WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   536,739:    86,314     70,838    172,969    232,130    213,594    491,413    457,402:    45,325     79,337
Old  :   418,477:    59,149     86,622    128,410    197,644    148,077    385,202    363,109:    33,274     55,368
Other:   118,262:    55,625     12,675     16,100     34,486     65,517    106,211     94,293:    12,051     23,969
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     3,160:    -3,541        665      6,180        421     -4,077      3,061      2,768:        99        392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       13.2       32.2       43.2       39.8       91.6       85.2:       8.4       14.8
Old  :     100.0:      14.1       20.7       30.7       47.2       35.4       92.0       86.8:       8.0       13.2
Other:     100.0:      47.0       10.7       13.6       29.2       55.4       89.8       79.7:      10.2       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       137        132        159         93        130        320        342:
Old  :       398:       114        147        136         81        123        280        328:
Other:       249:        90         52         54         60         91        176        173:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       13.0       26.8       21.3       17.9       11.1       25.8       15.9
Old  :                 21.0       14.3       30.4       23.8       20.5       11.0       29.5       16.0
Other:                 28.3       17.9       44.6       27.5       27.7       17.3       41.6       26.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  : 1,615,276:   248,559    104,858    464,366    732,884    752,453  1,445,809  1,321,677:   169,467    293,598
Old  : 1,312,165:   184,145    139,102    353,109    632,486    584,730  1,169,739  1,076,941:   142,425    235,224
Other:   303,111:   115,059     16,401     60,612    100,398    167,723    276,069    244,736:    27,042     58,375
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    -2,688:   -25,400     10,546      4,006     13,343    -29,168     -8,051    -14,616:     5,362     11,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        6.5       28.7       45.4       46.6       89.5       81.8:      10.5       18.2
Old  :     100.0:      14.0       10.6       26.9       48.2       44.6       89.1       82.1:      10.9       17.9
Other:     100.0:      38.0        5.4       20.0       33.1       55.3       91.1       80.7:       8.9       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       699:       170        148        227        270        318        569        590:
Old  :       692:       159        168        209        261        311        544        576:
Other:       438:        99         62         63         96        239        230        332:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       18.6       22.1       24.2       10.5       10.6       15.8       14.6
Old  :                 14.7       17.3       23.6       23.5       11.9        9.4       18.4       13.5
Other:                 20.7       25.4       31.8       32.1       15.1       18.2       23.5       23.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :    15,298:     4,327        657      1,026      6,918      9,077     12,271     10,761:     3,027      4,537
Old  :    15,206:     4,327        657      1,026      6,908      9,044     12,261     10,728:     2,945      4,478
Other:        92:         0          0          0         10         33         10         33:        82         59
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :        62:      -148        -48         17        322         32        191          1:      -129         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        4.3        6.7       45.2       59.3       80.2       70.3:      19.8       29.7
Old  :     100.0:      28.5        4.3        6.8       45.4       59.5       80.6       70.6:      19.4       29.4
Other:     100.0:       0.0        0.0        0.0       10.9       35.9       10.9       35.9:      89.1       64.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        23          9          6         15         14         43         24:
Old  :        53:        23          9          6         15         14         43         24:
Other:         4:         0          0          0          1          3          1          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.8       34.7       47.5       53.2       26.4       26.1       36.4       39.2
Old  :                 34.0       34.8       47.8       53.3       26.6       26.3       36.6       39.3
Other:                 10.9       35.9       10.9       35.9       10.9       35.9       10.9       35.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   766,273:   150,885     19,756    222,510    314,002    402,640    687,398    644,906:    78,875    121,367
Old  :   674,961:   133,136     25,459    198,451    270,935    344,139    602,522    568,049:    72,439    106,912
Other:    91,312:    34,134     10,682      7,675     43,067     58,500     84,876     76,857:     6,436     14,455
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    10,436:     3,847     -3,251     -2,972       -541      5,959        335       -264:    10,101     10,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        2.6       29.0       41.0       52.5       89.7       84.2:      10.3       15.8
Old  :     100.0:      19.7        3.8       29.4       40.1       51.0       89.3       84.2:      10.7       15.8
Other:     100.0:      37.4       11.7        8.4       47.2       64.1       93.0       84.2:       7.0       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       522:       183         98        193        150        190        428        417:
Old  :       519:       175        107        189        150        188        423        413:
Other:       246:        56         46         26         43        128        109        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       24.1       25.1       32.5       11.5       19.0       17.7       22.5
Old  :                 14.8       23.1       22.8       31.5       13.1       17.8       18.9       22.3
Other:                 50.0       33.4       64.1       50.8       45.9       32.8       57.1       45.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,689:    19,149      6,781        818          4        786     19,971      8,385:     3,718     15,304
Old  :    19,549:    15,343      6,744        698          4        680     16,045      8,122:     3,504     11,427
Other:     4,140:     3,926        157          0          0        106      3,926        263:       214      3,877
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :      -686:      -323        339         95          4       -382       -224         52:      -462       -738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.8       28.6        3.5        0.0        3.3       84.3       35.4:      15.7       64.6
Old  :     100.0:      78.5       34.5        3.6        0.0        3.5       82.1       41.5:      17.9       58.5
Other:     100.0:      94.8        3.8        0.0        0.0        2.6       94.8        6.4:       5.2       93.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        17         12          8          1          2         22         18:
Old  :        31:        17         12          8          1          2         22         18:
Other:        14:         9          3          0          0          2          9          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       20.5       70.2       28.1       54.7       18.0       70.2       25.2
Old  :                 54.0       24.1       67.3       33.1       54.0       21.4       67.2       30.1
Other:                 76.9        6.3       93.4        6.4       76.9        6.3       93.4        6.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   303,755:    65,675     13,952     56,302    151,484    215,515    273,461    285,769:    30,294     17,986
Old  :   284,711:    66,699     16,924     49,416    139,026    200,857    255,141    267,197:    29,570     17,514
Other:    19,044:     4,997      3,049        866     12,458     14,657     18,320     18,572:       724        472
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     4,896:     2,931     -1,293      1,810       -551      2,930      4,189      3,447:       707      1,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        4.6       18.5       49.9       71.0       90.0       94.1:      10.0        5.9
Old  :     100.0:      23.4        5.9       17.4       48.8       70.5       89.6       93.8:      10.4        6.2
Other:     100.0:      26.2       16.0        4.5       65.4       77.0       96.2       97.5:       3.8        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        68         36         64         67         66        179        139:
Old  :       205:        71         41         62         67         65        178        137:
Other:        44:        13         10         11         10         14         28         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       32.2       27.4       44.6       15.9       29.8       22.8       38.4
Old  :                 17.4       32.7       26.3       44.6       17.0       29.6       24.0       37.9
Other:                 71.7       71.2       86.5       84.0       71.4       71.2       86.2       83.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  : 1,074,062:   111,633    164,981     75,487    735,791    647,640    922,912    888,108:   151,149    185,954
Old  : 1,074,062:   111,633    164,981     75,487    735,791    647,640    922,912    888,108:   151,149    185,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     5,266:     3,091     -6,363     -4,783      8,160      9,333      6,469     -1,813:    -1,202      7,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       15.4        7.0       68.5       60.3       85.9       82.7:      14.1       17.3
Old  :     100.0:      10.4       15.4        7.0       68.5       60.3       85.9       82.7:      14.1       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        35         47         48         77         88        140        155:
Old  :       181:        35         47         48         77         88        140        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       29.9       34.0       40.4       19.2       25.0       25.6       31.5
Old  :                 22.5       29.9       34.0       40.4       19.2       25.0       25.6       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   236,629:    64,053      7,138     32,331     93,977    170,952    190,361    210,422:    46,269     26,208
Old  :   225,035:    63,113      8,927     28,447     89,117    162,008    180,677    199,382:    44,358     25,654
Other:    11,594:     3,661        933      1,163      4,859      8,944      9,684     11,040:     1,910        554
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     1,281:    -3,618     -1,759     -2,154      4,063      1,117     -1,710     -2,797:     2,991      4,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        3.0       13.7       39.7       72.2       80.4       88.9:      19.6       11.1
Old  :     100.0:      28.0        4.0       12.6       39.6       72.0       80.3       88.6:      19.7       11.4
Other:     100.0:      31.6        8.0       10.0       41.9       77.1       83.5       95.2:      16.5        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        64         26         56         55         59        155        119:
Old  :       175:        66         30         53         54         59        153        117:
Other:        53:        19          8         14         19         11         44         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       36.1       28.7       48.1       16.6       33.4       25.2       43.9
Old  :                 20.4       36.4       29.6       47.5       17.8       34.3       26.3       44.0
Other:                 34.2       68.5       51.1       82.8       29.2       68.5       44.6       79.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :    19,849:     5,571        507      2,963      7,171     14,508     15,705     17,979:     4,144      1,870
Old  :    19,209:     5,829        507      2,669      6,617     14,179     15,114     17,355:     4,095      1,854
Other:       639:        27        285          9        554        329        590        623:        49         16
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     2,049:       555       -268        449        256      1,120      1,260      1,301:       789        748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        2.6       14.9       36.1       73.1       79.1       90.6:      20.9        9.4
Old  :     100.0:      30.3        2.6       13.9       34.4       73.8       78.7       90.3:      21.3        9.7
Other:     100.0:       4.3       44.6        1.4       86.6       51.5       92.3       97.5:       7.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        32          9         14         28         20         64         40:
Old  :        76:        32          9         12         28         20         64         38:
Other:        17:         3          6          2          4          6          9         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       57.9       36.9       71.9       20.3       55.8       30.8       64.1
Old  :                 23.9       58.7       38.1       72.7       21.0       57.6       32.6       67.1
Other:                 86.6       60.5       92.2       88.7       79.6       59.3       83.0       85.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   989,249:   230,906    214,354     23,032    594,728    645,653    848,666    883,038:   140,583    106,211
Old  :   989,249:   230,906    214,354     23,032    594,728    645,653    848,666    883,038:   140,583    106,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    56,590:    33,862      8,547       -103     26,794     51,916     60,552     60,360:    -3,962     -3,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       21.7        2.3       60.1       65.3       85.8       89.3:      14.2       10.7
Old  :     100.0:      23.3       21.7        2.3       60.1       65.3       85.8       89.3:      14.2       10.7
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  :       208:        52         33         18         92         83        148        130:
Old  :       208:        52         33         18         92         83        148        130:
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  :                 12.7       40.5       22.5       49.8       12.5       37.8       21.1       47.1
Old  :                 12.7       40.5       22.5       49.8       12.5       37.8       21.1       47.1
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, October 9, 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  : 3,161,420:   693,307    336,719    448,050  1,680,651  1,941,535  2,822,009  2,726,304:   339,411    435,116
Old  : 3,161,420:   693,307    336,719    448,050  1,680,651  1,941,535  2,822,009  2,726,304:   339,411    435,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    52,542:   -30,482     26,429     -8,067    100,895     20,297     62,346     38,659:    -9,804     13,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       10.7       14.2       53.2       61.4       89.3       86.2:      10.7       13.8
Old  :     100.0:      21.9       10.7       14.2       53.2       61.4       89.3       86.2:      10.7       13.8
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  :       304:        54         82         80        128        146        232        258:
Old  :       304:        54         82         80        128        146        232        258:
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  :                 22.7       24.8       32.4       33.8       15.3       18.6       22.8       22.8
Old  :                 22.7       24.8       32.4       33.8       15.3       18.6       22.8       22.8
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, October 9, 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  : 1,857,740:   399,275    236,387    137,323  1,057,302  1,247,335  1,593,900  1,621,046:   263,840    236,695
Old  : 1,857,740:   399,275    236,387    137,323  1,057,302  1,247,335  1,593,900  1,621,046:   263,840    236,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    26,952:    22,118     51,278    -15,654     33,085    -15,996     39,549     19,629:   -12,597      7,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       12.7        7.4       56.9       67.1       85.8       87.3:      14.2       12.7
Old  :     100.0:      21.5       12.7        7.4       56.9       67.1       85.8       87.3:      14.2       12.7
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  :       215:        43         42         43        105         97        169        161:
Old  :       215:        43         42         43        105         97        169        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       38.1       28.5       47.7       16.5       33.6       24.2       38.8
Old  :                 19.2       38.1       28.5       47.7       16.5       33.6       24.2       38.8
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, October 9, 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  :   502,339:   109,892     59,703    146,153    219,542    264,276    475,587    470,131:    26,753     32,208
Old  :   502,339:   109,892     59,703    146,153    219,542    264,276    475,587    470,131:    26,753     32,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    64,989:    13,471      1,884     20,819     28,086     34,672     62,376     57,376:     2,613      7,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       11.9       29.1       43.7       52.6       94.7       93.6:       5.3        6.4
Old  :     100.0:      21.9       11.9       29.1       43.7       52.6       94.7       93.6:       5.3        6.4
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  :       126:        28         32         45         49         55         99        112:
Old  :       126:        28         32         45         49         55         99        112:
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  :                 25.8       16.2       39.8       29.3       20.1       11.1       27.0       18.3
Old  :                 25.8       16.2       39.8       29.3       20.1       11.1       27.0       18.3
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, October 9, 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  :    20,984:     7,026      3,763      1,006      1,857      8,975      9,889     13,744:    11,095      7,239
Old  :    20,984:     7,026      3,763      1,006      1,857      8,975      9,889     13,744:    11,095      7,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :    -2,532:    -2,007        108        216         60     -2,150     -1,731     -1,825:      -801       -707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       17.9        4.8        8.8       42.8       47.1       65.5:      52.9       34.5
Old  :     100.0:      33.5       17.9        4.8        8.8       42.8       47.1       65.5:      52.9       34.5
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  :        37:        17          7          5          5          9         25         18:
Old  :        37:        17          7          5          5          9         25         18:
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  :                 15.9       40.2       25.7       54.8       15.7       37.3       24.6       51.9
Old  :                 15.9       40.2       25.7       54.8       15.7       37.3       24.6       51.9
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, October 9, 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  :    29,818:     7,294      7,766        408     17,339     15,532     25,042     23,706:     4,776      6,112
Old  :    29,818:     7,294      7,766        408     17,339     15,532     25,042     23,706:     4,776      6,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     1,105:        41        426         30      2,031        574      2,101      1,030:      -997         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       26.0        1.4       58.2       52.1       84.0       79.5:      16.0       20.5
Old  :     100.0:      24.5       26.0        1.4       58.2       52.1       84.0       79.5:      16.0       20.5
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  :        49:        13         17          4         12          9         28         27:
Old  :        49:        13         17          4         12          9         28         27:
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  :                 44.8       44.5       61.6       59.2       44.8       44.5       61.1       59.2
Old  :                 44.8       44.5       61.6       59.2       44.8       44.5       61.1       59.2
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, October 9, 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  :   101,415:    44,952     29,149      1,775     41,441     57,380     88,168     88,304:    13,247     13,111
Old  :   101,415:    44,952     29,149      1,775     41,441     57,380     88,168     88,304:    13,247     13,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :     9,243:     7,504      2,014        295        521      9,523      8,319     11,832:       924     -2,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       28.7        1.8       40.9       56.6       86.9       87.1:      13.1       12.9
Old  :     100.0:      44.3       28.7        1.8       40.9       56.6       86.9       87.1:      13.1       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        51         31         13         23         22         79         61:
Old  :       118:        51         31         13         23         22         79         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       32.7       41.1       49.6       27.2       32.7       40.0       49.3
Old  :                 27.8       32.7       41.1       49.6       27.2       32.7       40.0       49.3
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, October 9, 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  :    53,336:     2,729     17,894        285     49,986     34,956     53,000     53,135:       336        201
Old  :    53,336:     2,729     17,894        285     49,986     34,956     53,000     53,135:       336        201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :       412:       228        -67          0         78        344        306        277:       106        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       33.5        0.5       93.7       65.5       99.4       99.6:       0.6        0.4
Old  :     100.0:       5.1       33.5        0.5       93.7       65.5       99.4       99.6:       0.6        0.4
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  :        44:         8         16          2         14         12         22         30:
Old  :        44:         8         16          2         14         12         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  :                 88.7       75.3       93.7       88.6       85.3       70.0       89.4       83.2
Old  :                 88.7       75.3       93.7       88.6       85.3       70.0       89.4       83.2
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, October 9, 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  :    13,195:     7,333      2,913        292      5,469      9,869     13,094     13,074:       101        121
Old  :    13,195:     7,333      2,913        292      5,469      9,869     13,094     13,074:       101        121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2007                      :
     :       -50:      -402       -256        292         53        -70        -57        -34:         7        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6       22.1        2.2       41.4       74.8       99.2       99.1:       0.8        0.9
Old  :     100.0:      55.6       22.1        2.2       41.4       74.8       99.2       99.1:       0.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        10          6          1          3          6         13         13:
Old  :        25:        10          6          1          3          6         13         13:
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  :                 82.4       81.2       95.8       95.1       80.2       81.2       93.6       94.4
Old  :                 82.4       81.2       95.8       95.1       80.2       81.2       93.6       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 12, 2007