WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   473,334:    96,849     63,386    116,695    218,393    217,397    431,937    397,477:    41,397     75,856
Old  :   395,091:    74,433     73,934     89,512    196,849    171,363    360,795    334,809:    34,296     60,282
Other:    78,243:    42,980     10,016      6,618     21,543     46,034     71,141     62,668:     7,101     15,575
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -31,140:    -1,648     -8,324    -19,211     -7,814     -3,747    -28,674    -31,282:    -2,466        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       13.4       24.7       46.1       45.9       91.3       84.0:       8.7       16.0
Old  :     100.0:      18.8       18.7       22.7       49.8       43.4       91.3       84.7:       8.7       15.3
Other:     100.0:      54.9       12.8        8.5       27.5       58.8       90.9       80.1:       9.1       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       130        107        129         83        118        289        293:
Old  :       370:       114        123        114         77        114        266        283:
Other:       184:        53         37         33         32         81        104        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  :                 19.7       15.5       29.8       24.1       19.3       14.7       29.3       20.5
Old  :                 20.8       15.2       32.0       24.4       20.5       14.1       31.3       20.4
Other:                 40.8       22.8       59.0       34.0       40.8       22.4       58.1       33.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  : 1,510,757:   247,302     83,511    400,718    705,489    750,542  1,353,509  1,234,771:   157,248    275,986
Old  :    49,541:    16,834      3,834        960     16,725     32,916     34,519     37,710:    15,022     11,831
Other: 1,461,216:   243,203     92,412    387,023    688,764    717,626  1,318,990  1,197,061:   142,226    264,155
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -61,278:     7,814      1,254    -50,193     -7,555    -13,005    -49,934    -61,944:   -11,344        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        5.5       26.5       46.7       49.7       89.6       81.7:      10.4       18.3
Old  :     100.0:      34.0        7.7        1.9       33.8       66.4       69.7       76.1:      30.3       23.9
Other:     100.0:      16.6        6.3       26.5       47.1       49.1       90.3       81.9:       9.7       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       720:       166        135        223        297        342        586        612:
Old  :       313:        57         33          2        100        139        159        173:
Other:       720:       163        162        205        275        339        547        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  :                 15.2       17.9       24.0       23.7       11.7        9.3       17.3       12.9
Old  :                 14.5       27.0       22.1       37.2       10.7       25.0       17.0       32.5
Other:                 15.7       18.1       24.8       23.7       12.1        9.1       17.9       12.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    14,521:     4,596        575        854      6,018      9,425     11,468     10,854:     3,053      3,667
Old  :    14,500:     4,613        575        837      6,017      9,424     11,467     10,836:     3,033      3,664
Other:        21:         0         17          0          1          1          1         18:        20          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       337:       280          6         11          9     -1,309        300     -1,292:        37      1,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        4.0        5.9       41.4       64.9       79.0       74.7:      21.0       25.3
Old  :     100.0:      31.8        4.0        5.8       41.5       65.0       79.1       74.7:      20.9       25.3
Other:     100.0:       0.0       81.0        0.0        4.8        4.8        4.8       85.7:      95.2       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        20          8          6         15         15         36         28:
Old  :        50:        20          8          6         15         15         36         28:
Other:         3:         0          1          0          1          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.6       36.8       49.1       55.8       31.9       35.3       44.3       51.5
Old  :                 34.6       36.9       49.1       55.9       31.9       35.3       44.4       51.5
Other:                  4.8       85.7        4.8       85.7        4.8       85.7        4.8       85.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   638,126:   122,961     21,877    173,693    273,976    343,692    570,630    539,263:    67,496     98,863
Old  :   569,057:   116,923     25,787    152,108    239,235    304,407    508,266    482,302:    60,791     86,755
Other:    69,069:    22,249     12,300      5,376     34,740     39,285     62,365     56,961:     6,704     12,108
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -10,065:    11,657     -4,398     -8,098    -12,100      4,253     -8,541     -8,244:    -1,523     -1,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        3.4       27.2       42.9       53.9       89.4       84.5:      10.6       15.5
Old  :     100.0:      20.5        4.5       26.7       42.0       53.5       89.3       84.8:      10.7       15.2
Other:     100.0:      32.2       17.8        7.8       50.3       56.9       90.3       82.5:       9.7       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       162         80        167        128        185        370        388:
Old  :       479:       154         92        160        127        183        366        381:
Other:       209:        33         48         17         32        116         78        169:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       25.3       27.9       33.9       13.5       19.8       20.5       24.3
Old  :                 16.9       24.7       26.3       33.6       15.2       19.1       22.3       25.0
Other:                 57.3       31.5       67.4       48.3       52.8       30.8       58.5       44.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,507:    17,490      5,717        418          0      1,001     17,908      7,136:     3,599     14,371
Old  :    18,606:    15,410      5,779         53          0        874     15,463      6,706:     3,143     11,900
Other:     2,901:     2,445        303          0          0        127      2,445        430:       456      2,471
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     1,273:     1,178        -30         16          0         16      1,194          2:        79      1,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.3       26.6        1.9        0.0        4.7       83.3       33.2:      16.7       66.8
Old  :     100.0:      82.8       31.1        0.3        0.0        4.7       83.1       36.0:      16.9       64.0
Other:     100.0:      84.3       10.4        0.0        0.0        4.4       84.3       14.8:      15.7       85.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        16         12          5          0          4         18         19:
Old  :        32:        16         12          3          0          4         17         18:
Other:        14:         8          3          0          0          3          8          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  :                 52.0       18.0       71.1       24.1       52.0       16.8       71.1       22.9
Old  :                 49.9       20.0       70.4       27.0       49.9       19.8       70.4       26.7
Other:                 68.9       13.7       84.3       14.8       68.9       13.7       84.3       14.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   299,997:    45,030     20,190     57,036    172,661    204,257    274,726    281,483:    25,271     18,514
Old  :    19,171:     5,481      6,549        130     10,717     10,111     16,328     16,790:     2,843      2,381
Other:   280,826:    49,413     23,505     47,042    161,944    194,146    258,398    264,693:    22,428     16,133
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -29,633:       308        339    -19,526    -10,391     -9,767    -29,610    -28,955:       -23       -678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        6.7       19.0       57.6       68.1       91.6       93.8:       8.4        6.2
Old  :     100.0:      28.6       34.2        0.7       55.9       52.7       85.2       87.6:      14.8       12.4
Other:     100.0:      17.6        8.4       16.8       57.7       69.1       92.0       94.3:       8.0        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        49         41         67         75         68        175        154:
Old  :        91:        23         19          2         31         23         56         42:
Other:       203:        57         52         56         72         67        164        149:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       33.2       28.2       43.3       15.3       25.7       21.5       33.3
Old  :                 34.5       29.3       46.2       45.6       34.5       28.8       46.1       44.7
Other:                 20.4       35.0       29.2       45.6       16.3       27.6       22.9       35.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  : 1,107,149:   153,593    173,058     71,117    732,147    683,368    956,857    927,543:   150,292    179,606
Old  : 1,107,149:   153,593    173,058     71,117    732,147    683,368    956,857    927,543:   150,292    179,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -83,675:    15,238    -39,164    -46,838    -53,550    -10,710    -85,150    -96,712:     1,475     13,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.6        6.4       66.1       61.7       86.4       83.8:      13.6       16.2
Old  :     100.0:      13.9       15.6        6.4       66.1       61.7       86.4       83.8:      13.6       16.2
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  :       169:        30         38         38         80         83        135        134:
Old  :       169:        30         38         38         80         83        135        134:
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  :                 21.5       28.6       33.7       40.6       18.1       24.5       26.8       33.6
Old  :                 21.5       28.6       33.7       40.6       18.1       24.5       26.8       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   213,327:    51,128      5,179     35,149     90,191    155,493    176,469    195,820:    36,858     17,506
Old  :    15,720:     5,586      1,582         11      6,374     11,232     11,971     12,825:     3,749      2,895
Other:   197,607:    51,897      9,952     28,783     83,817    144,261    164,498    182,995:    33,109     14,611
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     1,815:     3,924     -2,205       -697     -1,113      6,773      2,114      3,872:      -299     -2,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        2.4       16.5       42.3       72.9       82.7       91.8:      17.3        8.2
Old  :     100.0:      35.5       10.1        0.1       40.5       71.5       76.2       81.6:      23.8       18.4
Other:     100.0:      26.3        5.0       14.6       42.4       73.0       83.2       92.6:      16.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        55         24         56         62         63        155        123:
Old  :        79:        23          7          1         25         33         48         41:
Other:       170:        57         34         45         58         60        142        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       35.1       29.6       47.2       16.4       32.4       23.8       40.7
Old  :                 21.8       36.6       35.3       49.8       19.3       32.1       31.9       45.3
Other:                 22.4       35.8       31.5       47.8       18.9       34.0       26.8       42.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    15,210:     3,828      2,480      1,691      7,333      9,944     12,852     14,114:     2,358      1,096
Old  :    15,210:     3,828      2,480      1,691      7,333      9,944     12,852     14,114:     2,358      1,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -1,087:      -154       -254       -361       -331         -6       -846       -622:      -241       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       16.3       11.1       48.2       65.4       84.5       92.8:      15.5        7.2
Old  :     100.0:      25.2       16.3       11.1       48.2       65.4       84.5       92.8:      15.5        7.2
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  :        81:        28         16          9         29         22         63         42:
Old  :        81:        28         16          9         29         22         63         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  :                 24.7       49.5       37.7       66.6       24.6       47.6       36.2       62.7
Old  :                 24.7       49.5       37.7       66.6       24.6       47.6       36.2       62.7
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 28, 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  :   979,678:   225,410    182,211     24,402    603,626    668,158    853,437    874,770:   126,240    104,907
Old  :   979,678:   225,410    182,211     24,402    603,626    668,158    853,437    874,770:   126,240    104,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -5,689:     5,420        661     -8,065      1,635     22,002     -1,010     14,598:    -4,678    -20,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       18.6        2.5       61.6       68.2       87.1       89.3:      12.9       10.7
Old  :     100.0:      23.0       18.6        2.5       61.6       68.2       87.1       89.3:      12.9       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  :       205:        47         26         15        100         86        151        123:
Old  :       205:        47         26         15        100         86        151        123:
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  :                 13.0       33.2       21.9       47.0       13.0       29.7       21.6       43.5
Old  :                 13.0       33.2       21.9       47.0       13.0       29.7       21.6       43.5
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 28, 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  : 3,130,402:   708,326    286,282    407,080  1,687,423  2,039,310  2,802,829  2,732,673:   327,573    397,730
Old  : 3,130,402:   708,326    286,282    407,080  1,687,423  2,039,310  2,802,829  2,732,673:   327,573    397,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :  -654,090:  -122,786    -15,343   -177,029   -328,271   -460,797   -628,086   -653,168:   -26,004       -921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        9.1       13.0       53.9       65.1       89.5       87.3:      10.5       12.7
Old  :     100.0:      22.6        9.1       13.0       53.9       65.1       89.5       87.3:      10.5       12.7
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  :       290:        62         63         72        136        136        235        234:
Old  :       290:        62         63         72        136        136        235        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       28.9       29.7       38.3       15.0       23.7       22.8       30.3
Old  :                 19.3       28.9       29.7       38.3       15.0       23.7       22.8       30.3
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 28, 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  : 1,894,003:   209,612    226,765    171,111  1,240,753  1,239,297  1,621,477  1,637,174:   272,526    256,829
Old  : 1,894,003:   209,612    226,765    171,111  1,240,753  1,239,297  1,621,477  1,637,174:   272,526    256,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :  -168,389:   -24,764    -72,650   -109,393    -32,877       -477   -167,034   -182,520:    -1,356     14,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       12.0        9.0       65.5       65.4       85.6       86.4:      14.4       13.6
Old  :     100.0:      11.1       12.0        9.0       65.5       65.4       85.6       86.4:      14.4       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  :       197:        32         36         40        103         95        157        150:
Old  :       197:        32         36         40        103         95        157        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       31.9       30.9       44.4       16.2       24.2       22.1       30.3
Old  :                 19.0       31.9       30.9       44.4       16.2       24.2       22.1       30.3
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 28, 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  :   908,103:    76,146    104,141    470,654    333,860    310,008    880,660    884,804:    27,443     23,300
Old  :   908,103:    76,146    104,141    470,654    333,860    310,008    880,660    884,804:    27,443     23,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :   -38,005:   -20,914    -10,592       -939     -8,696    -18,770    -30,550    -30,301:    -7,455     -7,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       11.5       51.8       36.8       34.1       97.0       97.4:       3.0        2.6
Old  :     100.0:       8.4       11.5       51.8       36.8       34.1       97.0       97.4:       3.0        2.6
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  :       130:        20         47         41         47         55         95        115:
Old  :       130:        20         47         41         47         55         95        115:
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  :                 38.6       36.9       52.3       49.2       10.0        6.7       15.8       10.7
Old  :                 38.6       36.9       52.3       49.2       10.0        6.7       15.8       10.7
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 28, 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  :    19,664:     6,065      2,677      1,332      2,230      9,486      9,627     13,495:    10,036      6,169
Old  :    19,664:     6,065      2,677      1,332      2,230      9,486      9,627     13,495:    10,036      6,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :       946:     1,592       -377         92       -393      1,408      1,291      1,123:      -344       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       13.6        6.8       11.3       48.2       49.0       68.6:      51.0       31.4
Old  :     100.0:      30.8       13.6        6.8       11.3       48.2       49.0       68.6:      51.0       31.4
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  :        30:        14          6          7          5          7         23         16:
Old  :        30:        14          6          7          5          7         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       46.8       32.4       61.1       19.8       44.8       31.7       56.5
Old  :                 19.9       46.8       32.4       61.1       19.8       44.8       31.7       56.5
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 28, 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  :    40,447:    18,179     15,528      1,280     15,716     17,494     35,175     34,302:     5,273      6,146
Old  :    40,447:    18,179     15,528      1,280     15,716     17,494     35,175     34,302:     5,273      6,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :         9:       784       -356       -136        208        691        857        199:      -848       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       38.4        3.2       38.9       43.3       87.0       84.8:      13.0       15.2
Old  :     100.0:      44.9       38.4        3.2       38.9       43.3       87.0       84.8:      13.0       15.2
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  :        68:        23         19         12         18         15         51         36:
Old  :        68:        23         19         12         18         15         51         36:
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  :                 31.3       40.4       47.9       57.3       31.2       38.6       47.8       53.9
Old  :                 31.3       40.4       47.9       57.3       31.2       38.6       47.8       53.9
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 28, 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  :   103,521:    35,188     48,098      2,743     51,892     40,608     89,823     91,448:    13,698     12,073
Old  :   103,521:    35,188     48,098      2,743     51,892     40,608     89,823     91,448:    13,698     12,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     2,317:    -2,425      5,658        314      5,448     -3,717      3,337      2,255:    -1,020         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       46.5        2.6       50.1       39.2       86.8       88.3:      13.2       11.7
Old  :     100.0:      34.0       46.5        2.6       50.1       39.2       86.8       88.3:      13.2       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        41         49         19         26         21         78         78:
Old  :       130:        41         49         19         26         21         78         78:
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  :                 36.0       24.8       53.0       38.9       33.3       24.5       47.6       38.5
Old  :                 36.0       24.8       53.0       38.9       33.3       24.5       47.6       38.5
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 28, 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  :    71,426:     3,302     19,110        338     67,578     51,842     71,218     71,290:       208        136
Old  :    71,426:     3,302     19,110        338     67,578     51,842     71,218     71,290:       208        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :     3,710:      -187      1,276         53      3,939      2,481      3,805      3,810:       -95       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       26.8        0.5       94.6       72.6       99.7       99.8:       0.3        0.2
Old  :     100.0:       4.6       26.8        0.5       94.6       72.6       99.7       99.8:       0.3        0.2
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  :        46:         7         15          3         19         13         27         30:
Old  :        46:         7         15          3         19         13         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.8       76.2       91.6       90.0       80.5       75.6       86.7       85.5
Old  :                 83.8       76.2       91.6       90.0       80.5       75.6       86.7       85.5
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 28, 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  :    31,301:     2,712     10,168        619     27,968     20,493     31,299     31,280:         2         21
Old  :    31,301:     2,712     10,168        619     27,968     20,493     31,299     31,280:         2         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2007                      :
     :    -3,993:       192     -1,137        491     -2,262       -931     -1,579     -1,577:    -2,414     -2,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       32.5        2.0       89.4       65.5      100.0       99.9:       0.0        0.1
Old  :     100.0:       8.7       32.5        2.0       89.4       65.5      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  :        23:         6          8          1          5          7         12         15:
Old  :        23:         6          8          1          5          7         12         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  :                 91.4       80.3       98.6       97.6       79.9       64.0       83.7       81.3
Old  :                 91.4       80.3       98.6       97.6       79.9       64.0       83.7       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 31, 2007