WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 22, 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  :   360,226:    78,268     83,757     53,246    203,824    172,855    335,338    309,858:    24,888     50,368
Old  :   330,363:    65,757     88,648     45,852    195,767    152,402    307,376    286,902:    22,987     43,461
Other:    29,863:    19,644      2,242        261      8,057     20,453     27,962     22,956:     1,901      6,907
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -7,142:    -5,070      2,135      2,108        497    -10,015     -2,465     -5,772:    -4,677     -1,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       23.3       14.8       56.6       48.0       93.1       86.0:       6.9       14.0
Old  :     100.0:      19.9       26.8       13.9       59.3       46.1       93.0       86.8:       7.0       13.2
Other:     100.0:      65.8        7.5        0.9       27.0       68.5       93.6       76.9:       6.4       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        84        122        101         64         98        223        263:
Old  :       330:        80        126         93         63         94        212        259:
Other:       123:        28         21          9         12         65         48         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       15.8       39.7       23.9       26.1       14.9       39.4       21.7
Old  :                 27.9       15.7       42.7       24.1       27.8       15.5       42.3       22.7
Other:                 56.8       23.6       77.1       36.5       55.9       22.4       74.9       34.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 22, 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  : 1,242,385:   339,569    113,902    158,532    595,962    756,710  1,094,063  1,029,144:   148,322    213,241
Old  :   560,572:   119,201    129,750     43,123    330,535    310,212    492,859    483,085:    67,713     77,487
Other:   681,813:   309,103     72,887     26,674    265,427    446,498    601,204    546,059:    80,609    135,754
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -26,882:    -9,699      2,659     -8,240     -9,194    -14,336    -27,133    -19,917:       251     -6,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        9.2       12.8       48.0       60.9       88.1       82.8:      11.9       17.2
Old  :     100.0:      21.3       23.1        7.7       59.0       55.3       87.9       86.2:      12.1       13.8
Other:     100.0:      45.3       10.7        3.9       38.9       65.5       88.2       80.1:      11.8       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       764:       192        133        180        229        334        519        581:
Old  :       675:       136        157         74        163        290        354        473:
Other:       672:       185         97         72        169        306        375        458:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       17.5       25.5       23.7       16.4       16.7       24.6       21.9
Old  :                 24.0       20.1       35.5       29.5       24.0       18.8       35.5       27.3
Other:                 19.6       17.7       29.1       24.5       19.6       16.8       29.1       22.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 22, 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  :    18,128:     6,511      1,533        807      6,862     13,722     14,180     16,062:     3,948      2,066
Old  :    18,128:     6,511      1,533        807      6,862     13,722     14,180     16,062:     3,948      2,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       266:       791      1,402       -138       -339       -926        314        338:       -48        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        8.5        4.5       37.9       75.7       78.2       88.6:      21.8       11.4
Old  :     100.0:      35.9        8.5        4.5       37.9       75.7       78.2       88.6:      21.8       11.4
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  :        57:        26          4         11         17         17         48         30:
Old  :        57:        26          4         11         17         17         48         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  :                 24.9       49.1       38.2       72.6       23.3       44.5       35.4       61.5
Old  :                 24.9       49.1       38.2       72.6       23.3       44.5       35.4       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 22, 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  :   486,231:   155,525     36,973     72,476    209,030    298,612    437,031    408,061:    49,200     78,170
Old  :   263,043:   102,195     38,951      7,101    127,596    183,736    236,892    229,788:    26,151     33,255
Other:   223,188:    81,859     26,551     36,846     81,434    114,876    200,139    178,273:    23,049     44,915
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    31,396:    24,010      4,111      3,221      5,115     25,857     32,346     33,189:      -950     -1,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        7.6       14.9       43.0       61.4       89.9       83.9:      10.1       16.1
Old  :     100.0:      38.9       14.8        2.7       48.5       69.9       90.1       87.4:       9.9       12.6
Other:     100.0:      36.7       11.9       16.5       36.5       51.5       89.7       79.9:      10.3       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       161         83        125        107        163        337        330:
Old  :       413:       149         87         42         66        140        236        251:
Other:       345:        83         78         70         82        143        209        260:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       24.7       27.6       33.3       17.4       22.4       26.0       29.8
Old  :                 27.1       28.9       37.8       41.6       27.1       27.6       37.8       40.3
Other:                 19.1       22.6       27.9       29.7       18.4       18.6       26.2       23.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,263:    13,770      2,046        514          0        981     14,284      3,541:     2,979     13,722
Old  :     5,569:     3,493      1,949         37          0         36      3,530      2,022:     2,039      3,547
Other:    11,694:    10,627        447        127          0        945     10,754      1,519:       940     10,175
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     1,309:     1,675       -118        -57          0        299      1,618        124:      -309      1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.8       11.9        3.0        0.0        5.7       82.7       20.5:      17.3       79.5
Old  :     100.0:      62.7       35.0        0.7        0.0        0.6       63.4       36.3:      36.6       63.7
Other:     100.0:      90.9        3.8        1.1        0.0        8.1       92.0       13.0:       8.0       87.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          6          7          0          4         15         17:
Old  :        24:        13          8          2          0          3         14         12:
Other:        16:        10          2          4          0          4         10         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.3        9.4       73.3       15.3       57.0        9.4       72.1       15.3
Old  :                 33.8       28.2       49.7       35.6       33.8       28.2       49.7       35.0
Other:                 75.4        8.4       90.3       12.7       74.6        8.4       89.3       11.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 22, 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  :   301,725:    91,778     16,494     37,036    144,873    230,778    273,687    284,308:    28,038     17,417
Old  :   197,504:    74,212     26,180     11,875     90,251    146,752    176,338    184,807:    21,166     12,697
Other:   104,221:    31,704      4,452     11,023     54,622     84,026     97,349     99,501:     6,872      4,720
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     3,048:        77      2,634        275      4,176     -2,240      4,528        669:    -1,480      2,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        5.5       12.3       48.0       76.5       90.7       94.2:       9.3        5.8
Old  :     100.0:      37.6       13.3        6.0       45.7       74.3       89.3       93.6:      10.7        6.4
Other:     100.0:      30.4        4.3       10.6       52.4       80.6       93.4       95.5:       6.6        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        91         30         44         58         55        177        113:
Old  :       202:        85         39         26         51         48        151         99:
Other:       117:        36         16         25         38         42         89         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       39.9       28.7       53.0       17.5       33.5       25.1       45.3
Old  :                 24.2       47.8       34.1       57.4       24.2       47.4       34.1       55.6
Other:                 28.9       49.5       41.3       61.2       27.1       48.6       37.4       58.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 22, 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  : 1,000,702:   132,633    236,606     25,113    714,901    546,796    872,647    808,515:   128,055    192,187
Old  : 1,000,702:   132,633    236,606     25,113    714,901    546,796    872,647    808,515:   128,055    192,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    67,181:     4,831     15,281       -864     71,215     43,715     75,182     58,132:    -8,001      9,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       23.6        2.5       71.4       54.6       87.2       80.8:      12.8       19.2
Old  :     100.0:      13.3       23.6        2.5       71.4       54.6       87.2       80.8:      12.8       19.2
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  :       186:        36         41         31         80         84        132        141:
Old  :       186:        36         41         31         80         84        132        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       28.1       44.4       39.5       23.9       17.6       30.9       26.2
Old  :                 32.1       28.1       44.4       39.5       23.9       17.6       30.9       26.2
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 - Futures Only, May 22, 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  :   208,348:    51,127     23,386     22,012     94,890    142,273    168,029    187,671:    40,319     20,677
Old  :   115,988:    37,467     17,186      7,520     45,145     76,361     90,132    101,067:    25,856     14,921
Other:    92,360:    20,362     12,902      7,790     49,745     65,912     77,897     86,604:    14,463      5,756
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -7,126:       359     -2,944     -1,759     -6,787       -178     -8,187     -4,881:     1,061     -2,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       11.2       10.6       45.5       68.3       80.6       90.1:      19.4        9.9
Old  :     100.0:      32.3       14.8        6.5       38.9       65.8       77.7       87.1:      22.3       12.9
Other:     100.0:      22.0       14.0        8.4       53.9       71.4       84.3       93.8:      15.7        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        59         33         40         54         53        136        116:
Old  :       166:        58         37         23         43         46        114         95:
Other:       115:        37         20         25         42         35         89         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       36.0       34.6       49.9       24.6       35.4       32.8       48.0
Old  :                 18.6       35.4       26.9       46.2       17.7       35.3       25.7       46.1
Other:                 35.7       45.5       47.8       56.4       35.3       44.2       47.1       55.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 22, 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  :    14,930:     4,687      2,218        902      6,848     10,760     12,437     13,880:     2,493      1,050
Old  :     5,368:     1,124      2,369          0      3,471      2,469      4,595      4,838:       773        530
Other:     9,562:     3,810         96        655      3,377      8,291      7,842      9,042:     1,720        520
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :      -144:      -185        361         47        198       -361         60         47:      -204       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       14.9        6.0       45.9       72.1       83.3       93.0:      16.7        7.0
Old  :     100.0:      20.9       44.1        0.0       64.7       46.0       85.6       90.1:      14.4        9.9
Other:     100.0:      39.8        1.0        6.9       35.3       86.7       82.0       94.6:      18.0        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        23         12          9         32         19         56         40:
Old  :        59:         9         18          0         18         14         27         32:
Other:        51:        19          2          7         20         13         39         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       50.7       34.6       68.1       19.5       43.3       31.7       58.4
Old  :                 33.0       43.3       52.6       59.0       33.0       43.3       52.6       59.0
Other:                 29.7       71.9       50.6       87.8       29.0       63.1       42.6       74.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 22, 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  : 1,233,003:   198,266    379,075     66,105    759,522    711,196  1,023,893  1,156,376:   209,110     76,627
Old  : 1,233,003:   198,266    379,075     66,105    759,522    711,196  1,023,893  1,156,376:   209,110     76,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    95,048:     1,813    -70,968     29,469      2,019    148,222     33,301    106,723:    61,747    -11,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       30.7        5.4       61.6       57.7       83.0       93.8:      17.0        6.2
Old  :     100.0:      16.1       30.7        5.4       61.6       57.7       83.0       93.8:      17.0        6.2
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  :       217:        54         34         23        102         83        165        131:
Old  :       217:        54         34         23        102         83        165        131:
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  :                 17.4       27.3       27.5       41.8       15.8       25.1       22.6       37.5
Old  :                 17.4       27.3       27.5       41.8       15.8       25.1       22.6       37.5
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 - Futures Only, May 22, 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  : 2,977,848:   826,798    426,592    116,500  1,777,217  2,073,928  2,720,515  2,617,020:   257,333    360,828
Old  : 2,977,848:   826,798    426,592    116,500  1,777,217  2,073,928  2,720,515  2,617,020:   257,333    360,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    46,961:    -1,909     37,852     -1,466    107,975     54,043    104,600     90,429:   -57,639    -43,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       14.3        3.9       59.7       69.6       91.4       87.9:       8.6       12.1
Old  :     100.0:      27.8       14.3        3.9       59.7       69.6       91.4       87.9:       8.6       12.1
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  :       307:        60         75         49        123        128        208        227:
Old  :       307:        60         75         49        123        128        208        227:
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  :                 27.5       33.4       36.6       44.9       21.0       27.0       29.1       36.1
Old  :                 27.5       33.4       36.6       44.9       21.0       27.0       29.1       36.1
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 - Futures Only, May 22, 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  : 1,748,744:   237,268    353,175    130,300  1,151,123  1,001,665  1,518,691  1,485,140:   230,053    263,604
Old  : 1,748,744:   237,268    353,175    130,300  1,151,123  1,001,665  1,518,691  1,485,140:   230,053    263,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -24,436:   -38,402    -30,423     30,651      7,269    -25,755       -482    -25,527:   -23,954      1,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       20.2        7.5       65.8       57.3       86.8       84.9:      13.2       15.1
Old  :     100.0:      13.6       20.2        7.5       65.8       57.3       86.8       84.9:      13.2       15.1
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  :       216:        46         37         31         99         90        159        146:
Old  :       216:        46         37         31         99         90        159        146:
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  :                 22.5       28.6       32.8       40.7       17.0       23.5       23.0       32.3
Old  :                 22.5       28.6       32.8       40.7       17.0       23.5       23.0       32.3
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 - Futures Only, May 22, 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  :   583,254:    87,119    194,490     96,060    364,142    265,793    547,321    556,343:    35,933     26,911
Old  :   583,254:    87,119    194,490     96,060    364,142    265,793    547,321    556,343:    35,933     26,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     9,365:      -782     13,499      3,735      6,285    -11,272      9,238      5,962:       127      3,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       33.3       16.5       62.4       45.6       93.8       95.4:       6.2        4.6
Old  :     100.0:      14.9       33.3       16.5       62.4       45.6       93.8       95.4:       6.2        4.6
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  :       131:        34         29         36         62         47        117         93:
Old  :       131:        34         29         36         62         47        117         93:
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  :                 27.7       39.3       41.6       53.7       21.6       34.6       31.6       42.9
Old  :                 27.7       39.3       41.6       53.7       21.6       34.6       31.6       42.9
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 - Futures Only, May 22, 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  :    28,826:     6,905      7,750        717      5,398     13,376     13,020     21,843:    15,806      6,983
Old  :    28,826:     6,905      7,750        717      5,398     13,376     13,020     21,843:    15,806      6,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -1,088:      -834       -897        128       -157       -964       -863     -1,733:      -225        645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       26.9        2.5       18.7       46.4       45.2       75.8:      54.8       24.2
Old  :     100.0:      24.0       26.9        2.5       18.7       46.4       45.2       75.8:      54.8       24.2
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:        13         17          3          8         12         23         30:
Old  :        46:        13         17          3          8         12         23         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  :                 20.7       28.2       31.8       43.0       19.8       28.1       30.3       42.9
Old  :                 20.7       28.2       31.8       43.0       19.8       28.1       30.3       42.9
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 - Futures Only, May 22, 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  :    48,620:    23,275     10,534         62     16,563     30,610     39,900     41,206:     8,720      7,414
Old  :    48,620:    23,275     10,534         62     16,563     30,610     39,900     41,206:     8,720      7,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       446:     1,146        194         29     -1,174      1,540          1      1,763:       445     -1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       21.7        0.1       34.1       63.0       82.1       84.8:      17.9       15.2
Old  :     100.0:      47.9       21.7        0.1       34.1       63.0       82.1       84.8:      17.9       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  :        81:        37         17          8         15         15         53         39:
Old  :        81:        37         17          8         15         15         53         39:
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  :                 27.7       39.4       41.6       59.3       27.1       39.2       40.9       59.1
Old  :                 27.7       39.4       41.6       59.3       27.1       39.2       40.9       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 22, 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  :   134,383:    40,145     56,888        862     84,120     53,565    125,127    111,315:     9,256     23,068
Old  :   134,383:    40,145     56,888        862     84,120     53,565    125,127    111,315:     9,256     23,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :      -854:   -17,033      2,169       -266     20,866       -207      3,567      1,696:    -4,421     -2,550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       42.3        0.6       62.6       39.9       93.1       82.8:       6.9       17.2
Old  :     100.0:      29.9       42.3        0.6       62.6       39.9       93.1       82.8:       6.9       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        40         58         10         19         29         67         89:
Old  :       140:        40         58         10         19         29         67         89:
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  :                 54.7       23.7       65.4       35.3       54.7       23.6       65.1       35.2
Old  :                 54.7       23.7       65.4       35.3       54.7       23.6       65.1       35.2
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 - Futures Only, May 22, 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  :    50,094:     2,068     16,957        333     47,506     30,812     49,907     48,102:       187      1,992
Old  :    50,094:     2,068     16,957        333     47,506     30,812     49,907     48,102:       187      1,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     2,078:        53        299        -42      2,037      1,838      2,048      2,095:        30        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       33.9        0.7       94.8       61.5       99.6       96.0:       0.4        4.0
Old  :     100.0:       4.1       33.9        0.7       94.8       61.5       99.6       96.0:       0.4        4.0
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  :        38:         7         13          2         14         10         21         25:
Old  :        38:         7         13          2         14         10         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       76.6       87.7       90.0       70.8       74.0       87.7       84.9
Old  :                 70.9       76.6       87.7       90.0       70.8       74.0       87.7       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 25, 2007