WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 3, 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  :   388,011:    99,001     80,129     51,144    203,489    198,775    353,634    330,048:    34,377     57,963
Old  :   339,048:    80,090     87,356     33,938    194,853    169,293    308,881    290,587:    30,167     48,461
Other:    48,963:    33,371      7,233      2,746      8,636     29,482     44,753     39,461:     4,210      9,502
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :   -21,719:    -9,400      5,730     -5,195     -5,077    -18,837    -19,672    -18,302:    -2,047     -3,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       20.7       13.2       52.4       51.2       91.1       85.1:       8.9       14.9
Old  :     100.0:      23.6       25.8       10.0       57.5       49.9       91.1       85.7:       8.9       14.3
Other:     100.0:      68.2       14.8        5.6       17.6       60.2       91.4       80.6:       8.6       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       105        116        110         66        106        258        264:
Old  :       355:       102        118         94         63        103        239        258:
Other:       156:        37         33         15         14         80         60        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       17.5       35.0       24.7       22.9       16.2       34.3       22.4
Old  :                 25.7       17.9       38.1       25.2       25.2       16.4       37.6       23.3
Other:                 52.0       19.4       66.3       31.5       52.0       19.4       65.3       30.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 3, 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  : 1,190,115:   326,545    141,067    139,479    588,748    705,258  1,054,772    985,804:   135,343    204,311
Old  :   378,375:    66,281    100,743     17,760    259,238    212,376    343,279    330,879:    35,096     47,496
Other:   811,740:   338,620    118,680     43,363    329,510    492,882    711,493    654,925:   100,247    156,815
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :     1,929:   -11,451     28,996     14,986     10,422    -38,092     13,957      5,890:   -12,028     -3,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       11.9       11.7       49.5       59.3       88.6       82.8:      11.4       17.2
Old  :     100.0:      17.5       26.6        4.7       68.5       56.1       90.7       87.4:       9.3       12.6
Other:     100.0:      41.7       14.6        5.3       40.6       60.7       87.7       80.7:      12.3       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       769:       175        150        169        242        330        523        582:
Old  :       591:        95        139         29        136        250        252        402:
Other:       733:       205        124         93        200        309        440        500:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       17.6       26.6       23.4       17.5       16.3       25.9       21.7
Old  :                 31.3       20.7       47.1       28.8       31.3       20.4       46.7       27.3
Other:                 16.7       18.0       24.8       24.5       16.7       17.0       24.8       22.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 3, 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  :    15,182:     6,363          6         74      5,624     13,417     12,061     13,497:     3,121      1,685
Old  :    15,161:     6,382          6         55      5,623     13,417     12,060     13,478:     3,101      1,683
Other:        21:         0         19          0          1          0          1         19:        20          2
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -1,583:      -813         -1        -13       -446     -1,589     -1,272     -1,603:      -311         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        0.0        0.5       37.0       88.4       79.4       88.9:      20.6       11.1
Old  :     100.0:      42.1        0.0        0.4       37.1       88.5       79.5       88.9:      20.5       11.1
Other:     100.0:       0.0       90.5        0.0        4.8        0.0        4.8       90.5:      95.2        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        27          1          4         15         16         44         20:
Old  :        51:        28          1          4         15         16         44         20:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.7       55.9       42.0       79.6       26.1       49.7       38.2       69.8
Old  :                 27.8       55.9       42.1       79.8       26.2       49.8       38.3       69.9
Other:                  4.8       90.5        4.8       90.5        4.8       90.5        4.8       90.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 3, 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  :   532,745:   169,342     41,749     86,098    218,427    324,194    473,867    452,041:    58,878     80,704
Old  :    62,784:    32,625      7,274      4,813     14,966     37,073     52,404     49,160:    10,380     13,624
Other:   469,961:   154,163     51,921     63,839    203,461    287,121    421,463    402,881:    48,498     67,080
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -5,070:     6,144      3,258    -16,098      1,195      2,377     -8,759    -10,463:     3,689      5,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        7.8       16.2       41.0       60.9       88.9       84.9:      11.1       15.1
Old  :     100.0:      52.0       11.6        7.7       23.8       59.0       83.5       78.3:      16.5       21.7
Other:     100.0:      32.8       11.0       13.6       43.3       61.1       89.7       85.7:      10.3       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       161        104        133        113        175        363        348:
Old  :       264:        88         43         29         49        104        147        167:
Other:       474:       153        117         98         89        169        304        335:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       25.9       27.6       34.4       17.4       22.6       24.6       29.4
Old  :                 23.3       23.4       30.8       31.8       22.1       23.4       29.5       31.0
Other:                 20.2       27.5       30.4       35.9       18.8       24.7       27.0       31.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,625:    16,647      4,505        102          0      1,049     16,749      5,656:     2,876     13,969
Old  :       725:       536         25          7          0          0        543         32:       182        693
Other:    18,900:    16,121      4,490         85          0      1,049     16,206      5,624:     2,694     13,276
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :       432:     1,150      1,195       -555          0       -123        595        517:      -163        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.8       23.0        0.5        0.0        5.3       85.3       28.8:      14.7       71.2
Old  :     100.0:      73.9        3.4        1.0        0.0        0.0       74.9        4.4:      25.1       95.6
Other:     100.0:      85.3       23.8        0.4        0.0        5.6       85.7       29.8:      14.3       70.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        14         13          5          0          4         14         22:
Old  :         7:         5          2          1          0          0          5          3:
Other:        31:        14         13          3          0          4         14         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.8       13.1       77.4       18.9       55.4       13.1       77.0       18.9
Old  :                 70.1        4.4       74.9        4.4       70.1        3.4       73.9        3.4
Other:                 55.7       13.6       77.5       19.6       55.3       13.6       77.1       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 3, 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  :   288,281:    79,434     12,695     37,933    143,057    222,675    260,424    273,303:    27,857     14,978
Old  :    87,516:    26,803     14,711      6,612     44,008     58,925     77,423     80,248:    10,093      7,268
Other:   200,765:    66,042     11,395     17,910     99,049    163,750    183,001    193,055:    17,764      7,710
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -4,509:     9,028      1,773     -7,760     -3,727      5,042     -2,459       -945:    -2,050     -3,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.4       13.2       49.6       77.2       90.3       94.8:       9.7        5.2
Old  :     100.0:      30.6       16.8        7.6       50.3       67.3       88.5       91.7:      11.5        8.3
Other:     100.0:      32.9        5.7        8.9       49.3       81.6       91.2       96.2:       8.8        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        87         33         53         59         57        180        124:
Old  :       137:        39         33         23         39         43         97         81:
Other:       179:        83         22         33         51         47        143         96:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       44.1       30.1       54.5       19.1       39.0       27.3       46.9
Old  :                 28.3       33.5       38.7       46.9       23.7       33.3       34.0       46.2
Other:                 26.2       50.5       35.2       61.5       26.2       47.7       35.0       57.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 3, 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  :   994,059:   146,913    255,475      9,275    727,067    533,703    883,255    798,453:   110,804    195,606
Old  :   994,059:   146,913    255,475      9,275    727,067    533,703    883,255    798,453:   110,804    195,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -5,470:    -1,951    -13,575       -644     15,811        810     13,216    -13,409:   -18,686      7,939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       25.7        0.9       73.1       53.7       88.9       80.3:      11.1       19.7
Old  :     100.0:      14.8       25.7        0.9       73.1       53.7       88.9       80.3:      11.1       19.7
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  :       190:        30         50         24         79         77        118        142:
Old  :       190:        30         50         24         79         77        118        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       30.2       43.2       40.5       29.8       27.1       41.3       36.9
Old  :                 30.6       30.2       43.2       40.5       29.8       27.1       41.3       36.9
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, July 3, 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  :   206,937:    58,993     10,118     25,376     84,100    150,933    168,469    186,427:    38,468     20,510
Old  :    67,488:    19,157      4,830      2,927     32,032     50,590     54,116     58,347:    13,372      9,141
Other:   139,449:    51,230     16,682     11,055     52,068    100,343    114,353    128,080:    25,096     11,369
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :      -955:     1,383     -1,968     -1,874      1,065      2,400        574     -1,442:    -1,529        487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        4.9       12.3       40.6       72.9       81.4       90.1:      18.6        9.9
Old  :     100.0:      28.4        7.2        4.3       47.5       75.0       80.2       86.5:      19.8       13.5
Other:     100.0:      36.7       12.0        7.9       37.3       72.0       82.0       91.8:      18.0        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        67         21         41         59         51        151        103:
Old  :       115:        38         15         15         45         42         90         66:
Other:       159:        63         29         26         49         40        126         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       38.9       29.1       51.6       17.6       37.5       26.6       47.2
Old  :                 24.5       40.7       35.0       55.7       19.7       40.5       30.0       51.6
Other:                 20.8       43.2       31.3       55.0       20.0       41.6       30.4       50.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 3, 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  :    14,892:     5,122      1,931        663      6,771     11,170     12,556     13,764:     2,336      1,128
Old  :    14,892:     5,122      1,931        663      6,771     11,170     12,556     13,764:     2,336      1,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -1,326:      -168         14       -142       -884     -1,119     -1,194     -1,247:      -132        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       13.0        4.5       45.5       75.0       84.3       92.4:      15.7        7.6
Old  :     100.0:      34.4       13.0        4.5       45.5       75.0       84.3       92.4:      15.7        7.6
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  :        73:        24         11          8         29         20         56         37:
Old  :        73:        24         11          8         29         20         56         37:
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  :                 26.4       55.4       40.2       70.5       25.7       48.7       37.8       63.1
Old  :                 26.4       55.4       40.2       70.5       25.7       48.7       37.8       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 3, 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  :   991,318:   216,063    241,971     11,547    641,085    650,830    868,695    904,348:   122,623     86,970
Old  :   991,318:   216,063    241,971     11,547    641,085    650,830    868,695    904,348:   122,623     86,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    36,338:     8,554     21,721       -658     24,975     19,331     32,871     40,394:     3,467     -4,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       24.4        1.2       64.7       65.7       87.6       91.2:      12.4        8.8
Old  :     100.0:      21.8       24.4        1.2       64.7       65.7       87.6       91.2:      12.4        8.8
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  :       207:        47         33         13         94         78        145        120:
Old  :       207:        47         33         13         94         78        145        120:
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  :                 20.2       33.5       30.8       53.0       19.8       32.4       29.1       48.0
Old  :                 20.2       33.5       30.8       53.0       19.8       32.4       29.1       48.0
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, July 3, 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  : 2,783,537:   791,672    443,887     62,625  1,663,447  1,815,816  2,517,744  2,322,328:   265,793    461,209
Old  : 2,783,537:   791,672    443,887     62,625  1,663,447  1,815,816  2,517,744  2,322,328:   265,793    461,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -6,370:    20,730     18,379    -12,096      5,181      6,822     13,815     13,105:   -20,185    -19,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.9        2.2       59.8       65.2       90.5       83.4:       9.5       16.6
Old  :     100.0:      28.4       15.9        2.2       59.8       65.2       90.5       83.4:       9.5       16.6
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  :       311:        58         79         34        110        130        185        226:
Old  :       311:        58         79         34        110        130        185        226:
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  :                 28.3       31.4       40.5       40.5       25.2       29.2       35.0       35.1
Old  :                 28.3       31.4       40.5       40.5       25.2       29.2       35.0       35.1
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, July 3, 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  : 1,553,245:   298,794    344,735     27,617  1,015,770    908,770  1,342,181  1,281,122:   211,064    272,123
Old  : 1,553,245:   298,794    344,735     27,617  1,015,770    908,770  1,342,181  1,281,122:   211,064    272,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :   -35,636:    25,999    -40,149      1,546    -68,264      2,351    -40,719    -36,252:     5,083        616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       22.2        1.8       65.4       58.5       86.4       82.5:      13.6       17.5
Old  :     100.0:      19.2       22.2        1.8       65.4       58.5       86.4       82.5:      13.6       17.5
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  :       207:        48         34         21         88         87        144        134:
Old  :       207:        48         34         21         88         87        144        134:
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  :                 24.2       20.5       34.7       34.4       19.5       15.6       27.5       26.3
Old  :                 24.2       20.5       34.7       34.4       19.5       15.6       27.5       26.3
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, July 3, 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  :   435,583:    79,279    135,084     49,829    275,655    232,862    404,763    417,775:    30,820     17,808
Old  :   435,583:    79,279    135,084     49,829    275,655    232,862    404,763    417,775:    30,820     17,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :   -86,149:   -14,852    -18,070    -12,256    -56,554    -50,648    -83,662    -80,974:    -2,487     -5,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       31.0       11.4       63.3       53.5       92.9       95.9:       7.1        4.1
Old  :     100.0:      18.2       31.0       11.4       63.3       53.5       92.9       95.9:       7.1        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  :       113:        25         30         28         45         43         90         82:
Old  :       113:        25         30         28         45         43         90         82:
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  :                 26.0       40.0       39.2       54.4       22.0       35.6       32.5       45.6
Old  :                 26.0       40.0       39.2       54.4       22.0       35.6       32.5       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, July 3, 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  :    21,155:     3,293      4,185        900      3,093     11,307      7,286     16,392:    13,869      4,763
Old  :    21,155:     3,293      4,185        900      3,093     11,307      7,286     16,392:    13,869      4,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -1,082:        46     -2,015        240       -977        868       -691       -907:      -391       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       19.8        4.3       14.6       53.4       34.4       77.5:      65.6       22.5
Old  :     100.0:      15.6       19.8        4.3       14.6       53.4       34.4       77.5:      65.6       22.5
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  :        32:        11          8          4          6          9         21         17:
Old  :        32:        11          8          4          6          9         21         17:
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  :                 13.5       48.2       22.3       62.6       12.0       45.7       18.1       57.6
Old  :                 13.5       48.2       22.3       62.6       12.0       45.7       18.1       57.6
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, July 3, 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  :    31,548:    12,663     10,921         49     13,999     12,903     26,711     23,873:     4,837      7,675
Old  :    31,548:    12,663     10,921         49     13,999     12,903     26,711     23,873:     4,837      7,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :      -890:      -380     -1,675          6        -34        930       -408       -739:      -482       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       34.6        0.2       44.4       40.9       84.7       75.7:      15.3       24.3
Old  :     100.0:      40.1       34.6        0.2       44.4       40.9       84.7       75.7:      15.3       24.3
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  :        60:        23         12          5         15         10         41         24:
Old  :        60:        23         12          5         15         10         41         24:
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  :                 36.3       45.0       50.2       60.3       36.3       45.0       50.2       60.3
Old  :                 36.3       45.0       50.2       60.3       36.3       45.0       50.2       60.3
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, July 3, 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  :    80,098:    26,261     29,243      1,105     39,910     39,292     67,276     69,640:    12,822     10,458
Old  :    80,098:    26,261     29,243      1,105     39,910     39,292     67,276     69,640:    12,822     10,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -7,932:    -2,018      1,345       -425       -864     -7,151     -3,307     -6,231:    -4,625     -1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       36.5        1.4       49.8       49.1       84.0       86.9:      16.0       13.1
Old  :     100.0:      32.8       36.5        1.4       49.8       49.1       84.0       86.9:      16.0       13.1
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  :       113:        36         36          6         27         17         66         56:
Old  :       113:        36         36          6         27         17         66         56:
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  :                 35.9       37.3       47.1       50.3       35.9       37.3       47.0       50.3
Old  :                 35.9       37.3       47.1       50.3       35.9       37.3       47.0       50.3
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, July 3, 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  :    63,361:     2,295     16,141        288     59,709     43,796     62,292     60,225:     1,069      3,136
Old  :    63,361:     2,295     16,141        288     59,709     43,796     62,292     60,225:     1,069      3,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :     5,113:       460      1,113        -16      3,754      3,172      4,198      4,269:       915        844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       25.5        0.5       94.2       69.1       98.3       95.1:       1.7        4.9
Old  :     100.0:       3.6       25.5        0.5       94.2       69.1       98.3       95.1:       1.7        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  :        39:         7         13          2         16          8         23         23:
Old  :        39:         7         13          2         16          8         23         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  :                 81.9       73.4       90.4       88.9       73.4       71.0       81.8       81.3
Old  :                 81.9       73.4       90.4       88.9       73.4       71.0       81.8       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 9, 2007