WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 15, 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  :   367,368:    83,338     81,622     51,138    203,327    182,870    337,803    315,630:    29,565     51,738
Old  :   337,736:    71,146     86,518     43,859    195,172    162,463    310,177    292,840:    27,559     44,896
Other:    29,632:    19,248      2,160        223      8,155     20,407     27,626     22,790:     2,006      6,842
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     6,982:     1,103      1,824      3,398      1,410      1,575      5,911      6,797:     1,071        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       22.2       13.9       55.3       49.8       92.0       85.9:       8.0       14.1
Old  :     100.0:      21.1       25.6       13.0       57.8       48.1       91.8       86.7:       8.2       13.3
Other:     100.0:      65.0        7.3        0.8       27.5       68.9       93.2       76.9:       6.8       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        88        118         99         59         99        225        255:
Old  :       331:        84        121         91         58         96        214        252:
Other:       124:        28         22          8         13         66         48         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       16.6       39.0       25.1       25.5       15.7       38.9       22.8
Old  :                 27.3       16.6       41.9       25.2       27.1       16.4       41.7       23.7
Other:                 57.3       23.6       77.9       36.6       56.4       22.4       75.3       34.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 15, 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  : 1,269,267:   349,268    111,243    166,772    605,156    771,046  1,121,196  1,049,061:   148,071    220,206
Old  :   594,603:   134,426    138,307     44,402    346,193    328,280    525,021    510,989:    69,582     83,614
Other:   674,664:   310,335     68,429     26,877    258,963    442,766    596,175    538,072:    78,489    136,592
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     7,391:     5,626     10,025     12,446     -4,850    -10,604     13,222     11,867:    -5,831     -4,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        8.8       13.1       47.7       60.7       88.3       82.7:      11.7       17.3
Old  :     100.0:      22.6       23.3        7.5       58.2       55.2       88.3       85.9:      11.7       14.1
Other:     100.0:      46.0       10.1        4.0       38.4       65.6       88.4       79.8:      11.6       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       762:       201        126        168        229        336        514        570:
Old  :       681:       137        160         70        170        291        355        477:
Other:       660:       180         88         68        167        311        366        451:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       17.1       25.1       23.2       16.1       16.4       24.2       21.5
Old  :                 21.9       19.6       34.1       28.6       21.9       18.6       34.1       26.2
Other:                 20.0       17.3       29.1       24.2       20.0       16.2       29.1       22.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 15, 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  :    17,862:     5,720        131        945      7,201     14,648     13,866     15,724:     3,996      2,138
Old  :    17,862:     5,720        131        945      7,201     14,648     13,866     15,724:     3,996      2,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       -39:      -178        125         55         40       -299        -83       -119:        44         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        0.7        5.3       40.3       82.0       77.6       88.0:      22.4       12.0
Old  :     100.0:      32.0        0.7        5.3       40.3       82.0       77.6       88.0:      22.4       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  :        55:        23          1         10         16         17         45         28:
Old  :        55:        23          1         10         16         17         45         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  :                 27.9       51.0       41.4       73.4       24.3       48.9       36.4       62.8
Old  :                 27.9       51.0       41.4       73.4       24.3       48.9       36.4       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 15, 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  :   454,835:   131,515     32,862     69,255    203,915    272,755    404,685    374,872:    50,150     79,963
Old  :   246,825:    83,065     37,044      5,837    129,797    167,115    218,699    209,996:    28,126     36,829
Other:   208,010:    75,001     22,369     36,867     74,118    105,640    185,986    164,876:    22,024     43,134
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    26,212:    19,735     -2,997        546      3,108     30,254     23,389     27,803:     2,823     -1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        7.2       15.2       44.8       60.0       89.0       82.4:      11.0       17.6
Old  :     100.0:      33.7       15.0        2.4       52.6       67.7       88.6       85.1:      11.4       14.9
Other:     100.0:      36.1       10.8       17.7       35.6       50.8       89.4       79.3:      10.6       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:       149         73        114        110        149        325        296:
Old  :       387:       144         71         34         71        130        227        225:
Other:       320:        77         65         66         77        134        195        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       24.3       29.7       33.3       19.1       21.3       28.2       28.2
Old  :                 29.2       28.5       41.4       40.8       29.2       27.1       41.3       39.4
Other:                 19.9       21.2       28.1       29.3       16.4       16.6       23.6       21.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,954:    12,095      2,164        571          0        682     12,666      3,417:     3,288     12,537
Old  :     5,121:     2,719      2,092         56          0         14      2,775      2,162:     2,346      2,959
Other:    10,833:     9,731        427        160          0        668      9,891      1,255:       942      9,578
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     1,234:       773        386        183          0        -15        956        554:       278        680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.8       13.6        3.6        0.0        4.3       79.4       21.4:      20.6       78.6
Old  :     100.0:      53.1       40.9        1.1        0.0        0.3       54.2       42.2:      45.8       57.8
Other:     100.0:      89.8        3.9        1.5        0.0        6.2       91.3       11.6:       8.7       88.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          7          0          3         13         17:
Old  :        22:        11          9          4          0          2         12         14:
Other:        15:        10          2          4          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  :                 57.5        9.2       72.3       15.1       56.1        8.3       70.9       14.2
Old  :                 32.6       27.6       47.2       40.4       32.4       27.6       47.0       40.2
Other:                 74.9        8.3       89.5       11.5       73.9        8.3       88.4       10.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 15, 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  :   298,677:    91,701     13,860     36,761    140,697    233,018    269,159    283,639:    29,518     15,038
Old  :   198,547:    74,306     22,688     11,863     89,621    152,624    175,790    187,175:    22,757     11,372
Other:   100,130:    30,637      4,414     11,656     51,076     80,394     93,369     96,464:     6,761      3,666
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     5,545:     3,362       -248       -826      3,884      8,340      6,420      7,266:      -875     -1,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        4.6       12.3       47.1       78.0       90.1       95.0:       9.9        5.0
Old  :     100.0:      37.4       11.4        6.0       45.1       76.9       88.5       94.3:      11.5        5.7
Other:     100.0:      30.6        4.4       11.6       51.0       80.3       93.2       96.3:       6.8        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        96         22         45         55         53        176        110:
Old  :       200:        85         39         26         49         49        151         97:
Other:       116:        38         16         24         37         39         87         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       40.6       28.4       54.9       16.6       34.7       24.4       48.0
Old  :                 22.9       49.0       32.4       58.7       22.9       48.6       31.8       57.1
Other:                 30.4       48.4       42.2       61.7       29.4       47.7       39.7       57.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 15, 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  :   933,521:   127,802    221,325     25,977    643,686    503,081    797,465    750,383:   136,056    183,138
Old  :   933,521:   127,802    221,325     25,977    643,686    503,081    797,465    750,383:   136,056    183,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    36,692:   -10,769     10,703      3,274     39,164      9,193     31,669     23,170:     5,023     13,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       23.7        2.8       69.0       53.9       85.4       80.4:      14.6       19.6
Old  :     100.0:      13.7       23.7        2.8       69.0       53.9       85.4       80.4:      14.6       19.6
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  :       183:        29         45         29         71         86        116        145:
Old  :       183:        29         45         29         71         86        116        145:
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  :                 28.5       24.6       42.8       35.4       25.8       17.8       33.3       25.8
Old  :                 28.5       24.6       42.8       35.4       25.8       17.8       33.3       25.8
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, May 15, 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  :   215,474:    50,768     26,330     23,771    101,677    142,451    176,216    192,552:    39,258     22,922
Old  :   122,060:    36,152     19,512      9,048     51,809     76,236     97,009    104,796:    25,051     17,264
Other:    93,414:    21,161     13,363      8,178     49,868     66,215     79,207     87,756:    14,207      5,658
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       -19:     2,423       -336     -2,187     -1,409      4,392     -1,173      1,869:     1,154     -1,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       12.2       11.0       47.2       66.1       81.8       89.4:      18.2       10.6
Old  :     100.0:      29.6       16.0        7.4       42.4       62.5       79.5       85.9:      20.5       14.1
Other:     100.0:      22.7       14.3        8.8       53.4       70.9       84.8       93.9:      15.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        58         34         39         56         57        138        123:
Old  :       171:        58         37         22         46         45        116         97:
Other:       119:        38         21         23         41         37         89         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.5       34.9       35.6       48.8       25.8       33.6       33.9       46.3
Old  :                 19.6       33.9       28.6       44.7       19.3       33.8       27.6       44.5
Other:                 36.6       46.4       47.3       56.8       35.9       44.9       46.5       55.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 15, 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  :    15,074:     4,872      1,857        855      6,650     11,121     12,377     13,833:     2,697      1,241
Old  :     6,058:     1,649      1,843         10      3,363      3,457      5,022      5,310:     1,036        748
Other:     9,016:     3,307         98        761      3,287      7,664      7,355      8,523:     1,661        493
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       -73:       297          6       -156        -92         98         49        -52:      -122        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       12.3        5.7       44.1       73.8       82.1       91.8:      17.9        8.2
Old  :     100.0:      27.2       30.4        0.2       55.5       57.1       82.9       87.7:      17.1       12.3
Other:     100.0:      36.7        1.1        8.4       36.5       85.0       81.6       94.5:      18.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        22         12         10         30         20         54         41:
Old  :        61:        11         16          1         17         17         29         33:
Other:        49:        17          3          7         19         12         37         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  :                 20.4       52.4       36.3       69.3       19.5       43.5       33.6       59.8
Old  :                 34.6       45.5       53.7       61.7       34.6       45.5       53.7       61.6
Other:                 33.2       70.6       52.9       85.9       30.4       59.5       43.6       71.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 15, 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  : 1,137,955:   196,453    450,043     36,636    757,503    562,974    990,592  1,049,653:   147,363     88,302
Old  : 1,137,955:   196,453    450,043     36,636    757,503    562,974    990,592  1,049,653:   147,363     88,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    43,393:    11,384      5,955      6,633     18,648     32,204     36,665     44,792:     6,728     -1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       39.5        3.2       66.6       49.5       87.1       92.2:      12.9        7.8
Old  :     100.0:      17.3       39.5        3.2       66.6       49.5       87.1       92.2:      12.9        7.8
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  :       219:        50         39         19        101         82        160        131:
Old  :       219:        50         39         19        101         82        160        131:
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  :                 19.0       27.1       28.8       42.1       17.9       24.6       26.6       38.1
Old  :                 19.0       27.1       28.8       42.1       17.9       24.6       26.6       38.1
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, May 15, 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  : 2,930,887:   828,707    388,740    117,966  1,669,242  2,019,885  2,615,915  2,526,591:   314,972    404,296
Old  : 2,930,887:   828,707    388,740    117,966  1,669,242  2,019,885  2,615,915  2,526,591:   314,972    404,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :   165,488:    50,116     28,490       -254    113,401    138,019    163,263    166,255:     2,225       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       13.3        4.0       57.0       68.9       89.3       86.2:      10.7       13.8
Old  :     100.0:      28.3       13.3        4.0       57.0       68.9       89.3       86.2:      10.7       13.8
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  :       313:        65         75         55        122        125        212        230:
Old  :       313:        65         75         55        122        125        212        230:
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  :                 27.6       33.4       37.2       44.5       21.2       25.9       30.1       34.9
Old  :                 27.6       33.4       37.2       44.5       21.2       25.9       30.1       34.9
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, May 15, 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  : 1,773,180:   275,670    383,598     99,649  1,143,854  1,027,420  1,519,173  1,510,667:   254,007    262,513
Old  : 1,773,180:   275,670    383,598     99,649  1,143,854  1,027,420  1,519,173  1,510,667:   254,007    262,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :   -19,177:   -39,416     -1,765     17,990     16,991    -31,601     -4,435    -15,376:   -14,742     -3,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       21.6        5.6       64.5       57.9       85.7       85.2:      14.3       14.8
Old  :     100.0:      15.5       21.6        5.6       64.5       57.9       85.7       85.2:      14.3       14.8
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  :       215:        48         37         24         97         88        156        138:
Old  :       215:        48         37         24         97         88        156        138:
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  :                 23.8       29.6       33.7       41.6       14.9       25.9       22.0       33.8
Old  :                 23.8       29.6       33.7       41.6       14.9       25.9       22.0       33.8
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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   573,889:    87,901    180,991     92,325    357,857    277,065    538,083    550,381:    35,806     23,508
Old  :   573,889:    87,901    180,991     92,325    357,857    277,065    538,083    550,381:    35,806     23,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    44,063:     6,541      7,539      6,441     29,268     30,710     42,250     44,690:     1,813       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       31.5       16.1       62.4       48.3       93.8       95.9:       6.2        4.1
Old  :     100.0:      15.3       31.5       16.1       62.4       48.3       93.8       95.9:       6.2        4.1
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  :       132:        34         28         34         64         47        117         92:
Old  :       132:        34         28         34         64         47        117         92:
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  :                 27.3       39.6       41.7       53.1       22.5       35.3       32.5       42.8
Old  :                 27.3       39.6       41.7       53.1       22.5       35.3       32.5       42.8
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, May 15, 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  :    29,914:     7,739      8,647        589      5,555     14,340     13,883     23,576:    16,031      6,338
Old  :    29,914:     7,739      8,647        589      5,555     14,340     13,883     23,576:    16,031      6,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       548:    -2,439      2,997          9      2,814     -3,297        384       -291:       164        839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       28.9        2.0       18.6       47.9       46.4       78.8:      53.6       21.2
Old  :     100.0:      25.9       28.9        2.0       18.6       47.9       46.4       78.8:      53.6       21.2
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  :        49:        15         17          3          8         12         26         29:
Old  :        49:        15         17          3          8         12         26         29:
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  :                 20.9       29.0       30.6       45.7       20.0       29.0       28.7       45.7
Old  :                 20.9       29.0       30.6       45.7       20.0       29.0       28.7       45.7
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, May 15, 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  :    48,174:    22,129     10,340         33     17,737     29,070     39,899     39,443:     8,275      8,731
Old  :    48,174:    22,129     10,340         33     17,737     29,070     39,899     39,443:     8,275      8,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     1,060:       857        -53        -12        606      1,263      1,451      1,198:      -391       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       21.5        0.1       36.8       60.3       82.8       81.9:      17.2       18.1
Old  :     100.0:      45.9       21.5        0.1       36.8       60.3       82.8       81.9:      17.2       18.1
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  :        80:        37         16          7         15         14         53         36:
Old  :        80:        37         16          7         15         14         53         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  :                 27.2       38.5       41.8       57.7       26.6       38.5       41.0       57.7
Old  :                 27.2       38.5       41.8       57.7       26.6       38.5       41.0       57.7
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, May 15, 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  :   135,237:    57,178     54,719      1,128     63,254     53,772    121,560    109,619:    13,677     25,618
Old  :   135,237:    57,178     54,719      1,128     63,254     53,772    121,560    109,619:    13,677     25,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     8,412:     6,153      3,483        581      2,896      7,611      9,630     11,675:    -1,218     -3,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       40.5        0.8       46.8       39.8       89.9       81.1:      10.1       18.9
Old  :     100.0:      42.3       40.5        0.8       46.8       39.8       89.9       81.1:      10.1       18.9
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  :       142:        41         59          9         19         30         64         94:
Old  :       142:        41         59          9         19         30         64         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  :                 50.8       24.2       61.0       35.6       50.8       24.2       60.7       35.5
Old  :                 50.8       24.2       61.0       35.6       50.8       24.2       60.7       35.5
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, May 15, 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)                                                    :
     :          :                                                                            :
All  :    48,016:     2,015     16,658        375     45,469     28,974     47,859     46,007:       157      2,009
Old  :    48,016:     2,015     16,658        375     45,469     28,974     47,859     46,007:       157      2,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       287:      -447        -50       -300        915        470        168        120:       119        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       34.7        0.8       94.7       60.3       99.7       95.8:       0.3        4.2
Old  :     100.0:       4.2       34.7        0.8       94.7       60.3       99.7       95.8:       0.3        4.2
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  :        38:         7         13          3         14         10         22         25:
Old  :        38:         7         13          3         14         10         22         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  :                 73.2       79.5       88.8       88.8       73.1       72.8       86.8       81.8
Old  :                 73.2       79.5       88.8       88.8       73.1       72.8       86.8       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 18, 2007