WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 21, 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  :   393,193:   104,347     78,385     53,596    194,704    190,856    352,647    322,837:    40,546     70,356
Old  :   322,402:    81,656     86,826     29,967    177,397    149,772    289,020    266,565:    33,382     55,837
Other:    70,791:    42,779     11,647      3,541     17,307     41,084     63,627     56,272:     7,164     14,519
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :   -16,707:    -8,975       -573     -6,101     -6,917    -11,931    -21,993    -18,605:     5,286      1,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       19.9       13.6       49.5       48.5       89.7       82.1:      10.3       17.9
Old  :     100.0:      25.3       26.9        9.3       55.0       46.5       89.6       82.7:      10.4       17.3
Other:     100.0:      60.4       16.5        5.0       24.4       58.0       89.9       79.5:      10.1       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       110        112        111         73        111        267        270:
Old  :       353:        99        120         91         68        106        240        257:
Other:       181:        49         43         23         25         76         88        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       16.1       35.4       24.4       22.5       15.1       34.3       22.8
Old  :                 25.8       15.8       39.0       25.2       25.4       15.5       38.1       23.5
Other:                 42.3       22.3       60.2       33.3       42.3       22.3       59.2       33.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 21, 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  : 1,105,178:   309,245    126,208    118,131    553,999    642,684    981,375    887,023:   123,803    218,155
Old  :    98,568:    34,462     18,476      1,393     40,843     58,272     76,698     78,141:    21,870     20,427
Other: 1,006,610:   299,732    132,681     91,789    513,156    584,412    904,677    808,882:   101,933    197,728
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :   -28,271:        -5      1,914    -11,402     -9,997    -14,792    -21,404    -24,280:    -6,867     -3,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.4       10.7       50.1       58.2       88.8       80.3:      11.2       19.7
Old  :     100.0:      35.0       18.7        1.4       41.4       59.1       77.8       79.3:      22.2       20.7
Other:     100.0:      29.8       13.2        9.1       51.0       58.1       89.9       80.4:      10.1       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       702:       160        136        153        234        305        485        533:
Old  :       434:        85         74          4        119        177        206        253:
Other:       690:       157        147        117        196        298        417        512:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       16.7       27.6       22.6       17.7       14.5       27.3       19.8
Old  :                 21.7       20.0       30.0       28.1       21.2       20.0       28.3       27.3
Other:                 19.1       16.5       28.6       22.6       19.1       14.5       28.3       19.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 21, 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  :    13,164:     4,833        559         88      5,368     10,595     10,289     11,242:     2,875      1,922
Old  :    13,143:     4,850        559         71      5,367     10,594     10,288     11,224:     2,855      1,919
Other:        21:         0         17          0          1          1          1         18:        20          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :      -112:      -493         39         78        429       -419         14       -302:      -126        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        4.2        0.7       40.8       80.5       78.2       85.4:      21.8       14.6
Old  :     100.0:      36.9        4.3        0.5       40.8       80.6       78.3       85.4:      21.7       14.6
Other:     100.0:       0.0       81.0        0.0        4.8        4.8        4.8       85.7:      95.2       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        17          6          3         12         13         31         21:
Old  :        44:        18          6          3         12         13         31         21:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.7       49.1       53.2       70.2       35.7       48.3       49.4       69.2
Old  :                 37.7       49.2       53.3       70.3       35.7       48.4       49.5       69.3
Other:                  4.8       85.7        4.8       85.7        4.8       85.7        4.8       85.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 21, 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  :   487,792:   139,380     43,261     63,362    234,679    299,521    437,421    406,144:    50,371     81,648
Old  :   428,433:   129,917     44,770     49,256    203,217    262,220    382,390    356,246:    46,043     72,187
Other:    59,359:    23,512     12,540         57     31,462     37,301     55,031     49,898:     4,328      9,461
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :   -14,629:   -15,995     -2,537      2,845      1,315    -21,440    -11,835    -21,132:    -2,794      6,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        8.9       13.0       48.1       61.4       89.7       83.3:      10.3       16.7
Old  :     100.0:      30.3       10.4       11.5       47.4       61.2       89.3       83.2:      10.7       16.8
Other:     100.0:      39.6       21.1        0.1       53.0       62.8       92.7       84.1:       7.3       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:       148         78         94        105        171        301        319:
Old  :       442:       136         91         85        102        167        291        310:
Other:       203:        39         39          2         24        112         65        152:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       26.6       32.5       35.7       18.3       23.2       27.7       30.3
Old  :                 20.5       25.6       31.3       34.9       20.2       22.4       31.0       31.1
Other:                 62.8       36.2       72.6       54.8       58.6       35.7       66.8       52.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,234:    16,312      5,747        402          0        985     16,714      7,134:     3,520     13,100
Old  :    17,360:    14,114      5,559        187          0        858     14,301      6,604:     3,059     10,756
Other:     2,874:     2,413        403          0          0        127      2,413        530:       461      2,344
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :       410:       446        395         -2          0         12        444        405:       -34          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6       28.4        2.0        0.0        4.9       82.6       35.3:      17.4       64.7
Old  :     100.0:      81.3       32.0        1.1        0.0        4.9       82.4       38.0:      17.6       62.0
Other:     100.0:      84.0       14.0        0.0        0.0        4.4       84.0       18.4:      16.0       81.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        14         14          4          0          4         17         19:
Old  :        32:        14         14          3          0          4         16         19:
Other:        15:         8          4          0          0          3          8          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.0       18.9       73.9       25.3       55.0       17.6       73.9       24.0
Old  :                 53.2       21.0       73.6       27.9       53.2       20.7       73.6       27.6
Other:                 68.5       15.8       84.0       18.4       68.5       15.8       84.0       18.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   286,563:    54,485     23,106     49,819    159,025    196,925    263,329    269,850:    23,234     16,713
Old  :    39,966:    13,502     13,227         86     23,050     23,668     36,638     36,981:     3,328      2,985
Other:   246,597:    54,888     23,784     35,828    135,975    173,257    226,691    232,869:    19,906     13,728
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :    -6,501:   -12,959      3,637      2,475      6,410    -13,107     -4,074     -6,995:    -2,427        494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        8.1       17.4       55.5       68.7       91.9       94.2:       8.1        5.8
Old  :     100.0:      33.8       33.1        0.2       57.7       59.2       91.7       92.5:       8.3        7.5
Other:     100.0:      22.3        9.6       14.5       55.1       70.3       91.9       94.4:       8.1        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        60         27         52         68         58        161        128:
Old  :       110:        27         24          1         35         29         62         54:
Other:       190:        68         34         44         64         54        152        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       35.8       31.2       46.8       17.5       29.7       25.0       38.4
Old  :                 48.5       38.5       60.3       56.7       48.5       38.5       60.3       56.1
Other:                 21.0       39.7       30.8       51.5       20.4       35.0       28.4       44.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 21, 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  :   991,242:   144,855    233,189      8,170    700,453    597,650    853,478    839,009:   137,764    152,233
Old  :   991,242:   144,855    233,189      8,170    700,453    597,650    853,478    839,009:   137,764    152,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :   -13,057:    17,998    -27,814        783    -30,904     11,143    -12,123    -15,888:      -934      2,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       23.5        0.8       70.7       60.3       86.1       84.6:      13.9       15.4
Old  :     100.0:      14.6       23.5        0.8       70.7       60.3       86.1       84.6:      13.9       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        31         44         21         77         83        119        137:
Old  :       184:        31         44         21         77         83        119        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       30.3       37.4       40.7       22.1       26.2       32.9       34.7
Old  :                 24.2       30.3       37.4       40.7       22.1       26.2       32.9       34.7
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, August 21, 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  :   196,526:    49,698      6,943     26,375     85,534    144,687    161,607    178,005:    34,919     18,521
Old  :    22,717:     7,880      3,691          6      9,853     15,524     17,739     19,221:     4,978      3,496
Other:   173,809:    49,494     10,928     18,693     75,681    129,163    143,868    158,784:    29,941     15,025
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :    -4,923:    -5,101          8      2,494      1,810     -5,361       -797     -2,859:    -4,126     -2,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        3.5       13.4       43.5       73.6       82.2       90.6:      17.8        9.4
Old  :     100.0:      34.7       16.2        0.0       43.4       68.3       78.1       84.6:      21.9       15.4
Other:     100.0:      28.5        6.3       10.8       43.5       74.3       82.8       91.4:      17.2        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        60         17         46         62         56        149        106:
Old  :        97:        26         13          1         37         32         64         45:
Other:       161:        61         24         37         55         54        134        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       37.0       29.7       48.3       19.4       35.6       25.6       44.0
Old  :                 23.8       33.5       35.0       50.8       17.3       33.5       28.0       49.7
Other:                 23.3       39.2       32.1       50.2       21.3       37.7       28.3       46.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 21, 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  :    15,228:     4,506      2,740      1,208      7,051      9,789     12,765     13,737:     2,463      1,491
Old  :    15,228:     4,506      2,740      1,208      7,051      9,789     12,765     13,737:     2,463      1,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :       -65:        12        309       -184        207       -243         35       -118:      -100         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       18.0        7.9       46.3       64.3       83.8       90.2:      16.2        9.8
Old  :     100.0:      29.6       18.0        7.9       46.3       64.3       83.8       90.2:      16.2        9.8
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  :        82:        29         13         10         30         20         62         42:
Old  :        82:        29         13         10         30         20         62         42:
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  :                 24.1       48.2       37.7       65.0       23.7       46.7       35.7       62.1
Old  :                 24.1       48.2       37.7       65.0       23.7       46.7       35.7       62.1
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, August 21, 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  :   955,165:   226,450    180,792     18,276    582,322    633,080    827,048    832,148:   128,117    123,017
Old  :   955,165:   226,450    180,792     18,276    582,322    633,080    827,048    832,148:   128,117    123,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :   -54,491:    51,183    -72,044     -8,728    -97,587     -5,126    -55,132    -85,898:       641     31,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       18.9        1.9       61.0       66.3       86.6       87.1:      13.4       12.9
Old  :     100.0:      23.7       18.9        1.9       61.0       66.3       86.6       87.1:      13.4       12.9
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  :       203:        48         25         18         92         85        145        123:
Old  :       203:        48         25         18         92         85        145        123:
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  :                 14.0       26.9       22.0       43.9       13.9       24.8       21.7       40.7
Old  :                 14.0       26.9       22.0       43.9       13.9       24.8       21.7       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 21, 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  : 2,793,955:   814,621    335,240    123,776  1,539,419  1,958,617  2,477,816  2,417,633:   316,139    376,322
Old  : 2,793,955:   814,621    335,240    123,776  1,539,419  1,958,617  2,477,816  2,417,633:   316,139    376,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :  -126,298:  -130,208     -1,097     20,492    -17,486   -117,529   -127,202    -98,134:       904    -28,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       12.0        4.4       55.1       70.1       88.7       86.5:      11.3       13.5
Old  :     100.0:      29.2       12.0        4.4       55.1       70.1       88.7       86.5:      11.3       13.5
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  :       317:        58         80         54        125        132        215        234:
Old  :       317:        58         80         54        125        132        215        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       31.1       37.0       41.9       21.3       26.6       29.0       33.1
Old  :                 25.0       31.1       37.0       41.9       21.3       26.6       29.0       33.1
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, August 21, 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  : 1,700,780:   281,247    306,596     71,016  1,089,791  1,093,766  1,442,054  1,471,378:   258,726    229,402
Old  : 1,700,780:   281,247    306,596     71,016  1,089,791  1,093,766  1,442,054  1,471,378:   258,726    229,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :    58,224:    33,540     23,527     15,360      5,548     29,967     54,448     68,854:     3,776    -10,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       18.0        4.2       64.1       64.3       84.8       86.5:      15.2       13.5
Old  :     100.0:      16.5       18.0        4.2       64.1       64.3       84.8       86.5:      15.2       13.5
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:        42         37         29         89         93        147        143:
Old  :       207:        42         37         29         89         93        147        143:
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  :                 23.9       33.0       34.7       47.7       20.7       25.0       28.0       34.2
Old  :                 23.9       33.0       34.7       47.7       20.7       25.0       28.0       34.2
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, August 21, 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  :   521,649:   217,490    201,452     55,304    220,267    238,819    493,061    495,575:    28,588     26,074
Old  :   521,649:   217,490    201,452     55,304    220,267    238,819    493,061    495,575:    28,588     26,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :   -27,809:    50,174    -18,597    -29,811    -46,840     21,032    -26,477    -27,376:    -1,332       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       38.6       10.6       42.2       45.8       94.5       95.0:       5.5        5.0
Old  :     100.0:      41.7       38.6       10.6       42.2       45.8       94.5       95.0:       5.5        5.0
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  :       119:        21         39         25         41         47         78         97:
Old  :       119:        21         39         25         41         47         78         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       20.7       57.6       35.2       42.0       20.0       52.9       33.2
Old  :                 46.0       20.7       57.6       35.2       42.0       20.0       52.9       33.2
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, August 21, 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  :    17,736:     4,478      3,025        762      2,623      8,078      7,863     11,865:     9,873      5,871
Old  :    17,736:     4,478      3,025        762      2,623      8,078      7,863     11,865:     9,873      5,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :    -1,484:      -337        502       -366        119     -1,132       -584       -996:      -900       -488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       17.1        4.3       14.8       45.5       44.3       66.9:      55.7       33.1
Old  :     100.0:      25.2       17.1        4.3       14.8       45.5       44.3       66.9:      55.7       33.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        11          7          4          5          8         19         16:
Old  :        29:        11          7          4          5          8         19         16:
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  :                 22.1       41.9       32.0       56.8       21.7       40.8       31.6       54.0
Old  :                 22.1       41.9       32.0       56.8       21.7       40.8       31.6       54.0
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, August 21, 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  :    37,940:    17,365     15,824        226     14,716     16,049     32,307     32,099:     5,633      5,841
Old  :    37,940:    17,365     15,824        226     14,716     16,049     32,307     32,099:     5,633      5,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :      -389:       586      1,373         15          1       -318        602      1,070:      -991     -1,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8       41.7        0.6       38.8       42.3       85.2       84.6:      14.8       15.4
Old  :     100.0:      45.8       41.7        0.6       38.8       42.3       85.2       84.6:      14.8       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        22         18          5         14         12         40         31:
Old  :        63:        22         18          5         14         12         40         31:
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  :                 33.2       42.3       51.5       59.7       33.2       41.3       51.5       58.1
Old  :                 33.2       42.3       51.5       59.7       33.2       41.3       51.5       58.1
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, August 21, 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  :    95,165:    36,090     42,784        872     43,766     39,844     80,728     83,500:    14,437     11,665
Old  :    95,165:    36,090     42,784        872     43,766     39,844     80,728     83,500:    14,437     11,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :    -5,691:    -7,321      3,885         93      2,925    -10,093     -4,303     -6,115:    -1,388        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       45.0        0.9       46.0       41.9       84.8       87.7:      15.2       12.3
Old  :     100.0:      37.9       45.0        0.9       46.0       41.9       84.8       87.7:      15.2       12.3
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  :       120:        37         44         11         23         19         66         68:
Old  :       120:        37         44         11         23         19         66         68:
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  :                 33.6       27.8       48.6       42.8       33.6       27.8       48.6       42.8
Old  :                 33.6       27.8       48.6       42.8       33.6       27.8       48.6       42.8
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, August 21, 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  :    67,716:     3,489     17,834        285     63,639     49,361     67,413     67,480:       303        236
Old  :    67,716:     3,489     17,834        285     63,639     49,361     67,413     67,480:       303        236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :      -823:      -100     -1,125          0       -794        275       -894       -850:        71         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       26.3        0.4       94.0       72.9       99.6       99.7:       0.4        0.3
Old  :     100.0:       5.2       26.3        0.4       94.0       72.9       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         6         16          2         17         12         23         30:
Old  :        45:         6         16          2         17         12         23         30:
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  :                 82.6       73.2       90.6       89.2       79.1       72.7       85.6       84.8
Old  :                 82.6       73.2       90.6       89.2       79.1       72.7       85.6       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders - Futures Only, August 21, 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  :    35,294:     2,520     11,305        128     30,230     21,424     32,878     32,857:     2,416      2,437
Old  :    35,294:     2,520     11,305        128     30,230     21,424     32,878     32,857:     2,416      2,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2007                      :
     :       733:      -760        824       -168       -741     -2,330     -1,669     -1,674:     2,402      2,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       32.0        0.4       85.7       60.7       93.2       93.1:       6.8        6.9
Old  :     100.0:       7.1       32.0        0.4       85.7       60.7       93.2       93.1:       6.8        6.9
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  :        21:         5          8          1          4          6         10         14:
Old  :        21:         5          8          1          4          6         10         14:
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  :                 87.5       75.7       92.4       91.2       77.3       62.7       80.1       78.2
Old  :                 87.5       75.7       92.4       91.2       77.3       62.7       80.1       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 24, 2007