WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   524,336:   101,768     73,733    150,881    232,088    232,194    484,737    456,807:    39,598     67,529
Old  :   461,567:    80,605     80,319    128,827    217,718    196,854    427,150    406,000:    34,417     55,567
Other:    62,769:    38,126     10,376      5,091     14,371     35,339     57,588     50,807:     5,181     11,962
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    25,132:      -317        -69     20,649      7,150      6,881     27,482     27,462:    -2,350     -2,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       14.1       28.8       44.3       44.3       92.4       87.1:       7.6       12.9
Old  :     100.0:      17.5       17.4       27.9       47.2       42.6       92.5       88.0:       7.5       12.0
Other:     100.0:      60.7       16.5        8.1       22.9       56.3       91.7       80.9:       8.3       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       120        130        156         79        121        317        317:
Old  :       399:       121        131        144         77        118        301        312:
Other:       180:        47         40         28         21         81         89        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       14.3       27.3       21.5       16.9       13.4       26.6       19.6
Old  :                 18.2       14.5       28.9       21.5       18.0       13.4       28.3       19.8
Other:                 43.7       19.8       61.0       32.1       43.7       19.3       60.2       31.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,714,010:   248,439    112,969    509,815    780,626    804,759  1,538,881  1,427,543:   175,129    286,467
Old  :   444,727:    58,083    115,294     86,619    258,456    189,609    403,158    391,522:    41,569     53,205
Other: 1,269,283:   285,514     92,832    328,039    522,170    615,150  1,135,723  1,036,021:   133,560    233,262
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -5,591:    -6,508     -7,275     -1,724     15,056      2,990      6,824     -6,009:   -12,416        417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        6.6       29.7       45.5       47.0       89.8       83.3:      10.2       16.7
Old  :     100.0:      13.1       25.9       19.5       58.1       42.6       90.7       88.0:       9.3       12.0
Other:     100.0:      22.5        7.3       25.8       41.1       48.5       89.5       81.6:      10.5       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       784:       200        149        250        312        356        639        662:
Old  :       599:        95        158        108        194        247        351        452:
Other:       745:       219        126        204        275        342        568        603:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       17.0       21.6       22.6       10.7        9.1       15.7       12.8
Old  :                 26.3       17.2       38.7       25.6       26.3       15.8       38.6       22.3
Other:                 15.1       18.6       21.9       24.4        8.3       10.0       13.1       13.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    15,033:     4,609        353        861      6,220     11,530     11,690     12,744:     3,343      2,289
Old  :    15,012:     4,628        353        842      6,219     11,530     11,689     12,725:     3,323      2,287
Other:        21:         0         19          0          1          0          1         19:        20          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -1,300:      -633        274        -49       -478     -1,914     -1,160     -1,689:      -140        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        2.3        5.7       41.4       76.7       77.8       84.8:      22.2       15.2
Old  :     100.0:      30.8        2.4        5.6       41.4       76.8       77.9       84.8:      22.1       15.2
Other:     100.0:       0.0       90.5        0.0        4.8        0.0        4.8       90.5:      95.2        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17          6          6         16         16         36         25:
Old  :        46:        17          6          6         16         16         36         25:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.8       51.5       45.5       68.5       24.3       47.2       38.3       61.5
Old  :                 27.8       51.6       45.5       68.6       24.3       47.2       38.3       61.6
Other:                  4.8       90.5        4.8       90.5        4.8       90.5        4.8       90.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   699,603:   137,146     27,058    202,202    289,585    372,513    628,933    601,772:    70,670     97,831
Old  :    69,153:    17,743     10,879     22,058     21,524     27,165     61,324     60,102:     7,828      9,051
Other:   630,450:   137,988     34,764    161,559    268,062    345,348    567,608    541,670:    62,842     88,780
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   -24,965:   -13,059      1,888     -8,155      4,548    -14,672    -16,666    -20,939:    -8,299     -4,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.9       28.9       41.4       53.2       89.9       86.0:      10.1       14.0
Old  :     100.0:      25.7       15.7       31.9       31.1       39.3       88.7       86.9:      11.3       13.1
Other:     100.0:      21.9        5.5       25.6       42.5       54.8       90.0       85.9:      10.0       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       545:       200         94        201        152        191        450        428:
Old  :       276:        83         54         53         72        102        175        190:
Other:       534:       196        114        175        132        186        407        411:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       26.0       26.6       33.3       12.6       18.6       18.7       23.0
Old  :                 28.5       26.8       40.4       40.4       20.8       15.5       26.4       25.8
Other:                 17.9       26.7       28.0       34.2       13.9       20.6       20.8       24.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,876:    17,659      5,595        428          0      1,002     18,087      7,025:     2,789     13,851
Old  :       632:       494         22          0          0          2        494         24:       138        608
Other:    20,244:    17,184      5,592        409          0      1,000     17,593      7,001:     2,651     13,243
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -265:       437        507          0          0       -118        437        389:      -702       -654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.6       26.8        2.1        0.0        4.8       86.6       33.7:      13.4       66.3
Old  :     100.0:      78.2        3.5        0.0        0.0        0.3       78.2        3.8:      21.8       96.2
Other:     100.0:      84.9       27.6        2.0        0.0        4.9       86.9       34.6:      13.1       65.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        14         15          5          0          4         16         22:
Old  :         9:         5          3          0          0          1          5          4:
Other:        33:        14         15          4          0          4         16         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  :                 56.0       17.3       75.2       23.5       55.9       16.0       75.1       22.3
Old  :                 70.9        3.8       78.2        3.8       70.9        3.8       78.2        3.8
Other:                 55.7       17.8       75.5       24.2       55.6       16.5       75.4       23.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   333,832:    75,099     14,160     61,835    170,236    242,798    307,170    318,792:    26,662     15,039
Old  :    94,226:    18,630     12,264     13,153     54,473     62,564     86,256     87,981:     7,970      6,245
Other:   239,606:    69,763     15,189     35,388    115,763    180,234    220,914    230,811:    18,692      8,795
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -2,984:    -2,404        993      1,480       -325     -5,002     -1,249     -2,528:    -1,735       -456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        4.2       18.5       51.0       72.7       92.0       95.5:       8.0        4.5
Old  :     100.0:      19.8       13.0       14.0       57.8       66.4       91.5       93.4:       8.5        6.6
Other:     100.0:      29.1        6.3       14.8       48.3       75.2       92.2       96.3:       7.8        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        75         33         61         64         67        181        139:
Old  :       134:        32         32         33         47         52        101         99:
Other:       193:        83         31         48         54         57        158        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       38.6       27.7       49.3       17.3       30.5       24.0       37.9
Old  :                 28.9       30.7       41.2       43.6       25.4       26.1       34.4       35.5
Other:                 23.7       43.4       31.9       54.7       23.1       39.6       31.1       48.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,169,847:   127,871    238,686    104,198    797,713    645,791  1,029,782    988,675:   140,066    181,173
Old  : 1,169,847:   127,871    238,686    104,198    797,713    645,791  1,029,782    988,675:   140,066    181,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    13,315:    16,341      7,643      4,384     -2,628     25,548     18,096     37,574:    -4,781    -24,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       20.4        8.9       68.2       55.2       88.0       84.5:      12.0       15.5
Old  :     100.0:      10.9       20.4        8.9       68.2       55.2       88.0       84.5:      12.0       15.5
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  :       199:        34         51         54         95         94        158        170:
Old  :       199:        34         51         54         95         94        158        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       29.1       33.5       37.6       20.8       25.5       30.0       32.2
Old  :                 22.3       29.1       33.5       37.6       20.8       25.5       30.0       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   224,186:    51,380     10,833     38,404     93,862    153,206    183,646    202,443:    40,540     21,743
Old  :    56,116:    13,005      5,286      5,453     25,707     37,826     44,165     48,565:    11,951      7,551
Other:   168,070:    47,430     14,602     23,896     68,155    115,380    139,481    153,878:    28,589     14,192
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    -9,005:   -10,583      3,195      1,297      1,742    -13,044     -7,544     -8,552:    -1,461       -453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        4.8       17.1       41.9       68.3       81.9       90.3:      18.1        9.7
Old  :     100.0:      23.2        9.4        9.7       45.8       67.4       78.7       86.5:      21.3       13.5
Other:     100.0:      28.2        8.7       14.2       40.6       68.6       83.0       91.6:      17.0        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        55         24         49         65         60        151        117:
Old  :       115:        31         19         22         49         46         89         78:
Other:       161:        54         32         39         58         48        136         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       34.6       26.9       46.6       17.2       31.1       24.2       41.0
Old  :                 20.5       35.6       29.5       49.6       18.6       34.4       26.4       46.4
Other:                 20.8       37.3       29.6       49.1       19.6       34.7       27.7       44.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    16,679:     3,723      2,762      1,843      8,373     10,514     13,940     15,119:     2,739      1,560
Old  :    16,679:     3,723      2,762      1,843      8,373     10,514     13,940     15,119:     2,739      1,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -625:      -114         42        120         10       -106         15         55:      -640       -680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       16.6       11.1       50.2       63.0       83.6       90.6:      16.4        9.4
Old  :     100.0:      22.3       16.6       11.1       50.2       63.0       83.6       90.6:      16.4        9.4
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  :        77:        26         14         10         33         20         62         41:
Old  :        77:        26         14         10         33         20         62         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       46.8       35.4       63.0       21.4       41.2       32.0       56.4
Old  :                 21.5       46.8       35.4       63.0       21.4       41.2       32.0       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,058,818:   231,257    230,932     31,735    668,984    685,548    931,976    948,214:   126,842    110,604
Old  : 1,058,818:   231,257    230,932     31,735    668,984    685,548    931,976    948,214:   126,842    110,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    37,056:     7,932    -21,716     12,499     11,672     21,827     32,103     12,610:     4,953     24,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       21.8        3.0       63.2       64.7       88.0       89.6:      12.0       10.4
Old  :     100.0:      21.8       21.8        3.0       63.2       64.7       88.0       89.6:      12.0       10.4
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  :       211:        51         39         20         99         75        162        122:
Old  :       211:        51         39         20         99         75        162        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       34.1       29.2       52.3       20.4       32.7       28.2       49.2
Old  :                 20.7       34.1       29.2       52.3       20.4       32.7       28.2       49.2
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, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,634,754:   770,758    362,305    468,164  2,076,800  2,367,926  3,315,722  3,198,395:   319,032    436,359
Old  : 3,634,754:   770,758    362,305    468,164  2,076,800  2,367,926  3,315,722  3,198,395:   319,032    436,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   -49,479:   -53,331    -82,491     10,370    -29,473     50,623    -72,434    -21,498:    22,955    -27,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       10.0       12.9       57.1       65.1       91.2       88.0:       8.8       12.0
Old  :     100.0:      21.2       10.0       12.9       57.1       65.1       91.2       88.0:       8.8       12.0
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  :       356:        68         89         91        159        178        273        312:
Old  :       356:        68         89         91        159        178        273        312:
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       28.5       33.1       36.9       20.1       25.6       26.9       30.1
Old  :                 24.4       28.5       33.1       36.9       20.1       25.6       26.9       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,885,724:   289,646    331,141    210,260  1,147,455  1,091,188  1,647,360  1,632,588:   238,364    253,136
Old  : 1,885,724:   289,646    331,141    210,260  1,147,455  1,091,188  1,647,360  1,632,588:   238,364    253,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    24,553:    -6,094    -28,842       -376     30,105     62,529     23,635     33,310:       918     -8,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.6       11.2       60.8       57.9       87.4       86.6:      12.6       13.4
Old  :     100.0:      15.4       17.6       11.2       60.8       57.9       87.4       86.6:      12.6       13.4
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  :       211:        45         43         48         98         91        166        159:
Old  :       211:        45         43         48         98         91        166        159:
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  :                 21.1       18.1       31.2       30.0       16.8       13.2       23.1       23.1
Old  :                 21.1       18.1       31.2       30.0       16.8       13.2       23.1       23.1
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, July 24, 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  :   776,543:   118,504    157,472    247,122    378,169    342,788    743,796    747,381:    32,747     29,162
Old  :   776,543:   118,504    157,472    247,122    378,169    342,788    743,796    747,381:    32,747     29,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :    73,867:   -10,357     12,353     44,568     37,089     13,012     71,300     69,933:     2,567      3,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.3       31.8       48.7       44.1       95.8       96.2:       4.2        3.8
Old  :     100.0:      15.3       20.3       31.8       48.7       44.1       95.8       96.2:       4.2        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  :       135:        33         38         46         54         52        117        107:
Old  :       135:        33         38         46         54         52        117        107:
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  :                 24.8       30.2       39.6       49.4       15.3       22.1       22.8       28.3
Old  :                 24.8       30.2       39.6       49.4       15.3       22.1       22.8       28.3
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, July 24, 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  :    25,668:     6,655      3,527      2,911      2,731     12,254     12,297     18,692:    13,370      6,975
Old  :    25,668:     6,655      3,527      2,911      2,731     12,254     12,297     18,692:    13,370      6,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,802:     1,909     -1,506      1,195       -337      1,554      2,768      1,243:      -965        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       13.7       11.3       10.6       47.7       47.9       72.8:      52.1       27.2
Old  :     100.0:      25.9       13.7       11.3       10.6       47.7       47.9       72.8:      52.1       27.2
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  :        45:        16         13         11         10         12         33         29:
Old  :        45:        16         13         11         10         12         33         29:
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  :                 15.0       41.5       24.8       51.4       15.0       40.3       23.5       48.7
Old  :                 15.0       41.5       24.8       51.4       15.0       40.3       23.5       48.7
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 with Delta-adjusted Options and Futures Combined, July 24, 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  :    35,976:    15,869     11,816        938     13,367     15,154     30,174     27,908:     5,802      8,068
Old  :    35,976:    15,869     11,816        938     13,367     15,154     30,174     27,908:     5,802      8,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :      -646:     1,231     -1,273       -309       -871        578         51     -1,004:      -697        358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       32.8        2.6       37.2       42.1       83.9       77.6:      16.1       22.4
Old  :     100.0:      44.1       32.8        2.6       37.2       42.1       83.9       77.6:      16.1       22.4
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  :        67:        30         13         11         15         13         51         31:
Old  :        67:        30         13         11         15         13         51         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  :                 32.8       40.3       46.8       57.2       32.8       39.9       46.8       55.4
Old  :                 32.8       40.3       46.8       57.2       32.8       39.9       46.8       55.4
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, July 24, 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  :    94,663:    34,681     39,039      1,915     43,023     38,923     79,618     79,876:    15,045     14,787
Old  :    94,663:    34,681     39,039      1,915     43,023     38,923     79,618     79,876:    15,045     14,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :   -14,842:       343     -6,085       -681    -16,660     -4,716    -16,999    -11,483:     2,156     -3,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       41.2        2.0       45.4       41.1       84.1       84.4:      15.9       15.6
Old  :     100.0:      36.6       41.2        2.0       45.4       41.1       84.1       84.4:      15.9       15.6
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  :       119:        37         41         18         28         21         75         70:
Old  :       119:        37         41         18         28         21         75         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       34.0       44.0       46.0       28.6       33.8       40.6       45.5
Old  :                 31.5       34.0       44.0       46.0       28.6       33.8       40.6       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    64,633:     2,566     13,785        828     61,122     47,741     64,516     62,354:       117      2,279
Old  :    64,633:     2,566     13,785        828     61,122     47,741     64,516     62,354:       117      2,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :       166:      -170     -1,425        206         87      1,245        123         26:        43        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       21.3        1.3       94.6       73.9       99.8       96.5:       0.2        3.5
Old  :     100.0:       4.0       21.3        1.3       94.6       73.9       99.8       96.5:       0.2        3.5
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  :        43:         7         16          3         15         11         22         30:
Old  :        43:         7         16          3         15         11         22         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       73.2       90.6       85.8       77.7       70.5       86.2       81.7
Old  :                 81.1       73.2       90.6       85.8       77.7       70.5       86.2       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    20,794:     1,485      5,140        149     19,160     15,364     20,794     20,653:         0        141
Old  :    20,794:     1,485      5,140        149     19,160     15,364     20,794     20,653:         0        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2007                        :
     :     1,941:       330      1,867          8      1,603        424      1,941      2,299:         0       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       24.7        0.7       92.1       73.9      100.0       99.3:       0.0        0.7
Old  :     100.0:       7.1       24.7        0.7       92.1       73.9      100.0       99.3:       0.0        0.7
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  :        21:         2         10          1          4          6          7         16:
Old  :        21:         2         10          1          4          6          7         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.7       79.8      100.0       93.1       95.7       76.6       96.1       89.2
Old  :                 95.7       79.8      100.0       93.1       95.7       76.6       96.1       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 27, 2007