WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 6, 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  :   454,387:    69,735     72,762     99,203    251,032    220,294    419,970    392,259:    34,417     62,128
Old  :   270,417:    47,716     75,136     39,668    163,757    128,158    251,141    242,962:    19,276     27,455
Other:   183,970:    63,109     38,716     18,445     87,275     92,136    168,829    149,297:    15,141     34,673
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     2,259:      -410      4,323     -1,445      3,453        343      1,598      3,221:       661       -962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       16.0       21.8       55.2       48.5       92.4       86.3:       7.6       13.7
Old  :     100.0:      17.6       27.8       14.7       60.6       47.4       92.9       89.8:       7.1       10.2
Other:     100.0:      34.3       21.0       10.0       47.4       50.1       91.8       81.2:       8.2       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        97        119        124         70        102        256        280:
Old  :       315:        92        116         65         46         77        176        223:
Other:       257:        75         72         49         53         90        157        186:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       17.5       34.3       26.5       21.6       12.0       32.6       17.2
Old  :                 34.5       21.0       48.7       31.1       34.5       19.8       47.9       29.3
Other:                 26.1       22.5       40.0       29.0       24.5       16.8       34.2       22.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 6, 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  : 1,488,786:   407,330     80,353    227,688    660,308    907,034  1,295,326  1,215,075:   193,460    273,711
Old  :   976,437:   230,011    112,988    125,518    483,214    566,752    838,743    805,258:   137,694    171,179
Other:   512,349:   247,510     37,556     31,979    177,094    340,282    456,583    409,817:    55,766    102,532
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     3,520:     5,008     10,116      1,278     -2,436     -5,225      3,850      6,169:      -330     -2,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        5.4       15.3       44.4       60.9       87.0       81.6:      13.0       18.4
Old  :     100.0:      23.6       11.6       12.9       49.5       58.0       85.9       82.5:      14.1       17.5
Other:     100.0:      48.3        7.3        6.2       34.6       66.4       89.1       80.0:      10.9       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       801:       256        103        211        256        334        608        591:
Old  :       766:       212        129        177        230        314        539        554:
Other:       609:       154         86         48        138        298        312        418:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       17.4       21.4       23.1       12.2       16.2       19.8       21.1
Old  :                 15.7       16.1       25.4       22.5       15.6       14.6       25.3       20.5
Other:                 20.6       20.9       30.1       28.6       20.5       19.9       30.1       26.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 6, 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  :    18,851:     5,550        114        603      9,162     16,283     15,315     17,000:     3,536      1,851
Old  :     9,331:     2,996        503        112      4,099      7,457      7,207      8,072:     2,124      1,259
Other:     9,520:     2,943          0        102      5,063      8,826      8,108      8,928:     1,412        592
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,073:       195         -6        -38      1,133      1,357      1,290      1,313:      -217       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        0.6        3.2       48.6       86.4       81.2       90.2:      18.8        9.8
Old  :     100.0:      32.1        5.4        1.2       43.9       79.9       77.2       86.5:      22.8       13.5
Other:     100.0:      30.9        0.0        1.1       53.2       92.7       85.2       93.8:      14.8        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        30          3          9         18         18         52         28:
Old  :        47:        18          7          4         14         17         34         26:
Other:        38:        20          0          3         10         12         31         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       52.4       46.3       76.5       28.6       43.9       38.5       63.7
Old  :                 33.9       58.1       50.2       70.8       33.8       57.3       50.1       67.0
Other:                 50.0       72.2       63.9       91.3       50.0       71.3       63.4       90.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 6, 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  :   461,503:   143,740     36,050     68,990    185,742    266,713    398,472    371,753:    63,031     89,750
Old  :   347,327:   105,912     48,916     30,715    163,744    203,993    300,371    283,624:    46,956     63,703
Other:   114,176:    62,749     12,055     13,354     21,998     62,720     98,101     88,129:    16,075     26,047
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    19,527:    15,248       -401     -2,048      4,202     17,148     17,402     14,699:     2,125      4,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        7.8       14.9       40.2       57.8       86.3       80.6:      13.7       19.4
Old  :     100.0:      30.5       14.1        8.8       47.1       58.7       86.5       81.7:      13.5       18.3
Other:     100.0:      55.0       10.6       11.7       19.3       54.9       85.9       77.2:      14.1       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       151         82        114         97        140        318        289:
Old  :       399:       144         84         92         89        127        284        261:
Other:       249:        69         51         25         44        104        127        168:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       23.0       27.6       33.7       17.7       21.0       26.7       31.5
Old  :                 24.0       24.4       33.0       34.7       24.0       24.0       32.9       32.8
Other:                 27.4       30.8       43.3       39.4       26.8       29.0       40.5       35.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,469:    11,628      5,057      1,220        239      1,033     13,087      7,310:     4,382     10,159
Old  :    11,157:     6,329      5,132        887        239        805      7,455      6,824:     3,702      4,333
Other:     6,312:     5,553        179         79          0        228      5,632        486:       680      5,826
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,885:     1,424      1,079       -125          0         12      1,299        966:       586        919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       28.9        7.0        1.4        5.9       74.9       41.8:      25.1       58.2
Old  :     100.0:      56.7       46.0        8.0        2.1        7.2       66.8       61.2:      33.2       38.8
Other:     100.0:      88.0        2.8        1.3        0.0        3.6       89.2        7.7:      10.8       92.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        14          8         12          2          3         19         20:
Old  :        26:        12         10         11          2          3         18         20:
Other:        15:        10          2          4          0          3         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.2       28.5       59.0       36.3       43.1       27.4       57.5       32.6
Old  :                 37.7       42.7       52.7       54.9       36.6       41.1       50.8       50.7
Other:                 76.1        7.3       87.4        7.7       75.9        6.4       86.1        6.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 6, 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  :   275,698:    85,181     15,637     42,427    116,054    201,766    243,662    259,830:    32,036     15,868
Old  :   239,772:    79,171     18,675     25,941    105,775    182,082    210,887    226,698:    28,885     13,074
Other:    35,926:    16,140      7,092      6,356     10,279     19,684     32,775     33,132:     3,151      2,794
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    15,906:    15,144      8,312       -931      1,364     10,898     15,577     18,279:       329     -2,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        5.7       15.4       42.1       73.2       88.4       94.2:      11.6        5.8
Old  :     100.0:      33.0        7.8       10.8       44.1       75.9       88.0       94.5:      12.0        5.5
Other:     100.0:      44.9       19.7       17.7       28.6       54.8       91.2       92.2:       8.8        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        87         27         46         54         56        174        110:
Old  :       199:        88         31         41         53         56        167        107:
Other:        75:        24         14         11         21         24         52         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       41.2       25.6       52.5       16.9       40.5       24.3       49.3
Old  :                 19.4       44.0       27.2       55.3       19.4       43.4       26.9       52.5
Other:                 37.1       42.3       60.5       59.5       31.9       38.1       52.5       51.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 6, 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  :   893,751:   130,727    203,984     19,728    614,361    482,315    764,816    706,027:   128,935    187,724
Old  :   893,751:   130,727    203,984     19,728    614,361    482,315    764,816    706,027:   128,935    187,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :       393:   -11,342     -5,304      3,139      6,032     -2,085     -2,171     -4,250:     2,564      4,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       22.8        2.2       68.7       54.0       85.6       79.0:      14.4       21.0
Old  :     100.0:      14.6       22.8        2.2       68.7       54.0       85.6       79.0:      14.4       21.0
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  :       184:        35         45         25         70         80        115        140:
Old  :       184:        35         45         25         70         80        115        140:
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  :                 27.4       30.0       36.9       37.8       26.1       26.3       34.0       33.5
Old  :                 27.4       30.0       36.9       37.8       26.1       26.3       34.0       33.5
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, February 6, 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  :   220,617:    59,464     17,963     25,738     97,076    157,232    182,278    200,933:    38,339     19,684
Old  :   188,801:    57,914     17,441     15,701     80,464    138,716    154,079    171,858:    34,722     16,943
Other:    31,816:     8,012      6,984      3,575     16,612     18,516     28,199     29,075:     3,617      2,741
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     3,037:     3,217     -2,269       -732     -2,264      4,825        221      1,824:     2,816      1,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        8.1       11.7       44.0       71.3       82.6       91.1:      17.4        8.9
Old  :     100.0:      30.7        9.2        8.3       42.6       73.5       81.6       91.0:      18.4        9.0
Other:     100.0:      25.2       22.0       11.2       52.2       58.2       88.6       91.4:      11.4        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        72         27         47         54         52        156        111:
Old  :       182:        76         28         41         53         48        152        103:
Other:        79:        19         16         14         27         28         54         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       43.0       31.0       55.6       18.1       42.2       26.8       52.0
Old  :                 20.0       47.5       29.8       59.6       15.2       45.7       24.7       55.2
Other:                 45.9       30.6       59.6       48.3       45.9       30.5       59.4       48.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 6, 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  :    16,458:     4,706        674        741      7,426     13,716     12,873     15,131:     3,585      1,327
Old  :    12,592:     3,719        674        471      5,681     10,271      9,871     11,416:     2,721      1,176
Other:     3,866:     1,017         30        240      1,745      3,445      3,002      3,715:       864        151
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :      -741:      -597         87       -106       -156       -757       -859       -776:       118         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        4.1        4.5       45.1       83.3       78.2       91.9:      21.8        8.1
Old  :     100.0:      29.5        5.4        3.7       45.1       81.6       78.4       90.7:      21.6        9.3
Other:     100.0:      26.3        0.8        6.2       45.1       89.1       77.7       96.1:      22.3        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        28          3          6         25         20         53         29:
Old  :        60:        24          3          6         23         19         47         28:
Other:        31:        10          1          5         12         12         23         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       63.1       35.0       77.6       18.2       56.5       31.2       69.9
Old  :                 20.7       63.6       34.5       77.2       19.1       62.1       32.2       73.4
Other:                 44.5       74.2       62.8       92.0       31.3       51.1       41.0       64.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 6, 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  :   821,706:   130,063    242,273     12,206    548,717    441,188    690,986    695,667:   130,720    126,039
Old  :   821,706:   130,063    242,273     12,206    548,717    441,188    690,986    695,667:   130,720    126,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    32,947:    -6,891     16,793      7,579     25,838      9,463     26,526     33,835:     6,421       -888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       29.5        1.5       66.8       53.7       84.1       84.7:      15.9       15.3
Old  :     100.0:      15.8       29.5        1.5       66.8       53.7       84.1       84.7:      15.9       15.3
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  :       189:        43         41         14         76         70        123        121:
Old  :       189:        43         41         14         76         70        123        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       17.7       38.4       29.3       29.1       17.5       38.1       27.4
Old  :                 29.4       17.7       38.4       29.3       29.1       17.5       38.1       27.4
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, February 6, 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  : 2,368,690:   602,080    341,932     81,400  1,408,614  1,556,503  2,092,094  1,979,835:   276,596    388,855
Old  : 2,368,690:   602,080    341,932     81,400  1,408,614  1,556,503  2,092,094  1,979,835:   276,596    388,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :   -44,036:   -30,275    -37,021      5,520      8,517     26,371    -16,238     -5,130:   -27,798    -38,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       14.4        3.4       59.5       65.7       88.3       83.6:      11.7       16.4
Old  :     100.0:      25.4       14.4        3.4       59.5       65.7       88.3       83.6:      11.7       16.4
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  :       295:        68         60         35        115        122        194        206:
Old  :       295:        68         60         35        115        122        194        206:
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  :                 24.4       24.2       36.4       37.9       15.9       20.7       26.5       29.6
Old  :                 24.4       24.2       36.4       37.9       15.9       20.7       26.5       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 6, 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  : 1,548,259:   227,097    269,685     38,527  1,065,630    951,703  1,331,254  1,259,915:   217,005    288,344
Old  : 1,548,259:   227,097    269,685     38,527  1,065,630    951,703  1,331,254  1,259,915:   217,005    288,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    26,004:   -15,391     49,049        337     32,600     -7,630     17,546     41,756:     8,458    -15,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       17.4        2.5       68.8       61.5       86.0       81.4:      14.0       18.6
Old  :     100.0:      14.7       17.4        2.5       68.8       61.5       86.0       81.4:      14.0       18.6
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  :       193:        36         45         28         80         83        131        141:
Old  :       193:        36         45         28         80         83        131        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  :                 30.0       30.0       41.7       39.3       25.9       28.3       34.0       35.3
Old  :                 30.0       30.0       41.7       39.3       25.9       28.3       34.0       35.3
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, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   387,497:   110,052     73,789     81,849    165,500    206,646    357,401    362,284:    30,096     25,213
Old  :   387,497:   110,052     73,789     81,849    165,500    206,646    357,401    362,284:    30,096     25,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :   -76,483:   -20,486    -13,712     -3,389    -52,263    -56,730    -76,138    -73,831:      -345     -2,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       19.0       21.1       42.7       53.3       92.2       93.5:       7.8        6.5
Old  :     100.0:      28.4       19.0       21.1       42.7       53.3       92.2       93.5:       7.8        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        28         29         36         49         44         97         91:
Old  :       117:        28         29         36         49         44         97         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       23.9       45.5       38.5       26.6       18.0       34.6       26.5
Old  :                 30.8       23.9       45.5       38.5       26.6       18.0       34.6       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, February 6, 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  :    38,492:    10,773      4,713      1,539      7,220     22,297     19,532     28,549:    18,960      9,943
Old  :    38,492:    10,773      4,713      1,539      7,220     22,297     19,532     28,549:    18,960      9,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,742:      -370       -355       -101         23     -1,246       -448     -1,702:     2,190      3,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       12.2        4.0       18.8       57.9       50.7       74.2:      49.3       25.8
Old  :     100.0:      28.0       12.2        4.0       18.8       57.9       50.7       74.2:      49.3       25.8
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  :        46:        21         10          3          6         12         28         24:
Old  :        46:        21         10          3          6         12         28         24:
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       36.4       32.9       52.3       21.7       35.8       31.1       51.7
Old  :                 21.7       36.4       32.9       52.3       21.7       35.8       31.1       51.7
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, February 6, 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  :    71,833:    29,631      7,114         49     19,477     57,402     49,157     64,565:    22,676      7,268
Old  :    71,833:    29,631      7,114         49     19,477     57,402     49,157     64,565:    22,676      7,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,594:     2,140      1,647          1       -237        416      1,904      2,064:      -310       -470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        9.9        0.1       27.1       79.9       68.4       89.9:      31.6       10.1
Old  :     100.0:      41.2        9.9        0.1       27.1       79.9       68.4       89.9:      31.6       10.1
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  :        69:        23         17          5         18         13         43         33:
Old  :        69:        23         17          5         18         13         43         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  :                 25.4       56.2       37.9       74.0       25.4       56.2       37.9       74.0
Old  :                 25.4       56.2       37.9       74.0       25.4       56.2       37.9       74.0
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, February 6, 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  :   123,736:    52,919     53,166        403     58,159     26,302    111,481     79,871:    12,255     43,865
Old  :   123,736:    52,919     53,166        403     58,159     26,302    111,481     79,871:    12,255     43,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     3,539:     4,690     -2,902         47     -2,963      3,561      1,774        706:     1,765      2,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       43.0        0.3       47.0       21.3       90.1       64.5:       9.9       35.5
Old  :     100.0:      42.8       43.0        0.3       47.0       21.3       90.1       64.5:       9.9       35.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        42         35          6         23         20         69         57:
Old  :       115:        42         35          6         23         20         69         57:
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  :                 46.3       24.1       56.3       35.5       44.8       24.1       54.7       35.5
Old  :                 46.3       24.1       56.3       35.5       44.8       24.1       54.7       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, February 6, 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 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    44,153:     3,106     16,620        398     40,528     27,029     44,032     44,047:       121        106
Old  :    44,153:     3,106     16,620        398     40,528     27,029     44,032     44,047:       121        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :       676:       976        857       -150       -149        -12        677        695:        -1        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       37.6        0.9       91.8       61.2       99.7       99.8:       0.3        0.2
Old  :     100.0:       7.0       37.6        0.9       91.8       61.2       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         7         11          3         13         11         21         24:
Old  :        36:         7         11          3         13         11         21         24:
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  :                 79.1       91.0       91.5       95.4       79.0       86.3       89.1       90.5
Old  :                 79.1       91.0       91.5       95.4       79.0       86.3       89.1       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 9, 2007