WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   466,463:    97,715     66,528    112,294    219,028    224,751    429,038    403,573:    37,425     62,890
Old  :   416,517:    79,133     74,121     94,081    210,137    195,058    383,350    363,260:    33,167     53,258
Other:    49,946:    33,141      6,964      3,656      8,892     29,694     45,688     40,314:     4,258      9,632
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :   -28,713:   -11,929      7,805     -8,391     -4,734    -22,773    -25,054    -23,359:    -3,659     -5,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       14.3       24.1       47.0       48.2       92.0       86.5:       8.0       13.5
Old  :     100.0:      19.0       17.8       22.6       50.5       46.8       92.0       87.2:       8.0       12.8
Other:     100.0:      66.4       13.9        7.3       17.8       59.5       91.5       80.7:       8.5       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       108        124        134         73        115        284        288:
Old  :       370:       107        125        122         72        112        270        283:
Other:       157:        40         30         25         14         81         67        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       15.9       29.4       23.6       19.1       14.3       28.6       20.8
Old  :                 21.2       16.1       31.4       23.6       20.5       14.3       30.7       21.1
Other:                 51.0       19.4       65.0       31.2       51.0       18.8       64.0       30.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,661,833:   259,627    102,485    465,752    758,069    823,760  1,483,448  1,391,997:   178,385    269,836
Old  :   462,645:    64,376     99,128     72,030    279,226    230,422    415,632    401,580:    47,013     61,065
Other: 1,199,188:   269,470     77,577    319,503    478,842    593,338  1,067,816    990,418:   131,373    208,770
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :     5,458:    -6,682     34,002      8,474     20,463    -43,284     22,256       -807:   -16,798      6,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        6.2       28.0       45.6       49.6       89.3       83.8:      10.7       16.2
Old  :     100.0:      13.9       21.4       15.6       60.4       49.8       89.8       86.8:      10.2       13.2
Other:     100.0:      22.5        6.5       26.6       39.9       49.5       89.0       82.6:      11.0       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       802:       196        158        249        315        371        643        675:
Old  :       627:       105        148        128        192        281        371        488:
Other:       761:       213        133        188        273        351        562        601:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       18.0       21.7       23.9       11.1       10.8       16.1       14.2
Old  :                 25.9       18.3       39.4       25.5       25.8       17.2       38.5       22.8
Other:                 13.8       19.7       21.8       25.3        7.9        9.8       13.1       12.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    16,065:     5,832         16        764      6,302     13,530     12,898     14,310:     3,167      1,755
Old  :    16,044:     5,851         16        745      6,301     13,530     12,897     14,291:     3,147      1,753
Other:        21:         0         19          0          1          0          1         19:        20          2
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -1,589:      -791          7        -31       -464     -1,588     -1,286     -1,612:      -303         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        0.1        4.8       39.2       84.2       80.3       89.1:      19.7       10.9
Old  :     100.0:      36.5        0.1        4.6       39.3       84.3       80.4       89.1:      19.6       10.9
Other:     100.0:       0.0       90.5        0.0        4.8        0.0        4.8       90.5:      95.2        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        25          3          6         16         17         45         23:
Old  :        52:        26          3          6         16         17         45         23:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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       52.9       42.6       75.7       24.7       46.8       36.5       66.0
Old  :                 26.6       53.0       42.7       75.8       24.7       46.9       36.5       66.1
Other:                  4.8       90.5        4.8       90.5        4.8       90.5        4.8       90.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   682,760:   148,438     27,135    194,075    261,137    361,422    603,650    582,632:    79,111    100,129
Old  :    84,920:    28,995      5,590     22,408     19,831     40,112     71,234     68,110:    13,686     16,811
Other:   597,840:   138,742     40,845    152,367    241,306    321,310    532,416    514,522:    65,424     83,318
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    23,695:     9,492      4,785        813      6,611      9,897     16,916     15,495:     6,779      8,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        4.0       28.4       38.2       52.9       88.4       85.3:      11.6       14.7
Old  :     100.0:      34.1        6.6       26.4       23.4       47.2       83.9       80.2:      16.1       19.8
Other:     100.0:      23.2        6.8       25.5       40.4       53.7       89.1       86.1:      10.9       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       175        113        181        138        184        421        394:
Old  :       292:        96         57         71         65        111        188        212:
Other:       494:       164        123        145        119        179        367        374:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       25.7       25.2       33.5       12.9       19.1       18.4       23.4
Old  :                 20.5       20.2       29.1       28.5       14.1       17.5       19.8       22.9
Other:                 18.8       27.2       27.8       35.0       14.7       21.1       21.1       24.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,625:    16,647      4,505        102          0      1,049     16,749      5,656:     2,876     13,969
Old  :       725:       536         25          7          0          0        543         32:       182        693
Other:    18,900:    16,121      4,490         85          0      1,049     16,206      5,624:     2,694     13,276
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :       432:     1,150      1,195       -555          0       -123        595        517:      -163        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.8       23.0        0.5        0.0        5.3       85.3       28.8:      14.7       71.2
Old  :     100.0:      73.9        3.4        1.0        0.0        0.0       74.9        4.4:      25.1       95.6
Other:     100.0:      85.3       23.8        0.4        0.0        5.6       85.7       29.8:      14.3       70.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        14         13          5          0          4         14         22:
Old  :         7:         5          2          1          0          0          5          3:
Other:        31:        14         13          3          0          4         14         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.8       13.1       77.4       18.9       55.4       13.1       77.0       18.9
Old  :                 70.1        4.4       74.9        4.4       70.1        3.4       73.9        3.4
Other:                 55.7       13.6       77.5       19.6       55.3       13.6       77.1       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   319,675:    77,911     12,983     53,761    158,309    235,931    289,980    302,675:    29,695     17,000
Old  :   101,454:    23,849     14,340     14,772     51,952     64,004     90,573     93,116:    10,882      8,338
Other:   218,221:    66,363     10,943     26,688    106,357    171,927    199,408    209,559:    18,814      8,662
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :       174:     8,518      1,915     -5,251     -1,455      6,744      1,811      3,408:    -1,637     -3,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        4.1       16.8       49.5       73.8       90.7       94.7:       9.3        5.3
Old  :     100.0:      23.5       14.1       14.6       51.2       63.1       89.3       91.8:      10.7        8.2
Other:     100.0:      30.4        5.0       12.2       48.7       78.8       91.4       96.0:       8.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        82         40         59         64         65        188        136:
Old  :       142:        34         39         37         47         49        110         97:
Other:       187:        83         26         37         54         54        150        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       41.2       28.1       50.7       17.2       34.9       24.6       42.2
Old  :                 25.3       30.4       35.7       42.4       21.1       29.1       30.0       39.9
Other:                 24.6       47.8       32.9       58.1       24.1       44.3       32.3       53.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,160,183:   147,140    247,613     96,547    792,431    604,742  1,036,118    948,902:   124,065    211,281
Old  : 1,160,183:   147,140    247,613     96,547    792,431    604,742  1,036,118    948,902:   124,065    211,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -5,808:      -630    -17,955     -2,459     19,278      5,137     16,190    -15,277:   -21,997      9,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       21.3        8.3       68.3       52.1       89.3       81.8:      10.7       18.2
Old  :     100.0:      12.7       21.3        8.3       68.3       52.1       89.3       81.8:      10.7       18.2
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  :       197:        31         52         48         92         94        147        170:
Old  :       197:        31         52         48         92         94        147        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       26.5       37.6       35.6       25.5       23.3       35.6       32.0
Old  :                 26.3       26.5       37.6       35.6       25.5       23.3       35.6       32.0
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, July 3, 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  :   225,492:    55,238     10,104     36,636     91,505    156,410    183,380    203,150:    42,113     22,342
Old  :    73,849:    17,612      4,846      6,674     35,138     52,511     59,425     64,031:    14,424      9,818
Other:   151,644:    49,128     16,760     18,460     56,367    103,899    123,955    139,119:    27,689     12,524
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :       940:     2,232     -1,878     -1,508      1,041      3,571      1,765        184:      -825        755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        4.5       16.2       40.6       69.4       81.3       90.1:      18.7        9.9
Old  :     100.0:      23.8        6.6        9.0       47.6       71.1       80.5       86.7:      19.5       13.3
Other:     100.0:      32.4       11.1       12.2       37.2       68.5       81.7       91.7:      18.3        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        64         26         46         61         54        154        111:
Old  :       116:        34         20         23         47         43         93         75:
Other:       161:        60         33         32         52         43        130         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  :                 19.5       36.6       28.1       48.9       17.1       34.8       25.4       43.7
Old  :                 23.9       38.3       33.6       52.6       18.6       36.6       28.0       46.7
Other:                 20.5       41.2       30.1       52.2       19.5       39.3       29.1       47.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    16,075:     4,793      1,933      1,480      7,312     11,450     13,584     14,863:     2,491      1,213
Old  :    16,075:     4,793      1,933      1,480      7,312     11,450     13,584     14,863:     2,491      1,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -1,470:      -372         32       -148       -769     -1,268     -1,290     -1,384:      -181        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       12.0        9.2       45.5       71.2       84.5       92.5:      15.5        7.5
Old  :     100.0:      29.8       12.0        9.2       45.5       71.2       84.5       92.5:      15.5        7.5
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  :        76:        24         15         10         32         21         62         40:
Old  :        76:        24         15         10         32         21         62         40:
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  :                 24.8       52.1       38.3       66.3       23.8       45.5       35.6       58.6
Old  :                 24.8       52.1       38.3       66.3       23.8       45.5       35.6       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,003,116:   212,944    242,171     16,041    649,944    656,246    878,929    914,458:   124,188     88,658
Old  : 1,003,116:   212,944    242,171     16,041    649,944    656,246    878,929    914,458:   124,188     88,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    37,319:     7,548     20,642        954     25,125     19,537     33,628     41,133:     3,691     -3,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       24.1        1.6       64.8       65.4       87.6       91.2:      12.4        8.8
Old  :     100.0:      21.2       24.1        1.6       64.8       65.4       87.6       91.2:      12.4        8.8
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  :       207:        46         34         18         98         80        152        124:
Old  :       207:        46         34         18         98         80        152        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  :                 20.0       33.1       30.4       52.4       19.5       32.0       28.7       47.4
Old  :                 20.0       33.1       30.4       52.4       19.5       32.0       28.7       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 3,527,032:   782,736    407,860    403,604  2,045,576  2,219,976  3,231,916  3,031,440:   295,116    495,592
Old  : 3,527,032:   782,736    407,860    403,604  2,045,576  2,219,976  3,231,916  3,031,440:   295,116    495,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    34,694:    33,031      8,275     10,193     16,376     37,213     59,601     55,681:   -24,907    -20,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       11.6       11.4       58.0       62.9       91.6       85.9:       8.4       14.1
Old  :     100.0:      22.2       11.6       11.4       58.0       62.9       91.6       85.9:       8.4       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:        63         81         74        141        159        240        278:
Old  :       326:        63         81         74        141        159        240        278:
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       27.0       35.5       35.6       21.2       23.2       29.1       28.5
Old  :                 24.9       27.0       35.5       35.6       21.2       23.2       29.1       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,822,392:   243,517    345,160    196,228  1,159,879  1,000,058  1,599,624  1,541,446:   222,768    280,946
Old  : 1,822,392:   243,517    345,160    196,228  1,159,879  1,000,058  1,599,624  1,541,446:   222,768    280,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :   -36,281:    35,430    -37,610     -2,671    -73,862      2,047    -41,104    -38,235:     4,822      1,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.9       10.8       63.6       54.9       87.8       84.6:      12.2       15.4
Old  :     100.0:      13.4       18.9       10.8       63.6       54.9       87.8       84.6:      12.2       15.4
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  :       209:        39         43         41         99         96        161        157:
Old  :       209:        39         43         41         99         96        161        157:
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  :                 23.5       17.8       33.1       29.8       16.6       13.4       23.6       22.5
Old  :                 23.5       17.8       33.1       29.8       16.6       13.4       23.6       22.5
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, July 3, 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  :   649,101:   105,959    144,018    177,900    331,421    305,012    615,280    626,931:    33,821     22,170
Old  :   649,101:   105,959    144,018    177,900    331,421    305,012    615,280    626,931:    33,821     22,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :  -119,514:   -14,128    -27,194    -36,577    -65,532    -50,646   -116,237   -114,416:    -3,277     -5,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       22.2       27.4       51.1       47.0       94.8       96.6:       5.2        3.4
Old  :     100.0:      16.3       22.2       27.4       51.1       47.0       94.8       96.6:       5.2        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  :       129:        38         30         44         51         54        112        105:
Old  :       129:        38         30         44         51         54        112        105:
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  :                 22.1       32.5       36.4       48.3       15.2       25.4       22.5       33.1
Old  :                 22.1       32.5       36.4       48.3       15.2       25.4       22.5       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, July 3, 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  :    22,311:     3,220      4,174      1,529      3,104     11,381      7,853     17,084:    14,458      5,227
Old  :    22,311:     3,220      4,174      1,529      3,104     11,381      7,853     17,084:    14,458      5,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :      -916:        -3     -2,032        297       -986        887       -692       -847:      -224        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.7        6.9       13.9       51.0       35.2       76.6:      64.8       23.4
Old  :     100.0:      14.4       18.7        6.9       13.9       51.0       35.2       76.6:      64.8       23.4
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:        10         11          7          7         10         23         22:
Old  :        34:        10         11          7          7         10         23         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  :                 12.8       46.7       21.2       60.3       11.3       43.0       17.0       54.1
Old  :                 12.8       46.7       21.2       60.3       11.3       43.0       17.0       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    33,861:    12,731     11,225      1,268     14,694     13,042     28,692     25,535:     5,168      8,326
Old  :    33,861:    12,731     11,225      1,268     14,694     13,042     28,692     25,535:     5,168      8,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :      -783:      -333     -1,528        159        116        845        -58       -524:      -725       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       33.2        3.7       43.4       38.5       84.7       75.4:      15.3       24.6
Old  :     100.0:      37.6       33.2        3.7       43.4       38.5       84.7       75.4:      15.3       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        23         14         12         17         10         48         28:
Old  :        62:        23         14         12         17         10         48         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  :                 33.8       42.2       46.8       56.9       33.8       41.8       46.8       54.5
Old  :                 33.8       42.2       46.8       56.9       33.8       41.8       46.8       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    86,096:    26,144     29,111      2,911     44,036     43,018     73,091     75,040:    13,005     11,056
Old  :    86,096:    26,144     29,111      2,911     44,036     43,018     73,091     75,040:    13,005     11,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :    -6,983:    -2,247      1,658       -497        557     -6,597     -2,186     -5,436:    -4,797     -1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       33.8        3.4       51.1       50.0       84.9       87.2:      15.1       12.8
Old  :     100.0:      30.4       33.8        3.4       51.1       50.0       84.9       87.2:      15.1       12.8
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  :       117:        36         40         19         28         20         77         66:
Old  :       117:        36         40         19         28         20         77         66:
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  :                 35.6       34.7       47.6       47.3       32.7       34.7       43.3       46.8
Old  :                 35.6       34.7       47.6       47.3       32.7       34.7       43.3       46.8
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, July 3, 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  :    63,361:     2,295     16,141        288     59,709     43,796     62,292     60,225:     1,069      3,136
Old  :    63,361:     2,295     16,141        288     59,709     43,796     62,292     60,225:     1,069      3,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2007                        :
     :     5,113:       460      1,113        -16      3,754      3,172      4,198      4,269:       915        844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       25.5        0.5       94.2       69.1       98.3       95.1:       1.7        4.9
Old  :     100.0:       3.6       25.5        0.5       94.2       69.1       98.3       95.1:       1.7        4.9
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  :        39:         7         13          2         16          8         23         23:
Old  :        39:         7         13          2         16          8         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.9       73.4       90.4       88.9       73.4       71.0       81.8       81.3
Old  :                 81.9       73.4       90.4       88.9       73.4       71.0       81.8       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 9, 2007