WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   461,876:    79,611     64,017    119,672    228,956    220,992    428,240    404,681:    33,637     57,195
Old  :   431,697:    68,650     70,219    110,847    220,589    200,338    400,085    381,404:    31,612     50,294
Other:    30,179:    19,187      2,023        600      8,368     20,654     28,155     23,277:     2,024      6,902
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    13,651:      -212      2,297      8,280      3,917      1,846     11,986     12,423:     1,665      1,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.9       25.9       49.6       47.8       92.7       87.6:       7.3       12.4
Old  :     100.0:      15.9       16.3       25.7       51.1       46.4       92.7       88.3:       7.3       11.7
Other:     100.0:      63.6        6.7        2.0       27.7       68.4       93.3       77.1:       6.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:        95        126        135         73        106        274        278:
Old  :       353:        92        128        130         73        105        267        277:
Other:       124:        24         26         18         14         66         55         96:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       15.8       31.6       24.1       20.5       14.7       31.1       21.5
Old  :                 21.9       16.0       33.3       24.3       21.4       15.7       32.9       22.1
Other:                 56.2       24.0       76.5       36.7       55.4       22.1       73.9       33.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,854,647:   259,252     84,111    572,466    811,828    916,320  1,643,546  1,572,896:   211,100    281,750
Old  :   802,413:   109,893    126,873    186,192    408,335    384,032    704,420    697,097:    97,993    105,316
Other: 1,052,234:   234,044     41,923    301,589    403,493    532,288    939,127    875,800:   113,107    176,434
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    15,697:     3,196      7,424     25,699    -10,166    -11,361     18,730     21,762:    -3,032     -6,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        4.5       30.9       43.8       49.4       88.6       84.8:      11.4       15.2
Old  :     100.0:      13.7       15.8       23.2       50.9       47.9       87.8       86.9:      12.2       13.1
Other:     100.0:      22.2        4.0       28.7       38.3       50.6       89.3       83.2:      10.7       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       199        159        249        322        376        653        672:
Old  :       738:       154        181        190        259        334        527        595:
Other:       696:       162        122        160        255        340        498        543:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       17.6       20.9       23.8        9.8       10.2       14.6       13.7
Old  :                 16.4       16.3       26.3       24.8       16.3       14.3       25.4       20.0
Other:                 16.6       20.5       25.1       26.7        8.9        9.1       14.8       12.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    19,131:     5,013        169      1,890      8,163     14,822     15,066     16,881:     4,065      2,250
Old  :    19,131:     5,013        169      1,890      8,163     14,822     15,066     16,881:     4,065      2,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :        -1:      -184        138         58         77       -280        -49        -83:        48         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        0.9        9.9       42.7       77.5       78.8       88.2:      21.2       11.8
Old  :     100.0:      26.2        0.9        9.9       42.7       77.5       78.8       88.2:      21.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        19          6         13         19         19         48         33:
Old  :        56:        19          6         13         19         19         48         33:
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  :                 28.5       47.7       42.2       68.8       22.7       45.7       34.0       57.4
Old  :                 28.5       47.7       42.2       68.8       22.7       45.7       34.0       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   591,999:   109,446     20,679    166,890    246,548    307,482    522,885    495,051:    69,114     96,948
Old  :   314,532:    69,831     32,854     55,088    153,301    182,917    278,220    270,860:    36,312     43,673
Other:   277,467:    66,826     15,036     84,592     93,247    124,564    244,665    224,191:    32,802     53,276
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    42,318:    20,793     -7,802     13,404      4,215     36,990     38,412     42,591:     3,906       -273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        3.5       28.2       41.6       51.9       88.3       83.6:      11.7       16.4
Old  :     100.0:      22.2       10.4       17.5       48.7       58.2       88.5       86.1:      11.5       13.9
Other:     100.0:      24.1        5.4       30.5       33.6       44.9       88.2       80.8:      11.8       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       160         91        162        140        156        386        346:
Old  :       410:       151         87        101        100        137        290        288:
Other:       341:        92         72        101        102        144        252        271:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       24.5       27.2       32.8       14.3       17.8       20.2       22.1
Old  :                 23.3       25.8       34.1       37.1       23.0       22.4       31.7       29.7
Other:                 19.6       23.0       28.4       31.6       11.1       13.3       16.3       17.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,954:    12,095      2,164        571          0        682     12,666      3,417:     3,288     12,537
Old  :     5,121:     2,719      2,092         56          0         14      2,775      2,162:     2,346      2,959
Other:    10,833:     9,731        427        160          0        668      9,891      1,255:       942      9,578
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     1,234:       773        386        183          0        -15        956        554:       278        680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.8       13.6        3.6        0.0        4.3       79.4       21.4:      20.6       78.6
Old  :     100.0:      53.1       40.9        1.1        0.0        0.3       54.2       42.2:      45.8       57.8
Other:     100.0:      89.8        3.9        1.5        0.0        6.2       91.3       11.6:       8.7       88.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          7          0          3         13         17:
Old  :        22:        11          9          4          0          2         12         14:
Other:        15:        10          2          4          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  :                 57.5        9.2       72.3       15.1       56.1        8.3       70.9       14.2
Old  :                 32.6       27.6       47.2       40.4       32.4       27.6       47.0       40.2
Other:                 74.9        8.3       89.5       11.5       73.9        8.3       88.4       10.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   336,549:    91,002     12,731     55,867    157,130    250,463    303,998    319,061:    32,550     17,487
Old  :   227,321:    73,050     22,213     26,655    102,460    165,074    202,165    213,942:    25,156     13,379
Other:   109,228:    31,475      4,042     15,688     54,670     85,389    101,833    105,119:     7,394      4,109
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    11,423:     5,473     -1,361      1,678      4,380     12,292     11,530     12,609:      -108     -1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        3.8       16.6       46.7       74.4       90.3       94.8:       9.7        5.2
Old  :     100.0:      32.1        9.8       11.7       45.1       72.6       88.9       94.1:      11.1        5.9
Other:     100.0:      28.8        3.7       14.4       50.1       78.2       93.2       96.2:       6.8        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        94         27         54         60         65        186        128:
Old  :       207:        84         42         40         54         60        163        117:
Other:       123:        41         17         32         41         47         97         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       38.7       25.8       51.7       14.7       31.0       21.6       43.1
Old  :                 20.0       45.1       28.7       54.4       20.0       44.2       27.8       52.2
Other:                 28.1       45.6       39.0       57.7       26.3       43.3       35.7       52.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  : 1,068,840:   125,662    222,406     86,504    701,137    562,133    913,303    871,044:   155,537    197,796
Old  : 1,068,840:   125,662    222,406     86,504    701,137    562,133    913,303    871,044:   155,537    197,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    40,012:   -13,063     23,501     -5,593     42,580      9,584     23,925     27,493:    16,087     12,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       20.8        8.1       65.6       52.6       85.4       81.5:      14.6       18.5
Old  :     100.0:      11.8       20.8        8.1       65.6       52.6       85.4       81.5:      14.6       18.5
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  :       191:        30         49         47         79         97        136        167:
Old  :       191:        30         49         47         79         97        136        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  :                 25.6       21.5       38.5       31.3       22.5       15.3       29.1       22.3
Old  :                 25.6       21.5       38.5       31.3       22.5       15.3       29.1       22.3
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, May 15, 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  :   239,517:    42,479     26,962     39,720    115,541    148,558    197,740    215,240:    41,777     24,277
Old  :   137,190:    30,476     19,982     18,800     61,387     80,043    110,664    118,825:    26,526     18,366
Other:   102,327:    18,695     13,672     14,228     54,154     68,515     87,077     96,416:    15,250      5,911
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       545:     3,566       -124     -2,586     -2,039      5,285     -1,060      2,575:     1,605     -2,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       11.3       16.6       48.2       62.0       82.6       89.9:      17.4       10.1
Old  :     100.0:      22.2       14.6       13.7       44.7       58.3       80.7       86.6:      19.3       13.4
Other:     100.0:      18.3       13.4       13.9       52.9       67.0       85.1       94.2:      14.9        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        50         43         49         62         62        145        138:
Old  :       173:        51         45         36         53         51        124        117:
Other:       125:        31         30         31         49         41         99         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       32.4       34.3       45.2       24.9       29.8       32.1       41.5
Old  :                 19.4       30.2       28.2       41.0       18.6       29.9       26.4       39.8
Other:                 35.8       43.6       45.5       53.0       34.7       41.5       44.4       50.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,400:     4,652      1,745      1,788      7,093     11,545     13,533     15,078:     2,867      1,322
Old  :     6,302:     1,701      1,827        129      3,406      3,582      5,236      5,538:     1,066        764
Other:    10,098:     3,144        111      1,466      3,686      7,963      8,297      9,540:     1,801        558
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       -25:       224        -33        -75        -57        105         93         -3:      -118        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       10.6       10.9       43.2       70.4       82.5       91.9:      17.5        8.1
Old  :     100.0:      27.0       29.0        2.0       54.1       56.8       83.1       87.9:      16.9       12.1
Other:     100.0:      31.1        1.1       14.5       36.5       78.9       82.2       94.5:      17.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        23         13         12         33         22         59         44:
Old  :        62:        12         15          7         20         20         35         39:
Other:        53:        16          5         10         25         14         45         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       49.6       34.3       65.4       18.2       40.9       31.1       55.7
Old  :                 33.6       43.7       51.9       59.4       33.4       43.7       51.8       59.2
Other:                 30.1       65.3       49.2       81.8       27.6       54.4       39.7       65.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,149,849:   196,453    454,382     39,361    762,491    565,743    998,305  1,059,485:   151,544     90,364
Old  : 1,149,849:   196,453    454,382     39,361    762,491    565,743    998,305  1,059,485:   151,544     90,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    43,952:    11,294      5,827      6,139     18,415     32,671     35,848     44,637:     8,104       -685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       39.5        3.4       66.3       49.2       86.8       92.1:      13.2        7.9
Old  :     100.0:      17.1       39.5        3.4       66.3       49.2       86.8       92.1:      13.2        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        50         39         23        104         83        167        132:
Old  :       220:        50         39         23        104         83        167        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       27.1       28.5       41.8       17.7       24.6       26.3       37.9
Old  :                 18.8       27.1       28.5       41.8       17.7       24.6       26.3       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  : 3,380,019:   812,833    391,898    311,719  1,919,413  2,249,263  3,043,965  2,952,879:   336,054    427,140
Old  : 3,380,019:   812,833    391,898    311,719  1,919,413  2,249,263  3,043,965  2,952,879:   336,054    427,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :   190,690:    42,444     45,818     11,870    137,143    130,283    191,457    187,971:      -767      2,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       11.6        9.2       56.8       66.5       90.1       87.4:       9.9       12.6
Old  :     100.0:      24.0       11.6        9.2       56.8       66.5       90.1       87.4:       9.9       12.6
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  :       325:        68         80         80        145        147        249        271:
Old  :       325:        68         80         80        145        147        249        271:
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  :                 25.8       29.5       34.8       39.6       18.7       22.7       26.9       30.5
Old  :                 25.8       29.5       34.8       39.6       18.7       22.7       26.9       30.5
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, May 15, 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  : 1,945,594:   253,577    382,451    188,493  1,235,995  1,101,609  1,678,065  1,672,553:   267,529    273,041
Old  : 1,945,594:   253,577    382,451    188,493  1,235,995  1,101,609  1,678,065  1,672,553:   267,529    273,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :   -16,811:   -38,312      8,770     14,970     20,244    -37,556     -3,098    -13,816:   -13,712     -2,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       19.7        9.7       63.5       56.6       86.2       86.0:      13.8       14.0
Old  :     100.0:      13.0       19.7        9.7       63.5       56.6       86.2       86.0:      13.8       14.0
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  :       222:        46         42         39        107        101        172        163:
Old  :       222:        46         42         39        107        101        172        163:
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       27.3       31.9       38.6       14.4       23.7       21.0       30.9
Old  :                 22.5       27.3       31.9       38.6       14.4       23.7       21.0       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, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   795,851:   118,824    195,478    230,248    406,839    342,682    755,911    768,409:    39,939     27,442
Old  :   795,851:   118,824    195,478    230,248    406,839    342,682    755,911    768,409:    39,939     27,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :    51,527:     6,959      5,529      9,597     32,746     35,920     49,302     51,046:     2,224        481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       24.6       28.9       51.1       43.1       95.0       96.6:       5.0        3.4
Old  :     100.0:      14.9       24.6       28.9       51.1       43.1       95.0       96.6:       5.0        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  :       151:        44         34         53         68         60        141        119:
Old  :       151:        44         34         53         68         60        141        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  :                 26.6       36.0       39.7       52.4       19.4       28.7       26.4       32.8
Old  :                 26.6       36.0       39.7       52.4       19.4       28.7       26.4       32.8
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, May 15, 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  :    31,784:     7,671      8,412      1,548      5,908     14,774     15,128     24,734:    16,656      7,049
Old  :    31,784:     7,671      8,412      1,548      5,908     14,774     15,128     24,734:    16,656      7,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       676:    -2,487      2,931        178      2,821     -3,186        512        -78:       164        754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       26.5        4.9       18.6       46.5       47.6       77.8:      52.4       22.2
Old  :     100.0:      24.1       26.5        4.9       18.6       46.5       47.6       77.8:      52.4       22.2
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  :        50:        15         17         10         10         14         31         35:
Old  :        50:        15         17         10         10         14         31         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       27.4       28.8       44.3       18.8       27.3       27.0       43.1
Old  :                 19.7       27.4       28.8       44.3       18.8       27.3       27.0       43.1
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, May 15, 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  :    52,019:    23,409     11,190      1,209     18,813     29,855     43,431     42,254:     8,588      9,765
Old  :    52,019:    23,409     11,190      1,209     18,813     29,855     43,431     42,254:     8,588      9,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     1,116:       805       -179         33        607      1,301      1,444      1,155:      -328        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       21.5        2.3       36.2       57.4       83.5       81.2:      16.5       18.8
Old  :     100.0:      45.0       21.5        2.3       36.2       57.4       83.5       81.2:      16.5       18.8
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  :        81:        36         17         15         18         15         59         42:
Old  :        81:        36         17         15         18         15         59         42:
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  :                 25.2       35.8       38.7       53.6       24.6       35.7       38.0       53.5
Old  :                 25.2       35.8       38.7       53.6       24.6       35.7       38.0       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   140,380:    57,229     55,759      2,442     66,626     55,293    126,296    113,494:    14,084     26,886
Old  :   140,380:    57,229     55,759      2,442     66,626     55,293    126,296    113,494:    14,084     26,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :     9,281:     6,137      3,582        858      3,430      7,920     10,425     12,359:    -1,144     -3,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       39.7        1.7       47.5       39.4       90.0       80.8:      10.0       19.2
Old  :     100.0:      40.8       39.7        1.7       47.5       39.4       90.0       80.8:      10.0       19.2
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  :       146:        41         63         23         20         32         77        102:
Old  :       146:        41         63         23         20         32         77        102:
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       23.4       59.4       34.5       48.9       23.3       58.5       34.4
Old  :                 49.4       23.4       59.4       34.5       48.9       23.3       58.5       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    48,016:     2,015     16,658        375     45,469     28,974     47,859     46,007:       157      2,009
Old  :    48,016:     2,015     16,658        375     45,469     28,974     47,859     46,007:       157      2,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2007                          :
     :       287:      -447        -50       -300        915        470        168        120:       119        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       34.7        0.8       94.7       60.3       99.7       95.8:       0.3        4.2
Old  :     100.0:       4.2       34.7        0.8       94.7       60.3       99.7       95.8:       0.3        4.2
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  :        38:         7         13          3         14         10         22         25:
Old  :        38:         7         13          3         14         10         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.2       79.5       88.8       88.8       73.1       72.8       86.8       81.8
Old  :                 73.2       79.5       88.8       88.8       73.1       72.8       86.8       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 18, 2007