WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   451,853:    76,196     65,277    120,683    225,773    210,381    422,652    396,340:    29,200     55,512
Old  :   419,761:    64,594     72,101    110,297    217,784    189,348    392,675    371,745:    27,086     48,016
Other:    32,092:    20,553      2,127      1,435      7,989     21,033     29,977     24,595:     2,114      7,497
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :     6,100:     2,431     -3,628      4,034     -1,138      4,255      5,327      4,661:       774      1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       14.4       26.7       50.0       46.6       93.5       87.7:       6.5       12.3
Old  :     100.0:      15.4       17.2       26.3       51.9       45.1       93.5       88.6:       6.5       11.4
Other:     100.0:      64.0        6.6        4.5       24.9       65.5       93.4       76.6:       6.6       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:        91        122        135         74        103        265        282:
Old  :       344:        86        127        130         74        102        258        281:
Other:       120:        30         19         19         13         63         54         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       15.0       31.9       22.9       20.8       14.1       31.3       19.9
Old  :                 22.2       15.3       33.9       23.1       21.8       15.1       33.2       20.7
Other:                 53.0       22.4       72.3       34.7       53.0       20.7       70.3       32.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,830,297:   241,710     96,181    555,061    816,913    895,748  1,613,684  1,546,990:   216,613    283,307
Old  :   749,670:    88,774    118,448    180,684    384,211    347,848    653,670    646,980:    95,999    102,689
Other: 1,080,627:   224,874     49,671    302,438    432,702    547,900    960,014    900,009:   120,613    180,618
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :     5,859:    -4,137      9,576     -5,982     12,540     -3,697      2,421       -103:     3,438      5,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        5.3       30.3       44.6       48.9       88.2       84.5:      11.8       15.5
Old  :     100.0:      11.8       15.8       24.1       51.3       46.4       87.2       86.3:      12.8       13.7
Other:     100.0:      20.8        4.6       28.0       40.0       50.7       88.8       83.3:      11.2       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       185        177        254        328        370        651        683:
Old  :       719:       151        172        193        258        325        512        592:
Other:       697:       157        131        167        258        338        507        548:
     :----------------------------------------------------------------------------------------------------
     :             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       17.4       21.0       23.6       10.1       10.1       14.8       13.7
Old  :                 18.3       15.6       27.0       24.3       18.1       13.5       26.4       19.5
Other:                 15.7       20.7       25.0       27.0        9.3        9.8       15.4       12.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    19,357:     6,605      1,376      1,874      6,709     13,836     15,188     17,086:     4,169      2,271
Old  :    19,357:     6,605      1,376      1,874      6,709     13,836     15,188     17,086:     4,169      2,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :        66:       747       -183        198     -1,023        -71        -78        -56:       144        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        7.1        9.7       34.7       71.5       78.5       88.3:      21.5       11.7
Old  :     100.0:      34.1        7.1        9.7       34.7       71.5       78.5       88.3:      21.5       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        25          5         13         21         18         55         32:
Old  :        60:        25          5         13         21         18         55         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       45.5       35.5       66.9       20.2       40.9       31.3       57.9
Old  :                 22.7       45.5       35.5       66.9       20.2       40.9       31.3       57.9
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 29, 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  :   661,839:   143,356     26,808    184,579    260,605    351,449    588,540    562,836:    73,299     99,002
Old  :   335,160:    92,519     39,534     60,703    144,201    194,146    297,422    294,382:    37,738     40,777
Other:   326,679:    80,174     16,611     94,540    116,404    157,303    291,118    268,454:    35,561     58,225
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    29,827:     8,488      5,106      6,396      9,058     14,842     23,943     26,344:     5,884      3,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        4.1       27.9       39.4       53.1       88.9       85.0:      11.1       15.0
Old  :     100.0:      27.6       11.8       18.1       43.0       57.9       88.7       87.8:      11.3       12.2
Other:     100.0:      24.5        5.1       28.9       35.6       48.2       89.1       82.2:      10.9       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       184         92        175        141        174        413        382:
Old  :       448:       168        100        110         97        149        305        321:
Other:       379:       111         77        107        107        163        279        299:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       24.1       25.1       32.8       13.0       18.4       18.7       22.8
Old  :                 21.3       24.5       30.6       35.6       20.8       21.9       28.9       29.6
Other:                 18.6       24.5       27.5       33.1       11.8       15.1       17.5       19.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,507:    14,226      2,077        438          0      1,005     14,664      3,520:     2,843     13,987
Old  :     5,352:     3,569      1,764         85          0         37      3,654      1,886:     1,698      3,466
Other:    12,155:    10,909        565        101          0        968     11,010      1,634:     1,145     10,521
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :       244:       456         31        -76          0         24        380        -21:      -136        265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       11.9        2.5        0.0        5.7       83.8       20.1:      16.2       79.9
Old  :     100.0:      66.7       33.0        1.6        0.0        0.7       68.3       35.2:      31.7       64.8
Other:     100.0:      89.7        4.6        0.8        0.0        8.0       90.6       13.4:       9.4       86.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          8          6          0          4         14         17:
Old  :        24:        13          8          2          0          3         14         12:
Other:        16:         9          3          3          0          4          9         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.7        7.6       77.2       13.4       59.2        7.6       75.7       13.4
Old  :                 40.9       23.3       56.4       34.4       40.9       23.3       56.4       33.0
Other:                 75.5        8.5       90.2       13.2       74.7        8.5       89.3       12.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   353,686:    94,070     15,909     61,014    166,888    255,990    321,971    332,912:    31,715     20,774
Old  :   231,099:    76,486     29,504     27,380    103,595    159,716    207,461    216,599:    23,638     14,500
Other:   122,588:    35,646      4,467     15,571     63,293     96,274    114,510    116,313:     8,077      6,275
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    11,840:     2,288      2,086      3,007      5,099      5,804     10,394     10,897:     1,446        944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        4.5       17.3       47.2       72.4       91.0       94.1:       9.0        5.9
Old  :     100.0:      33.1       12.8       11.8       44.8       69.1       89.8       93.7:      10.2        6.3
Other:     100.0:      29.1        3.6       12.7       51.6       78.5       93.4       94.9:       6.6        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        91         33         60         66         66        195        137:
Old  :       213:        79         50         46         58         60        169        125:
Other:       134:        47         17         34         48         50        110         89:
     :----------------------------------------------------------------------------------------------------
     :             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       38.2       25.6       49.4       15.2       30.2       21.7       39.6
Old  :                 19.6       41.2       29.2       50.0       19.6       40.5       28.1       47.0
Other:                 25.6       46.8       36.4       57.5       22.5       44.4       31.8       53.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,132,816:   119,517    242,104     85,161    757,606    556,753    962,284    884,018:   170,532    248,799
Old  : 1,132,816:   119,517    242,104     85,161    757,606    556,753    962,284    884,018:   170,532    248,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :   -24,477:    -7,747     -1,319    -13,925    -23,380    -48,940    -45,052    -64,184:    20,575     39,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       21.4        7.5       66.9       49.1       84.9       78.0:      15.1       22.0
Old  :     100.0:      10.6       21.4        7.5       66.9       49.1       84.9       78.0:      15.1       22.0
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  :       174:        26         48         40         81         82        132        145:
Old  :       174:        26         48         40         81         82        132        145:
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  :                 29.1       24.4       40.0       34.9       21.6       15.8       29.6       23.2
Old  :                 29.1       24.4       40.0       34.9       21.6       15.8       29.6       23.2
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 29, 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  :   233,781:    47,110     21,754     36,898    105,288    153,497    189,295    212,149:    44,486     21,632
Old  :   129,648:    35,085     14,288     15,884     50,461     84,292    101,430    114,464:    28,218     15,184
Other:   104,133:    19,270     14,711     13,769     54,827     69,205     87,865     97,685:    16,268      6,448
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :       803:     2,251     -2,452       -448     -2,404      3,973       -600      1,073:     1,403       -270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        9.3       15.8       45.0       65.7       81.0       90.7:      19.0        9.3
Old  :     100.0:      27.1       11.0       12.3       38.9       65.0       78.2       88.3:      21.8       11.7
Other:     100.0:      18.5       14.1       13.2       52.7       66.5       84.4       93.8:      15.6        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        56         40         48         62         63        148        134:
Old  :       170:        57         40         36         54         54        130        114:
Other:       123:        30         28         31         48         40         95         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  :                 23.7       33.0       31.5       45.7       22.2       31.6       29.3       42.8
Old  :                 16.8       33.7       24.5       44.5       15.2       32.2       22.8       42.7
Other:                 34.6       39.3       45.4       49.9       33.8       37.3       44.3       47.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    16,688:     4,278      2,324      1,999      7,553     11,069     13,830     15,392:     2,858      1,296
Old  :     5,607:       983      2,618        131      3,583      2,304      4,697      5,053:       910        555
Other:    11,080:     3,616         27      1,547      3,969      8,765      9,132     10,339:     1,948        741
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :       459:        -6        189        105        144          8        243        301:       216        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       13.9       12.0       45.3       66.3       82.9       92.2:      17.1        7.8
Old  :     100.0:      17.5       46.7        2.3       63.9       41.1       83.8       90.1:      16.2        9.9
Other:     100.0:      32.6        0.2       14.0       35.8       79.1       82.4       93.3:      17.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        25         12         11         35         24         61         46:
Old  :        63:        10         17          6         22         19         36         38:
Other:        58:        21          3         10         27         17         50         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       46.0       32.4       62.0       17.9       39.2       28.7       52.5
Old  :                 30.0       40.6       48.2       57.3       30.0       40.6       48.2       57.3
Other:                 26.6       64.7       46.0       81.8       25.8       55.5       38.2       66.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  : 1,163,571:   185,164    341,638     69,174    710,400    599,435    964,738  1,010,247:   198,833    153,325
Old  : 1,163,571:   185,164    341,638     69,174    710,400    599,435    964,738  1,010,247:   198,833    153,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :   -80,904:   -12,762    -39,148       -317    -53,168   -115,829    -66,247   -155,293:   -14,657     74,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       29.4        5.9       61.1       51.5       82.9       86.8:      17.1       13.2
Old  :     100.0:      15.9       29.4        5.9       61.1       51.5       82.9       86.8:      17.1       13.2
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  :       195:        47         30         23         99         78        153        124:
Old  :       195:        47         30         23         99         78        153        124:
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  :                 18.2       28.6       28.3       43.8       16.3       24.5       23.3       38.3
Old  :                 18.2       28.6       28.3       43.8       16.3       24.5       23.3       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  : 3,404,875:   793,871    462,621    288,029  1,965,289  2,151,624  3,047,188  2,902,274:   357,687    502,601
Old  : 3,404,875:   793,871    462,621    288,029  1,965,289  2,151,624  3,047,188  2,902,274:   357,687    502,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :  -102,166:   -17,909      4,871    -34,085   -126,938   -181,033   -178,932   -210,248:    76,767    108,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       13.6        8.5       57.7       63.2       89.5       85.2:      10.5       14.8
Old  :     100.0:      23.3       13.6        8.5       57.7       63.2       89.5       85.2:      10.5       14.8
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  :       303:        57         77         67        137        142        226        255:
Old  :       303:        57         77         67        137        142        226        255:
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  :                 26.0       27.5       35.4       37.4       22.2       23.5       29.6       31.0
Old  :                 26.0       27.5       35.4       37.4       22.2       23.5       29.6       31.0
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 29, 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  : 2,020,298:   180,580    349,139    195,048  1,331,901  1,118,219  1,707,529  1,662,407:   312,769    357,891
Old  : 2,020,298:   180,580    349,139    195,048  1,331,901  1,118,219  1,707,529  1,662,407:   312,769    357,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    28,828:   -18,645    -15,496    -62,470     45,658     26,018    -35,457    -51,948:    64,285     80,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       17.3        9.7       65.9       55.3       84.5       82.3:      15.5       17.7
Old  :     100.0:       8.9       17.3        9.7       65.9       55.3       84.5       82.3:      15.5       17.7
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  :       215:        36         50         44         99         98        162        166:
Old  :       215:        36         50         44         99         98        162        166:
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       21.3       33.7       33.0       16.7       18.7       22.8       25.6
Old  :                 22.5       21.3       33.7       33.0       16.7       18.7       22.8       25.6
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 29, 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  :   825,835:   122,671    211,301    236,251    429,294    350,145    788,216    797,697:    37,618     28,138
Old  :   825,835:   122,671    211,301    236,251    429,294    350,145    788,216    797,697:    37,618     28,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    17,910:     3,109      2,356      1,967     15,004     16,189     20,081     20,512:    -2,171     -2,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       25.6       28.6       52.0       42.4       95.4       96.6:       4.6        3.4
Old  :     100.0:      14.9       25.6       28.6       52.0       42.4       95.4       96.6:       4.6        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  :       149:        43         37         56         62         58        138        119:
Old  :       149:        43         37         56         62         58        138        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  :                 26.5       36.8       39.6       53.1       18.5       29.0       25.2       33.1
Old  :                 26.5       36.8       39.6       53.1       18.5       29.0       25.2       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :    26,778:     5,191      5,691      1,866      4,925     12,746     11,982     20,302:    14,795      6,475
Old  :    26,778:     5,191      5,691      1,866      4,925     12,746     11,982     20,302:    14,795      6,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    -4,642:    -1,611     -1,865        104       -993     -1,411     -2,500     -3,172:    -2,142     -1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       21.3        7.0       18.4       47.6       44.7       75.8:      55.3       24.2
Old  :     100.0:      19.4       21.3        7.0       18.4       47.6       44.7       75.8:      55.3       24.2
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  :        39:         8         15          7          6         12         20         29:
Old  :        39:         8         15          7          6         12         20         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       29.8       32.6       44.0       18.8       29.8       29.8       44.0
Old  :                 19.4       29.8       32.6       44.0       18.8       29.8       29.8       44.0
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 29, 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  :    54,024:    24,693     11,040      1,830     18,345     32,329     44,868     45,200:     9,156      8,824
Old  :    54,024:    24,693     11,040      1,830     18,345     32,329     44,868     45,200:     9,156      8,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :     1,657:       192       -360        561        820        900      1,573      1,101:        83        556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       20.4        3.4       34.0       59.8       83.1       83.7:      16.9       16.3
Old  :     100.0:      45.7       20.4        3.4       34.0       59.8       83.1       83.7:      16.9       16.3
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  :        82:        36         18         17         19         17         60         47:
Old  :        82:        36         18         17         19         17         60         47:
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  :                 24.9       40.3       38.2       55.2       24.4       39.4       37.4       54.0
Old  :                 24.9       40.3       38.2       55.2       24.4       39.4       37.4       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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  :   139,772:    37,088     58,139      3,371     87,945     54,020    128,405    115,531:    11,367     24,241
Old  :   139,772:    37,088     58,139      3,371     87,945     54,020    128,405    115,531:    11,367     24,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :     1,703:    -3,528        536      1,798      1,571       -923       -159      1,411:     1,862        292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       41.6        2.4       62.9       38.6       91.9       82.7:       8.1       17.3
Old  :     100.0:      26.5       41.6        2.4       62.9       38.6       91.9       82.7:       8.1       17.3
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  :       137:        36         56         22         23         33         78         92:
Old  :       137:        36         56         22         23         33         78         92:
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  :                 51.1       24.6       61.8       35.4       50.9       24.5       61.0       35.1
Old  :                 51.1       24.6       61.8       35.4       50.9       24.5       61.0       35.1
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 29, 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  :    60,823:     2,024     20,110        512     57,714     37,813     60,250     58,435:       573      2,388
Old  :    60,823:     2,024     20,110        512     57,714     37,813     60,250     58,435:       573      2,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 22, 2007                         :
     :    10,729:       -44      3,153        179     10,208      7,001     10,343     10,333:       386        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       33.1        0.8       94.9       62.2       99.1       96.1:       0.9        3.9
Old  :     100.0:       3.3       33.1        0.8       94.9       62.2       99.1       96.1:       0.9        3.9
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  :        34:         7         13          3         12          9         20         24:
Old  :        34:         7         13          3         12          9         20         24:
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  :                 83.1       77.9       92.7       91.9       82.9       74.4       90.6       86.4
Old  :                 83.1       77.9       92.7       91.9       82.9       74.4       90.6       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 1, 2007