WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 16, 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  :   401,694:    91,625     81,031     69,909    201,531    179,077    363,065    330,017:    38,629     71,677
Old  :   292,601:    63,237     97,588     32,001    169,870    115,201    265,108    244,790:    27,493     47,811
Other:   109,093:    57,984     13,039      8,312     31,661     63,876     97,957     85,227:    11,136     23,866
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     1,255:    -2,972     -2,981      5,143        737     -1,295      2,908        867:    -1,653        388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       20.2       17.4       50.2       44.6       90.4       82.2:       9.6       17.8
Old  :     100.0:      21.6       33.4       10.9       58.1       39.4       90.6       83.7:       9.4       16.3
Other:     100.0:      53.2       12.0        7.6       29.0       58.6       89.8       78.1:      10.2       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       112        112        127         84        113        281        290:
Old  :       361:        94        132         97         64        101        228        272:
Other:       227:        80         42         34         54         85        154        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       15.4       34.9       23.1       23.4       14.5       33.7       21.4
Old  :                 29.7       16.8       42.6       25.9       29.3       15.5       42.3       24.3
Other:                 31.9       17.7       47.1       28.6       31.4       17.4       46.0       27.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 16, 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  : 1,160,813:   317,311    151,303    138,042    581,145    634,840  1,036,498    924,185:   124,315    236,628
Old  :   941,067:   235,735    190,539     78,665    522,776    487,220    837,176    756,424:   103,891    184,643
Other:   219,746:   134,732     13,920      6,221     58,369    147,620    199,322    167,761:    20,424     51,985
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :    19,854:     3,896     -2,823      7,539      8,854     10,649     20,289     15,365:      -435      4,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       13.0       11.9       50.1       54.7       89.3       79.6:      10.7       20.4
Old  :     100.0:      25.0       20.2        8.4       55.6       51.8       89.0       80.4:      11.0       19.6
Other:     100.0:      61.3        6.3        2.8       26.6       67.2       90.7       76.3:       9.3       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       668:       163        140        148        195        267        453        495:
Old  :       658:       142        170        115        186        263        415        479:
Other:       410:       105         48         17         66        212        179        272:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       18.3       26.4       24.7       17.1       15.8       25.8       22.1
Old  :                 18.2       16.6       29.4       23.3       18.2       13.5       28.8       20.1
Other:                 22.8       27.8       34.0       35.6       22.7       27.6       33.9       34.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 16, 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  :    14,179:     4,787        657        183      6,183      9,001     11,153      9,841:     3,026      4,338
Old  :    14,075:     4,787        657        183      6,172      8,956     11,142      9,796:     2,933      4,279
Other:       104:         0          0          0         11         45         11         45:        93         59
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :       130:      -280         21        147        195         83         62        251:        68       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        4.6        1.3       43.6       63.5       78.7       69.4:      21.3       30.6
Old  :     100.0:      34.0        4.7        1.3       43.9       63.6       79.2       69.6:      20.8       30.4
Other:     100.0:       0.0        0.0        0.0       10.6       43.3       10.6       43.3:      89.4       56.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        25          4          3         14         12         40         18:
Old  :        48:        25          4          3         13         12         39         18:
Other:         5:         0          0          0          2          4          2          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.4       37.5       45.8       57.9       28.1       29.7       39.9       46.6
Old  :                 33.6       37.6       46.1       58.0       28.4       29.8       40.2       46.7
Other:                 10.6       43.3       10.6       43.3        9.6       42.3        9.6       42.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 16, 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  :   577,823:   170,486     42,892     79,405    267,630    354,001    517,521    476,298:    60,302    101,525
Old  :   493,447:   145,697     42,785     67,479    226,352    297,196    439,528    407,460:    53,919     85,987
Other:    84,376:    35,952     11,270        763     41,278     56,805     77,993     68,838:     6,383     15,538
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     7,176:      -956      2,559     -1,772      6,383      4,832      3,655      5,619:     3,521      1,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        7.4       13.7       46.3       61.3       89.6       82.4:      10.4       17.6
Old  :     100.0:      29.5        8.7       13.7       45.9       60.2       89.1       82.6:      10.9       17.4
Other:     100.0:      42.6       13.4        0.9       48.9       67.3       92.4       81.6:       7.6       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       523:       188         83        130        129        197        381        378:
Old  :       520:       179         93        127        127        195        374        375:
Other:       261:        56         48         11         35        135         99        189:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       25.4       28.3       34.0       15.6       22.4       23.7       28.1
Old  :                 18.1       24.0       27.0       32.4       18.0       22.3       25.9       29.8
Other:                 53.2       35.7       65.4       51.1       48.7       35.3       60.4       48.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,905:    16,161      3,813      2,402          0        484     18,563      6,699:     4,342     16,206
Old  :    18,373:    12,001      3,728      2,342          0        434     14,343      6,504:     4,030     11,869
Other:     4,532:     4,220        145          0          0         50      4,220        195:       312      4,337
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :      -784:    -2,988     -2,968      1,584         -4       -302     -1,408     -1,686:       624        902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       16.6       10.5        0.0        2.1       81.0       29.2:      19.0       70.8
Old  :     100.0:      65.3       20.3       12.7        0.0        2.4       78.1       35.4:      21.9       64.6
Other:     100.0:      93.1        3.2        0.0        0.0        1.1       93.1        4.3:       6.9       95.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        15          7          8          0          1         19         12:
Old  :        23:        15          7          8          0          1         19         12:
Other:        10:         8          1          0          0          1          8          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       20.2       66.4       27.8       55.2       13.9       64.4       18.8
Old  :                 49.8       24.4       61.5       33.6       49.7       16.5       57.8       22.7
Other:                 77.6        4.3       93.1        4.3       77.6        4.3       93.1        4.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 16, 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  :   271,558:    74,116     12,335     37,678    134,559    207,942    246,353    257,955:    25,205     13,603
Old  :   252,096:    74,700     15,470     30,437    122,462    193,068    227,599    238,975:    24,497     13,121
Other:    19,462:     5,723      3,172        934     12,097     14,874     18,754     18,980:       708        482
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     2,646:     2,099     -1,440        878      2,494      5,311      5,471      4,749:    -2,825     -2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        4.5       13.9       49.6       76.6       90.7       95.0:       9.3        5.0
Old  :     100.0:      29.6        6.1       12.1       48.6       76.6       90.3       94.8:       9.7        5.2
Other:     100.0:      29.4       16.3        4.8       62.2       76.4       96.4       97.5:       3.6        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        76         28         56         61         56        168        124:
Old  :       201:        75         33         54         60         55        166        122:
Other:        43:        12         10          6         10         12         25         26:
     :----------------------------------------------------------------------------------------------------
     :             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       36.2       30.0       49.1       17.5       35.3       25.4       45.4
Old  :                 19.7       37.0       29.3       49.0       18.8       35.5       27.0       44.6
Other:                 69.0       70.9       85.3       84.0       69.0       70.9       84.1       83.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 16, 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  :   941,190:   120,781    170,104      7,391    676,517    602,989    804,689    780,484:   136,501    160,706
Old  :   941,190:   120,781    170,104      7,391    676,517    602,989    804,689    780,484:   136,501    160,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :    15,588:     8,218     -2,818      3,959      6,414     24,244     18,591     25,385:    -3,003     -9,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       18.1        0.8       71.9       64.1       85.5       82.9:      14.5       17.1
Old  :     100.0:      12.8       18.1        0.8       71.9       64.1       85.5       82.9:      14.5       17.1
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  :       170:        35         36         19         73         75        118        120:
Old  :       170:        35         36         19         73         75        118        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  :                 22.7       34.3       36.1       45.4       18.8       27.6       27.8       35.5
Old  :                 22.7       34.3       36.1       45.4       18.8       27.6       27.8       35.5
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 16, 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  :   222,673:    69,750      8,172     22,375     89,189    169,993    181,314    200,540:    41,359     22,133
Old  :   209,577:    67,479      9,990     18,170     84,588    159,945    170,237    188,105:    39,340     21,472
Other:    13,096:     5,099      1,010      1,377      4,601     10,048     11,077     12,435:     2,019        661
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     7,868:     4,860       -384      3,266      1,496      7,508      9,622     10,390:    -1,754     -2,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        3.7       10.0       40.1       76.3       81.4       90.1:      18.6        9.9
Old  :     100.0:      32.2        4.8        8.7       40.4       76.3       81.2       89.8:      18.8       10.2
Other:     100.0:      38.9        7.7       10.5       35.1       76.7       84.6       95.0:      15.4        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        69         18         44         58         56        154        106:
Old  :       175:        69         23         42         57         56        153        104:
Other:        53:        18          8         10         19         10         42         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       38.4       30.8       52.3       18.5       36.6       28.0       48.6
Old  :                 21.7       40.3       31.9       52.0       20.1       38.8       29.9       48.8
Other:                 32.1       65.3       51.2       80.3       29.1       65.3       43.8       75.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 16, 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  :    18,418:     4,833        763      2,225      7,996     14,343     15,054     17,331:     3,364      1,087
Old  :    17,736:     5,055        745      1,966      7,402     13,963     14,423     16,674:     3,313      1,062
Other:       682:        29        269          8        594        380        631        657:        51         25
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :       -18:      -340        190       -120      1,021        574        561        644:      -579       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        4.1       12.1       43.4       77.9       81.7       94.1:      18.3        5.9
Old  :     100.0:      28.5        4.2       11.1       41.7       78.7       81.3       94.0:      18.7        6.0
Other:     100.0:       4.3       39.4        1.2       87.1       55.7       92.5       96.3:       7.5        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        28          8         13         30         20         61         39:
Old  :        74:        29          7         11         28         20         59         37:
Other:        18:         3          5          1          5          7          9         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       57.6       39.8       75.7       20.9       55.5       32.3       64.5
Old  :                 23.0       58.5       40.7       76.8       21.3       57.3       33.6       67.7
Other:                 84.2       59.7       91.9       89.7       75.5       58.5       81.2       84.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,037,318:   239,605    251,501      9,764    643,633    690,694    893,002    951,959:   144,316     85,359
Old  : 1,037,318:   239,605    251,501      9,764    643,633    690,694    893,002    951,959:   144,316     85,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :    67,731:     5,544     34,609        481     57,250     52,430     63,275     87,520:     4,456    -19,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       24.2        0.9       62.0       66.6       86.1       91.8:      13.9        8.2
Old  :     100.0:      23.1       24.2        0.9       62.0       66.6       86.1       91.8:      13.9        8.2
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  :       213:        53         33         11         93         81        149        122:
Old  :       213:        53         33         11         93         81        149        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  :                 14.1       39.6       22.9       52.4       13.4       37.5       21.8       49.5
Old  :                 14.1       39.6       22.9       52.4       13.4       37.5       21.8       49.5
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 16, 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  : 2,509,900:   668,658    405,310     67,898  1,445,011  1,595,683  2,181,567  2,068,891:   328,333    441,009
Old  : 2,509,900:   668,658    405,310     67,898  1,445,011  1,595,683  2,181,567  2,068,891:   328,333    441,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :    58,151:    -6,729     27,984     -9,232     71,627     15,736     55,666     34,488:     2,485     23,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       16.1        2.7       57.6       63.6       86.9       82.4:      13.1       17.6
Old  :     100.0:      26.6       16.1        2.7       57.6       63.6       86.9       82.4:      13.1       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  :       296:        51         79         47        104        123        189        215:
Old  :       296:        51         79         47        104        123        189        215:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       28.2       41.2       37.7       19.8       23.2       30.0       27.9
Old  :                 27.9       28.2       41.2       37.7       19.8       23.2       30.0       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 16, 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  : 1,659,726:   432,829    231,550     30,203    957,572  1,166,968  1,420,604  1,428,721:   239,122    231,005
Old  : 1,659,726:   432,829    231,550     30,203    957,572  1,166,968  1,420,604  1,428,721:   239,122    231,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :   -10,302:    12,563    -19,286     -2,421     -5,223      8,576      4,919    -13,131:   -15,221      2,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       14.0        1.8       57.7       70.3       85.6       86.1:      14.4       13.9
Old  :     100.0:      26.1       14.0        1.8       57.7       70.3       85.6       86.1:      14.4       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  :       211:        43         41         23         89         84        147        133:
Old  :       211:        43         41         23         89         84        147        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       40.1       30.3       50.2       18.0       35.8       26.3       42.2
Old  :                 20.9       40.1       30.3       50.2       18.0       35.8       26.3       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 16, 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  :   401,533:   136,679     79,617     57,758    186,505    242,734    380,942    380,109:    20,591     21,424
Old  :   401,533:   136,679     79,617     57,758    186,505    242,734    380,942    380,109:    20,591     21,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :    27,123:    29,273     11,030     -6,308      8,149     31,345     31,114     36,067:    -3,991     -8,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       19.8       14.4       46.4       60.5       94.9       94.7:       5.1        5.3
Old  :     100.0:      34.0       19.8       14.4       46.4       60.5       94.9       94.7:       5.1        5.3
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  :       119:        31         27         29         42         53         86         98:
Old  :       119:        31         27         29         42         53         86         98:
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  :                 39.0       26.2       50.0       38.3       36.1       21.0       42.9       30.0
Old  :                 39.0       26.2       50.0       38.3       36.1       21.0       42.9       30.0
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 16, 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  :    22,087:     6,390      4,488      1,315      2,008      8,420      9,713     14,223:    12,374      7,864
Old  :    22,087:     6,390      4,488      1,315      2,008      8,420      9,713     14,223:    12,374      7,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     1,773:      -636        681        506        181       -555         51        632:     1,722      1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       20.3        6.0        9.1       38.1       44.0       64.4:      56.0       35.6
Old  :     100.0:      28.9       20.3        6.0        9.1       38.1       44.0       64.4:      56.0       35.6
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  :        35:        14          7          4          7         10         24         18:
Old  :        35:        14          7          4          7         10         24         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  :                 15.2       31.9       24.1       48.5       15.1       29.8       23.7       46.2
Old  :                 15.2       31.9       24.1       48.5       15.1       29.8       23.7       46.2
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 16, 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  :    30,908:     9,333     10,684         19     17,416     17,455     26,768     28,158:     4,140      2,750
Old  :    30,908:     9,333     10,684         19     17,416     17,455     26,768     28,158:     4,140      2,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     2,354:     2,135      2,756          2        382      2,141      2,519      4,899:      -165     -2,545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       34.6        0.1       56.3       56.5       86.6       91.1:      13.4        8.9
Old  :     100.0:      30.2       34.6        0.1       56.3       56.5       86.6       91.1:      13.4        8.9
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  :        58:        15         22          2         13          9         30         31:
Old  :        58:        15         22          2         13          9         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       44.7       60.4       65.5       43.5       44.7       60.3       65.5
Old  :                 43.6       44.7       60.4       65.5       43.5       44.7       60.3       65.5
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, October 16, 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  :    97,445:    41,127     34,803        649     41,411     50,562     83,187     86,014:    14,258     11,431
Old  :    97,445:    41,127     34,803        649     41,411     50,562     83,187     86,014:    14,258     11,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     2,152:    -3,025      5,566        122      3,876     -2,420        973      3,268:     1,179     -1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       35.7        0.7       42.5       51.9       85.4       88.3:      14.6       11.7
Old  :     100.0:      42.2       35.7        0.7       42.5       51.9       85.4       88.3:      14.6       11.7
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  :       119:        49         34          4         23         19         73         56:
Old  :       119:        49         34          4         23         19         73         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       33.4       44.0       50.0       29.7       33.1       43.3       49.8
Old  :                 30.4       33.4       44.0       50.0       29.7       33.1       43.3       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, October 16, 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  :    53,098:     2,969     17,771        285     49,685     35,041     52,939     53,097:       159          1
Old  :    53,098:     2,969     17,771        285     49,685     35,041     52,939     53,097:       159          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :      -238:       240       -123          0       -301         85        -61        -38:      -177       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       33.5        0.5       93.6       66.0       99.7      100.0:       0.3        0.0
Old  :     100.0:       5.6       33.5        0.5       93.6       66.0       99.7      100.0:       0.3        0.0
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  :        42:         8         15          2         13         12         21         29:
Old  :        42:         8         15          2         13         12         21         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  :                 89.0       75.8       94.2       89.8       85.9       70.8       90.2       84.8
Old  :                 89.0       75.8       94.2       89.8       85.9       70.8       90.2       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders - Futures Only, October 16, 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  :    15,620:     9,958      2,314          1      5,559     13,184     15,518     15,499:       102        121
Old  :    15,620:     9,958      2,314          1      5,559     13,184     15,518     15,499:       102        121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2007                      :
     :     2,425:     2,625       -599       -291         90      3,315      2,424      2,425:         1          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.8       14.8        0.0       35.6       84.4       99.3       99.2:       0.7        0.8
Old  :     100.0:      63.8       14.8        0.0       35.6       84.4       99.3       99.2:       0.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9          7          1          4          5         13         13:
Old  :        25:         9          7          1          4          5         13         13:
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  :                 84.9       90.5       96.4       97.8       84.9       90.5       96.4       97.8
Old  :                 84.9       90.5       96.4       97.8       84.9       90.5       96.4       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 19, 2007