WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   524,094:   105,741     67,973    148,962    231,002    234,526    485,705    451,461:    38,389     72,633
Old  :   453,841:    83,224     75,715    123,973    214,138    195,337    421,336    395,025:    32,505     58,816
Other:    70,253:    42,183     11,924      5,323     16,863     39,189     64,369     56,436:     5,884     13,817
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :      -445:    -2,871     -7,129      3,190        803      1,418      1,123     -2,521:    -1,568      2,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       13.0       28.4       44.1       44.7       92.7       86.1:       7.3       13.9
Old  :     100.0:      18.3       16.7       27.3       47.2       43.0       92.8       87.0:       7.2       13.0
Other:     100.0:      60.0       17.0        7.6       24.0       55.8       91.6       80.3:       8.4       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       134        117        144         81        121        311        307:
Old  :       388:       123        126        131         76        117        289        298:
Other:       185:        51         43         29         27         78         97        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       14.9       27.4       23.3       17.6       13.6       26.7       19.4
Old  :                 19.0       14.8       29.1       23.3       18.7       13.1       28.1       19.2
Other:                 42.2       22.6       60.0       32.9       42.2       22.2       59.2       32.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  : 1,599,397:   237,170     81,336    462,444    724,813    770,084  1,424,427  1,313,865:   174,970    285,533
Old  :   210,702:    32,325     23,573     60,929     82,788     90,909    176,043    175,412:    34,659     35,291
Other: 1,388,695:   239,160     92,079    367,199    642,024    679,175  1,248,384  1,138,453:   140,311    250,242
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   -60,373:    -9,598    -16,659    -34,909    -12,653    -16,000    -57,159    -67,568:    -3,214      7,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        5.1       28.9       45.3       48.1       89.1       82.1:      10.9       17.9
Old  :     100.0:      15.3       11.2       28.9       39.3       43.1       83.6       83.3:      16.4       16.7
Other:     100.0:      17.2        6.6       26.4       46.2       48.9       89.9       82.0:      10.1       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       753:       193        142        239        306        347        617        638:
Old  :       531:       108        100         99        192        214        353        361:
Other:       738:       178        167        198        269        336        546        608:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       17.3       22.7       23.1       11.3        9.8       16.8       13.1
Old  :                 15.9       16.9       21.9       24.7       15.0       15.0       19.6       21.0
Other:                 15.4       18.3       23.3       23.6       11.0       10.1       16.8       13.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :    14,281:     4,804        529        753      5,617     11,160     11,174     12,443:     3,107      1,838
Old  :    14,260:     4,804        529        753      5,616     11,159     11,173     12,442:     3,087      1,818
Other:        21:         0          0          0          1          1          1          1:        20         20
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :        26:       145         88       -132         65        108         78         64:       -52        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        3.7        5.3       39.3       78.1       78.2       87.1:      21.8       12.9
Old  :     100.0:      33.7        3.7        5.3       39.4       78.3       78.4       87.3:      21.6       12.7
Other:     100.0:       0.0        0.0        0.0        4.8        4.8        4.8        4.8:      95.2       95.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        19          9          5         17         15         39         26:
Old  :        50:        19          9          5         17         15         39         26:
Other:         2:         0          0          0          1          1          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  :                 33.3       47.8       48.0       67.9       33.3       46.9       46.1       65.8
Old  :                 33.4       47.9       48.1       68.0       33.3       47.0       46.2       65.9
Other:                  4.8        4.8        4.8        4.8        4.8        4.8        4.8        4.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   657,415:   133,773     25,868    174,825    276,587    362,794    585,185    563,487:    72,230     93,928
Old  :   591,598:   123,023     29,920    154,568    245,906    322,514    523,498    507,002:    68,100     84,596
Other:    65,817:    25,850     11,048      5,156     30,681     40,280     61,687     56,485:     4,130      9,332
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     4,738:     8,306      3,265       -132     -2,715      3,102      5,459      6,235:      -721     -1,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.9       26.6       42.1       55.2       89.0       85.7:      11.0       14.3
Old  :     100.0:      20.8        5.1       26.1       41.6       54.5       88.5       85.7:      11.5       14.3
Other:     100.0:      39.3       16.8        7.8       46.6       61.2       93.7       85.8:       6.3       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       184         99        161        125        194        385        398:
Old  :       510:       175        107        156        123        190        378        391:
Other:       224:        36         51         16         29        125         76        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       25.4       27.4       33.9       13.3       19.4       19.3       23.9
Old  :                 16.8       25.0       25.9       33.6       14.7       18.7       21.0       24.0
Other:                 57.3       31.7       69.1       47.1       53.5       31.0       61.6       43.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,824:    15,866      5,352        404          0        973     16,270      6,729:     3,554     13,095
Old  :    17,055:    13,670      5,259        194          0        847     13,864      6,300:     3,191     10,755
Other:     2,769:     2,406        303          0          0        126      2,406        429:       363      2,340
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     1,714:     1,090      1,230        -19          0       -204      1,071      1,007:       643        707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0       27.0        2.0        0.0        4.9       82.1       33.9:      17.9       66.1
Old  :     100.0:      80.2       30.8        1.1        0.0        5.0       81.3       36.9:      18.7       63.1
Other:     100.0:      86.9       10.9        0.0        0.0        4.6       86.9       15.5:      13.1       84.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12         13          3          0          4         14         18:
Old  :        29:        12         13          3          0          4         14         18:
Other:        13:         7          3          0          0          3          7          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.0       20.0       74.5       25.4       55.0       18.7       74.5       24.1
Old  :                 52.9       22.4       73.9       28.0       52.9       22.1       73.9       27.7
Other:                 70.9       14.3       86.9       15.5       70.9       14.3       86.9       15.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   327,883:    62,721     16,653     66,692    171,347    226,371    300,760    309,716:    27,124     18,168
Old  :    54,662:     8,939     12,707      6,425     33,817     31,785     49,180     50,917:     5,482      3,745
Other:   273,221:    67,127     17,291     46,922    137,530    194,586    251,579    258,798:    21,642     14,423
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     7,911:    -6,283        669      6,215      8,924       -735      8,855      6,148:      -944      1,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        5.1       20.3       52.3       69.0       91.7       94.5:       8.3        5.5
Old  :     100.0:      16.4       23.2       11.8       61.9       58.1       90.0       93.1:      10.0        6.9
Other:     100.0:      24.6        6.3       17.2       50.3       71.2       92.1       94.7:       7.9        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        69         34         60         68         65        178        140:
Old  :       111:        20         29         12         41         40         69         73:
Other:       201:        82         32         53         62         61        167        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       36.2       29.1       47.2       16.2       28.7       23.1       37.4
Old  :                 40.7       31.6       51.9       45.1       39.2       30.7       48.3       43.2
Other:                 20.4       40.1       29.1       51.3       18.9       35.2       26.0       43.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  : 1,189,460:   124,350    245,000    107,498    808,584    675,053  1,040,432  1,027,552:   149,028    161,909
Old  : 1,189,460:   124,350    245,000    107,498    808,584    675,053  1,040,432  1,027,552:   149,028    161,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   -13,685:   -20,880     18,874     -2,376      5,953     -6,886    -17,303      9,612:     3,618    -23,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       20.6        9.0       68.0       56.8       87.5       86.4:      12.5       13.6
Old  :     100.0:      10.5       20.6        9.0       68.0       56.8       87.5       86.4:      12.5       13.6
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  :       202:        36         47         49         94         97        159        164:
Old  :       202:        36         47         49         94         97        159        164:
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  :                 20.1       28.6       31.5       39.7       18.1       24.5       27.5       32.9
Old  :                 20.1       28.6       31.5       39.7       18.1       24.5       27.5       32.9
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, August 14, 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  :   217,119:    52,819      6,992     33,411     89,143    155,089    175,372    195,492:    41,747     21,627
Old  :    31,552:     9,175      3,397      1,533     13,217     20,945     23,925     25,876:     7,627      5,676
Other:   185,567:    50,932     10,883     24,589     75,926    134,144    151,447    169,616:    34,120     15,951
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :    -3,220:    -1,631     -5,347       -503     -2,490      2,990     -4,625     -2,860:     1,405       -360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        3.2       15.4       41.1       71.4       80.8       90.0:      19.2       10.0
Old  :     100.0:      29.1       10.8        4.9       41.9       66.4       75.8       82.0:      24.2       18.0
Other:     100.0:      27.4        5.9       13.3       40.9       72.3       81.6       91.4:      18.4        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        59         20         45         61         59        147        111:
Old  :        97:        34          9         17         35         36         73         58:
Other:       163:        54         31         41         55         57        136        108:
     :----------------------------------------------------------------------------------------------------
     :             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       35.4       28.5       46.8       17.3       33.9       24.6       42.2
Old  :                 27.5       37.2       38.9       50.6       25.3       37.2       34.7       49.7
Other:                 21.0       37.5       29.9       48.2       18.1       35.3       25.8       44.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :    16,391:     4,130      2,463      2,172      7,391     10,251     13,693     14,886:     2,698      1,504
Old  :    16,391:     4,130      2,463      2,172      7,391     10,251     13,693     14,886:     2,698      1,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :      -821:       199         19         47       -815       -812       -569       -746:      -251        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       15.0       13.3       45.1       62.5       83.5       90.8:      16.5        9.2
Old  :     100.0:      25.2       15.0       13.3       45.1       62.5       83.5       90.8:      16.5        9.2
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  :        83:        28         16         12         33         22         68         44:
Old  :        83:        28         16         12         33         22         68         44:
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       47.2       34.0       63.5       21.9       43.8       32.6       58.0
Old  :                 22.1       47.2       34.0       63.5       21.9       43.8       32.6       58.0
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, August 14, 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  : 1,037,499:   173,237    258,982     36,639    698,904    648,251    908,780    943,873:   128,719     93,626
Old  : 1,037,499:   173,237    258,982     36,639    698,904    648,251    908,780    943,873:   128,719     93,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   -41,797:   -13,662     -7,193      1,548    -14,947    -23,127    -27,061    -28,773:   -14,736    -13,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       25.0        3.5       67.4       62.5       87.6       91.0:      12.4        9.0
Old  :     100.0:      16.7       25.0        3.5       67.4       62.5       87.6       91.0:      12.4        9.0
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  :       207:        48         36         22         96         81        157        127:
Old  :       207:        48         36         22         96         81        157        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       28.4       26.5       44.9       12.3       26.8       19.4       40.2
Old  :                 17.7       28.4       26.5       44.9       12.3       26.8       19.4       40.2
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, August 14, 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  : 3,793,946:   963,653    305,623    508,536  1,970,508  2,543,191  3,442,696  3,357,349:   351,249    436,596
Old  : 3,793,946:   963,653    305,623    508,536  1,970,508  2,543,191  3,442,696  3,357,349:   351,249    436,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :  -107,125:    -6,616      3,371     29,656   -155,175   -131,216   -132,135    -98,188:    25,010     -8,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        8.1       13.4       51.9       67.0       90.7       88.5:       9.3       11.5
Old  :     100.0:      25.4        8.1       13.4       51.9       67.0       90.7       88.5:       9.3       11.5
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  :       336:        66         88         93        151        160        268        290:
Old  :       336:        66         88         93        151        160        268        290:
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  :                 22.4       29.0       31.2       39.0       17.7       25.4       25.1       31.6
Old  :                 22.4       29.0       31.2       39.0       17.7       25.4       25.1       31.6
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, August 14, 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  : 1,931,383:   211,672    274,741    225,292  1,226,352  1,178,953  1,663,316  1,678,986:   268,068    252,398
Old  : 1,931,383:   211,672    274,741    225,292  1,226,352  1,178,953  1,663,316  1,678,986:   268,068    252,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   -47,980:     5,861      4,775      3,178    -63,695    -27,581    -54,656    -19,628:     6,676    -28,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       14.2       11.7       63.5       61.0       86.1       86.9:      13.9       13.1
Old  :     100.0:      11.0       14.2       11.7       63.5       61.0       86.1       86.9:      13.9       13.1
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  :       210:        39         40         51        105         95        172        158:
Old  :       210:        39         40         51        105         95        172        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       25.5       31.1       37.5       17.9       20.0       23.9       27.4
Old  :                 21.8       25.5       31.1       37.5       17.9       20.0       23.9       27.4
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, August 14, 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  :   968,201:   119,634    189,440    434,808    377,309    312,074    931,751    936,322:    36,450     31,879
Old  :   968,201:   119,634    189,440    434,808    377,309    312,074    931,751    936,322:    36,450     31,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :   157,289:    12,528    -60,871    193,346    -51,273     20,510    154,601    152,986:     2,688      4,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       19.6       44.9       39.0       32.2       96.2       96.7:       3.8        3.3
Old  :     100.0:      12.4       19.6       44.9       39.0       32.2       96.2       96.7:       3.8        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  :       140:        25         46         48         56         56        111        120:
Old  :       140:        25         46         48         56         56        111        120:
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  :                 33.5       38.3       48.0       52.3       11.6       13.1       18.7       19.5
Old  :                 33.5       38.3       48.0       52.3       11.6       13.1       18.7       19.5
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, August 14, 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  :    20,024:     4,767      2,436      1,563      2,504      9,210      8,834     13,209:    11,190      6,815
Old  :    20,024:     4,767      2,436      1,563      2,504      9,210      8,834     13,209:    11,190      6,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     1,603:       798         72        589        926      1,000      2,314      1,661:      -711        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       12.2        7.8       12.5       46.0       44.1       66.0:      55.9       34.0
Old  :     100.0:      23.8       12.2        7.8       12.5       46.0       44.1       66.0:      55.9       34.0
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  :        31:        12          6          5          5         10         19         19:
Old  :        31:        12          6          5          5         10         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       39.5       29.8       52.5       17.5       35.3       27.7       45.4
Old  :                 17.5       39.5       29.8       52.5       17.5       35.3       27.7       45.4
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, August 14, 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  :    41,787:    16,451     14,685      1,967     15,891     17,263     34,310     33,915:     7,477      7,871
Old  :    41,787:    16,451     14,685      1,967     15,891     17,263     34,310     33,915:     7,477      7,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     1,303:      -485      1,624        548        142         56        205      2,228:     1,098       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       35.1        4.7       38.0       41.3       82.1       81.2:      17.9       18.8
Old  :     100.0:      39.4       35.1        4.7       38.0       41.3       82.1       81.2:      17.9       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        21         17         14         17         13         48         34:
Old  :        63:        21         17         14         17         13         48         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       36.9       45.9       54.8       29.1       35.5       45.9       51.6
Old  :                 29.1       36.9       45.9       54.8       29.1       35.5       45.9       51.6
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, August 14, 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  :   109,250:    45,469     38,567      2,903     44,032     56,122     92,404     97,592:    16,846     11,659
Old  :   109,250:    45,469     38,567      2,903     44,032     56,122     92,404     97,592:    16,846     11,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :      -594:     9,612       -783        629     -6,024      8,740      4,217      8,586:    -4,810     -9,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       35.3        2.7       40.3       51.4       84.6       89.3:      15.4       10.7
Old  :     100.0:      41.6       35.3        2.7       40.3       51.4       84.6       89.3:      15.4       10.7
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  :       131:        47         41         18         29         22         86         71:
Old  :       131:        47         41         18         29         22         86         71:
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  :                 30.4       31.6       43.2       47.8       26.2       31.6       37.2       46.7
Old  :                 30.4       31.6       43.2       47.8       26.2       31.6       37.2       46.7
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, August 14, 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  :    68,539:     3,589     18,959        285     64,433     49,086     68,307     68,330:       232        209
Old  :    68,539:     3,589     18,959        285     64,433     49,086     68,307     68,330:       232        209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :    -2,944:      -587        594          0     -2,459     -3,472     -3,046     -2,878:       102        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       27.7        0.4       94.0       71.6       99.7       99.7:       0.3        0.3
Old  :     100.0:       5.2       27.7        0.4       94.0       71.6       99.7       99.7:       0.3        0.3
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  :        50:         7         20          2         18         12         25         34:
Old  :        50:         7         20          2         18         12         25         34:
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  :                 81.4       73.4       89.7       89.6       78.0       72.8       84.4       84.3
Old  :                 81.4       73.4       89.7       89.6       78.0       72.8       84.4       84.3
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, August 14, 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  :    34,561:     3,280     10,481        296     30,971     23,754     34,547     34,531:        14         30
Old  :    34,561:     3,280     10,481        296     30,971     23,754     34,547     34,531:        14         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2007                       :
     :     3,380:     1,068      1,680        296      2,025      1,470      3,389      3,446:        -9        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       30.3        0.9       89.6       68.7      100.0       99.9:       0.0        0.1
Old  :     100.0:       9.5       30.3        0.9       89.6       68.7      100.0       99.9:       0.0        0.1
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  :        22:         5          8          1          5          6         11         14:
Old  :        22:         5          8          1          5          6         11         14:
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  :                 88.9       82.9       97.4       98.0       72.7       59.6       76.6       74.6
Old  :                 88.9       82.9       97.4       98.0       72.7       59.6       76.6       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 17, 2007