WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   482,873:    99,442     66,742    126,090    220,040    227,437    445,572    420,268:    37,301     62,604
Old  :   430,696:    80,928     75,098    106,235    210,425    196,929    397,588    378,262:    33,108     52,434
Other:    52,177:    34,690      7,819      3,679      9,615     30,508     47,984     42,006:     4,193     10,170
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    16,410:     1,727        214     13,796      1,011      2,686     16,534     16,695:      -124       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       13.8       26.1       45.6       47.1       92.3       87.0:       7.7       13.0
Old  :     100.0:      18.8       17.4       24.7       48.9       45.7       92.3       87.8:       7.7       12.2
Other:     100.0:      66.5       15.0        7.1       18.4       58.5       92.0       80.5:       8.0       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       111        131        138         76        121        290        302:
Old  :       382:       114        127        127         75        118        276        297:
Other:       168:        40         36         25         17         82         74        129:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       15.6       28.4       23.2       18.4       14.1       27.7       20.8
Old  :                 20.3       15.6       30.3       23.2       19.8       14.0       29.7       21.1
Other:                 49.4       19.6       62.9       31.2       49.4       19.1       62.0       30.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  : 1,675,341:   267,576    103,491    480,175    742,762    821,362  1,490,513  1,405,028:   184,828    270,314
Old  :   447,780:    62,156    102,076     72,016    267,021    216,503    401,192    390,595:    46,588     57,186
Other: 1,227,561:   290,867     86,861    322,713    475,741    604,859  1,089,321  1,014,433:   138,240    213,128
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    13,508:     7,950      1,005     14,422    -15,307     -2,397      7,065     13,030:     6,443        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        6.2       28.7       44.3       49.0       89.0       83.9:      11.0       16.1
Old  :     100.0:      13.9       22.8       16.1       59.6       48.4       89.6       87.2:      10.4       12.8
Other:     100.0:      23.7        7.1       26.3       38.8       49.3       88.7       82.6:      11.3       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       784:       195        160        233        310        364        625        654:
Old  :       602:       109        135        117        188        270        357        462:
Other:       751:       201        139        186        273        346        560        591:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       17.6       21.2       23.6       11.0       10.6       16.0       14.3
Old  :                 25.8       17.4       38.1       24.7       25.8       16.3       37.9       22.3
Other:                 14.0       19.5       21.5       25.3        8.4       10.3       13.3       13.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    16,147:     5,874         17        710      6,257     13,757     12,842     14,485:     3,305      1,663
Old  :    16,126:     5,874         17        710      6,256     13,757     12,841     14,485:     3,285      1,642
Other:        21:         0          0          0          1          0          1          0:        20         21
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :        82:        42          1        -54        -45        227        -57        174:       139        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        0.1        4.4       38.8       85.2       79.5       89.7:      20.5       10.3
Old  :     100.0:      36.4        0.1        4.4       38.8       85.3       79.6       89.8:      20.4       10.2
Other:     100.0:       0.0        0.0        0.0        4.8        0.0        4.8        0.0:      95.2      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        23          4          5         16         17         43         22:
Old  :        50:        23          4          5         16         17         43         22:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       53.0       43.4       75.9       25.4       47.6       37.8       66.7
Old  :                 27.7       53.0       43.5       76.0       25.4       47.6       37.9       66.8
Other:                  4.8        0.0        4.8        0.0        4.8        0.0        4.8        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   720,536:   164,890     30,303    207,722    266,706    381,527    639,318    619,552:    81,218    100,984
Old  :    80,930:    26,305      6,515     21,570     20,306     37,858     68,181     65,943:    12,748     14,986
Other:   639,606:   154,656     39,859    170,081    246,400    343,668    571,136    553,609:    68,470     85,997
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    37,775:    16,452      3,168     13,648      5,569     20,105     35,668     36,920:     2,107        855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        4.2       28.8       37.0       53.0       88.7       86.0:      11.3       14.0
Old  :     100.0:      32.5        8.1       26.7       25.1       46.8       84.2       81.5:      15.8       18.5
Other:     100.0:      24.2        6.2       26.6       38.5       53.7       89.3       86.6:      10.7       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       185        124        196        140        191        438        424:
Old  :       296:        85         65         62         63        112        179        208:
Other:       525:       181        128        168        122        186        393        404:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       26.0       25.2       33.6       12.4       19.0       17.9       23.1
Old  :                 24.9       20.7       34.1       30.6       18.6       18.3       24.5       24.8
Other:                 18.3       27.2       27.3       34.6       14.1       21.0       20.5       25.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,026:    17,291      4,776        487          0      1,091     17,778      6,354:     3,248     14,672
Old  :       691:       489         27          9          0          0        498         36:       193        655
Other:    20,335:    16,812      4,759        468          0      1,091     17,280      6,318:     3,055     14,017
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,401:       644        271        385          0         42      1,029        698:       372        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.2       22.7        2.3        0.0        5.2       84.6       30.2:      15.4       69.8
Old  :     100.0:      70.8        3.9        1.3        0.0        0.0       72.1        5.2:      27.9       94.8
Other:     100.0:      82.7       23.4        2.3        0.0        5.4       85.0       31.1:      15.0       68.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        13         14          7          0          4         15         23:
Old  :         8:         5          3          1          0          0          5          4:
Other:        31:        13         14          5          0          4         15         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.1       14.8       75.7       20.2       54.8       13.2       75.3       18.3
Old  :                 65.4        5.2       72.1        5.2       65.4        3.9       70.8        3.9
Other:                 55.1       15.3       75.8       20.9       54.7       13.6       75.4       18.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   322,515:    81,050     13,033     54,552    157,859    239,303    293,461    306,888:    29,054     15,627
Old  :    94,308:    24,668     14,549     11,256     49,230     62,224     85,154     88,029:     9,155      6,279
Other:   228,207:    69,268     11,370     30,410    108,629    177,079    208,308    218,859:    19,899      9,348
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,840:     3,139         51        791       -449      3,371      3,481      4,213:      -641     -1,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        4.0       16.9       48.9       74.2       91.0       95.2:       9.0        4.8
Old  :     100.0:      26.2       15.4       11.9       52.2       66.0       90.3       93.3:       9.7        6.7
Other:     100.0:      30.4        5.0       13.3       47.6       77.6       91.3       95.9:       8.7        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        90         31         53         63         65        184        131:
Old  :       138:        39         30         29         46         49        102         92:
Other:       189:        83         29         39         53         56        152        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       40.6       27.7       50.5       17.8       35.1       25.2       42.7
Old  :                 23.6       33.1       35.3       46.5       22.7       31.6       32.1       43.4
Other:                 24.4       46.5       32.3       57.1       24.0       43.1       32.0       51.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  : 1,174,365:   119,759    235,815     99,579    805,444    626,643  1,024,782    962,037:   149,583    212,327
Old  : 1,174,365:   119,759    235,815     99,579    805,444    626,643  1,024,782    962,037:   149,583    212,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    14,182:   -27,380    -11,797      3,032     13,013     21,901    -11,336     13,135:    25,518      1,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       20.1        8.5       68.6       53.4       87.3       81.9:      12.7       18.1
Old  :     100.0:      10.2       20.1        8.5       68.6       53.4       87.3       81.9:      12.7       18.1
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  :       196:        32         47         48         96         94        150        167:
Old  :       196:        32         47         48         96         94        150        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       27.9       34.8       36.4       23.0       24.6       32.8       31.7
Old  :                 23.8       27.9       34.8       36.4       23.0       24.6       32.8       31.7
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 10, 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  :   234,937:    62,421      7,617     38,770     89,572    166,286    190,763    212,673:    44,173     22,264
Old  :    76,124:    20,246      4,527      6,712     35,546     56,254     62,503     67,493:    13,620      8,631
Other:   158,813:    55,944     16,858     18,291     54,026    110,032    128,260    145,181:    30,553     13,632
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     9,445:     7,183     -2,487      2,134     -1,934      9,876      7,384      9,523:     2,061        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        3.2       16.5       38.1       70.8       81.2       90.5:      18.8        9.5
Old  :     100.0:      26.6        5.9        8.8       46.7       73.9       82.1       88.7:      17.9       11.3
Other:     100.0:      35.2       10.6       11.5       34.0       69.3       80.8       91.4:      19.2        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        65         25         47         60         54        155        108:
Old  :       119:        39         15         20         49         41         97         69:
Other:       159:        58         34         36         49         47        132         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       37.2       26.0       49.4       15.5       34.7       22.3       44.1
Old  :                 23.5       37.8       32.0       53.4       17.6       36.3       25.6       46.9
Other:                 19.1       41.4       27.7       52.5       18.0       39.2       26.6       48.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    16,442:     4,536      2,108      1,727      7,463     11,285     13,726     15,120:     2,715      1,321
Old  :    16,442:     4,536      2,108      1,727      7,463     11,285     13,726     15,120:     2,715      1,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       366:      -257        175        247        152       -165        142        258:       225        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       12.8       10.5       45.4       68.6       83.5       92.0:      16.5        8.0
Old  :     100.0:      27.6       12.8       10.5       45.4       68.6       83.5       92.0:      16.5        8.0
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  :        76:        25         14         10         32         22         61         42:
Old  :        76:        25         14         10         32         22         61         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       50.5       38.2       65.0       23.5       43.7       35.3       57.2
Old  :                 24.5       50.5       38.2       65.0       23.5       43.7       35.3       57.2
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 10, 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  : 1,014,298:   206,223    242,834     16,594    663,626    658,673    886,444    918,102:   127,854     96,196
Old  : 1,014,298:   206,223    242,834     16,594    663,626    658,673    886,444    918,102:   127,854     96,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    11,182:    -6,720        663        553     13,682      2,427      7,515      3,643:     3,666      7,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       23.9        1.6       65.4       64.9       87.4       90.5:      12.6        9.5
Old  :     100.0:      20.3       23.9        1.6       65.4       64.9       87.4       90.5:      12.6        9.5
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  :       214:        46         41         17        102         78        158        126:
Old  :       214:        46         41         17        102         78        158        126:
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  :                 20.9       33.1       30.6       51.5       20.6       32.1       29.7       47.8
Old  :                 20.9       33.1       30.6       51.5       20.6       32.1       29.7       47.8
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 10, 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  : 3,642,871:   776,188    451,906    442,692  2,103,322  2,264,937  3,322,202  3,159,535:   320,669    483,336
Old  : 3,642,871:   776,188    451,906    442,692  2,103,322  2,264,937  3,322,202  3,159,535:   320,669    483,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :   115,839:    -6,548     44,045     39,088     57,746     44,961     90,286    128,095:    25,553    -12,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       12.4       12.2       57.7       62.2       91.2       86.7:       8.8       13.3
Old  :     100.0:      21.3       12.4       12.2       57.7       62.2       91.2       86.7:       8.8       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:        65         87         77        150        169        250        298:
Old  :       344:        65         87         77        150        169        250        298:
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  :                 24.6       26.5       34.9       35.3       20.9       22.7       28.4       28.0
Old  :                 24.6       26.5       34.9       35.3       20.9       22.7       28.4       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  : 1,855,046:   281,935    358,788    193,951  1,143,087  1,029,375  1,618,972  1,582,114:   236,073    272,931
Old  : 1,855,046:   281,935    358,788    193,951  1,143,087  1,029,375  1,618,972  1,582,114:   236,073    272,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    32,653:    38,418     13,628     -2,277    -16,792     29,317     19,349     40,668:    13,305     -8,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       19.3       10.5       61.6       55.5       87.3       85.3:      12.7       14.7
Old  :     100.0:      15.2       19.3       10.5       61.6       55.5       87.3       85.3:      12.7       14.7
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  :       207:        44         42         42         95         91        159        155:
Old  :       207:        44         42         42         95         91        159        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       18.6       32.8       30.8       17.0       14.4       23.8       22.7
Old  :                 22.7       18.6       32.8       30.8       17.0       14.4       23.8       22.7
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 10, 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  :   685,997:   131,922    145,140    190,405    331,605    327,901    653,931    663,446:    32,066     22,552
Old  :   685,997:   131,922    145,140    190,405    331,605    327,901    653,931    663,446:    32,066     22,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    36,897:    25,963      1,121     12,504        184     22,889     38,651     36,515:    -1,754        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       21.2       27.8       48.3       47.8       95.3       96.7:       4.7        3.3
Old  :     100.0:      19.2       21.2       27.8       48.3       47.8       95.3       96.7:       4.7        3.3
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  :       133:        39         30         45         51         55        114        107:
Old  :       133:        39         30         45         51         55        114        107:
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  :                 23.2       31.6       37.2       48.4       15.7       23.7       23.8       31.3
Old  :                 23.2       31.6       37.2       48.4       15.7       23.7       23.8       31.3
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 10, 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  :    23,077:     4,591      5,030      1,631      2,704     10,954      8,927     17,615:    14,151      5,463
Old  :    23,077:     4,591      5,030      1,631      2,704     10,954      8,927     17,615:    14,151      5,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       766:     1,371        856        102       -400       -427      1,073        531:      -307        236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       21.8        7.1       11.7       47.5       38.7       76.3:      61.3       23.7
Old  :     100.0:      19.9       21.8        7.1       11.7       47.5       38.7       76.3:      61.3       23.7
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  :        39:        13         13          8          8         10         27         25:
Old  :        39:        13         13          8          8         10         27         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       45.0       20.1       58.8       10.3       41.9       17.2       52.3
Old  :                 11.9       45.0       20.1       58.8       10.3       41.9       17.2       52.3
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 10, 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  :    34,828:    13,562     11,801      1,322     14,253     13,109     29,136     26,232:     5,692      8,597
Old  :    34,828:    13,562     11,801      1,322     14,253     13,109     29,136     26,232:     5,692      8,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       968:       831        576         54       -441         67        444        697:       524        271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       33.9        3.8       40.9       37.6       83.7       75.3:      16.3       24.7
Old  :     100.0:      38.9       33.9        3.8       40.9       37.6       83.7       75.3:      16.3       24.7
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  :        63:        23         15         11         16         11         47         29:
Old  :        63:        23         15         11         16         11         47         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       41.1       45.9       53.6       32.9       40.6       45.9       53.1
Old  :                 32.9       41.1       45.9       53.6       32.9       40.6       45.9       53.1
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, July 10, 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  :    88,934:    29,720     32,639      2,482     42,187     40,984     74,390     76,106:    14,545     12,829
Old  :    88,934:    29,720     32,639      2,482     42,187     40,984     74,390     76,106:    14,545     12,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,838:     3,576      3,528       -429     -1,849     -2,034      1,298      1,066:     1,540      1,773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       36.7        2.8       47.4       46.1       83.6       85.6:      16.4       14.4
Old  :     100.0:      33.4       36.7        2.8       47.4       46.1       83.6       85.6:      16.4       14.4
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  :       117:        33         44         18         26         20         71         70:
Old  :       117:        33         44         18         26         20         71         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       33.1       46.3       44.9       31.7       33.1       41.9       44.0
Old  :                 34.9       33.1       46.3       44.9       31.7       33.1       41.9       44.0
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, July 10, 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  :    63,913:     2,137     16,285        611     60,997     44,841     63,745     61,737:       168      2,176
Old  :    63,913:     2,137     16,285        611     60,997     44,841     63,745     61,737:       168      2,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       552:      -158        144        323      1,288      1,045      1,453      1,512:      -901       -960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       25.5        1.0       95.4       70.2       99.7       96.6:       0.3        3.4
Old  :     100.0:       3.3       25.5        1.0       95.4       70.2       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  :        40:         7         14          3         16          9         23         26:
Old  :        40:         7         14          3         16          9         23         26:
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  :                 82.6       72.5       91.0       89.1       76.3       70.4       83.9       82.9
Old  :                 82.6       72.5       91.0       89.1       76.3       70.4       83.9       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    22,563:     1,359      3,603         69     21,135     18,396     22,563     22,068:         0        495
Old  :    22,563:     1,359      3,603         69     21,135     18,396     22,563     22,068:         0        495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       16.0        0.3       93.7       81.5      100.0       97.8:       0.0        2.2
Old  :     100.0:       6.0       16.0        0.3       93.7       81.5      100.0       97.8:       0.0        2.2
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  :        22:         5          8          1          3          7          9         15:
Old  :        22:         5          8          1          3          7          9         15:
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  :                 96.6       77.6       99.8       92.0       81.8       68.0       84.9       78.5
Old  :                 96.6       77.6       99.8       92.0       81.8       68.0       84.9       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 13, 2007