WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :   515,071:    75,587     63,804    148,328    252,927    239,986    476,842    452,118:    38,229     62,953
Old  :   278,832:    41,215     72,695     50,814    165,875    129,921    257,903    253,430:    20,928     25,402
Other:   236,239:    72,632     29,368     59,255     87,052    110,066    218,938    198,688:    17,301     37,551
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -9,900:     1,974      1,496     -5,199     -6,618     -4,988     -9,843     -8,692:       -56     -1,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       12.4       28.8       49.1       46.6       92.6       87.8:       7.4       12.2
Old  :     100.0:      14.8       26.1       18.2       59.5       46.6       92.5       90.9:       7.5        9.1
Other:     100.0:      30.7       12.4       25.1       36.8       46.6       92.7       84.1:       7.3       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       123        110        157         84        109        307        312:
Old  :       338:        96        122         97         68         86        228        255:
Other:       292:       117         60         89         59         96        213        214:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       30.5       27.3       19.4       13.7       28.2       19.0
Old  :                 32.5       20.8       45.6       31.6       32.3       18.7       44.9       28.0
Other:                 17.5       21.7       28.1       28.9       16.1       17.1       22.7       22.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  : 2,178,460:   409,650     62,882    648,189    846,812  1,133,789  1,904,651  1,844,861:   273,809    333,599
Old  : 1,328,254:   239,426     94,696    335,899    564,007    702,622  1,139,333  1,133,217:   188,921    195,037
Other:   850,206:   243,082     41,044    239,432    282,804    431,168    765,318    711,644:    84,888    138,562
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    32,145:    11,062      2,304      1,894     20,097     33,306     33,053     37,504:      -908     -5,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        2.9       29.8       38.9       52.0       87.4       84.7:      12.6       15.3
Old  :     100.0:      18.0        7.1       25.3       42.5       52.9       85.8       85.3:      14.2       14.7
Other:     100.0:      28.6        4.8       28.2       33.3       50.7       90.0       83.7:      10.0       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       888:       275        128        301        336        398        749        733:
Old  :       858:       252        144        265        307        376        684        691:
Other:       686:       170        111        144        205        351        442        541:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       19.6       18.6       25.1        8.7       12.6       13.5       16.1
Old  :                 11.9       18.1       20.0       23.9       11.3       13.5       17.7       17.8
Other:                 17.8       22.5       27.4       28.8       10.0       11.9       16.7       16.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :    19,653:     4,457        834      1,917      9,379     14,751     15,753     17,503:     3,900      2,150
Old  :     8,589:     1,856      1,238        388      3,992      5,543      6,236      7,169:     2,352      1,420
Other:    11,064:     3,148        143        982      5,387      9,209      9,517     10,334:     1,548        730
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       136:      -357        392        274        -72       -619       -155         48:       291         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.2        9.8       47.7       75.1       80.2       89.1:      19.8       10.9
Old  :     100.0:      21.6       14.4        4.5       46.5       64.5       72.6       83.5:      27.4       16.5
Other:     100.0:      28.4        1.3        8.9       48.7       83.2       86.0       93.4:      14.0        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        25          8         14         19         17         52         33:
Old  :        47:        15          9          7         16         14         34         27:
Other:        43:        17          6         11         12         12         35         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       46.8       41.9       69.1       25.9       40.2       35.3       55.9
Old  :                 30.3       57.1       45.1       67.1       30.3       54.0       45.1       63.6
Other:                 43.6       67.6       56.6       84.5       43.6       65.2       55.4       79.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :   660,578:   127,364     34,012    196,210    247,701    322,457    571,276    552,679:    89,302    107,899
Old  :   493,034:   102,597     50,724    119,372    205,817    249,476    427,786    419,571:    65,248     73,462
Other:   167,544:    54,121     12,642     47,485     41,884     72,981    143,490    133,108:    24,054     34,437
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    31,720:     1,714      2,168     14,782     13,621     16,417     30,118     33,367:     1,602     -1,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        5.1       29.7       37.5       48.8       86.5       83.7:      13.5       16.3
Old  :     100.0:      20.8       10.3       24.2       41.7       50.6       86.8       85.1:      13.2       14.9
Other:     100.0:      32.3        7.5       28.3       25.0       43.6       85.6       79.4:      14.4       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       502:       161        109        192        148        170        432        390:
Old  :       483:       164        109        170        136        155        391        367:
Other:       300:        72         76         61         67        129        174        235:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       20.8       24.9       31.8       12.7       16.1       18.2       20.9
Old  :                 17.7       22.4       27.9       33.2       16.9       17.8       24.0       23.9
Other:                 24.2       25.8       35.9       36.2       16.0       16.6       25.1       20.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,391:    10,582      3,458      1,113        319      1,099     12,014      5,670:     5,377     11,721
Old  :    10,095:     4,260      3,366        837        319        837      5,416      5,040:     4,679      5,055
Other:     7,296:     6,581        351         17          0        262      6,598        630:       698      6,666
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :      -733:    -2,022     -1,720         29         48       -159     -1,945     -1,850:     1,212      1,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       19.9        6.4        1.8        6.3       69.1       32.6:      30.9       67.4
Old  :     100.0:      42.2       33.3        8.3        3.2        8.3       53.7       49.9:      46.3       50.1
Other:     100.0:      90.2        4.8        0.2        0.0        3.6       90.4        8.6:       9.6       91.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12          8         11          2          4         17         21:
Old  :        26:        11         10         10          2          4         16         21:
Other:        16:        10          3          3          0          3         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 47.2       16.8       58.8       24.1       46.1       16.1       56.6       22.2
Old  :                 31.2       26.8       43.2       38.7       29.3       25.6       39.7       35.4
Other:                 76.9        8.2       88.0        8.6       76.6        8.2       87.8        8.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :   331,389:    79,739     10,853     74,773    138,279    225,404    292,791    311,030:    38,598     20,359
Old  :   282,691:    75,636     16,795     51,361    121,154    197,895    248,151    266,051:    34,540     16,639
Other:    48,698:    16,896      6,850     10,619     17,125     27,509     44,641     44,978:     4,058      3,720
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    -1,579:    -2,256     -2,823      4,487     -6,909     -4,843     -4,679     -3,180:     3,100      1,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        3.3       22.6       41.7       68.0       88.4       93.9:      11.6        6.1
Old  :     100.0:      26.8        5.9       18.2       42.9       70.0       87.8       94.1:      12.2        5.9
Other:     100.0:      34.7       14.1       21.8       35.2       56.5       91.7       92.4:       8.3        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        84         25         56         59         62        182        122:
Old  :       201:        88         27         53         58         62        176        120:
Other:        83:        24         16         22         29         30         66         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       40.0       22.9       50.3       14.2       34.1       21.0       42.5
Old  :                 17.4       43.0       26.1       53.8       16.6       38.2       24.2       46.7
Other:                 28.7       37.6       46.4       51.9       24.8       30.9       41.4       43.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  : 1,105,647:   118,065    181,214    115,859    724,443    620,317    958,366    917,390:   147,280    188,256
Old  : 1,105,647:   118,065    181,214    115,859    724,443    620,317    958,366    917,390:   147,280    188,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :   -14,045:    15,474    -10,994    -11,296    -23,405     19,040    -19,227     -3,250:     5,182    -10,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       16.4       10.5       65.5       56.1       86.7       83.0:      13.3       17.0
Old  :     100.0:      10.7       16.4       10.5       65.5       56.1       86.7       83.0:      13.3       17.0
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:        41         45         53         83         96        151        167:
Old  :       197:        41         45         53         83         96        151        167:
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  :                 22.4       24.0       32.9       32.6       21.2       20.2       27.9       26.5
Old  :                 22.4       24.0       32.9       32.6       21.2       20.2       27.9       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :   263,665:    76,167     12,774     45,018     97,043    181,675    218,229    239,468:    45,436     24,197
Old  :   222,480:    79,389     12,763     28,783     74,223    160,388    182,395    201,934:    40,086     20,546
Other:    41,184:     7,168     10,400      5,846     22,820     21,287     35,834     37,533:     5,350      3,651
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     9,871:     6,469     -1,665      2,738     -1,450      6,124      7,756      7,197:     2,115      2,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        4.8       17.1       36.8       68.9       82.8       90.8:      17.2        9.2
Old  :     100.0:      35.7        5.7       12.9       33.4       72.1       82.0       90.8:      18.0        9.2
Other:     100.0:      17.4       25.3       14.2       55.4       51.7       87.0       91.1:      13.0        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        72         34         53         63         59        171        124:
Old  :       190:        81         28         49         62         56        169        115:
Other:        89:        18         25         22         29         31         59         67:
     :----------------------------------------------------------------------------------------------------
     :             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       39.9       26.2       51.5       10.0       36.0       18.4       43.9
Old  :                 14.1       45.2       24.1       55.9       11.8       39.8       21.1       49.8
Other:                 47.7       29.7       57.8       44.9       47.2       29.0       56.7       44.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :    18,713:     4,237        688      2,275      8,487     13,997     14,999     16,960:     3,713      1,752
Old  :    12,969:     2,356        828      1,496      6,363      9,053     10,215     11,376:     2,753      1,592
Other:     5,744:     2,030          9        630      2,123      4,945      4,784      5,584:       960        160
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       403:      -297         39        559        338       -330        600        267:      -197        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.7       12.2       45.4       74.8       80.2       90.6:      19.8        9.4
Old  :     100.0:      18.2        6.4       11.5       49.1       69.8       78.8       87.7:      21.2       12.3
Other:     100.0:      35.3        0.2       11.0       37.0       86.1       83.3       97.2:      16.7        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        25          6          9         30         22         58         34:
Old  :        64:        18         10          6         29         21         51         33:
Other:        43:        16          1          6         16         17         33         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       55.1       35.3       70.3       16.6       45.7       28.1       56.8
Old  :                 20.2       54.2       34.9       69.7       18.8       47.7       30.4       58.4
Other:                 39.7       72.1       57.7       86.8       32.0       56.0       40.7       66.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  :   852,208:   124,220    234,309     19,846    591,402    493,735    735,468    747,890:   116,740    104,318
Old  :   852,208:   124,220    234,309     19,846    591,402    493,735    735,468    747,890:   116,740    104,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    31,165:    -8,691      8,079       -195     38,317     24,112     29,432     31,996:     1,734       -831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       27.5        2.3       69.4       57.9       86.3       87.8:      13.7       12.2
Old  :     100.0:      14.6       27.5        2.3       69.4       57.9       86.3       87.8:      13.7       12.2
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  :       184:        36         40         17         81         76        124        127:
Old  :       184:        36         40         17         81         76        124        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       16.1       41.5       27.0       29.7       15.9       41.0       24.5
Old  :                 29.9       16.1       41.5       27.0       29.7       15.9       41.0       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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  : 2,906,873:   530,176    338,177    319,381  1,750,061  1,861,594  2,599,618  2,519,153:   307,256    387,720
Old  : 2,906,873:   530,176    338,177    319,381  1,750,061  1,861,594  2,599,618  2,519,153:   307,256    387,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :  -105,424:   -42,841    -63,546      9,338    -95,200    -20,459   -128,704    -74,667:    23,280    -30,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       11.6       11.0       60.2       64.0       89.4       86.7:      10.6       13.3
Old  :     100.0:      18.2       11.6       11.0       60.2       64.0       89.4       86.7:      10.6       13.3
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  :       320:        63         79         82        144        150        245        274:
Old  :       320:        63         79         82        144        150        245        274:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       22.1       31.5       34.0       13.6       17.4       22.1       25.2
Old  :                 20.6       22.1       31.5       34.0       13.6       17.4       22.1       25.2
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, February 20, 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  : 1,649,090:   184,514    241,424    130,039  1,097,274    989,182  1,411,827  1,360,644:   237,263    288,446
Old  : 1,649,090:   184,514    241,424    130,039  1,097,274    989,182  1,411,827  1,360,644:   237,263    288,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :   -31,601:    -8,257    -26,241      7,656    -54,921      3,748    -55,522    -14,836:    23,921    -16,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       14.6        7.9       66.5       60.0       85.6       82.5:      14.4       17.5
Old  :     100.0:      11.2       14.6        7.9       66.5       60.0       85.6       82.5:      14.4       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        37         42         38         90         90        149        148:
Old  :       196:        37         42         38         90         90        149        148:
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       26.1       39.5       35.1       23.4       24.5       31.3       30.9
Old  :                 28.0       26.1       39.5       35.1       23.4       24.5       31.3       30.9
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, February 20, 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  :   748,355:   152,983     98,491    292,611    277,141    332,174    722,735    723,276:    25,620     25,078
Old  :   748,355:   152,983     98,491    292,611    277,141    332,174    722,735    723,276:    25,620     25,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    38,697:    15,490     23,417      5,803     15,966      8,274     37,260     37,494:     1,437      1,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       13.2       39.1       37.0       44.4       96.6       96.6:       3.4        3.4
Old  :     100.0:      20.4       13.2       39.1       37.0       44.4       96.6       96.6:       3.4        3.4
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  :       140:        37         38         53         56         58        122        121:
Old  :       140:        37         38         53         56         58        122        121:
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  :                 33.2       33.0       45.7       47.3       18.1       16.8       23.5       21.1
Old  :                 33.2       33.0       45.7       47.3       18.1       16.8       23.5       21.1
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, February 20, 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  :    10,963:     2,875        227        308      2,027      6,959      5,210      7,493:     5,753      3,469
Old  :    10,963:     2,875        227        308      2,027      6,959      5,210      7,493:     5,753      3,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :       214:      -311        227         -5        270        154        -46        375:       261       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        2.1        2.8       18.5       63.5       47.5       68.4:      52.5       31.6
Old  :     100.0:      26.2        2.1        2.8       18.5       63.5       47.5       68.4:      52.5       31.6
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  :        20:         7          2          2          3         10         11         13:
Old  :        20:         7          2          2          3         10         11         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  :                 27.1       44.2       42.8       58.8       26.0       44.2       37.5       58.4
Old  :                 27.1       44.2       42.8       58.8       26.0       44.2       37.5       58.4
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, February 20, 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  :    42,650:    11,596      5,827      2,326      9,005     25,249     22,927     33,403:    19,723      9,248
Old  :    42,650:    11,596      5,827      2,326      9,005     25,249     22,927     33,403:    19,723      9,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,450:    -2,301      2,612        168      3,307        -21      1,174      2,758:       277     -1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       13.7        5.5       21.1       59.2       53.8       78.3:      46.2       21.7
Old  :     100.0:      27.2       13.7        5.5       21.1       59.2       53.8       78.3:      46.2       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        23         15          8         11         16         39         34:
Old  :        56:        23         15          8         11         16         39         34:
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  :                 23.1       37.2       32.4       51.5       22.6       36.8       30.5       50.9
Old  :                 23.1       37.2       32.4       51.5       22.6       36.8       30.5       50.9
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, February 20, 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  :    76,047:    33,235      7,579        544     19,938     59,683     53,717     67,806:    22,330      8,241
Old  :    76,047:    33,235      7,579        544     19,938     59,683     53,717     67,806:    22,330      8,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     3,096:     3,503        399         27        111      2,251      3,641      2,677:      -545        418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       10.0        0.7       26.2       78.5       70.6       89.2:      29.4       10.8
Old  :     100.0:      43.7       10.0        0.7       26.2       78.5       70.6       89.2:      29.4       10.8
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  :        76:        29         18         11         19         14         52         39:
Old  :        76:        29         18         11         19         14         52         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       54.0       36.8       71.8       24.1       54.0       36.8       71.8
Old  :                 24.1       54.0       36.8       71.8       24.1       54.0       36.8       71.8
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, February 20, 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  :   142,865:    56,112     61,174      2,083     72,440     32,728    130,635     95,985:    12,231     46,881
Old  :   142,865:    56,112     61,174      2,083     72,440     32,728    130,635     95,985:    12,231     46,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :    11,980:     6,457      4,931          2      4,730      4,795     11,188      9,728:       792      2,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       42.8        1.5       50.7       22.9       91.4       67.2:       8.6       32.8
Old  :     100.0:      39.3       42.8        1.5       50.7       22.9       91.4       67.2:       8.6       32.8
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  :       127:        43         43         19         27         24         86         70:
Old  :       127:        43         43         19         27         24         86         70:
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  :                 46.0       21.8       56.3       32.2       44.7       21.2       54.1       31.6
Old  :                 46.0       21.8       56.3       32.2       44.7       21.2       54.1       31.6
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, February 20, 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  :    46,538:     3,358     16,549        478     42,566     29,376     46,402     46,403:       136        135
Old  :    46,538:     3,358     16,549        478     42,566     29,376     46,402     46,403:       136        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2007                    :
     :     1,860:       516        -45       -108      1,437      2,033      1,845      1,880:        15        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       35.6        1.0       91.5       63.1       99.7       99.7:       0.3        0.3
Old  :     100.0:       7.2       35.6        1.0       91.5       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  :        34:         8         10          3         10         11         19         23:
Old  :        34:         8         10          3         10         11         19         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  :                 80.3       84.2       93.2       93.9       78.8       77.2       87.7       86.8
Old  :                 80.3       84.2       93.2       93.9       78.8       77.2       87.7       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 23, 2007