WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   445,752:    73,766     68,905    116,649    226,911    206,126    417,326    391,679:    28,427     54,073
Old  :   415,336:    62,804     75,460    107,367    218,657    185,399    388,827    368,226:    26,509     47,110
Other:    30,416:    19,593      2,075        651      8,254     20,726     28,498     23,453:     1,918      6,963
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -16,124:    -5,846      4,888     -3,023     -2,045    -14,866    -10,914    -13,001:    -5,210     -3,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       15.5       26.2       50.9       46.2       93.6       87.9:       6.4       12.1
Old  :     100.0:      15.1       18.2       25.9       52.6       44.6       93.6       88.7:       6.4       11.3
Other:     100.0:      64.4        6.8        2.1       27.1       68.1       93.7       77.1:       6.3       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:        96        127        137         74        106        267        290:
Old  :       353:        93        130        132         74        105        260        289:
Other:       123:        30         19         19         13         65         55         95:
     :----------------------------------------------------------------------------------------------------
     :             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       14.9       32.4       22.8       21.2       13.9       31.9       19.7
Old  :                 22.6       15.2       34.3       22.9       22.2       14.9       33.7       20.4
Other:                 55.8       24.0       75.7       36.7       54.9       22.2       73.5       33.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,824,437:   245,847     86,605    561,043    804,373    899,445  1,611,263  1,547,093:   213,174    277,344
Old  :   770,737:    93,807    117,099    187,285    392,290    365,523    673,382    669,907:    97,355    100,830
Other: 1,053,700:   226,326     43,792    299,472    412,082    533,922    937,880    877,186:   115,820    176,514
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   -30,209:   -13,405      2,494    -11,423     -7,455    -16,875    -32,283    -25,803:     2,074     -4,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        4.7       30.8       44.1       49.3       88.3       84.8:      11.7       15.2
Old  :     100.0:      12.2       15.2       24.3       50.9       47.4       87.4       86.9:      12.6       13.1
Other:     100.0:      21.5        4.2       28.4       39.1       50.7       89.0       83.2:      11.0       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       810:       191        168        262        325        374        656        687:
Old  :       734:       150        181        198        255        331        521        601:
Other:       705:       164        131        169        256        337        509        551:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       17.5       21.0       23.8        9.9       10.2       14.7       13.7
Old  :                 17.8       16.3       26.8       24.9       17.6       14.1       26.0       20.1
Other:                 15.6       20.4       24.8       26.6        8.9        9.4       14.9       12.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    19,291:     5,858      1,559      1,676      7,732     13,908     15,265     17,142:     4,026      2,149
Old  :    19,291:     5,858      1,559      1,676      7,732     13,908     15,265     17,142:     4,026      2,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       160:       844      1,390       -214       -431       -914        199        262:       -39       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        8.1        8.7       40.1       72.1       79.1       88.9:      20.9       11.1
Old  :     100.0:      30.4        8.1        8.7       40.1       72.1       79.1       88.9:      20.9       11.1
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  :        58:        23          7         13         20         18         51         33:
Old  :        58:        23          7         13         20         18         51         33:
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  :                 25.3       46.2       38.8       68.6       21.9       41.9       33.2       56.4
Old  :                 25.3       46.2       38.8       68.6       21.9       41.9       33.2       56.4
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 with Delta-adjusted Options and Futures Combined, 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  :   632,012:   134,868     21,702    178,183    251,546    336,607    564,597    536,492:    67,415     95,519
Old  :   334,533:    91,609     33,875     59,704    149,682    200,964    300,996    294,543:    33,538     39,990
Other:   297,478:    73,282     17,851     88,455    101,864    135,643    263,601    241,949:    33,877     55,529
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    40,013:    25,421      1,023     11,293      4,999     29,126     41,712     41,441:    -1,700     -1,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        3.4       28.2       39.8       53.3       89.3       84.9:      10.7       15.1
Old  :     100.0:      27.4       10.1       17.8       44.7       60.1       90.0       88.0:      10.0       12.0
Other:     100.0:      24.6        6.0       29.7       34.2       45.6       88.6       81.3:      11.4       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       481:       187         84        177        136        169        401        376:
Old  :       438:       171         90        113         96        148        308        313:
Other:       363:       101         77        103        106        155        262        291:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       24.9       25.9       32.6       13.6       18.8       19.8       23.7
Old  :                 21.6       26.1       31.3       37.1       21.3       22.7       29.8       31.0
Other:                 19.3       24.3       28.4       32.5       13.2       15.1       18.9       18.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   341,846:    91,782     13,823     58,007    161,789    250,186    311,577    322,016:    30,269     19,830
Old  :   227,645:    73,391     24,228     28,371    103,385    160,502    205,148    213,101:    22,497     14,545
Other:   114,201:    32,712      3,917     15,314     58,404     89,685    106,430    108,915:     7,771      5,286
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :     5,297:       780      1,092      2,140      4,659       -277      7,579      2,954:    -2,282      2,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        4.0       17.0       47.3       73.2       91.1       94.2:       8.9        5.8
Old  :     100.0:      32.2       10.6       12.5       45.4       70.5       90.1       93.6:       9.9        6.4
Other:     100.0:      28.6        3.4       13.4       51.1       78.5       93.2       95.4:       6.8        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        90         33         55         64         67        189        131:
Old  :       209:        83         42         40         56         61        164        119:
Other:       125:        38         18         33         44         50        101         86:
     :----------------------------------------------------------------------------------------------------
     :             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       38.0       25.9       50.0       15.5       30.0       22.2       40.8
Old  :                 21.0       44.0       29.9       52.7       21.0       43.1       29.6       50.7
Other:                 26.6       46.9       37.9       57.7       24.0       44.4       33.5       53.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,157,294:   127,264    243,423     99,086    780,987    605,693  1,007,336    948,202:   149,957    209,092
Old  : 1,157,294:   127,264    243,423     99,086    780,987    605,693  1,007,336    948,202:   149,957    209,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    88,454:     1,602     21,016     12,581     79,849     43,560     94,033     77,158:    -5,579     11,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       21.0        8.6       67.5       52.3       87.0       81.9:      13.0       18.1
Old  :     100.0:      11.0       21.0        8.6       67.5       52.3       87.0       81.9:      13.0       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        36         45         52         84         94        145        167:
Old  :       192:        36         45         52         84         94        145        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       24.6       40.0       34.4       20.7       14.6       27.1       22.0
Old  :                 28.8       24.6       40.0       34.4       20.7       14.6       27.1       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   232,978:    44,858     24,207     37,345    107,692    149,524    189,896    211,076:    43,083     21,902
Old  :   131,331:    33,623     17,713     16,609     53,608     81,117    103,840    115,439:    27,492     15,892
Other:   101,647:    18,060     13,318     13,912     54,084     68,408     86,056     95,637:    15,591      6,010
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -6,539:     2,379     -2,756     -2,374     -7,849        966     -7,845     -4,164:     1,306     -2,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       10.4       16.0       46.2       64.2       81.5       90.6:      18.5        9.4
Old  :     100.0:      25.6       13.5       12.6       40.8       61.8       79.1       87.9:      20.9       12.1
Other:     100.0:      17.8       13.1       13.7       53.2       67.3       84.7       94.1:      15.3        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        50         43         48         61         59        144        130:
Old  :       168:        51         45         36         53         52        125        114:
Other:       121:        29         30         32         49         39         98         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       33.6       32.8       46.3       23.4       31.8       30.7       43.4
Old  :                 17.8       32.0       25.6       42.8       16.4       31.4       24.2       40.9
Other:                 34.9       42.8       45.8       52.7       34.2       40.9       44.9       50.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    16,229:     4,284      2,135      1,894      7,409     11,061     13,587     15,090:     2,643      1,139
Old  :     5,595:     1,145      2,390        111      3,542      2,543      4,798      5,045:       796        550
Other:    10,635:     3,420         27      1,501      3,867      8,518      8,789     10,046:     1,846        589
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :      -170:      -368        390        106        316       -484         54         13:      -224       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       13.2       11.7       45.6       68.2       83.7       93.0:      16.3        7.0
Old  :     100.0:      20.5       42.7        2.0       63.3       45.5       85.8       90.2:      14.2        9.8
Other:     100.0:      32.2        0.3       14.1       36.4       80.1       82.6       94.5:      17.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        21         16         11         35         22         61         44:
Old  :        62:        11         17          6         21         19         36         38:
Other:        55:        19          3         10         26         15         47         26:
     :----------------------------------------------------------------------------------------------------
     :             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       47.7       33.6       64.4       18.3       40.4       29.6       54.0
Old  :                 32.2       41.5       51.0       56.6       32.1       41.5       50.9       56.6
Other:                 27.7       66.3       47.5       83.0       26.8       57.2       38.4       67.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,244,475:   197,927    380,786     69,491    763,568    715,263  1,030,986  1,165,540:   213,489     78,935
Old  : 1,244,475:   197,927    380,786     69,491    763,568    715,263  1,030,986  1,165,540:   213,489     78,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    94,626:     1,474    -73,596     30,130      1,077    149,520     32,681    106,054:    61,945    -11,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       30.6        5.6       61.4       57.5       82.8       93.7:      17.2        6.3
Old  :     100.0:      15.9       30.6        5.6       61.4       57.5       82.8       93.7:      17.2        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        55         34         27        104         85        171        134:
Old  :       219:        55         34         27        104         85        171        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  :                 17.3       27.1       27.3       41.5       15.6       25.0       22.4       37.3
Old  :                 17.3       27.1       27.3       41.5       15.6       25.0       22.4       37.3
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, 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  : 3,507,041:   811,779    457,750    322,114  2,092,227  2,332,657  3,226,120  3,112,522:   280,920    394,519
Old  : 3,507,041:   811,779    457,750    322,114  2,092,227  2,332,657  3,226,120  3,112,522:   280,920    394,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :   127,022:    -1,054     65,852     10,396    172,814     83,394    182,156    159,643:   -55,134    -32,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       13.1        9.2       59.7       66.5       92.0       88.8:       8.0       11.2
Old  :     100.0:      23.1       13.1        9.2       59.7       66.5       92.0       88.8:       8.0       11.2
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  :       323:        62         81         72        148        154        242        275:
Old  :       323:        62         81         72        148        154        242        275:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       28.8       34.4       39.1       19.6       22.5       26.2       30.2
Old  :                 26.0       28.8       34.4       39.1       19.6       22.5       26.2       30.2
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, 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  : 1,991,470:   199,225    364,635    257,518  1,286,243  1,092,201  1,742,986  1,714,354:   248,484    277,116
Old  : 1,991,470:   199,225    364,635    257,518  1,286,243  1,092,201  1,742,986  1,714,354:   248,484    277,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    45,876:   -54,352    -17,816     69,026     50,248     -9,408     64,922     41,801:   -19,045      4,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       18.3       12.9       64.6       54.8       87.5       86.1:      12.5       13.9
Old  :     100.0:      10.0       18.3       12.9       64.6       54.8       87.5       86.1:      12.5       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        40         46         45        109        101        174        169:
Old  :       222:        40         46         45        109        101        174        169:
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  :                 21.7       25.4       31.3       36.2       15.7       20.7       21.3       28.0
Old  :                 21.7       25.4       31.3       36.2       15.7       20.7       21.3       28.0
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, 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  :   807,925:   119,562    208,945    234,284    414,290    333,956    768,136    777,185:    39,790     30,740
Old  :   807,925:   119,562    208,945    234,284    414,290    333,956    768,136    777,185:    39,790     30,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    12,075:       738     13,467      4,035      7,450     -8,726     12,224      8,776:      -150      3,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       25.9       29.0       51.3       41.3       95.1       96.2:       4.9        3.8
Old  :     100.0:      14.8       25.9       29.0       51.3       41.3       95.1       96.2:       4.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        43         35         55         67         59        141        119:
Old  :       150:        43         35         55         67         59        141        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       35.6       39.5       52.6       19.1       28.3       26.0       32.9
Old  :                 26.8       35.6       39.5       52.6       19.1       28.3       26.0       32.9
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 with Delta-adjusted Options and Futures Combined, 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  :    31,420:     6,803      7,555      1,762      5,918     14,157     14,483     23,474:    16,937      7,946
Old  :    31,420:     6,803      7,555      1,762      5,918     14,157     14,483     23,474:    16,937      7,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :      -364:      -869       -856        214         10       -618       -645     -1,260:       281        897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       24.0        5.6       18.8       45.1       46.1       74.7:      53.9       25.3
Old  :     100.0:      21.7       24.0        5.6       18.8       45.1       46.1       74.7:      53.9       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        14         17          9         11         14         31         34:
Old  :        48:        14         17          9         11         14         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       25.9       29.1       40.2       18.2       25.7       27.8       38.9
Old  :                 19.0       25.9       29.1       40.2       18.2       25.7       27.8       38.9
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 with Delta-adjusted Options and Futures Combined, 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  :    52,367:    24,500     11,400      1,269     17,525     31,430     43,295     44,099:     9,073      8,268
Old  :    52,367:    24,500     11,400      1,269     17,525     31,430     43,295     44,099:     9,073      8,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :       349:     1,091        210         61     -1,288      1,574       -137      1,845:       485     -1,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8       21.8        2.4       33.5       60.0       82.7       84.2:      17.3       15.8
Old  :     100.0:      46.8       21.8        2.4       33.5       60.0       82.7       84.2:      17.3       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        37         17         16         18         16         60         44:
Old  :        82:        37         17         16         18         16         60         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       36.8       38.6       55.3       25.1       36.4       38.0       54.8
Old  :                 25.7       36.8       38.6       55.3       25.1       36.4       38.0       54.8
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, 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  :   138,069:    40,617     57,603      1,573     86,374     54,943    128,564    114,120:     9,505     23,949
Old  :   138,069:    40,617     57,603      1,573     86,374     54,943    128,564    114,120:     9,505     23,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 15, 2007                         :
     :    -2,311:   -16,612      1,844       -868     19,748       -350      2,268        626:    -4,579     -2,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       41.7        1.1       62.6       39.8       93.1       82.7:       6.9       17.3
Old  :     100.0:      29.4       41.7        1.1       62.6       39.8       93.1       82.7:       6.9       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        39         64         24         21         31         80         99:
Old  :       145:        39         64         24         21         31         80         99:
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  :                 53.6       23.0       64.1       34.6       53.5       23.0       63.7       34.4
Old  :                 53.6       23.0       64.1       34.6       53.5       23.0       63.7       34.4
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, 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