WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   494,312:    92,312     62,008    134,231    231,055    236,427    457,598    432,665:    36,714     61,647
Old  :   457,158:    79,307     68,945    121,600    222,260    213,010    423,167    403,556:    33,991     53,602
Other:    37,154:    22,887      2,945      2,748      8,796     23,417     34,431     29,110:     2,723      8,045
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    42,459:    16,116     -3,269     13,548      5,282     26,046     34,946     36,325:     7,513      6,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       12.5       27.2       46.7       47.8       92.6       87.5:       7.4       12.5
Old  :     100.0:      17.3       15.1       26.6       48.6       46.6       92.6       88.3:       7.4       11.7
Other:     100.0:      61.6        7.9        7.4       23.7       63.0       92.7       78.3:       7.3       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       126        111        143         74        105        290        286:
Old  :       364:       126        111        139         74        104        285        284:
Other:       126:        24         28         19         16         66         56        100:
     :----------------------------------------------------------------------------------------------------
     :             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       14.9       30.4       23.6       18.4       14.4       28.0       20.7
Old  :                 19.9       15.1       31.3       23.7       19.5       14.6       29.3       21.1
Other:                 48.7       20.7       68.8       32.6       48.7       19.2       63.5       29.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  : 1,861,219:   264,232     73,944    573,947    798,333    926,589  1,636,511  1,574,480:   224,707    286,738
Old  :   754,432:   101,230     98,682    188,379    363,846    364,090    653,456    651,151:   100,975    103,280
Other: 1,106,787:   230,200     42,462    318,368    434,486    562,499    983,055    923,329:   123,732    183,458
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    30,922:    22,522    -22,236     18,886    -18,580     30,841     22,827     27,491:     8,095      3,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        4.0       30.8       42.9       49.8       87.9       84.6:      12.1       15.4
Old  :     100.0:      13.4       13.1       25.0       48.2       48.3       86.6       86.3:      13.4       13.7
Other:     100.0:      20.8        3.8       28.8       39.3       50.8       88.8       83.4:      11.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       217        147        266        323        373        668        682:
Old  :       721:       162        162        204        256        328        532        589:
Other:       702:       180        118        171        255        334        514        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  :                 13.9       18.3       21.1       24.5       10.3       11.2       14.8       14.8
Old  :                 18.4       17.1       27.5       24.5       18.2       15.2       26.4       20.4
Other:                 16.5       21.2       25.1       27.6        9.5       10.8       15.3       13.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :    19,947:     7,379      1,379      1,443      6,819     14,871     15,640     17,694:     4,307      2,253
Old  :    19,947:     7,379      1,379      1,443      6,819     14,871     15,640     17,694:     4,307      2,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :       590:       773          4       -430        110      1,035        453        608:       137        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        6.9        7.2       34.2       74.6       78.4       88.7:      21.6       11.3
Old  :     100.0:      37.0        6.9        7.2       34.2       74.6       78.4       88.7:      21.6       11.3
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  :        62:        27          7         11         21         19         57         31:
Old  :        62:        27          7         11         21         19         57         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       48.2       37.3       69.8       21.1       43.5       32.1       60.5
Old  :                 23.3       48.2       37.3       69.8       21.1       43.5       32.1       60.5
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, June 5, 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  :   723,283:   161,392     26,227    212,352    269,315    380,704    643,059    619,283:    80,225    104,001
Old  :   342,008:    99,233     35,268     72,850    130,383    193,264    302,465    301,382:    39,543     40,626
Other:   381,275:    87,734     16,533    113,927    138,933    187,440    340,594    317,901:    40,682     63,375
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    61,445:    18,036       -582     27,773      8,710     29,255     54,519     56,446:     6,926      4,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.6       29.4       37.2       52.6       88.9       85.6:      11.1       14.4
Old  :     100.0:      29.0       10.3       21.3       38.1       56.5       88.4       88.1:      11.6       11.9
Other:     100.0:      23.0        4.3       29.9       36.4       49.2       89.3       83.4:      10.7       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       519:       194        103        199        138        175        438        405:
Old  :       456:       166        110        131         93        150        315        339:
Other:       408:       133         81        121        109        165        306        319:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       24.5       24.4       33.7       12.1       18.7       17.4       22.9
Old  :                 19.1       25.0       28.1       36.8       18.0       22.6       25.6       29.8
Other:                 17.4       24.1       26.0       33.8        9.6       15.8       16.0       19.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,923:    15,444      3,348        581          0      1,083     16,025      5,012:     3,898     14,911
Old  :     7,130:     4,500      3,221        121          0        170      4,621      3,512:     2,509      3,618
Other:    12,793:    11,315        498         89          0        913     11,404      1,500:     1,389     11,293
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :     2,416:     1,218      1,271        143          0         78      1,361      1,492:     1,055        924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.5       16.8        2.9        0.0        5.4       80.4       25.2:      19.6       74.8
Old  :     100.0:      63.1       45.2        1.7        0.0        2.4       64.8       49.3:      35.2       50.7
Other:     100.0:      88.4        3.9        0.7        0.0        7.1       89.1       11.7:      10.9       88.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        17         10          6          0          4         17         20:
Old  :        30:        15         12          2          0          3         17         15:
Other:        15:         8          3          2          0          4          8          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  :                 55.3        9.7       69.0       15.3       53.6        9.7       66.7       15.3
Old  :                 31.0       26.2       49.1       40.5       31.0       26.2       49.1       40.1
Other:                 75.2        8.0       89.1       11.6       74.5        8.0       88.4       11.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   380,041:    94,299     11,652     68,628    182,019    278,600    344,946    358,881:    35,095     21,160
Old  :   245,748:    77,024     28,710     30,627    112,921    172,568    220,572    231,906:    25,176     13,843
Other:   134,293:    38,636      4,304     16,640     69,099    106,032    124,374    126,975:     9,918      7,317
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    26,355:       229     -4,256      7,614     15,132     22,610     22,975     25,969:     3,380        386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        3.1       18.1       47.9       73.3       90.8       94.4:       9.2        5.6
Old  :     100.0:      31.3       11.7       12.5       45.9       70.2       89.8       94.4:      10.2        5.6
Other:     100.0:      28.8        3.2       12.4       51.5       79.0       92.6       94.6:       7.4        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        90         35         56         70         69        198        135:
Old  :       217:        85         44         41         62         63        173        123:
Other:       135:        48         15         33         49         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  :                 16.2       37.0       25.5       48.5       14.3       28.9       21.0       38.9
Old  :                 17.1       41.2       26.6       49.6       17.1       39.9       25.3       46.1
Other:                 22.7       45.2       33.8       56.5       18.6       42.1       27.5       50.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  : 1,056,235:   114,431    256,007     92,343    695,045    497,431    901,819    845,781:   154,416    210,454
Old  : 1,056,235:   114,431    256,007     92,343    695,045    497,431    901,819    845,781:   154,416    210,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :   -76,582:    -5,086     13,903      7,182    -62,561    -59,322    -60,465    -38,237:   -16,117    -38,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       24.2        8.7       65.8       47.1       85.4       80.1:      14.6       19.9
Old  :     100.0:      10.8       24.2        8.7       65.8       47.1       85.4       80.1:      14.6       19.9
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  :       186:        34         46         44         87         86        139        158:
Old  :       186:        34         46         44         87         86        139        158:
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  :                 26.4       24.0       36.8       34.0       24.6       20.1       32.4       28.6
Old  :                 26.4       24.0       36.8       34.0       24.6       20.1       32.4       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   245,743:    53,924     18,650     37,498    110,384    168,651    201,805    224,798:    43,937     20,944
Old  :   136,453:    42,782     11,505     13,661     52,716     97,446    109,159    122,612:    27,294     13,841
Other:   109,290:    19,781     15,784     15,198     57,668     71,205     92,647    102,187:    16,643      7,103
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    11,962:     6,814     -3,105        600      5,096     15,154     12,510     12,649:      -549       -687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        7.6       15.3       44.9       68.6       82.1       91.5:      17.9        8.5
Old  :     100.0:      31.4        8.4       10.0       38.6       71.4       80.0       89.9:      20.0       10.1
Other:     100.0:      18.1       14.4       13.9       52.8       65.2       84.8       93.5:      15.2        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        61         36         50         64         62        156        128:
Old  :       168:        65         32         37         57         56        139        108:
Other:       124:        25         34         33         48         43         98         87:
     :----------------------------------------------------------------------------------------------------
     :             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       33.3       30.0       45.7       19.2       31.7       26.4       41.8
Old  :                 17.1       37.7       24.7       48.0       14.0       36.6       20.6       44.2
Other:                 32.0       34.9       41.3       46.9       30.6       33.5       39.8       42.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,392:     4,218      2,484      1,586      8,524     11,707     14,328     15,777:     3,064      1,615
Old  :     5,012:       840      2,277        121      3,068      1,959      4,029      4,357:       984        655
Other:    12,379:     3,570        398      1,274      5,456      9,747     10,299     11,419:     2,080        960
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :       704:       -60        160       -413        971        637        498        385:       205        319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       14.3        9.1       49.0       67.3       82.4       90.7:      17.6        9.3
Old  :     100.0:      16.8       45.4        2.4       61.2       39.1       80.4       86.9:      19.6       13.1
Other:     100.0:      28.8        3.2       10.3       44.1       78.7       83.2       92.2:      16.8        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        21         18         11         36         23         62         47:
Old  :        59:        10         16          6         21         17         33         37:
Other:        66:        20          9         10         28         19         52         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       46.6       31.9       61.9       17.3       37.9       26.9       49.6
Old  :                 34.1       44.1       52.4       60.6       34.0       44.1       50.8       60.6
Other:                 24.6       62.8       40.4       76.7       23.2       54.2       35.8       65.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  : 1,001,346:   159,679    305,037     15,720    684,432    580,260    859,831    901,017:   141,515    100,329
Old  : 1,001,346:   159,679    305,037     15,720    684,432    580,260    859,831    901,017:   141,515    100,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :  -162,225:   -25,485    -36,601    -53,454    -25,968    -19,175   -104,907   -109,229:   -57,317    -52,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       30.5        1.6       68.4       57.9       85.9       90.0:      14.1       10.0
Old  :     100.0:      15.9       30.5        1.6       68.4       57.9       85.9       90.0:      14.1       10.0
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  :       192:        41         34         17         96         75        144        119:
Old  :       192:        41         34         17         96         75        144        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  :                 21.1       31.9       31.2       50.2       20.0       29.0       29.7       45.3
Old  :                 21.1       31.9       31.2       50.2       20.0       29.0       29.7       45.3
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, June 5, 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  : 3,351,996:   681,321    481,870    297,232  2,046,172  2,084,867  3,024,725  2,863,969:   327,272    488,027
Old  : 3,351,996:   681,321    481,870    297,232  2,046,172  2,084,867  3,024,725  2,863,969:   327,272    488,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :   -52,879:  -112,550     19,249      9,203     80,884    -66,757    -22,464    -38,305:   -30,415    -14,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       14.4        8.9       61.0       62.2       90.2       85.4:       9.8       14.6
Old  :     100.0:      20.3       14.4        8.9       61.0       62.2       90.2       85.4:       9.8       14.6
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  :       311:        56         80         78        144        145        237        266:
Old  :       311:        56         80         78        144        145        237        266:
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  :                 26.7       26.4       36.3       35.3       25.1       23.1       32.3       29.8
Old  :                 26.7       26.4       36.3       35.3       25.1       23.1       32.3       29.8
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, June 5, 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  : 1,918,731:   165,049    342,655    190,476  1,306,408  1,055,418  1,661,933  1,588,549:   256,798    330,182
Old  : 1,918,731:   165,049    342,655    190,476  1,306,408  1,055,418  1,661,933  1,588,549:   256,798    330,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :  -101,567:   -15,531     -6,485     -4,572    -25,493    -62,801    -45,596    -73,858:   -55,971    -27,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       17.9        9.9       68.1       55.0       86.6       82.8:      13.4       17.2
Old  :     100.0:       8.6       17.9        9.9       68.1       55.0       86.6       82.8:      13.4       17.2
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  :       219:        39         56         43         97         94        160        169:
Old  :       219:        39         56         43         97         94        160        169:
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  :                 26.4       17.3       38.3       28.0       21.6       14.3       28.5       21.6
Old  :                 26.4       17.3       38.3       28.0       21.6       14.3       28.5       21.6
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, June 5, 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  :   654,948:   104,780    171,206    183,967    325,435    275,457    614,182    630,630:    40,765     24,318
Old  :   654,948:   104,780    171,206    183,967    325,435    275,457    614,182    630,630:    40,765     24,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :  -170,887:   -17,891    -40,095    -52,285   -103,859    -74,688   -174,034   -167,067:     3,147     -3,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       26.1       28.1       49.7       42.1       93.8       96.3:       6.2        3.7
Old  :     100.0:      16.0       26.1       28.1       49.7       42.1       93.8       96.3:       6.2        3.7
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  :       125:        38         28         47         51         50        114        102:
Old  :       125:        38         28         47         51         50        114        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  :                 25.1       35.9       40.1       52.5       17.0       27.8       24.9       34.1
Old  :                 25.1       35.9       40.1       52.5       17.0       27.8       24.9       34.1
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, June 5, 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  :    24,895:     6,325      5,941        794      3,620     12,810     10,739     19,545:    14,156      5,350
Old  :    24,895:     6,325      5,941        794      3,620     12,810     10,739     19,545:    14,156      5,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -1,883:     1,133        250     -1,072     -1,305         64     -1,244       -758:      -640     -1,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       23.9        3.2       14.5       51.5       43.1       78.5:      56.9       21.5
Old  :     100.0:      25.4       23.9        3.2       14.5       51.5       43.1       78.5:      56.9       21.5
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  :        42:        12         16          4          7         11         22         28:
Old  :        42:        12         16          4          7         11         22         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       36.6       28.4       53.6       16.6       36.1       26.1       51.7
Old  :                 17.5       36.6       28.4       53.6       16.6       36.1       26.1       51.7
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, June 5, 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  :    56,436:    26,289     12,970      2,606     18,299     32,070     47,194     47,646:     9,242      8,791
Old  :    56,436:    26,289     12,970      2,606     18,299     32,070     47,194     47,646:     9,242      8,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :     2,412:     1,597      1,929        776        -47       -259      2,326      2,446:        86        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       23.0        4.6       32.4       56.8       83.6       84.4:      16.4       15.6
Old  :     100.0:      46.6       23.0        4.6       32.4       56.8       83.6       84.4:      16.4       15.6
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  :        83:        38         18         17         18         16         61         46:
Old  :        83:        38         18         17         18         16         61         46:
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       38.6       38.5       53.0       24.4       37.7       36.9       52.1
Old  :                 24.9       38.6       38.5       53.0       24.4       37.7       36.9       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :   138,565:    32,187     61,219      5,224     88,364     48,995    125,775    115,437:    12,790     23,128
Old  :   138,565:    32,187     61,219      5,224     88,364     48,995    125,775    115,437:    12,790     23,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :    -1,207:    -4,901      3,080      1,852        419     -5,025     -2,630        -93:     1,423     -1,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       44.2        3.8       63.8       35.4       90.8       83.3:       9.2       16.7
Old  :     100.0:      23.2       44.2        3.8       63.8       35.4       90.8       83.3:       9.2       16.7
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  :       141:        35         61         28         26         31         85         96:
Old  :       141:        35         61         28         26         31         85         96:
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  :                 51.3       24.0       61.3       33.8       51.1       24.0       59.2       33.0
Old  :                 51.3       24.0       61.3       33.8       51.1       24.0       59.2       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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  :    64,551:     1,759     23,439        464     62,111     38,445     64,334     62,348:       217      2,203
Old  :    64,551:     1,759     23,439        464     62,111     38,445     64,334     62,348:       217      2,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 29, 2007                         :
     :     3,728:      -265      3,329        -48      4,397        632      4,084      3,913:      -356       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       36.3        0.7       96.2       59.6       99.7       96.6:       0.3        3.4
Old  :     100.0:       2.7       36.3        0.7       96.2       59.6       99.7       96.6:       0.3        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  :        34:         6         13          4         14          7         22         22:
Old  :        34:         6         13          4         14          7         22         22:
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  :                 83.5       79.7       93.2       92.6       83.1       76.1       91.1       87.3
Old  :                 83.5       79.7       93.2       92.6       83.1       76.1       91.1       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 8, 2007