WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 23, 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  :   413,257:    95,881     83,212     73,385    203,899    178,321    373,165    334,918:    40,092     78,339
Old  :   297,975:    65,700     98,349     34,410    169,976    112,112    270,086    244,871:    27,889     53,104
Other:   115,282:    60,226     14,908      8,930     33,923     66,209    103,079     90,047:    12,203     25,235
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    11,563:     4,256      2,181      3,476      2,368       -756     10,100      4,901:     1,463      6,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       20.1       17.8       49.3       43.2       90.3       81.0:       9.7       19.0
Old  :     100.0:      22.0       33.0       11.5       57.0       37.6       90.6       82.2:       9.4       17.8
Other:     100.0:      52.2       12.9        7.7       29.4       57.4       89.4       78.1:      10.6       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       123        117        136         83        114        292        304:
Old  :       375:       101        138        104         61        101        236        282:
Other:       234:        83         48         34         56         87        159        152:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       14.9       34.6       22.4       23.8       14.0       33.7       20.4
Old  :                 29.5       15.8       41.8       24.5       29.2       14.7       41.5       22.7
Other:                 32.4       18.1       46.7       28.9       32.0       17.8       45.3       27.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 23, 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  : 1,173,871:   315,762    150,809    148,014    585,111    639,525  1,048,887    938,348:   124,984    235,523
Old  :   948,867:   229,647    188,136     90,567    524,107    488,439    844,321    767,142:   104,546    181,725
Other:   225,004:   136,771     13,329      6,791     61,004    151,086    204,566    171,206:    20,438     53,798
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    13,058:    -1,549       -494      9,972      3,966      4,685     12,389     14,163:       669     -1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       12.8       12.6       49.8       54.5       89.4       79.9:      10.6       20.1
Old  :     100.0:      24.2       19.8        9.5       55.2       51.5       89.0       80.8:      11.0       19.2
Other:     100.0:      60.8        5.9        3.0       27.1       67.1       90.9       76.1:       9.1       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       670:       162        138        149        199        275        455        502:
Old  :       658:       142        168        116        188        269        414        484:
Other:       422:       114         44         18         71        220        194        276:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       18.4       25.6       24.6       17.0       16.2       25.2       22.2
Old  :                 18.2       16.7       28.5       23.5       18.2       14.0       28.1       20.4
Other:                 22.3       27.5       33.0       35.2       22.3       27.3       33.0       34.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 23, 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  :    14,211:     4,591        669        192      6,553      8,565     11,336      9,426:     2,875      4,785
Old  :    14,079:     4,591        669        192      6,531      8,492     11,314      9,353:     2,765      4,726
Other:       132:         0          0          0         22         73         22         73:       110         59
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :        32:      -196         12          9        370       -436        183       -415:      -151        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        4.7        1.4       46.1       60.3       79.8       66.3:      20.2       33.7
Old  :     100.0:      32.6        4.8        1.4       46.4       60.3       80.4       66.4:      19.6       33.6
Other:     100.0:       0.0        0.0        0.0       16.7       55.3       16.7       55.3:      83.3       44.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        22          5          3         17         12         41         18:
Old  :        46:        22          5          3         15         12         39         18:
Other:         6:         0          0          0          3          4          3          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  :                 32.9       35.2       46.7       55.6       29.1       27.1       41.5       43.1
Old  :                 33.2       35.1       47.2       55.6       29.4       27.3       41.9       43.2
Other:                 16.7       55.3       16.7       55.3       15.9       54.5       15.9       54.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 23, 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  :   585,945:   171,299     45,440     81,191    278,326    364,656    530,816    491,287:    55,129     94,658
Old  :   497,860:   143,976     44,615     69,624    235,640    304,962    449,240    419,201:    48,620     78,659
Other:    88,085:    37,609     11,111      1,281     42,686     59,694     81,576     72,086:     6,509     15,999
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :     8,122:       813      2,548      1,786     10,696     10,655     13,295     14,989:    -5,173     -6,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        7.8       13.9       47.5       62.2       90.6       83.8:       9.4       16.2
Old  :     100.0:      28.9        9.0       14.0       47.3       61.3       90.2       84.2:       9.8       15.8
Other:     100.0:      42.7       12.6        1.5       48.5       67.8       92.6       81.8:       7.4       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       540:       198         80        145        138        202        406        395:
Old  :       537:       181         97        138        136        200        397        390:
Other:       277:        64         51          9         36        137        106        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       26.0       28.3       34.5       15.5       22.7       23.3       27.6
Old  :                 18.1       24.5       26.8       32.5       18.0       22.1       25.1       29.1
Other:                 51.3       36.5       63.3       52.2       46.5       36.2       58.0       48.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,300:    15,034      3,007      1,983          0        705     17,017      5,695:     4,283     15,605
Old  :    16,537:    10,594      2,862      1,983          0        610     12,577      5,455:     3,960     11,082
Other:     4,763:     4,440        145          0          0         95      4,440        240:       323      4,523
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    -1,605:    -1,127       -806       -419          0        221     -1,546     -1,004:       -59       -601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       14.1        9.3        0.0        3.3       79.9       26.7:      20.1       73.3
Old  :     100.0:      64.1       17.3       12.0        0.0        3.7       76.1       33.0:      23.9       67.0
Other:     100.0:      93.2        3.0        0.0        0.0        2.0       93.2        5.0:       6.8       95.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          7         10          0          2         16         15:
Old  :        21:        11          7         10          0          2         16         15:
Other:        10:         7          1          0          0          2          7          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.5       16.4       69.3       23.3       56.2       10.8       66.8       16.5
Old  :                 50.9       20.2       64.2       28.8       49.2       12.7       60.2       20.0
Other:                 80.3        5.0       93.2        5.0       80.3        5.0       93.2        5.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 23, 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  :   282,128:    75,194     15,441     38,158    141,494    214,890    254,846    268,489:    27,282     13,639
Old  :   262,563:    75,152     18,604     31,485    129,508    199,398    236,145    249,487:    26,418     13,076
Other:    19,565:     5,908      2,703        807     11,986     15,492     18,701     19,002:       864        563
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    10,570:     1,078      3,106        480      6,935      6,948      8,493     10,534:     2,077         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        5.5       13.5       50.2       76.2       90.3       95.2:       9.7        4.8
Old  :     100.0:      28.6        7.1       12.0       49.3       75.9       89.9       95.0:      10.1        5.0
Other:     100.0:      30.2       13.8        4.1       61.3       79.2       95.6       97.1:       4.4        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        81         28         57         61         56        174        126:
Old  :       205:        80         35         56         60         55        173        124:
Other:        45:        16          7          9         11         12         30         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       36.4       30.2       48.0       17.1       35.6       25.0       45.5
Old  :                 20.5       36.5       30.0       47.8       18.4       35.1       26.5       44.2
Other:                 66.8       72.1       82.5       85.1       66.8       72.1       81.2       84.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 23, 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  :   957,109:   142,280    163,902      7,934    657,675    629,839    807,889    801,675:   149,220    155,434
Old  :   957,109:   142,280    163,902      7,934    657,675    629,839    807,889    801,675:   149,220    155,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    15,919:    21,499     -6,202        543    -18,842     26,850      3,200     21,191:    12,719     -5,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       17.1        0.8       68.7       65.8       84.4       83.8:      15.6       16.2
Old  :     100.0:      14.9       17.1        0.8       68.7       65.8       84.4       83.8:      15.6       16.2
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  :       181:        39         37         22         77         76        128        123:
Old  :       181:        39         37         22         77         76        128        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       33.9       33.7       46.9       18.0       26.9       26.5       35.6
Old  :                 21.3       33.9       33.7       46.9       18.0       26.9       26.5       35.6
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 23, 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  :   232,759:    74,132      9,540     24,463     92,806    176,816    191,401    210,819:    41,358     21,940
Old  :   219,405:    70,707     10,073     21,485     88,177    166,630    180,369    198,188:    39,036     21,217
Other:    13,354:     4,888        930      1,515      4,629     10,186     11,032     12,631:     2,322        723
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    10,086:     4,382      1,368      2,088      3,617      6,823     10,087     10,279:        -1       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        4.1       10.5       39.9       76.0       82.2       90.6:      17.8        9.4
Old  :     100.0:      32.2        4.6        9.8       40.2       75.9       82.2       90.3:      17.8        9.7
Other:     100.0:      36.6        7.0       11.3       34.7       76.3       82.6       94.6:      17.4        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        74         16         48         61         55        157        111:
Old  :       179:        73         21         46         60         55        156        109:
Other:        56:        20          8         10         22         10         46         25:
     :----------------------------------------------------------------------------------------------------
     :             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       40.0       30.5       53.6       18.7       38.4       27.9       50.3
Old  :                 21.5       42.3       31.5       53.6       20.6       40.9       29.7       50.5
Other:                 32.1       64.7       48.7       81.2       29.8       64.2       43.0       75.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 23, 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  :    17,810:     4,936        610      2,338      7,308     13,922     14,582     16,870:     3,228        940
Old  :    17,085:     5,112        596      2,096      6,709     13,513     13,917     16,205:     3,168        880
Other:       725:        58        248          8        599        409        665        665:        60         60
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :      -608:       103       -153        113       -688       -421       -472       -461:      -136       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        3.4       13.1       41.0       78.2       81.9       94.7:      18.1        5.3
Old  :     100.0:      29.9        3.5       12.3       39.3       79.1       81.5       94.8:      18.5        5.2
Other:     100.0:       8.0       34.2        1.1       82.6       56.4       91.7       91.7:       8.3        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        29          8         14         31         22         64         41:
Old  :        78:        30          7         12         29         22         62         39:
Other:        19:         4          5          1          5          7         10         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  :                 22.8       61.1       36.8       76.5       21.2       58.8       32.9       68.8
Old  :                 23.1       62.0       37.7       77.8       21.6       60.9       34.4       72.4
Other:                 79.9       55.9       90.1       83.7       70.6       54.5       78.6       77.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 23, 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  : 1,007,564:   229,716    234,184      8,160    627,012    662,779    864,888    905,123:   142,676    102,441
Old  : 1,007,564:   229,716    234,184      8,160    627,012    662,779    864,888    905,123:   142,676    102,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :   -29,754:    -9,889    -17,317     -1,604    -16,621    -27,915    -28,114    -46,836:    -1,640     17,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       23.2        0.8       62.2       65.8       85.8       89.8:      14.2       10.2
Old  :     100.0:      22.8       23.2        0.8       62.2       65.8       85.8       89.8:      14.2       10.2
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:        54         32         14         92         79        149        122:
Old  :       213:        54         32         14         92         79        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  :                 14.2       40.1       24.1       51.9       13.8       37.3       22.4       48.3
Old  :                 14.2       40.1       24.1       51.9       13.8       37.3       22.4       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, October 23, 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  : 2,562,472:   672,032    407,012     76,830  1,472,946  1,633,741  2,221,808  2,117,583:   340,664    444,889
Old  : 2,562,472:   672,032    407,012     76,830  1,472,946  1,633,741  2,221,808  2,117,583:   340,664    444,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    52,572:     3,374      1,702      8,932     27,935     38,058     40,241     48,692:    12,331      3,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       15.9        3.0       57.5       63.8       86.7       82.6:      13.3       17.4
Old  :     100.0:      26.2       15.9        3.0       57.5       63.8       86.7       82.6:      13.3       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        56         79         48        112        127        201        221:
Old  :       308:        56         79         48        112        127        201        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       25.8       42.3       35.2       21.1       20.2       30.7       25.3
Old  :                 28.9       25.8       42.3       35.2       21.1       20.2       30.7       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 23, 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  : 1,687,611:   421,533    285,064     28,521    992,933  1,155,788  1,442,987  1,469,373:   244,624    218,238
Old  : 1,687,611:   421,533    285,064     28,521    992,933  1,155,788  1,442,987  1,469,373:   244,624    218,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    27,885:   -11,296     53,514     -1,682     35,361    -11,180     22,383     40,652:     5,502    -12,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       16.9        1.7       58.8       68.5       85.5       87.1:      14.5       12.9
Old  :     100.0:      25.0       16.9        1.7       58.8       68.5       85.5       87.1:      14.5       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        49         39         20         89         84        149        132:
Old  :       212:        49         39         20         89         84        149        132:
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  :                 23.2       42.3       32.5       52.2       21.0       38.1       28.3       44.0
Old  :                 23.2       42.3       32.5       52.2       21.0       38.1       28.3       44.0
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 23, 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  :   394,104:   108,048     65,292     49,015    210,774    250,633    367,837    364,940:    26,267     29,164
Old  :   394,104:   108,048     65,292     49,015    210,774    250,633    367,837    364,940:    26,267     29,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    -7,429:   -28,631    -14,325     -8,743     24,269      7,899    -13,105    -15,169:     5,676      7,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       16.6       12.4       53.5       63.6       93.3       92.6:       6.7        7.4
Old  :     100.0:      27.4       16.6       12.4       53.5       63.6       93.3       92.6:       6.7        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        35         28         30         48         54         95        101:
Old  :       127:        35         28         30         48         54         95        101:
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  :                 23.2       20.9       35.6       32.7       18.3       16.8       28.8       26.1
Old  :                 23.2       20.9       35.6       32.7       18.3       16.8       28.8       26.1
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 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    21,573:     6,872      4,850      1,477      2,388      7,626     10,737     13,953:    10,836      7,620
Old  :    21,573:     6,872      4,850      1,477      2,388      7,626     10,737     13,953:    10,836      7,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :      -514:       482        362        162        380       -794      1,024       -270:    -1,538       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       22.5        6.8       11.1       35.3       49.8       64.7:      50.2       35.3
Old  :     100.0:      31.9       22.5        6.8       11.1       35.3       49.8       64.7:      50.2       35.3
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  :        42:        17         10          7          7         11         29         23:
Old  :        42:        17         10          7          7         11         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       30.5       24.9       46.9       16.3       28.7       24.7       44.9
Old  :                 16.3       30.5       24.9       46.9       16.3       28.7       24.7       44.9
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 23, 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  :    32,820:    11,922     10,135         18     16,782     16,838     28,722     26,991:     4,098      5,829
Old  :    32,820:    11,922     10,135         18     16,782     16,838     28,722     26,991:     4,098      5,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :     1,912:     2,589       -549         -1       -634       -617      1,954     -1,167:       -42      3,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       30.9        0.1       51.1       51.3       87.5       82.2:      12.5       17.8
Old  :     100.0:      36.3       30.9        0.1       51.1       51.3       87.5       82.2:      12.5       17.8
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  :        56:        18         16          4         13         11         34         28:
Old  :        56:        18         16          4         13         11         34         28:
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  :                 37.9       35.2       56.0       57.1       37.9       35.2       55.9       57.1
Old  :                 37.9       35.2       56.0       57.1       37.9       35.2       55.9       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 23, 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  :   107,555:    39,600     34,368      1,411     50,833     60,920     91,844     96,699:    15,711     10,856
Old  :   107,555:    39,600     34,368      1,411     50,833     60,920     91,844     96,699:    15,711     10,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :    10,110:    -1,527       -435        762      9,422     10,358      8,657     10,685:     1,453       -575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       32.0        1.3       47.3       56.6       85.4       89.9:      14.6       10.1
Old  :     100.0:      36.8       32.0        1.3       47.3       56.6       85.4       89.9:      14.6       10.1
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  :       117:        50         29          8         26         17         79         51:
Old  :       117:        50         29          8         26         17         79         51:
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       42.2       45.3       59.2       32.0       42.0       44.6       59.0
Old  :                 32.6       42.2       45.3       59.2       32.0       42.0       44.6       59.0
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 23, 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  :    54,992:     5,442     18,528        575     48,741     35,762     54,758     54,865:       234        127
Old  :    54,992:     5,442     18,528        575     48,741     35,762     54,758     54,865:       234        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :     1,894:     2,473        757        290       -944        721      1,819      1,768:        75        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       33.7        1.0       88.6       65.0       99.6       99.8:       0.4        0.2
Old  :     100.0:       9.9       33.7        1.0       88.6       65.0       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         14          4         14         14         25         31:
Old  :        45:        10         14          4         14         14         25         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  :                 84.0       76.0       91.5       91.0       82.1       71.7       88.0       86.7
Old  :                 84.0       76.0       91.5       91.0       82.1       71.7       88.0       86.7
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 23, 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  :    15,189:     9,085      3,524        106      5,997     11,505     15,188     15,135:         1         54
Old  :    15,189:     9,085      3,524        106      5,997     11,505     15,188     15,135:         1         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2007                     :
     :      -431:      -873      1,210        105        438     -1,679       -330       -364:      -101        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.8       23.2        0.7       39.5       75.7      100.0       99.6:       0.0        0.4
Old  :     100.0:      59.8       23.2        0.7       39.5       75.7      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9          6          1          4          6         13         13:
Old  :        24:         9          6          1          4          6         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  :                 80.7       78.8       96.7       96.9       80.0       78.1       96.0       96.3
Old  :                 80.7       78.8       96.7       96.9       80.0       78.1       96.0       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 26, 2007