WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   489,379:    76,588     78,825    134,628    244,703    215,195    455,920    428,648:    33,460     60,731
Old  :   204,609:    35,271     85,773     15,316    141,284     85,146    191,871    186,235:    12,738     18,374
Other:   284,770:    84,002     35,737     76,627    103,419    130,049    264,048    242,413:    20,722     42,357
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :     4,828:     3,611      3,420       -817      1,155      1,466      3,949      4,069:       879        759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       16.1       27.5       50.0       44.0       93.2       87.6:       6.8       12.4
Old  :     100.0:      17.2       41.9        7.5       69.1       41.6       93.8       91.0:       6.2        9.0
Other:     100.0:      29.5       12.5       26.9       36.3       45.7       92.7       85.1:       7.3       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       107        128        143         84        112        283        313:
Old  :       304:        75        129         55         55         74        166        222:
Other:       312:       116         76        101         69        100        229        237:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       14.5       29.7       21.4       20.1       11.4       29.4       16.6
Old  :                 37.5       16.6       53.9       26.1       37.5       15.9       53.9       25.1
Other:                 15.9       16.3       25.6       23.9       15.1       13.4       22.5       19.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  : 2,047,064:   323,960     61,132    632,649    849,823  1,035,686  1,806,432  1,729,467:   240,632    317,597
Old  : 1,084,209:   154,708    107,676    266,484    516,748    553,869    937,939    928,029:   146,271    156,180
Other:   962,854:   250,150     34,353    285,268    333,075    481,817    868,493    801,438:    94,361    161,416
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :   -22,656:    -9,855      1,046     -5,848        872    -20,989    -14,832    -25,792:    -7,824      3,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        3.0       30.9       41.5       50.6       88.2       84.5:      11.8       15.5
Old  :     100.0:      14.3        9.9       24.6       47.7       51.1       86.5       85.6:      13.5       14.4
Other:     100.0:      26.0        3.6       29.6       34.6       50.0       90.2       83.2:       9.8       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       816:       235        128        266        325        383        672        686:
Old  :       769:       190        143        212        293        350        590        614:
Other:       672:       157        111        154        224        346        452        545:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       18.7       20.8       24.9       10.1       11.0       14.4       14.5
Old  :                 13.9       18.2       22.9       24.9       13.7       14.0       21.3       18.2
Other:                 17.4       20.2       26.5       26.4        9.8        8.3       16.3       12.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    21,990:     6,527         95      1,438      8,726     18,099     16,692     19,632:     5,298      2,357
Old  :     8,572:     3,690        412        142      2,818      6,891      6,651      7,445:     1,921      1,127
Other:    13,418:     3,232         78        901      5,908     11,208     10,041     12,187:     3,377      1,231
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :     1,785:       862         54         98       -186      1,234        774      1,387:     1,011        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        0.4        6.5       39.7       82.3       75.9       89.3:      24.1       10.7
Old  :     100.0:      43.1        4.8        1.7       32.9       80.4       77.6       86.9:      22.4       13.1
Other:     100.0:      24.1        0.6        6.7       44.0       83.5       74.8       90.8:      25.2        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        31          6         10         18         17         57         28:
Old  :        49:        19          8          3         10         15         31         24:
Other:        44:        18          5          8         15         13         38         21:
     :----------------------------------------------------------------------------------------------------
     :             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       48.8       36.5       74.5       22.2       47.1       31.8       64.5
Old  :                 28.6       53.7       47.8       70.5       28.6       53.6       47.8       70.3
Other:                 37.0       64.8       50.6       82.6       36.5       62.9       47.5       76.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   628,757:   111,560     28,414    165,553    263,933    329,293    541,045    523,260:    87,712    105,497
Old  :   428,345:    90,524     45,254     78,575    200,926    241,036    370,024    364,865:    58,320     63,479
Other:   200,412:    51,622     13,746     56,392     63,007     88,257    171,021    158,395:    29,392     42,017
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :      -703:     1,185     -1,132     -4,585      6,579      7,538      3,179      1,822:    -3,882     -2,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        4.5       26.3       42.0       52.4       86.0       83.2:      14.0       16.8
Old  :     100.0:      21.1       10.6       18.3       46.9       56.3       86.4       85.2:      13.6       14.8
Other:     100.0:      25.8        6.9       28.1       31.4       44.0       85.3       79.0:      14.7       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       167         92        162        134        153        385        344:
Old  :       432:       147        105        129        119        137        336        311:
Other:       307:        84         69         78         83        131        211        237:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       23.1       28.0       34.7       13.5       16.8       18.9       21.2
Old  :                 19.7       27.0       30.6       38.6       19.6       21.2       27.5       28.1
Other:                 29.4       23.1       37.0       33.6       19.7       14.0       25.2       18.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,442:    11,376      2,049        455        182        707     12,013      3,211:     2,429     11,231
Old  :     5,634:     3,492      1,810        295        182        265      3,969      2,370:     1,665      3,264
Other:     8,808:     8,029        384         15          0        442      8,044        841:       764      7,967
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :      -714:        47       -605       -126          0         25        -79       -706:      -635         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.8       14.2        3.2        1.3        4.9       83.2       22.2:      16.8       77.8
Old  :     100.0:      62.0       32.1        5.2        3.2        4.7       70.4       42.1:      29.6       57.9
Other:     100.0:      91.2        4.4        0.2        0.0        5.0       91.3        9.5:       8.7       90.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        14          9          8          2          3         17         19:
Old  :        25:        14          9          6          2          1         16         16:
Other:        18:        11          4          3          0          3         11         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  :                 57.2        8.1       71.2       14.8       55.9        7.9       69.4       14.3
Old  :                 35.8       19.6       52.7       33.9       34.0       19.0       49.6       33.3
Other:                 76.4        8.9       88.8        9.5       76.3        8.9       88.6        9.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   342,741:    89,898     11,697     69,913    150,960    244,550    310,770    326,160:    31,971     16,581
Old  :   268,900:    80,367     22,310     40,285    120,486    192,763    241,138    255,359:    27,763     13,542
Other:    73,840:    24,931      4,786     14,228     30,473     51,787     69,632     70,801:     4,208      3,039
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    27,264:    11,840      1,468      6,597      6,371     20,256     24,808     28,321:     2,456     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        3.4       20.4       44.0       71.4       90.7       95.2:       9.3        4.8
Old  :     100.0:      29.9        8.3       15.0       44.8       71.7       89.7       95.0:      10.3        5.0
Other:     100.0:      33.8        6.5       19.3       41.3       70.1       94.3       95.9:       5.7        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        90         36         60         64         65        192        139:
Old  :       220:        83         47         52         62         64        180        133:
Other:       108:        40         16         27         32         40         86         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       36.5       22.2       49.3       13.6       30.7       20.0       41.0
Old  :                 17.2       40.4       25.5       52.7       17.2       38.7       24.8       47.6
Other:                 28.6       39.4       43.2       54.5       27.0       37.1       39.0       46.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   973,124:    90,240    182,244     83,475    661,879    525,573    835,593    791,291:   137,531    181,833
Old  :   973,124:    90,240    182,244     83,475    661,879    525,573    835,593    791,291:   137,531    181,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :   -74,016:   -31,271     -3,185    -26,799     -4,159    -59,530    -62,229    -89,513:   -11,787     15,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.7        8.6       68.0       54.0       85.9       81.3:      14.1       18.7
Old  :     100.0:       9.3       18.7        8.6       68.0       54.0       85.9       81.3:      14.1       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        37         39         44         81         85        135        151:
Old  :       179:        37         39         44         81         85        135        151:
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  :                 23.0       24.3       34.5       34.5       18.6       17.4       25.4       23.7
Old  :                 23.0       24.3       34.5       34.5       18.6       17.4       25.4       23.7
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, March 27, 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  :   231,854:    49,944     18,601     40,756     95,801    146,491    186,501    205,848:    45,354     26,007
Old  :   173,291:    45,800     13,006     27,040     64,804    112,967    137,643    153,013:    35,648     20,278
Other:    58,563:     8,663     10,114      9,197     30,998     33,524     48,857     52,835:     9,706      5,728
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    -5,820:    -2,141      1,806     -1,403        678     -5,557     -2,866     -5,155:    -2,954       -665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        8.0       17.6       41.3       63.2       80.4       88.8:      19.6       11.2
Old  :     100.0:      26.4        7.5       15.6       37.4       65.2       79.4       88.3:      20.6       11.7
Other:     100.0:      14.8       17.3       15.7       52.9       57.2       83.4       90.2:      16.6        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        57         32         53         59         57        149        126:
Old  :       170:        60         33         43         56         52        141        112:
Other:       101:        25         24         29         38         31         76         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       31.1       27.3       44.2       16.8       29.5       24.9       41.0
Old  :                 14.9       37.8       23.4       48.0       12.4       35.6       20.8       45.2
Other:                 40.8       28.5       50.9       40.8       39.5       27.8       46.8       39.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    17,288:     3,828      1,355      1,782      8,213     12,911     13,823     16,049:     3,465      1,239
Old  :     9,415:     1,639      1,364        619      5,234      6,442      7,492      8,425:     1,923        990
Other:     7,873:     2,369        171        984      2,979      6,469      6,331      7,624:     1,542        249
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :      -532:      -838        667        148        392     -1,426       -297       -611:      -235         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        7.8       10.3       47.5       74.7       80.0       92.8:      20.0        7.2
Old  :     100.0:      17.4       14.5        6.6       55.6       68.4       79.6       89.5:      20.4       10.5
Other:     100.0:      30.1        2.2       12.5       37.8       82.2       80.4       96.8:      19.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        23         10         10         30         23         57         39:
Old  :        63:        16         11          6         25         21         44         35:
Other:        48:        16          3          9         20         17         39         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  :                 25.1       55.0       37.7       68.7       19.6       43.0       29.1       55.2
Old  :                 24.9       53.3       39.3       66.3       19.6       45.1       33.4       57.4
Other:                 39.1       71.5       53.1       86.2       31.5       56.8       39.8       65.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   965,139:   134,646    270,276     14,215    679,592    578,967    828,453    863,459:   136,686    101,680
Old  :   965,139:   134,646    270,276     14,215    679,592    578,967    828,453    863,459:   136,686    101,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    45,131:    17,002     25,791     -3,776     29,941     29,023     43,166     51,038:     1,964     -5,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       28.0        1.5       70.4       60.0       85.8       89.5:      14.2       10.5
Old  :     100.0:      14.0       28.0        1.5       70.4       60.0       85.8       89.5:      14.2       10.5
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  :       200:        43         32         17         91         80        144        119:
Old  :       200:        43         32         17         91         80        144        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  :                 26.1       28.9       35.8       40.6       25.0       27.7       34.3       39.0
Old  :                 26.1       28.9       35.8       40.6       25.0       27.7       34.3       39.0
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, March 27, 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  : 2,857,785:   746,923    284,264    215,683  1,590,715  1,980,367  2,553,321  2,480,313:   304,464    377,472
Old  : 2,857,785:   746,923    284,264    215,683  1,590,715  1,980,367  2,553,321  2,480,313:   304,464    377,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :   -44,378:    46,349     56,038    -69,892     13,087    -35,441    -10,456    -49,295:   -33,922      4,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        9.9        7.5       55.7       69.3       89.3       86.8:      10.7       13.2
Old  :     100.0:      26.1        9.9        7.5       55.7       69.3       89.3       86.8:      10.7       13.2
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  :       307:        59         77         70        128        139        228        245:
Old  :       307:        59         77         70        128        139        228        245:
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       28.7       35.1       40.0       21.6       24.9       31.1       35.2
Old  :                 24.4       28.7       35.1       40.0       21.6       24.9       31.1       35.2
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, March 27, 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  : 1,687,559:   195,818    373,481    113,401  1,108,608    954,890  1,417,827  1,441,773:   269,732    245,786
Old  : 1,687,559:   195,818    373,481    113,401  1,108,608    954,890  1,417,827  1,441,773:   269,732    245,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    31,507:    21,698     58,748    -27,563     26,181     -1,583     20,316     29,601:    11,192      1,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       22.1        6.7       65.7       56.6       84.0       85.4:      16.0       14.6
Old  :     100.0:      11.6       22.1        6.7       65.7       56.6       84.0       85.4:      16.0       14.6
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  :       198:        38         39         37         93         90        155        142:
Old  :       198:        38         39         37         93         90        155        142:
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  :                 29.0       25.7       38.2       37.4       25.3       24.3       32.0       33.7
Old  :                 29.0       25.7       38.2       37.4       25.3       24.3       32.0       33.7
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, March 27, 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  :   996,840:   190,410    199,459    293,293    467,714    465,868    951,417    958,620:    45,423     38,220
Old  :   996,840:   190,410    199,459    293,293    467,714    465,868    951,417    958,620:    45,423     38,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    51,082:     8,540     18,859     14,435     26,161     13,717     49,136     47,011:     1,946      4,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       20.0       29.4       46.9       46.7       95.4       96.2:       4.6        3.8
Old  :     100.0:      19.1       20.0       29.4       46.9       46.7       95.4       96.2:       4.6        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  :       153:        48         35         54         64         59        140        121:
Old  :       153:        48         35         54         64         59        140        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  :                 24.7       36.4       36.6       50.6       18.6       28.2       26.9       33.7
Old  :                 24.7       36.4       36.6       50.6       18.6       28.2       26.9       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    35,987:    12,007      4,412      1,975      5,339     23,739     19,321     30,126:    16,666      5,861
Old  :    35,987:    12,007      4,412      1,975      5,339     23,739     19,321     30,126:    16,666      5,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    -6,311:       364     -1,716       -505     -3,492     -1,856     -3,634     -4,078:    -2,677     -2,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       12.3        5.5       14.8       66.0       53.7       83.7:      46.3       16.3
Old  :     100.0:      33.4       12.3        5.5       14.8       66.0       53.7       83.7:      46.3       16.3
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  :        52:        22         12         12         11         15         41         31:
Old  :        52:        22         12         12         11         15         41         31:
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  :                 16.5       37.2       26.6       55.0       16.4       37.1       25.5       54.9
Old  :                 16.5       37.2       26.6       55.0       16.4       37.1       25.5       54.9
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, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    40,799:    16,730      5,480        982     16,802     28,307     34,514     34,769:     6,285      6,030
Old  :    40,799:    16,730      5,480        982     16,802     28,307     34,514     34,769:     6,285      6,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :       580:       192        170        103        389       -164        683        108:      -104        472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       13.4        2.4       41.2       69.4       84.6       85.2:      15.4       14.8
Old  :     100.0:      41.0       13.4        2.4       41.2       69.4       84.6       85.2:      15.4       14.8
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  :        64:        27         11         11         17         13         48         31:
Old  :        64:        27         11         11         17         13         48         31:
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       45.5       43.2       63.8       24.7       45.5       42.5       63.8
Old  :                 25.4       45.5       43.2       63.8       24.7       45.5       42.5       63.8
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, March 27, 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  :    71,152:    32,818     28,739      1,056     25,840     28,347     59,715     58,142:    11,437     13,010
Old  :    71,152:    32,818     28,739      1,056     25,840     28,347     59,715     58,142:    11,437     13,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :    -2,075:    -1,492      1,166        -29     -1,516       -973     -3,037        165:       962     -2,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       40.4        1.5       36.3       39.8       83.9       81.7:      16.1       18.3
Old  :     100.0:      46.1       40.4        1.5       36.3       39.8       83.9       81.7:      16.1       18.3
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  :       107:        28         44         14         22         22         61         69:
Old  :       107:        28         44         14         22         22         61         69:
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  :                 45.1       28.0       55.0       38.6       40.7       27.0       50.3       36.1
Old  :                 45.1       28.0       55.0       38.6       40.7       27.0       50.3       36.1
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, March 27, 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  :    44,937:     3,447     16,072        334     40,853     26,450     44,634     42,856:       303      2,081
Old  :    44,937:     3,447     16,072        334     40,853     26,450     44,634     42,856:       303      2,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2007                       :
     :       -84:      -640         26          1        513       -285       -126       -258:        42        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       35.8        0.7       90.9       58.9       99.3       95.4:       0.7        4.6
Old  :     100.0:       7.7       35.8        0.7       90.9       58.9       99.3       95.4:       0.7        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        10         11          3         11         10         21         24:
Old  :        37:        10         11          3         11         10         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  :                 74.9       83.9       91.6       90.7       70.1       72.6       82.4       79.3
Old  :                 74.9       83.9       91.6       90.7       70.1       72.6       82.4       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 30, 2007