WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 2, 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  :   398,387:    96,619     82,732     61,081    200,617    183,893    358,317    327,706:    40,070     70,681
Old  :   303,291:    68,578     98,293     28,515    175,854    126,795    272,947    253,603:    30,344     49,688
Other:    95,096:    54,791     11,189      5,816     24,763     57,098     85,370     74,103:     9,726     20,993
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    11,067:    -1,456     13,704      5,968      4,547     -5,401      9,059     14,271:     2,008     -3,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       20.8       15.3       50.4       46.2       89.9       82.3:      10.1       17.7
Old  :     100.0:      22.6       32.4        9.4       58.0       41.8       90.0       83.6:      10.0       16.4
Other:     100.0:      57.6       11.8        6.1       26.0       60.0       89.8       77.9:      10.2       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       122        116        113         82        112        279        281:
Old  :       364:       107        126         87         62        103        230        264:
Other:       222:        73         43         34         54         84        143        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.7       17.1       35.6       25.0       23.4       16.4       34.2       23.3
Old  :                 29.6       19.3       42.5       28.1       29.3       18.1       42.1       26.2
Other:                 33.0       18.8       50.0       29.3       32.8       18.0       48.9       27.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 2, 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  : 1,152,216:   336,859    150,917    124,053    568,239    652,479  1,029,151    927,449:   123,065    224,767
Old  :   947,573:   256,980    186,893     68,295    517,998    514,189    843,273    769,377:   104,300    178,196
Other:   204,643:   129,265     13,410      6,372     50,241    138,290    185,878    158,072:    18,765     46,571
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    11,623:    -7,740     12,962      9,739      8,363    -16,494     10,362      6,207:     1,261      5,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       13.1       10.8       49.3       56.6       89.3       80.5:      10.7       19.5
Old  :     100.0:      27.1       19.7        7.2       54.7       54.3       89.0       81.2:      11.0       18.8
Other:     100.0:      63.2        6.6        3.1       24.6       67.6       90.8       77.2:       9.2       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       667:       152        145        130        196        280        439        488:
Old  :       656:       133        165        101        189        278        405        475:
Other:       416:        98         48         21         61        225        167        288:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       18.7       26.7       24.8       17.4       15.9       25.9       21.9
Old  :                 18.7       17.7       29.7       23.8       18.7       14.3       28.9       20.3
Other:                 23.7       26.5       33.9       34.0       23.7       26.3       33.8       33.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 2, 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  :    13,978:     5,161        690         42      5,687      8,860     10,890      9,592:     3,088      4,386
Old  :    13,924:     5,161        690         42      5,687      8,852     10,890      9,584:     3,034      4,340
Other:        54:         0          0          0          0          8          0          8:        54         46
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :      -329:      -466        -99         19        -23       -113       -470       -193:       141       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        4.9        0.3       40.7       63.4       77.9       68.6:      22.1       31.4
Old  :     100.0:      37.1        5.0        0.3       40.8       63.6       78.2       68.8:      21.8       31.2
Other:     100.0:       0.0        0.0        0.0        0.0       14.8        0.0       14.8:     100.0       85.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        27          5          3         10         12         38         19:
Old  :        51:        27          5          3         10         12         38         19:
Other:         1:         0          0          0          0          1          0          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  :                 34.1       36.4       46.7       57.0       29.0       29.3       40.6       47.2
Old  :                 34.3       36.5       46.9       57.2       29.1       29.4       40.8       47.4
Other:                  0.0       14.8        0.0       14.8        0.0       14.8        0.0       14.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 2, 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  :   570,934:   172,281     44,282     90,073    259,126    346,144    521,480    480,499:    49,454     90,435
Old  :   494,124:   151,550     44,009     79,651    219,514    292,954    450,715    416,614:    43,409     77,510
Other:    76,810:    30,891     10,433        262     39,612     53,190     70,765     63,885:     6,045     12,925
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    17,256:     5,372        929     16,971       -631     -1,692     21,712     16,208:    -4,456      1,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        7.8       15.8       45.4       60.6       91.3       84.2:       8.7       15.8
Old  :     100.0:      30.7        8.9       16.1       44.4       59.3       91.2       84.3:       8.8       15.7
Other:     100.0:      40.2       13.6        0.3       51.6       69.2       92.1       83.2:       7.9       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       493:       173         78        127        115        178        361        350:
Old  :       492:       169         86        125        114        177        357        349:
Other:       230:        52         37          7         30        123         87        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       25.9       27.9       34.2       14.8       22.6       23.0       28.7
Old  :                 17.5       24.5       25.8       32.6       17.5       22.3       25.5       29.4
Other:                 57.5       36.6       67.8       53.8       52.7       36.2       62.5       51.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,375:    19,472      6,442        723          0      1,168     20,195      8,333:     4,180     16,042
Old  :    20,235:    15,821      6,393        448          0      1,034     16,269      7,875:     3,966     12,360
Other:     4,140:     3,926        324          0          0        134      3,926        458:       214      3,682
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     1,304:       559        313        145          0         22        704        480:       600        824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9       26.4        3.0        0.0        4.8       82.9       34.2:      17.1       65.8
Old  :     100.0:      78.2       31.6        2.2        0.0        5.1       80.4       38.9:      19.6       61.1
Other:     100.0:      94.8        7.8        0.0        0.0        3.2       94.8       11.1:       5.2       88.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14         17          9          0          4         19         25:
Old  :        35:        14         17          8          0          4         18         25:
Other:        18:        10          5          0          0          3         10          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  :                 57.4       16.3       73.2       22.0       57.3       15.0       73.2       20.5
Old  :                 56.2       18.7       70.6       25.3       56.2       18.2       70.6       24.8
Other:                 73.2        9.5       93.3       11.1       73.2        9.5       93.3       11.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 2, 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  :   266,394:    66,363     14,976     37,295    134,941    199,430    238,599    251,701:    27,795     14,693
Old  :   247,787:    67,118     17,302     31,021    122,651    185,228    220,790    233,551:    26,997     14,236
Other:    18,607:     4,818      3,247        701     12,290     14,202     17,809     18,150:       798        457
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   -14,982:    -4,347      2,200      2,788    -11,038    -19,803    -12,597    -14,815:    -2,385       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        5.6       14.0       50.7       74.9       89.6       94.5:      10.4        5.5
Old  :     100.0:      27.1        7.0       12.5       49.5       74.8       89.1       94.3:      10.9        5.7
Other:     100.0:      25.9       17.5        3.8       66.1       76.3       95.7       97.5:       4.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        65         39         64         58         60        168        136:
Old  :       203:        70         39         61         58         59        167        133:
Other:        41:         9         13          8          9         11         23         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       35.8       29.8       48.4       18.5       33.8       26.3       42.8
Old  :                 19.9       36.6       28.8       48.6       19.9       33.6       27.9       42.8
Other:                 72.7       70.7       87.9       84.4       72.7       70.7       87.8       83.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 2, 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  :   925,217:   110,988    177,724      3,868    667,850    580,986    782,706    762,578:   142,511    162,639
Old  :   925,217:   110,988    177,724      3,868    667,850    580,986    782,706    762,578:   142,511    162,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    45,611:     8,299     20,600        288     35,302     32,371     43,889     53,259:     1,722     -7,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       19.2        0.4       72.2       62.8       84.6       82.4:      15.4       17.6
Old  :     100.0:      12.0       19.2        0.4       72.2       62.8       84.6       82.4:      15.4       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        30         44         15         72         70        109        122:
Old  :       171:        30         44         15         72         70        109        122:
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  :                 25.9       35.0       37.9       46.0       22.8       29.8       31.0       37.0
Old  :                 25.9       35.0       37.9       46.0       22.8       29.8       31.0       37.0
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, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   215,628:    67,264     10,506     22,501     85,346    161,718    175,111    194,725:    40,517     20,903
Old  :   204,364:    65,506     11,527     19,257     80,623    153,065    165,386    183,849:    38,978     20,515
Other:    11,264:     3,819      1,040      1,183      4,723      8,653      9,725     10,876:     1,539        388
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    -9,611:    -2,027      3,153      1,417     -4,846    -10,741     -5,456     -6,171:    -4,155     -3,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        4.9       10.4       39.6       75.0       81.2       90.3:      18.8        9.7
Old  :     100.0:      32.1        5.6        9.4       39.5       74.9       80.9       90.0:      19.1       10.0
Other:     100.0:      33.9        9.2       10.5       41.9       76.8       86.3       96.6:      13.7        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        70         34         52         54         55        162        118:
Old  :       189:        72         35         47         53         55        158        116:
Other:        55:        19          9         10         18         11         40         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       36.7       29.7       49.2       16.9       33.9       26.1       44.8
Old  :                 20.5       36.8       30.5       48.3       17.7       34.5       27.1       44.6
Other:                 34.2       67.8       50.2       82.5       28.0       67.8       43.8       78.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 2, 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  :    16,482:     4,785        828      1,868      6,667     12,770     13,320     15,466:     3,162      1,016
Old  :    16,098:     4,932        836      1,708      6,337     12,539     12,977     15,083:     3,121      1,015
Other:       384:         8        147          5        330        231        343        383:        41          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     1,618:       384       -367        515        126      1,336      1,025      1,484:       593        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        5.0       11.3       40.5       77.5       80.8       93.8:      19.2        6.2
Old  :     100.0:      30.6        5.2       10.6       39.4       77.9       80.6       93.7:      19.4        6.3
Other:     100.0:       2.1       38.3        1.3       85.9       60.2       89.3       99.7:      10.7        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        31          6         11         24         18         57         34:
Old  :        70:        31          6          9         21         18         54         32:
Other:        13:         1          5          2          3          5          6         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       62.3       40.9       78.8       24.7       60.2       37.0       72.6
Old  :                 27.4       62.8       41.9       79.2       25.2       61.2       37.9       74.6
Other:                 88.0       73.4       89.3       97.7       84.4       72.7       84.4       94.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 2, 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  :   909,363:   200,997    205,704      6,828    558,259    587,377    766,084    799,909:   143,279    109,454
Old  :   909,363:   200,997    205,704      6,828    558,259    587,377    766,084    799,909:   143,279    109,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   -14,594:   -10,656     -1,341        631    -16,053    -17,197    -26,078    -17,907:    11,484      3,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       22.6        0.8       61.4       64.6       84.2       88.0:      15.8       12.0
Old  :     100.0:      22.1       22.6        0.8       61.4       64.6       84.2       88.0:      15.8       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        46         29         10         90         73        140        108:
Old  :       196:        46         29         10         90         73        140        108:
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  :                 13.2       41.3       21.9       51.0       12.8       38.3       21.4       47.9
Old  :                 13.2       41.3       21.9       51.0       12.8       38.3       21.4       47.9
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, October 2, 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  : 2,392,643:   706,010    356,494     77,492  1,276,692  1,559,429  2,060,194  1,993,415:   332,449    399,228
Old  : 2,392,643:   706,010    356,494     77,492  1,276,692  1,559,429  2,060,194  1,993,415:   332,449    399,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   121,326:    76,720     19,788     11,254     29,928     83,791    117,902    114,833:     3,424      6,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       14.9        3.2       53.4       65.2       86.1       83.3:      13.9       16.7
Old  :     100.0:      29.5       14.9        3.2       53.4       65.2       86.1       83.3:      13.9       16.7
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  :       298:        59         71         44        110        129        200        213:
Old  :       298:        59         71         44        110        129        200        213:
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       29.3       36.9       40.5       19.6       24.8       29.0       29.6
Old  :                 25.0       29.3       36.9       40.5       19.6       24.8       29.0       29.6
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, October 2, 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  : 1,616,218:   402,022    210,599     27,062    922,194  1,156,868  1,351,278  1,394,529:   264,940    221,689
Old  : 1,616,218:   402,022    210,599     27,062    922,194  1,156,868  1,351,278  1,394,529:   264,940    221,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    23,436:    72,316     -4,407     -5,399    -58,405     32,764      8,512     22,958:    14,924        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       13.0        1.7       57.1       71.6       83.6       86.3:      16.4       13.7
Old  :     100.0:      24.9       13.0        1.7       57.1       71.6       83.6       86.3:      16.4       13.7
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  :       208:        49         34         20         84         83        143        127:
Old  :       208:        49         34         20         84         83        143        127:
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  :                 21.2       40.3       31.2       49.0       18.3       33.8       25.7       39.7
Old  :                 21.2       40.3       31.2       49.0       18.3       33.8       25.7       39.7
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, October 2, 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  :   316,795:    99,302     63,046     43,547    151,943    187,150    294,792    293,743:    22,003     23,052
Old  :   316,795:    99,302     63,046     43,547    151,943    187,150    294,792    293,743:    22,003     23,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   -78,870:   -37,843    -17,463        -29    -39,054    -57,127    -76,926    -74,619:    -1,944     -4,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       19.9       13.7       48.0       59.1       93.1       92.7:       6.9        7.3
Old  :     100.0:      31.3       19.9       13.7       48.0       59.1       93.1       92.7:       6.9        7.3
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  :       110:        26         27         23         41         46         78         86:
Old  :       110:        26         27         23         41         46         78         86:
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  :                 23.6       19.9       37.2       32.5       21.7       17.9       33.8       28.1
Old  :                 23.6       19.9       37.2       32.5       21.7       17.9       33.8       28.1
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, October 2, 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  :    22,888:     9,053      3,703        581      1,764     11,125     11,398     15,409:    11,490      7,479
Old  :    22,888:     9,053      3,703        581      1,764     11,125     11,398     15,409:    11,490      7,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :      -383:       -27        -93       -426        -74     -1,037       -527     -1,556:       144      1,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       16.2        2.5        7.7       48.6       49.8       67.3:      50.2       32.7
Old  :     100.0:      39.6       16.2        2.5        7.7       48.6       49.8       67.3:      50.2       32.7
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  :        39:        18          6          4          7         11         28         18:
Old  :        39:        18          6          4          7         11         28         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       39.0       29.3       54.8       19.2       37.9       29.2       53.7
Old  :                 19.3       39.0       29.3       54.8       19.2       37.9       29.2       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, October 2, 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  :    27,592:     7,189      7,485         18     15,057     14,763     22,264     22,266:     5,328      5,326
Old  :    27,592:     7,189      7,485         18     15,057     14,763     22,264     22,266:     5,328      5,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     3,058:       283      1,089         -1      1,424      1,487      1,706      2,575:     1,352        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       27.1        0.1       54.6       53.5       80.7       80.7:      19.3       19.3
Old  :     100.0:      26.1       27.1        0.1       54.6       53.5       80.7       80.7:      19.3       19.3
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  :        46:        10         18          2         12          7         24         25:
Old  :        46:        10         18          2         12          7         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       49.7       59.2       63.9       47.8       49.7       59.1       63.9
Old  :                 47.9       49.7       59.2       63.9       47.8       49.7       59.1       63.9
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, October 2, 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  :    87,135:    36,399     27,044        617     37,944     44,255     74,960     71,916:    12,175     15,219
Old  :    87,135:    36,399     27,044        617     37,944     44,255     74,960     71,916:    12,175     15,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     9,477:     4,304        552       -372      4,498      8,258      8,430      8,438:     1,047      1,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       31.0        0.7       43.5       50.8       86.0       82.5:      14.0       17.5
Old  :     100.0:      41.8       31.0        0.7       43.5       50.8       86.0       82.5:      14.0       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        48         28          4         22         18         72         48:
Old  :       112:        48         28          4         22         18         72         48:
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  :                 32.6       29.8       44.4       48.4       31.6       29.8       43.5       48.4
Old  :                 32.6       29.8       44.4       48.4       31.6       29.8       43.5       48.4
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, October 2, 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  :    52,924:     2,501     17,961        285     49,908     34,612     52,694     52,858:       230         66
Old  :    52,924:     2,501     17,961        285     49,908     34,612     52,694     52,858:       230         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    -2,149:        33     -3,005          0     -2,133        830     -2,100     -2,175:       -49         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       33.9        0.5       94.3       65.4       99.6       99.9:       0.4        0.1
Old  :     100.0:       4.7       33.9        0.5       94.3       65.4       99.6       99.9:       0.4        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         15          2         13         13         21         30:
Old  :        43:         8         15          2         13         13         21         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  :                 90.1       75.6       95.0       88.5       86.7       70.5       90.6       83.4
Old  :                 90.1       75.6       95.0       88.5       86.7       70.5       90.6       83.4
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, October 2, 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  :    13,245:     7,735      3,169          0      5,416      9,939     13,151     13,108:        94        137
Old  :    13,245:     7,735      3,169          0      5,416      9,939     13,151     13,108:        94        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :      -631:      -732        318          0          9     -1,059       -723       -741:        92        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       23.9        0.0       40.9       75.0       99.3       99.0:       0.7        1.0
Old  :     100.0:      58.4       23.9        0.0       40.9       75.0       99.3       99.0:       0.7        1.0
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  :        25:         9          6          0          4          6         13         12:
Old  :        25:         9          6          0          4          6         13         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  :                 80.9       83.8       95.2       96.9       80.9       83.8       95.2       96.9
Old  :                 80.9       83.8       95.2       96.9       80.9       83.8       95.2       96.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 5, 2007