WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 25, 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  :   387,320:    98,075     69,028     55,113    196,070    189,294    349,258    313,435:    38,062     73,885
Old  :   297,727:    72,682     85,940     22,539    173,773    136,220    268,994    244,699:    28,733     53,028
Other:    89,593:    53,235     10,930      4,732     22,297     53,074     80,264     68,736:     9,329     20,857
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    10,372:     2,546     -4,031      6,913       -468      1,324      8,991      4,206:     1,381      6,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       17.8       14.2       50.6       48.9       90.2       80.9:       9.8       19.1
Old  :     100.0:      24.4       28.9        7.6       58.4       45.8       90.3       82.2:       9.7       17.8
Other:     100.0:      59.4       12.2        5.3       24.9       59.2       89.6       76.7:      10.4       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       123        115        108         75        108        272        271:
Old  :       361:       108        128         75         60        100        223        253:
Other:       208:        75         36         31         43         82        132        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       16.5       34.9       24.4       22.2       16.3       33.5       23.4
Old  :                 27.7       18.1       41.3       26.8       27.3       17.8       40.9       26.1
Other:                 34.2       20.5       52.2       30.9       34.2       19.4       49.5       28.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 25, 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  : 1,140,593:   344,599    137,955    114,314    559,876    668,973  1,018,789    921,242:   121,804    219,351
Old  :   947,248:   264,634    166,403     67,328    512,823    537,390    844,785    771,121:   102,463    176,127
Other:   193,345:   121,169     12,756      5,782     47,053    131,583    174,004    150,121:    19,341     43,224
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    38,845:    21,112      4,070      9,997       -253     21,077     30,856     35,144:     7,989      3,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       12.1       10.0       49.1       58.7       89.3       80.8:      10.7       19.2
Old  :     100.0:      27.9       17.6        7.1       54.1       56.7       89.2       81.4:      10.8       18.6
Other:     100.0:      62.7        6.6        3.0       24.3       68.1       90.0       77.6:      10.0       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       677:       161        135        123        203        288        437        494:
Old  :       667:       144        149        103        193        285        408        482:
Other:       417:        91         50         16         62        233        160        294:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       18.9       27.3       24.9       17.7       15.5       26.3       21.5
Old  :                 18.7       18.2       30.1       24.2       18.7       14.2       28.9       20.1
Other:                 25.2       25.9       36.2       33.1       25.1       25.9       36.2       32.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 25, 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  :    14,307:     5,627        789         23      5,710      8,973     11,360      9,785:     2,947      4,522
Old  :    14,253:     5,627        789         23      5,699      8,965     11,349      9,777:     2,904      4,476
Other:        54:         0          0          0         11          8         11          8:        43         46
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       -32:      -199        201        -60        160       -100        -99         41:        67        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        5.5        0.2       39.9       62.7       79.4       68.4:      20.6       31.6
Old  :     100.0:      39.5        5.5        0.2       40.0       62.9       79.6       68.6:      20.4       31.4
Other:     100.0:       0.0        0.0        0.0       20.4       14.8       20.4       14.8:      79.6       85.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        26          7          3         11         12         39         20:
Old  :        52:        26          7          3         11         12         39         20:
Other:         2:         0          0          0          1          1          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  :                 33.0       36.5       45.9       56.2       28.2       29.0       40.5       46.5
Old  :                 33.1       36.6       46.0       56.4       28.3       29.1       40.6       46.7
Other:                 20.4       14.8       20.4       14.8       20.4       14.8       20.4       14.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 25, 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  :   553,678:   166,909     43,353     73,102    259,757    347,836    499,768    464,291:    53,910     89,387
Old  :   480,309:   148,254     42,906     64,080    220,498    297,171    432,832    404,157:    47,477     76,152
Other:    73,369:    27,525      9,317        152     39,259     50,665     66,936     60,134:     6,433     13,235
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    25,555:     9,614     -6,200     12,172      3,959     16,267     25,745     22,239:      -190      3,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        7.8       13.2       46.9       62.8       90.3       83.9:       9.7       16.1
Old  :     100.0:      30.9        8.9       13.3       45.9       61.9       90.1       84.1:       9.9       15.9
Other:     100.0:      37.5       12.7        0.2       53.5       69.1       91.2       82.0:       8.8       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       166         83        118        108        177        347        340:
Old  :       485:       162         94        109        107        175        340        334:
Other:       228:        51         37          8         30        124         85        166:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       26.6       29.2       35.4       15.9       22.9       24.4       29.2
Old  :                 18.5       25.3       27.3       34.1       18.3       23.3       27.1       30.6
Other:                 59.8       37.5       70.7       54.9       55.0       37.1       64.8       52.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,071:    18,913      6,129        578          0      1,146     19,491      7,853:     3,580     15,218
Old  :    19,334:    15,618      6,123        263          0      1,028     15,881      7,414:     3,453     11,920
Other:     3,737:     3,610        321          0          0        118      3,610        439:       127      3,298
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       470:        81       -242        230          0         60        311         48:       159        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.0       26.6        2.5        0.0        5.0       84.5       34.0:      15.5       66.0
Old  :     100.0:      80.8       31.7        1.4        0.0        5.3       82.1       38.3:      17.9       61.7
Other:     100.0:      96.6        8.6        0.0        0.0        3.2       96.6       11.7:       3.4       88.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        14         15          9          0          4         19         23:
Old  :        33:        15         14          8          0          4         18         23:
Other:        19:        11          5          0          0          3         11          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       16.0       75.0       22.8       59.4       14.8       75.0       21.4
Old  :                 57.2       18.3       73.2       26.2       57.2       18.0       73.1       25.7
Other:                 71.0       10.2       93.0       11.7       71.0       10.2       93.0       11.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 25, 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  :   281,376:    70,710     12,776     34,507    145,979    219,233    251,196    266,516:    30,180     14,860
Old  :   263,872:    73,496     15,473     27,341    133,540    206,480    234,377    249,294:    29,495     14,578
Other:    17,504:     3,826      3,915        554     12,439     12,753     16,819     17,222:       685        282
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     2,719:     1,702         -2      1,734       -584        707      2,852      2,439:      -133        280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        4.5       12.3       51.9       77.9       89.3       94.7:      10.7        5.3
Old  :     100.0:      27.9        5.9       10.4       50.6       78.3       88.8       94.5:      11.2        5.5
Other:     100.0:      21.9       22.4        3.2       71.1       72.9       96.1       98.4:       3.9        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        77         22         49         66         59        174        121:
Old  :       205:        81         26         46         66         58        173        118:
Other:        40:         7         15          4          9         11         20         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       39.0       28.6       52.0       17.5       35.0       24.7       44.0
Old  :                 18.7       40.0       26.9       52.5       18.7       36.3       26.3       45.1
Other:                 79.2       73.3       92.5       83.7       79.2       73.3       91.6       82.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 25, 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  :   879,606:   102,689    157,124      3,580    632,548    548,615    738,817    709,319:   140,789    170,287
Old  :   879,606:   102,689    157,124      3,580    632,548    548,615    738,817    709,319:   140,789    170,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -23,870:   -27,179    -19,509       -199     11,248    -19,617    -16,130    -39,325:    -7,740     15,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       17.9        0.4       71.9       62.4       84.0       80.6:      16.0       19.4
Old  :     100.0:      11.7       17.9        0.4       71.9       62.4       84.0       80.6:      16.0       19.4
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  :       160:        32         38         13         69         67        108        111:
Old  :       160:        32         38         13         69         67        108        111:
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  :                 26.5       35.2       37.4       46.4       22.2       29.4       30.2       36.3
Old  :                 26.5       35.2       37.4       46.4       22.2       29.4       30.2       36.3
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, September 25, 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  :   225,239:    69,291      7,353     21,084     90,192    172,459    180,567    200,896:    44,672     24,343
Old  :   214,186:    66,903      7,784     18,690     85,556    164,042    171,149    190,516:    43,037     23,670
Other:    11,053:     3,575        756      1,207      4,636      8,417      9,418     10,380:     1,635        673
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       813:      -925       -287       -967      1,602       -104       -290     -1,358:     1,103      2,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        3.3        9.4       40.0       76.6       80.2       89.2:      19.8       10.8
Old  :     100.0:      31.2        3.6        8.7       39.9       76.6       79.9       88.9:      20.1       11.1
Other:     100.0:      32.3        6.8       10.9       41.9       76.2       85.2       93.9:      14.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        69         24         39         54         55        149        105:
Old  :       175:        71         25         38         53         55        146        105:
Other:        50:        18          5          9         19         11         41         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       37.6       28.4       51.1       14.5       35.4       23.1       45.1
Old  :                 19.3       37.9       28.9       50.5       15.3       35.4       24.2       44.8
Other:                 35.7       67.0       55.0       81.5       35.3       67.0       50.3       76.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 25, 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  :    14,864:     4,401      1,195      1,353      6,541     11,434     12,295     13,982:     2,569        882
Old  :    14,779:     4,383      1,195      1,346      6,501     11,375     12,230     13,916:     2,549        863
Other:        85:        21          3          4         40         59         65         66:        20         19
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       -17:      -128       -666       -172        229        746        -71        -92:        54         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        8.0        9.1       44.0       76.9       82.7       94.1:      17.3        5.9
Old  :     100.0:      29.7        8.1        9.1       44.0       77.0       82.8       94.2:      17.2        5.8
Other:     100.0:      24.7        3.5        4.7       47.1       69.4       76.5       77.6:      23.5       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        29          5          8         22         15         52         28:
Old  :        67:        29          5          8         21         15         51         28:
Other:         8:         2          1          3          2          3          5          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  :                 28.2       62.4       43.6       79.3       28.0       60.7       42.0       75.7
Old  :                 28.3       62.4       43.9       79.4       28.1       60.9       42.2       76.0
Other:                 75.3       72.9       76.5       77.6       32.9       34.1       32.9       34.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 25, 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  :   923,957:   211,653    207,045      6,197    574,312    604,574    792,162    817,816:   131,795    106,141
Old  :   923,957:   211,653    207,045      6,197    574,312    604,574    792,162    817,816:   131,795    106,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    44,301:    27,651     37,009     -2,228     17,577      6,055     43,000     40,836:     1,301      3,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       22.4        0.7       62.2       65.4       85.7       88.5:      14.3       11.5
Old  :     100.0:      22.9       22.4        0.7       62.2       65.4       85.7       88.5:      14.3       11.5
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  :       199:        45         30         12         95         74        146        110:
Old  :       199:        45         30         12         95         74        146        110:
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  :                 13.8       40.5       22.0       50.3       13.6       37.5       21.6       47.3
Old  :                 13.8       40.5       22.0       50.3       13.6       37.5       21.6       47.3
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, September 25, 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  : 2,271,317:   629,290    336,706     66,238  1,246,764  1,475,638  1,942,292  1,878,582:   329,025    392,735
Old  : 2,271,317:   629,290    336,706     66,238  1,246,764  1,475,638  1,942,292  1,878,582:   329,025    392,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    42,951:    -1,635     16,849    -22,535     54,332     44,541     30,162     38,855:    12,789      4,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       14.8        2.9       54.9       65.0       85.5       82.7:      14.5       17.3
Old  :     100.0:      27.7       14.8        2.9       54.9       65.0       85.5       82.7:      14.5       17.3
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  :       288:        55         68         37        114        123        192        205:
Old  :       288:        55         68         37        114        123        192        205:
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  :                 24.3       28.0       36.0       37.7       18.8       22.4       27.9       27.3
Old  :                 24.3       28.0       36.0       37.7       18.8       22.4       27.9       27.3
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, September 25, 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  : 1,592,782:   329,706    215,006     32,461    980,599  1,124,104  1,342,766  1,371,571:   250,016    221,211
Old  : 1,592,782:   329,706    215,006     32,461    980,599  1,124,104  1,342,766  1,371,571:   250,016    221,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,314:    41,709      4,355     -2,055     43,928     64,718     83,582     67,018:   -82,268    -65,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       13.5        2.0       61.6       70.6       84.3       86.1:      15.7       13.9
Old  :     100.0:      20.7       13.5        2.0       61.6       70.6       84.3       86.1:      15.7       13.9
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  :       204:        49         31         18         87         80        145        120:
Old  :       204:        49         31         18         87         80        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  :                 21.0       40.7       30.8       50.1       17.8       32.6       25.0       38.7
Old  :                 21.0       40.7       30.8       50.1       17.8       32.6       25.0       38.7
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, September 25, 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  :   395,665:   137,145     80,509     43,576    190,997    244,277    371,718    368,362:    23,947     27,303
Old  :   395,665:   137,145     80,509     43,576    190,997    244,277    371,718    368,362:    23,947     27,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -20,153:   -32,420    -51,650     14,909     -6,320     33,845    -23,831     -2,896:     3,678    -17,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       20.3       11.0       48.3       61.7       93.9       93.1:       6.1        6.9
Old  :     100.0:      34.7       20.3       11.0       48.3       61.7       93.9       93.1:       6.1        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  :       118:        27         33         26         42         51         82         97:
Old  :       118:        27         33         26         42         51         82         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  :                 25.4       23.5       40.5       35.7       24.6       21.1       36.2       31.8
Old  :                 25.4       23.5       40.5       35.7       24.6       21.1       36.2       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, September 25, 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  :    23,271:     9,080      3,796      1,007      1,838     12,162     11,925     16,965:    11,346      6,306
Old  :    23,271:     9,080      3,796      1,007      1,838     12,162     11,925     16,965:    11,346      6,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,004:     1,149         74       -482        378      1,345      1,045        937:       -41         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       16.3        4.3        7.9       52.3       51.2       72.9:      48.8       27.1
Old  :     100.0:      39.0       16.3        4.3        7.9       52.3       51.2       72.9:      48.8       27.1
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  :        41:        20          6          5          6         12         30         19:
Old  :        41:        20          6          5          6         12         30         19:
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  :                 17.9       42.4       27.1       59.1       17.8       40.2       27.0       57.0
Old  :                 17.9       42.4       27.1       59.1       17.8       40.2       27.0       57.0
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, September 25, 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  :    24,534:     6,906      6,396         19     13,633     13,276     20,558     19,691:     3,976      4,843
Old  :    24,534:     6,906      6,396         19     13,633     13,276     20,558     19,691:     3,976      4,843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -21,630:   -11,920     -8,992     -2,543     -5,620     -7,159    -20,083    -18,694:    -1,547     -2,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       26.1        0.1       55.6       54.1       83.8       80.3:      16.2       19.7
Old  :     100.0:      28.1       26.1        0.1       55.6       54.1       83.8       80.3:      16.2       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  :        42:         9         15          2         12          7         23         22:
Old  :        42:         9         15          2         12          7         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       49.8       60.0       64.5       47.6       49.8       59.9       64.5
Old  :                 47.7       49.8       60.0       64.5       47.6       49.8       59.9       64.5
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, September 25, 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  :    77,658:    32,095     26,492        989     33,446     35,997     66,530     63,478:    11,128     14,180
Old  :    77,658:    32,095     26,492        989     33,446     35,997     66,530     63,478:    11,128     14,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -44,550:    -4,948    -30,404     -5,383    -29,513     -5,294    -39,844    -41,081:    -4,706     -3,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       34.1        1.3       43.1       46.4       85.7       81.7:      14.3       18.3
Old  :     100.0:      41.3       34.1        1.3       43.1       46.4       85.7       81.7:      14.3       18.3
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  :        96:        40         23          4         18         17         60         42:
Old  :        96:        40         23          4         18         17         60         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  :                 35.8       28.6       50.5       47.1       34.9       28.6       49.5       47.1
Old  :                 35.8       28.6       50.5       47.1       34.9       28.6       49.5       47.1
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, September 25, 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  :    55,073:     2,468     20,966        285     52,041     33,782     54,794     55,033:       279         40
Old  :    55,073:     2,468     20,966        285     52,041     33,782     54,794     55,033:       279         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,041:       393      1,402          0        497       -307        890      1,095:       151        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       38.1        0.5       94.5       61.3       99.5       99.9:       0.5        0.1
Old  :     100.0:       4.5       38.1        0.5       94.5       61.3       99.5       99.9:       0.5        0.1
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  :        43:         8         16          2         14         11         22         29:
Old  :        43:         8         16          2         14         11         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.9       72.4       94.2       87.5       86.7       72.3       89.7       83.0
Old  :                 89.9       72.4       94.2       87.5       86.7       72.3       89.7       83.0
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, September 25, 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  :    13,876:     8,467      2,851          0      5,407     10,998     13,874     13,849:         2         27
Old  :    13,876:     8,467      2,851          0      5,407     10,998     13,874     13,849:         2         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     3,476:     3,335        175          0        182      3,296      3,517      3,471:       -41          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       20.5        0.0       39.0       79.3      100.0       99.8:       0.0        0.2
Old  :     100.0:      61.0       20.5        0.0       39.0       79.3      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          6          0          4          6         12         12:
Old  :        24:         8          6          0          4          6         12         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.7       80.2       96.5       97.8       82.7       80.2       96.5       97.8
Old  :                 82.7       80.2       96.5       97.8       82.7       80.2       96.5       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 28, 2007