WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   537,962:    69,399     56,607    163,123    268,060    251,789    500,582    471,520:    37,379     66,442
Old  :   318,574:    47,986     69,427     72,685    176,247    146,696    296,918    288,808:    21,656     29,766
Other:   219,388:    58,620     24,388     53,231     91,813    105,093    203,664    182,712:    15,724     36,676
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    10,873:     5,150     -1,455      9,001     -2,428      3,117     11,723     10,662:      -851        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       10.5       30.3       49.8       46.8       93.1       87.6:       6.9       12.4
Old  :     100.0:      15.1       21.8       22.8       55.3       46.0       93.2       90.7:       6.8        9.3
Other:     100.0:      26.7       11.1       24.3       41.8       47.9       92.8       83.3:       7.2       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:       111        107        138         84        111        285        291:
Old  :       328:        98        118        100         71         96        234        253:
Other:       257:        89         58         66         56         93        172        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       18.0       29.1       25.7       18.0       11.3       26.9       15.3
Old  :                 29.2       19.6       41.0       29.4       29.0       17.1       40.1       26.0
Other:                 22.7       22.9       35.5       30.5       21.0       17.7       28.9       22.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  : 2,165,406:   373,620     55,490    671,874    855,960  1,108,691  1,901,454  1,836,055:   263,952    329,351
Old  : 1,392,449:   218,278     80,289    392,232    596,878    720,388  1,207,389  1,192,909:   185,060    199,539
Other:   772,957:   214,901     34,761    220,082    259,082    388,303    694,065    643,146:    78,892    129,811
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    49,302:     6,293     -3,676     12,210     19,097     47,529     37,599     56,063:    11,702     -6,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        2.6       31.0       39.5       51.2       87.8       84.8:      12.2       15.2
Old  :     100.0:      15.7        5.8       28.2       42.9       51.7       86.7       85.7:      13.3       14.3
Other:     100.0:      27.8        4.5       28.5       33.5       50.2       89.8       83.2:      10.2       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       823:       252        120        257        325        378        683        667:
Old  :       794:       213        142        231        299        365        625        640:
Other:       629:       143         98        122        190        326        390        492:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       19.6       19.2       25.3        9.0       12.3       13.9       15.6
Old  :                 13.3       17.9       21.4       23.8       11.5       12.0       17.7       16.2
Other:                 18.6       23.1       28.9       29.2       10.8       12.9       17.9       17.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    17,879:     4,736        126      1,300      8,248     14,473     14,284     15,900:     3,595      1,979
Old  :    10,116:     3,484        338        324      3,997      8,039      7,806      8,702:     2,310      1,414
Other:     7,763:     1,472         10        755      4,251      6,433      6,479      7,198:     1,285        565
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,294:       420         35        144        487        947      1,050      1,126:       243        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        0.7        7.3       46.1       80.9       79.9       88.9:      20.1       11.1
Old  :     100.0:      34.4        3.3        3.2       39.5       79.5       77.2       86.0:      22.8       14.0
Other:     100.0:      19.0        0.1        9.7       54.8       82.9       83.5       92.7:      16.5        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        25          7          9         16         15         48         25:
Old  :        44:        18          7          5         15         14         37         22:
Other:        31:        14          2          7          9         10         26         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.4       50.1       43.3       73.1       24.4       42.0       33.3       60.1
Old  :                 32.6       54.1       47.5       70.9       32.6       52.6       47.5       68.6
Other:                 48.4       67.6       63.2       88.4       48.4       66.1       60.0       80.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   570,881:   113,535     35,292    157,201    223,441    279,335    494,177    471,828:    76,704     99,053
Old  :   441,698:    85,873     53,683     96,713    199,302    217,375    381,888    367,771:    59,809     73,926
Other:   129,183:    57,817     11,764     30,332     24,139     61,960    112,289    104,057:    16,894     25,127
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    29,461:    12,583     -3,397     11,391      2,529     18,350     26,502     26,344:     2,959      3,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        6.2       27.5       39.1       48.9       86.6       82.6:      13.4       17.4
Old  :     100.0:      19.4       12.2       21.9       45.1       49.2       86.5       83.3:      13.5       16.7
Other:     100.0:      44.8        9.1       23.5       18.7       48.0       86.9       80.5:      13.1       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       146         96        140        127        147        357        316:
Old  :       413:       140        100        124        119        137        329        296:
Other:       252:        63         60         40         54        107        143        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       22.3       26.2       32.7       14.3       16.9       20.4       22.2
Old  :                 19.2       21.7       30.6       31.8       18.6       17.9       25.2       23.6
Other:                 26.1       34.8       41.6       45.2       19.0       25.1       32.8       29.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    15,399:    10,321      3,841      1,264        224        981     11,809      6,086:     3,590      9,313
Old  :     9,856:     5,569      3,922        982        224        750      6,775      5,654:     3,081      4,202
Other:     5,543:     5,012        179         22          0        231      5,034        432:       509      5,111
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     2,053:     1,058      2,388       -116        198         13      1,140      2,285:       913       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       24.9        8.2        1.5        6.4       76.7       39.5:      23.3       60.5
Old  :     100.0:      56.5       39.8       10.0        2.3        7.6       68.7       57.4:      31.3       42.6
Other:     100.0:      90.4        3.2        0.4        0.0        4.2       90.8        7.8:       9.2       92.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          7         11          2          3         18         19:
Old  :        25:        13          8         11          2          3         18         19:
Other:        14:         9          2          3          0          3          9          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       24.8       61.9       33.5       46.7       21.5       59.4       29.0
Old  :                 37.2       36.7       51.0       50.1       35.5       32.9       48.6       44.9
Other:                 78.9        7.4       90.1        7.8       78.5        7.3       89.7        7.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   301,040:    67,919     11,527     65,117    134,303    203,693    267,339    280,337:    33,701     20,703
Old  :   269,771:    68,619     18,627     43,980    125,648    188,706    238,247    251,312:    31,524     18,459
Other:    31,269:    16,284      9,884      4,154      8,654     14,987     29,092     29,025:     2,177      2,244
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    15,063:     9,626     -4,172      6,471     -3,326     15,448     12,771     17,747:     2,291     -2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.8       21.6       44.6       67.7       88.8       93.1:      11.2        6.9
Old  :     100.0:      25.4        6.9       16.3       46.6       70.0       88.3       93.2:      11.7        6.8
Other:     100.0:      52.1       31.6       13.3       27.7       47.9       93.0       92.8:       7.0        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        83         21         49         60         62        171        119:
Old  :       195:        83         29         41         59         62        165        113:
Other:        71:        20         19         15         19         21         50         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       38.9       24.8       49.0       15.2       34.9       21.5       41.6
Old  :                 18.0       40.0       26.4       50.3       16.9       37.6       23.7       43.7
Other:                 34.5       49.3       58.5       65.1       30.3       44.1       54.1       56.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  : 1,032,373:   130,531    207,480     99,461    666,665    528,840    896,657    835,782:   135,716    196,592
Old  : 1,032,373:   130,531    207,480     99,461    666,665    528,840    896,657    835,782:   135,716    196,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    54,438:    11,729     17,136      8,286     26,702     10,936     46,718     36,358:     7,720     18,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       20.1        9.6       64.6       51.2       86.9       81.0:      13.1       19.0
Old  :     100.0:      12.6       20.1        9.6       64.6       51.2       86.9       81.0:      13.1       19.0
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  :       197:        45         46         52         80         88        150        161:
Old  :       197:        45         46         52         80         88        150        161:
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  :                 21.8       24.9       31.4       33.1       18.2       19.4       25.0       25.8
Old  :                 21.8       24.9       31.4       33.1       18.2       19.4       25.0       25.8
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 with Delta-adjusted Options and Futures Combined, January 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  :   228,105:    50,001     19,270     36,979    105,738    152,893    192,718    209,142:    35,387     18,963
Old  :   201,419:    50,926     17,631     26,013     92,282    141,614    169,221    185,258:    32,198     16,161
Other:    26,686:     6,383      8,946      3,658     13,456     11,280     23,497     23,884:     3,188      2,802
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    12,245:     9,536     -3,068      4,324     -1,118     12,027     12,742     13,282:      -497     -1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        8.4       16.2       46.4       67.0       84.5       91.7:      15.5        8.3
Old  :     100.0:      25.3        8.8       12.9       45.8       70.3       84.0       92.0:      16.0        8.0
Other:     100.0:      23.9       33.5       13.7       50.4       42.3       88.1       89.5:      11.9       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        68         31         52         58         55        161        118:
Old  :       184:        78         29         49         58         52        159        113:
Other:        78:        14         23         18         26         27         53         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       41.0       31.2       50.8       20.6       39.7       27.6       47.9
Old  :                 22.4       44.2       30.3       54.9       18.9       42.9       26.4       51.9
Other:                 43.3       31.5       55.3       46.7       42.8       31.5       54.5       45.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :    18,415:     5,449        342      1,625      7,595     15,212     14,669     17,179:     3,747      1,236
Old  :    15,114:     4,652        405      1,300      6,091     12,264     12,043     13,969:     3,071      1,145
Other:     3,301:       862          2        259      1,504      2,949      2,626      3,210:       676         91
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       256:      -643       -103        332        577       -195        266         34:       -10        223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        1.9        8.8       41.2       82.6       79.7       93.3:      20.3        6.7
Old  :     100.0:      30.8        2.7        8.6       40.3       81.1       79.7       92.4:      20.3        7.6
Other:     100.0:      26.1        0.1        7.9       45.6       89.3       79.5       97.2:      20.5        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        31          4          8         30         23         64         32:
Old  :        69:        28          4          8         29         22         60         31:
Other:        34:        11          2          6         13         13         26         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       58.8       30.4       74.1       16.8       52.2       28.5       65.6
Old  :                 19.7       58.7       31.6       72.7       18.3       55.8       30.1       67.9
Other:                 46.2       72.4       60.6       86.7       30.1       47.4       39.5       60.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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  :   774,553:   135,926    233,262      8,921    501,265    412,447    646,112    654,630:   128,441    119,922
Old  :   774,553:   135,926    233,262      8,921    501,265    412,447    646,112    654,630:   128,441    119,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     3,281:      -947     10,844        390     -4,396    -18,366     -4,953     -7,133:     8,234     10,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       30.1        1.2       64.7       53.2       83.4       84.5:      16.6       15.5
Old  :     100.0:      17.5       30.1        1.2       64.7       53.2       83.4       84.5:      16.6       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        38         41         17         79         69        125        119:
Old  :       184:        38         41         17         79         69        125        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       19.7       37.6       32.0       25.9       19.7       37.1       30.4
Old  :                 26.3       19.7       37.6       32.0       25.9       19.7       37.1       30.4
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 with Delta-adjusted Options and Futures Combined, January 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  : 2,981,322:   594,967    388,000    303,316  1,736,537  1,789,248  2,634,819  2,480,564:   346,503    500,758
Old  : 2,981,322:   594,967    388,000    303,316  1,736,537  1,789,248  2,634,819  2,480,564:   346,503    500,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :   134,475:    29,470     39,151     22,812     51,267     35,792    103,549     97,755:    30,925     36,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       13.0       10.2       58.2       60.0       88.4       83.2:      11.6       16.8
Old  :     100.0:      20.0       13.0       10.2       58.2       60.0       88.4       83.2:      11.6       16.8
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  :       312:        72         71         72        136        142        234        259:
Old  :       312:        72         71         72        136        142        234        259:
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  :                 22.5       19.4       33.7       30.8       14.4       16.1       23.2       22.4
Old  :                 22.5       19.4       33.7       30.8       14.4       16.1       23.2       22.4
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 with Delta-adjusted Options and Futures Combined, January 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  : 1,721,275:   191,690    257,734    142,088  1,166,856  1,034,870  1,500,634  1,434,692:   220,641    286,583
Old  : 1,721,275:   191,690    257,734    142,088  1,166,856  1,034,870  1,500,634  1,434,692:   220,641    286,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    78,050:      -383     22,988     20,575     56,647     48,687     76,839     92,250:     1,211    -14,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       15.0        8.3       67.8       60.1       87.2       83.4:      12.8       16.6
Old  :     100.0:      11.1       15.0        8.3       67.8       60.1       87.2       83.4:      12.8       16.6
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  :       204:        38         47         39         92         92        153        155:
Old  :       204:        38         47         39         92         92        153        155:
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  :                 27.5       24.8       38.4       33.4       23.0       23.4       30.9       30.0
Old  :                 27.5       24.8       38.4       33.4       23.0       23.4       30.9       30.0
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 with Delta-adjusted Options and Futures Combined, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   740,923:   123,142     64,747    282,106    298,777    363,322    704,025    710,175:    36,898     30,748
Old  :   740,923:   123,142     64,747    282,106    298,777    363,322    704,025    710,175:    36,898     30,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    98,723:    22,452     13,099     36,887     35,074     40,501     94,413     90,487:     4,310      8,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        8.7       38.1       40.3       49.0       95.0       95.9:       5.0        4.1
Old  :     100.0:      16.6        8.7       38.1       40.3       49.0       95.0       95.9:       5.0        4.1
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  :       138:        33         33         50         63         61        121        120:
Old  :       138:        33         33         50         63         61        121        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  :                 28.0       23.7       40.9       39.2       15.8       12.5       21.3       18.1
Old  :                 28.0       23.7       40.9       39.2       15.8       12.5       21.3       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 TROY OUNCES)                                           :
     :          :                                                                            :
All  :     9,850:     3,335        671        126        933      5,752      4,394      6,549:     5,456      3,301
Old  :     9,850:     3,335        671        126        933      5,752      4,394      6,549:     5,456      3,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       -76:       531        140        -49        153       -129        635        -38:      -711        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        6.8        1.3        9.5       58.4       44.6       66.5:      55.4       33.5
Old  :     100.0:      33.9        6.8        1.3        9.5       58.4       44.6       66.5:      55.4       33.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11          3          2          4          9         16         13:
Old  :        24:        11          3          2          4          9         16         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  :                 21.2       44.8       34.1       57.7       21.2       44.4       31.9       56.9
Old  :                 21.2       44.8       34.1       57.7       21.2       44.4       31.9       56.9
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 with Delta-adjusted Options and Futures Combined, January 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  :    47,137:    12,162      6,331      3,343     12,302     23,979     27,807     33,653:    19,329     13,484
Old  :    47,137:    12,162      6,331      3,343     12,302     23,979     27,807     33,653:    19,329     13,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     6,011:     3,336      1,066        161      2,563      3,388      6,059      4,615:       -49      1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.4        7.1       26.1       50.9       59.0       71.4:      41.0       28.6
Old  :     100.0:      25.8       13.4        7.1       26.1       50.9       59.0       71.4:      41.0       28.6
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  :        62:        23         20         17         11         16         44         43:
Old  :        62:        23         20         17         11         16         44         43:
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       29.8       32.9       44.2       20.5       27.0       29.8       40.9
Old  :                 22.7       29.8       32.9       44.2       20.5       27.0       29.8       40.9
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 with Delta-adjusted Options and Futures Combined, January 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  :    69,303:    26,710      4,841        242     19,528     56,610     46,480     61,693:    22,823      7,609
Old  :    69,303:    26,710      4,841        242     19,528     56,610     46,480     61,693:    22,823      7,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,595:     1,028       -764       -449        376      2,565        955      1,353:       639        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        7.0        0.3       28.2       81.7       67.1       89.0:      32.9       11.0
Old  :     100.0:      38.5        7.0        0.3       28.2       81.7       67.1       89.0:      32.9       11.0
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  :        64:        22         13          6         19         15         43         32:
Old  :        64:        22         13          6         19         15         43         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       58.2       38.7       76.0       25.4       58.2       38.7       76.0
Old  :                 25.4       58.2       38.7       76.0       25.4       58.2       38.7       76.0
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 with Delta-adjusted Options and Futures Combined, January 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  :   121,325:    47,329     53,536      1,654     61,370     21,850    110,354     77,040:    10,971     44,285
Old  :   121,325:    47,329     53,536      1,654     61,370     21,850    110,354     77,040:    10,971     44,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     4,852:       984      1,927       -602      6,549      5,510      6,931      6,835:    -2,080     -1,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       44.1        1.4       50.6       18.0       91.0       63.5:       9.0       36.5
Old  :     100.0:      39.0       44.1        1.4       50.6       18.0       91.0       63.5:       9.0       36.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        37         43         15         20         22         69         68:
Old  :       113:        37         43         15         20         22         69         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       25.0       61.5       34.2       48.0       24.3       58.8       33.5
Old  :                 49.4       25.0       61.5       34.2       48.0       24.3       58.8       33.5
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 with Delta-adjusted Options and Futures Combined, January 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 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    45,666:     3,113     16,341        393     42,039     28,811     45,545     45,545:       121        121
Old  :    45,666:     3,113     16,341        393     42,039     28,811     45,545     45,545:       121        121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       767:       886        805        -56        -63        235        767        984:         0       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       35.8        0.9       92.1       63.1       99.7       99.7:       0.3        0.3
Old  :     100.0:       6.8       35.8        0.9       92.1       63.1       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8         13          2         11         12         20         26:
Old  :        39:         8         13          2         11         12         20         26:
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  :                 78.2       87.8       92.0       93.8       75.0       79.9       86.3       85.7
Old  :                 78.2       87.8       92.0       93.8       75.0       79.9       86.3       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 26, 2007