WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 20, 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  :   433,225:    76,712     74,874     87,828    234,031    211,211    398,571    373,913:    34,654     59,312
Old  :   242,410:    44,161     75,670     22,878    156,578    120,078    223,617    218,626:    18,793     23,784
Other:   190,815:    76,947     43,600     20,554     77,453     91,133    174,954    155,287:    15,861     35,528
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -9,568:     3,249      2,764     -6,586     -6,030     -5,003     -9,367     -8,825:      -201       -743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       17.3       20.3       54.0       48.8       92.0       86.3:       8.0       13.7
Old  :     100.0:      18.2       31.2        9.4       64.6       49.5       92.2       90.2:       7.8        9.8
Other:     100.0:      40.3       22.8       10.8       40.6       47.8       91.7       81.4:       8.3       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       108        110        132         72         99        279        281:
Old  :       319:        96        108         56         48         74        182        214:
Other:       274:        96         66         56         51         89        179        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  :                 23.1       18.5       35.6       28.0       23.1       13.8       33.6       20.1
Old  :                 37.4       22.4       51.9       34.5       37.4       21.6       51.9       32.4
Other:                 21.6       21.1       34.1       27.8       19.8       15.9       29.2       22.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 20, 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  : 1,523,926:   466,350     78,970    210,257    656,728    959,737  1,333,335  1,248,964:   190,591    274,962
Old  :   972,881:   260,737    113,168    106,954    473,162    585,915    840,853    806,037:   132,028    166,844
Other:   551,045:   278,538     38,727     30,378    183,566    373,822    492,482    442,927:    58,563    108,118
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    24,468:    20,931      3,099     -8,172     13,547     33,474     26,306     28,401:    -1,838     -3,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        5.2       13.8       43.1       63.0       87.5       82.0:      12.5       18.0
Old  :     100.0:      26.8       11.6       11.0       48.6       60.2       86.4       82.9:      13.6       17.1
Other:     100.0:      50.5        7.0        5.5       33.3       67.8       89.4       80.4:      10.6       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       852:       272        101        225        264        359        645        630:
Old  :       816:       231        138        188        234        337        572        590:
Other:       650:       178         84         54        141        318        343        438:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       18.7       21.6       24.4       13.2       17.4       20.7       22.5
Old  :                 15.5       18.1       25.0       24.5       15.3       16.2       24.7       22.3
Other:                 20.8       21.2       30.6       29.2       20.7       20.1       30.5       27.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 20, 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  :    18,342:     5,183        820        901      8,413     14,593     14,497     16,314:     3,845      2,028
Old  :     8,156:     2,038      1,236         79      3,724      5,496      5,841      6,811:     2,315      1,345
Other:    10,186:     3,690        129        277      4,689      9,097      8,656      9,503:     1,530        683
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :        59:      -226        420        118       -123       -599       -231        -61:       290        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        4.5        4.9       45.9       79.6       79.0       88.9:      21.0       11.1
Old  :     100.0:      25.0       15.2        1.0       45.7       67.4       71.6       83.5:      28.4       16.5
Other:     100.0:      36.2        1.3        2.7       46.0       89.3       85.0       93.3:      15.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        29          4         12         18         16         51         30:
Old  :        46:        16          7          5         14         14         31         25:
Other:        42:        20          3          7         12         11         35         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  :                 29.3       49.9       40.8       73.7       27.7       42.8       37.5       63.8
Old  :                 31.9       59.6       47.1       70.1       31.9       58.3       47.1       68.4
Other:                 42.1       73.3       55.7       88.4       42.1       71.6       55.0       86.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 20, 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  :   496,764:   148,612     44,055     83,100    198,667    278,835    430,379    405,990:    66,385     90,774
Old  :   370,820:   112,086     58,090     39,762    170,503    211,161    322,351    309,013:    48,469     61,807
Other:   125,944:    63,902     13,341     15,962     28,164     67,674    108,028     96,977:    17,916     28,967
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    20,988:     2,384        991      8,249     10,615     14,526     21,248     23,766:      -260     -2,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        8.9       16.7       40.0       56.1       86.6       81.7:      13.4       18.3
Old  :     100.0:      30.2       15.7       10.7       46.0       56.9       86.9       83.3:      13.1       16.7
Other:     100.0:      50.7       10.6       12.7       22.4       53.7       85.8       77.0:      14.2       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       149         86        142        116        158        360        337:
Old  :       448:       157         86        116        102        143        318        310:
Other:       283:        70         65         29         48        119        135        201:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       21.8       25.7       32.0       16.3       19.5       24.9       29.1
Old  :                 22.5       24.2       31.9       35.1       22.5       22.9       31.9       33.7
Other:                 25.9       26.1       40.3       33.7       25.6       23.6       38.4       29.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,391:    10,582      3,458      1,113        319      1,099     12,014      5,670:     5,377     11,721
Old  :    10,095:     4,260      3,366        837        319        837      5,416      5,040:     4,679      5,055
Other:     7,296:     6,581        351         17          0        262      6,598        630:       698      6,666
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -733:    -2,022     -1,720         29         48       -159     -1,945     -1,850:     1,212      1,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       19.9        6.4        1.8        6.3       69.1       32.6:      30.9       67.4
Old  :     100.0:      42.2       33.3        8.3        3.2        8.3       53.7       49.9:      46.3       50.1
Other:     100.0:      90.2        4.8        0.2        0.0        3.6       90.4        8.6:       9.6       91.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12          8         11          2          4         17         21:
Old  :        26:        11         10         10          2          4         16         21:
Other:        16:        10          3          3          0          3         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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       16.8       58.8       24.1       46.1       16.1       56.6       22.2
Old  :                 31.2       26.8       43.2       38.7       29.3       25.6       39.7       35.4
Other:                 76.9        8.2       88.0        8.6       76.6        8.2       87.8        8.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 20, 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  :   286,036:    79,679     13,352     47,757    121,308    205,991    248,744    267,100:    37,292     18,936
Old  :   239,967:    76,675     21,034     24,502    105,463    179,179    206,640    224,715:    33,327     15,252
Other:    46,069:    17,131      6,445      9,128     15,845     26,812     42,104     42,385:     3,965      3,684
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -1,203:    -2,878     -3,238      4,325     -5,860     -4,286     -4,413     -3,199:     3,210      1,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.7       16.7       42.4       72.0       87.0       93.4:      13.0        6.6
Old  :     100.0:      32.0        8.8       10.2       43.9       74.7       86.1       93.6:      13.9        6.4
Other:     100.0:      37.2       14.0       19.8       34.4       58.2       91.4       92.0:       8.6        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        86         22         48         56         54        176        109:
Old  :       198:        88         26         44         55         54        169        107:
Other:        79:        26         12         17         26         26         60         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       42.5       25.1       54.1       16.5       39.8       24.1       49.5
Old  :                 19.5       46.2       28.1       58.7       19.5       44.3       28.0       55.1
Other:                 30.3       39.7       48.9       54.7       26.4       32.7       43.9       46.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 20, 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  :   883,153:   124,869    184,472     26,382    600,294    508,646    751,545    719,500:   131,608    163,653
Old  :   883,153:   124,869    184,472     26,382    600,294    508,646    751,545    719,500:   131,608    163,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -5,253:      -726    -12,407        932    -12,020     21,861    -11,814     10,386:     6,561    -15,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.9        3.0       68.0       57.6       85.1       81.5:      14.9       18.5
Old  :     100.0:      14.1       20.9        3.0       68.0       57.6       85.1       81.5:      14.9       18.5
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  :       184:        34         45         29         68         88        117        147:
Old  :       184:        34         45         29         68         88        117        147:
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  :                 27.9       29.7       38.1       37.7       26.8       25.9       35.0       33.2
Old  :                 27.9       29.7       38.1       37.7       26.8       25.9       35.0       33.2
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 20, 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  :   235,601:    77,916     13,339     29,877     85,184    169,782    192,977    212,998:    42,624     22,603
Old  :   196,290:    80,929     13,490     14,722     62,916    149,050    158,567    177,262:    37,723     19,028
Other:    39,311:     7,466     10,328      4,676     22,268     20,732     34,410     35,736:     4,901      3,575
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     5,873:     5,400     -1,683        413     -2,104      4,433      3,709      3,163:     2,164      2,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        5.7       12.7       36.2       72.1       81.9       90.4:      18.1        9.6
Old  :     100.0:      41.2        6.9        7.5       32.1       75.9       80.8       90.3:      19.2        9.7
Other:     100.0:      19.0       26.3       11.9       56.6       52.7       87.5       90.9:      12.5        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        79         24         44         59         53        166        107:
Old  :       185:        86         20         41         57         50        163         99:
Other:        85:        21         19         15         26         28         54         56:
     :----------------------------------------------------------------------------------------------------
     :             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       42.5       27.0       55.3       11.2       39.6       20.3       48.2
Old  :                 13.4       48.6       24.7       60.8       12.9       45.3       23.5       56.8
Other:                 49.1       30.9       59.5       46.8       48.9       30.2       59.1       45.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 20, 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  :    17,194:     4,499        683      1,390      7,807     13,476     13,696     15,549:     3,498      1,645
Old  :    11,976:     2,657        755        924      5,742      8,790      9,323     10,469:     2,653      1,507
Other:     5,218:     1,914          0        394      2,065      4,686      4,373      5,080:       845        138
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       347:      -103         34        495        142       -340        534        189:      -187        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        4.0        8.1       45.4       78.4       79.7       90.4:      20.3        9.6
Old  :     100.0:      22.2        6.3        7.7       47.9       73.4       77.8       87.4:      22.2       12.6
Other:     100.0:      36.7        0.0        7.6       39.6       89.8       83.8       97.4:      16.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        28          3          9         28         21         56         33:
Old  :        62:        20          7          6         27         19         48         31:
Other:        39:        16          0          6         14         15         30         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       59.0       35.4       74.5       18.1       52.1       30.5       63.8
Old  :                 21.1       58.7       35.1       74.4       20.3       56.4       32.9       68.3
Other:                 43.6       75.7       61.8       90.1       35.2       58.1       43.5       69.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 20, 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  :   835,145:   120,163    233,045     16,211    585,874    485,267    722,248    734,523:   112,897    100,622
Old  :   835,145:   120,163    233,045     16,211    585,874    485,267    722,248    734,523:   112,897    100,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    32,528:    -5,911      8,999        541     37,567     26,559     32,197     36,099:       331     -3,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       27.9        1.9       70.2       58.1       86.5       88.0:      13.5       12.0
Old  :     100.0:      14.4       27.9        1.9       70.2       58.1       86.5       88.0:      13.5       12.0
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  :       182:        36         38         15         80         75        121        124:
Old  :       182:        36         38         15         80         75        121        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  :                 30.5       16.4       42.3       27.5       30.3       16.2       41.9       25.0
Old  :                 30.5       16.4       42.3       27.5       30.3       16.2       41.9       25.0
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 20, 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  : 2,333,068:   556,431    349,142    109,088  1,388,916  1,515,066  2,054,435  1,973,296:   278,633    359,772
Old  : 2,333,068:   556,431    349,142    109,088  1,388,916  1,515,066  2,054,435  1,973,296:   278,633    359,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :  -120,246:   -60,216    -47,423     11,839    -96,180    -57,462   -144,557    -93,046:    24,311    -27,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       15.0        4.7       59.5       64.9       88.1       84.6:      11.9       15.4
Old  :     100.0:      23.8       15.0        4.7       59.5       64.9       88.1       84.6:      11.9       15.4
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  :       306:        63         76         53        115        130        203        235:
Old  :       306:        63         76         53        115        130        203        235:
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  :                 21.6       24.4       34.0       36.2       16.0       20.4       24.8       28.0
Old  :                 21.6       24.4       34.0       36.2       16.0       20.4       24.8       28.0
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 20, 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  : 1,468,958:   188,988    255,113     44,639  1,009,739    894,428  1,243,366  1,194,180:   225,592    274,778
Old  : 1,468,958:   188,988    255,113     44,639  1,009,739    894,428  1,243,366  1,194,180:   225,592    274,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :   -25,420:   -11,285    -21,321      9,262    -47,462     -1,312    -49,485    -13,371:    24,065    -12,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       17.4        3.0       68.7       60.9       84.6       81.3:      15.4       18.7
Old  :     100.0:      12.9       17.4        3.0       68.7       60.9       84.6       81.3:      15.4       18.7
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         42         25         79         82        127        135:
Old  :       189:        33         42         25         79         82        127        135:
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  :                 29.9       29.3       41.9       39.1       26.2       27.6       33.9       34.8
Old  :                 29.9       29.3       41.9       39.1       26.2       27.6       33.9       34.8
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 20, 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  :   455,993:   145,109     95,132    100,318    187,235    238,356    432,662    433,806:    23,331     22,187
Old  :   455,993:   145,109     95,132    100,318    187,235    238,356    432,662    433,806:    23,331     22,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    38,461:     6,250     17,742     13,147     17,643      6,011     37,040     36,900:     1,421      1,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       20.9       22.0       41.1       52.3       94.9       95.1:       5.1        4.9
Old  :     100.0:      31.8       20.9       22.0       41.1       52.3       94.9       95.1:       5.1        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  :       125:        33         32         42         49         47        108         97:
Old  :       125:        33         32         42         49         47        108         97:
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  :                 34.7       34.7       48.6       48.2       28.5       24.4       37.5       32.7
Old  :                 34.7       34.7       48.6       48.2       28.5       24.4       37.5       32.7
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 20, 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  :    10,847:     2,875        229        287      2,027      6,956      5,189      7,472:     5,658      3,375
Old  :    10,847:     2,875        229        287      2,027      6,956      5,189      7,472:     5,658      3,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       216:      -311        229        -26        270        156        -67        359:       283       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        2.1        2.6       18.7       64.1       47.8       68.9:      52.2       31.1
Old  :     100.0:      26.5        2.1        2.6       18.7       64.1       47.8       68.9:      52.2       31.1
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  :        20:         7          2          2          3         10         11         13:
Old  :        20:         7          2          2          3         10         11         13:
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  :                 27.4       44.6       43.2       59.4       26.2       44.6       37.9       59.0
Old  :                 27.4       44.6       43.2       59.4       26.2       44.6       37.9       59.0
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 20, 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  :    40,402:    11,576      5,969      1,514      8,473     24,631     21,563     32,114:    18,839      8,288
Old  :    40,402:    11,576      5,969      1,514      8,473     24,631     21,563     32,114:    18,839      8,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,213:    -2,279      2,579        164      2,974       -249        859      2,494:       354     -1,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       14.8        3.7       21.0       61.0       53.4       79.5:      46.6       20.5
Old  :     100.0:      28.7       14.8        3.7       21.0       61.0       53.4       79.5:      46.6       20.5
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  :        56:        23         15          6          9         15         35         33:
Old  :        56:        23         15          6          9         15         35         33:
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  :                 24.0       39.3       33.8       53.8       24.0       38.9       32.4       53.3
Old  :                 24.0       39.3       33.8       53.8       24.0       38.9       32.4       53.3
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 20, 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  :    74,991:    33,021      7,679         58     19,763     59,597     52,842     67,334:    22,149      7,657
Old  :    74,991:    33,021      7,679         58     19,763     59,597     52,842     67,334:    22,149      7,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     3,046:     3,478        410          4        110      2,260      3,592      2,674:      -546        372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       10.2        0.1       26.4       79.5       70.5       89.8:      29.5       10.2
Old  :     100.0:      44.0       10.2        0.1       26.4       79.5       70.5       89.8:      29.5       10.2
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  :        76:        29         18          7         19         13         50         36:
Old  :        76:        29         18          7         19         13         50         36:
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  :                 24.5       54.8       37.4       72.8       24.5       54.8       37.4       72.8
Old  :                 24.5       54.8       37.4       72.8       24.5       54.8       37.4       72.8
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 20, 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  :   140,137:    56,269     61,858        932     70,865     31,151    128,066     93,941:    12,071     46,196
Old  :   140,137:    56,269     61,858        932     70,865     31,151    128,066     93,941:    12,071     46,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    12,248:     6,454      5,128         84      4,909      4,989     11,447     10,201:       801      2,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       44.1        0.7       50.6       22.2       91.4       67.0:       8.6       33.0
Old  :     100.0:      40.2       44.1        0.7       50.6       22.2       91.4       67.0:       8.6       33.0
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  :       125:        42         42          9         25         22         74         66:
Old  :       125:        42         42          9         25         22         74         66:
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  :                 46.9       22.1       57.1       32.8       45.6       22.1       55.7       32.7
Old  :                 46.9       22.1       57.1       32.8       45.6       22.1       55.7       32.7
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 20, 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  :    46,538:     3,358     16,549        478     42,566     29,376     46,402     46,403:       136        135
Old  :    46,538:     3,358     16,549        478     42,566     29,376     46,402     46,403:       136        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,860:       516        -45       -108      1,437      2,033      1,845      1,880:        15        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       35.6        1.0       91.5       63.1       99.7       99.7:       0.3        0.3
Old  :     100.0:       7.2       35.6        1.0       91.5       63.1       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  :        34:         8         10          3         10         11         19         23:
Old  :        34:         8         10          3         10         11         19         23:
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  :                 80.3       84.2       93.2       93.9       78.8       77.2       87.7       86.8
Old  :                 80.3       84.2       93.2       93.9       78.8       77.2       87.7       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 23, 2007