       33.1
Old  :     100.0:      30.0        0.0        2.9       16.5       64.0       49.4       66.9:      50.6       33.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          0          2          3         10         13         12:
Old  :        21:        10          0          2          3         10         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       45.4       38.6       60.8       22.4       45.4       34.4       60.6
Old  :                 23.4       45.4       38.6       60.8       22.4       45.4       34.4       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    39,189:    13,855      3,390      1,350      5,499     24,880     20,704     29,620:    18,485      9,569
Old  :    39,189:    13,855      3,390      1,350      5,499     24,880     20,704     29,620:    18,485      9,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       697:     3,082     -1,323       -189     -1,721      2,583      1,172      1,071:      -475       -374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        8.7        3.4       14.0       63.5       52.8       75.6:      47.2       24.4
Old  :     100.0:      35.4        8.7        3.4       14.0       63.5       52.8       75.6:      47.2       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        24         10          5          7         15         33         28:
Old  :        53:        24         10          5          7         15         33         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       40.7       31.1       57.2       20.0       40.2       31.1       56.1
Old  :                 20.0       40.7       31.1       57.2       20.0       40.2       31.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    71,945:    29,543      7,269         54     19,653     57,337     49,250     64,660:    22,695      7,285
Old  :    71,945:    29,543      7,269         54     19,653     57,337     49,250     64,660:    22,695      7,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       112:       -88        155          5        176        -65         93         95:        19         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       10.1        0.1       27.3       79.7       68.5       89.9:      31.5       10.1
Old  :     100.0:      41.1       10.1        0.1       27.3       79.7       68.5       89.9:      31.5       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        26         19          5         18         13         46         35:
Old  :        74:        26         19          5         18         13         46         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       56.1       36.8       73.9       25.2       56.1       36.8       73.9
Old  :                 25.2       56.1       36.8       73.9       25.2       56.1       36.8       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   127,889:    49,815     56,730        848     65,956     26,162    116,619     83,740:    11,270     44,149
Old  :   127,889:    49,815     56,730        848     65,956     26,162    116,619     83,740:    11,270     44,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :     4,153:    -3,104      3,564        445      7,797       -140      5,138      3,869:      -985        284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       44.4        0.7       51.6       20.5       91.2       65.5:       8.8       34.5
Old  :     100.0:      39.0       44.4        0.7       51.6       20.5       91.2       65.5:       8.8       34.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        45         38          7         27         21         76         62:
Old  :       124:        45         38          7         27         21         76         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       23.3       57.4       33.7       45.5       23.3       55.9       33.7
Old  :                 47.0       23.3       57.4       33.7       45.5       23.3       55.9       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    44,678:     2,842     16,594        586     41,129     27,343     44,557     44,523:       121        155
Old  :    44,678:     2,842     16,594        586     41,129     27,343     44,557     44,523:       121        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 6, 2007                     :
     :       525:      -264        -26        188        601        314        525        476:         0         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       37.1        1.3       92.1       61.2       99.7       99.7:       0.3        0.3
Old  :     100.0:       6.4       37.1        1.3       92.1       61.2       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         7         11          3         11         12         19         25:
Old  :        36:         7         11          3         11         12         19         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.5       86.8       93.5       93.7       80.3       81.0       88.8       87.7
Old  :                 80.5       86.8       93.5       93.7       80.3       81.0       88.8       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 16, 2007