WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   441,651:    96,696     81,906     76,072    223,466    217,476    396,234    375,454:    45,417     66,197
Old  :   262,558:    56,574     92,743     23,867    155,224    109,645    235,665    226,255:    26,893     36,303
Other:   179,093:    75,844     24,885     16,483     68,242    107,831    160,569    149,199:    18,524     29,894
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    14,433:     4,456      1,232      4,086        475      4,313      9,017      9,631:     5,416      4,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       18.5       17.2       50.6       49.2       89.7       85.0:      10.3       15.0
Old  :     100.0:      21.5       35.3        9.1       59.1       41.8       89.8       86.2:      10.2       13.8
Other:     100.0:      42.3       13.9        9.2       38.1       60.2       89.7       83.3:      10.3       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       114        117        132         86        117        294        301:
Old  :       357:        86        141         71         50         92        193        260:
Other:       288:       112         45         53         69        106        203        190:
     :----------------------------------------------------------------------------------------------------
     :             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       18.5       35.2       25.7       23.8       15.7       33.6       22.1
Old  :                 30.8       19.6       45.0       27.2       30.8       17.6       45.0       24.2
Other:                 30.9       22.7       42.8       32.0       30.9       21.4       41.5       29.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,341,299:   443,905    105,680    117,946    632,431    864,476  1,194,282  1,088,102:   147,017    253,197
Old  :   944,172:   291,307    134,568     57,513    487,340    590,562    836,160    782,643:   108,012    161,529
Other:   397,127:   202,690     21,204     10,341    145,091    273,914    358,122    305,459:    39,005     91,668
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    49,692:    13,752      5,074      7,878     17,069     25,993     38,699     38,945:    10,993     10,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        7.9        8.8       47.2       64.5       89.0       81.1:      11.0       18.9
Old  :     100.0:      30.9       14.3        6.1       51.6       62.5       88.6       82.9:      11.4       17.1
Other:     100.0:      51.0        5.3        2.6       36.5       69.0       90.2       76.9:       9.8       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       720:       229         92        143        215        322        508        515:
Old  :       685:       191        121        101        182        298        425        474:
Other:       523:       132         57         32        111        285        255        365:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       19.8       21.6       25.4       13.9       18.1       21.6       23.5
Old  :                 16.1       19.9       25.1       26.3       16.1       17.5       24.7       23.6
Other:                 20.5       21.3       32.3       26.9       20.5       21.0       32.2       26.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,138:     4,162        646        161      5,340     10,900      9,663     11,707:     3,475      1,431
Old  :    11,690:     3,950        646        156      4,575      9,654      8,681     10,456:     3,009      1,234
Other:     1,448:       215          3          2        765      1,246        982      1,251:       466        197
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     1,526:     1,028        -82         -7       -242      1,434        779      1,345:       747        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        4.9        1.2       40.6       83.0       73.6       89.1:      26.4       10.9
Old  :     100.0:      33.8        5.5        1.3       39.1       82.6       74.3       89.4:      25.7       10.6
Other:     100.0:      14.8        0.2        0.1       52.8       86.0       67.8       86.4:      32.2       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        24          3          5         16         12         41         19:
Old  :        47:        23          3          3         13         12         38         17:
Other:        14:         2          1          2          7         10         11         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  :                 26.5       52.0       40.7       77.2       24.6       44.9       38.3       68.7
Old  :                 27.7       52.3       43.1       76.9       27.7       49.6       43.1       73.7
Other:                 61.4       76.9       67.5       84.5       57.1       74.8       59.9       78.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   562,878:   182,026     36,883     63,198    251,409    368,000    496,633    468,081:    66,245     94,797
Old  :   427,458:   137,997     44,458     42,155    197,529    275,510    377,681    362,123:    49,777     65,335
Other:   135,420:    60,973      9,369      4,099     53,880     92,490    118,952    105,958:    16,468     29,462
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     7,437:     3,278      6,750     -6,873      6,501      7,154      2,906      7,031:     4,531        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        6.6       11.2       44.7       65.4       88.2       83.2:      11.8       16.8
Old  :     100.0:      32.3       10.4        9.9       46.2       64.5       88.4       84.7:      11.6       15.3
Other:     100.0:      45.0        6.9        3.0       39.8       68.3       87.8       78.2:      12.2       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       514:       186         82        116        115        200        359        360:
Old  :       495:       166         93         99         97        197        317        349:
Other:       333:        91         52         21         61        159        159        228:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       26.5       29.8       34.0       17.9       25.2       27.6       30.8
Old  :                 20.3       27.4       31.3       34.3       20.2       25.9       31.2       31.2
Other:                 29.6       28.2       43.2       40.1       24.8       27.9       37.5       36.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,320:    17,335      3,211        818          0      1,987     18,153      6,016:     4,167     16,304
Old  :    11,682:     8,063      2,922        516          0      1,028      8,579      4,466:     3,103      7,216
Other:    10,638:     9,573        590          1          0        959      9,574      1,550:     1,064      9,088
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       -76:       392        263     -1,148         -6        770       -762       -115:       686         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.7       14.4        3.7        0.0        8.9       81.3       27.0:      18.7       73.0
Old  :     100.0:      69.0       25.0        4.4        0.0        8.8       73.4       38.2:      26.6       61.8
Other:     100.0:      90.0        5.5        0.0        0.0        9.0       90.0       14.6:      10.0       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        16          9         10          0          6         19         22:
Old  :        29:        15          9          8          0          5         17         20:
Other:        22:        12          4          1          0          6         12         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       10.7       71.7       17.5       58.6       10.7       70.3       17.0
Old  :                 43.6       17.6       61.1       27.2       42.4       16.9       57.3       25.5
Other:                 79.3        7.9       88.7       13.2       79.3        7.9       88.7       13.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   294,151:    76,702     18,348     39,680    148,085    221,812    264,467    279,840:    29,684     14,311
Old  :   259,849:    77,675     25,342     26,233    127,913    194,883    231,821    246,458:    28,028     13,391
Other:    34,302:    11,230      5,209      1,244     20,172     26,929     32,646     33,382:     1,656        920
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     5,364:     1,221        262      2,617        -27      4,844      3,811      7,723:     1,553     -2,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        6.2       13.5       50.3       75.4       89.9       95.1:      10.1        4.9
Old  :     100.0:      29.9        9.8       10.1       49.2       75.0       89.2       94.8:      10.8        5.2
Other:     100.0:      32.7       15.2        3.6       58.8       78.5       95.2       97.3:       4.8        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        73         35         51         60         55        161        123:
Old  :       196:        72         43         41         55         54        151        116:
Other:        78:        22         19         10         25         19         53         43:
     :----------------------------------------------------------------------------------------------------
     :             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       42.7       27.0       54.9       18.4       37.0       26.2       47.3
Old  :                 21.1       43.1       29.6       55.1       20.7       42.6       28.5       51.1
Other:                 41.6       64.2       59.7       77.5       40.4       63.4       58.6       76.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,000,171:   192,935    195,672      3,593    657,862    617,995    854,390    817,260:   145,781    182,911
Old  : 1,000,171:   192,935    195,672      3,593    657,862    617,995    854,390    817,260:   145,781    182,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    79,887:    50,082     25,425        717     24,195     26,652     74,994     52,794:     4,893     27,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       19.6        0.4       65.8       61.8       85.4       81.7:      14.6       18.3
Old  :     100.0:      19.3       19.6        0.4       65.8       61.8       85.4       81.7:      14.6       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        37         38         20         72         74        118        123:
Old  :       175:        37         38         20         72         74        118        123:
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  :                 25.2       31.5       38.7       43.6       23.0       26.6       32.1       34.7
Old  :                 25.2       31.5       38.7       43.6       23.0       26.6       32.1       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   229,873:    74,766     12,471     20,924     90,606    177,100    186,296    210,495:    43,577     19,378
Old  :   197,071:    68,698     15,967     13,163     76,794    150,468    158,655    179,598:    38,416     17,473
Other:    32,802:    12,083      2,519      1,746     13,812     26,632     27,641     30,897:     5,161      1,905
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   -12,179:    -4,173       -467     -5,455     -6,179     -7,697    -15,807    -13,619:     3,628      1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        5.4        9.1       39.4       77.0       81.0       91.6:      19.0        8.4
Old  :     100.0:      34.9        8.1        6.7       39.0       76.4       80.5       91.1:      19.5        8.9
Other:     100.0:      36.8        7.7        5.3       42.1       81.2       84.3       94.2:      15.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        79         28         46         68         57        174        111:
Old  :       189:        70         36         37         61         57        157        108:
Other:        87:        32          7          5         42         16         76         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       44.1       29.8       55.3       12.9       39.2       20.2       47.1
Old  :                 24.4       41.4       32.6       53.0       19.5       40.5       27.6       49.2
Other:                 21.5       64.5       36.5       78.1       20.1       61.8       34.4       74.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,937:     7,865        569        808      5,709     15,925     14,382     17,302:     3,555        635
Old  :    16,047:     7,836        667        399      4,486     14,486     12,721     15,552:     3,326        495
Other:     1,890:       422        295         16      1,223      1,439      1,661      1,750:       229        140
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       -69:       104       -195         49       -537        185       -384         39:       315       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        3.2        4.5       31.8       88.8       80.2       96.5:      19.8        3.5
Old  :     100.0:      48.8        4.2        2.5       28.0       90.3       79.3       96.9:      20.7        3.1
Other:     100.0:      22.3       15.6        0.8       64.7       76.1       87.9       92.6:      12.1        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        32          5         10         24         18         60         29:
Old  :        64:        29          6          6         20         16         52         25:
Other:        28:         8          4          2          8          9         17         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       74.1       33.1       83.9       18.8       69.6       32.8       77.5
Old  :                 20.6       76.2       35.7       86.4       20.6       74.2       35.7       84.3
Other:                 50.5       68.3       71.5       84.9       35.4       43.0       54.9       59.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,036,600:   259,314    177,362     13,297    625,464    749,624    898,075    940,283:   138,525     96,317
Old  : 1,036,600:   259,314    177,362     13,297    625,464    749,624    898,075    940,283:   138,525     96,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    53,525:     5,010     11,111     -2,888     28,801     39,736     30,923     47,959:    22,602      5,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       17.1        1.3       60.3       72.3       86.6       90.7:      13.4        9.3
Old  :     100.0:      25.0       17.1        1.3       60.3       72.3       86.6       90.7:      13.4        9.3
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  :       222:        55         43         15         88         88        149        141:
Old  :       222:        55         43         15         88         88        149        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       44.0       26.8       51.6       15.1       40.4       24.4       46.6
Old  :                 16.0       44.0       26.8       51.6       15.1       40.4       24.4       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,290,428:   571,874    391,449     36,836  1,350,189  1,453,577  1,958,899  1,881,862:   331,529    408,566
Old  : 2,290,428:   571,874    391,449     36,836  1,350,189  1,453,577  1,958,899  1,881,862:   331,529    408,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   166,476:   -25,491     30,121     11,357    136,657     80,373    122,523    121,851:    43,953     44,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       17.1        1.6       58.9       63.5       85.5       82.2:      14.5       17.8
Old  :     100.0:      25.0       17.1        1.6       58.9       63.5       85.5       82.2:      14.5       17.8
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  :       272:        43         67         31        107        115        170        194:
Old  :       272:        43         67         31        107        115        170        194:
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  :                 34.0       22.3       43.4       31.4       31.4       21.6       38.5       29.0
Old  :                 34.0       22.3       43.4       31.4       31.4       21.6       38.5       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,890,947:   390,141    512,553     24,620  1,231,261  1,130,442  1,646,022  1,667,615:   244,925    223,332
Old  : 1,890,947:   390,141    512,553     24,620  1,231,261  1,130,442  1,646,022  1,667,615:   244,925    223,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   105,808:    25,864     46,664      1,493     62,663     55,265     90,020    103,422:    15,788      2,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       27.1        1.3       65.1       59.8       87.0       88.2:      13.0       11.8
Old  :     100.0:      20.6       27.1        1.3       65.1       59.8       87.0       88.2:      13.0       11.8
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  :       211:        41         46         26         90         80        146        138:
Old  :       211:        41         46         26         90         80        146        138:
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  :                 21.0       42.9       33.7       53.1       17.4       37.9       28.3       44.7
Old  :                 21.0       42.9       33.7       53.1       17.4       37.9       28.3       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   343,829:   120,422     71,014     19,140    185,892    225,208    325,454    315,362:    18,375     28,467
Old  :   343,829:   120,422     71,014     19,140    185,892    225,208    325,454    315,362:    18,375     28,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :  -116,970:     2,866    -45,621       -164   -109,204    -65,617   -106,502   -111,402:   -10,468     -5,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       20.7        5.6       54.1       65.5       94.7       91.7:       5.3        8.3
Old  :     100.0:      35.0       20.7        5.6       54.1       65.5       94.7       91.7:       5.3        8.3
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  :       113:        23         30         21         49         42         86         80:
Old  :       113:        23         30         21         49         42         86         80:
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  :                 32.3       23.9       46.3       39.9       29.1       21.9       41.7       36.1
Old  :                 32.3       23.9       46.3       39.9       29.1       21.9       41.7       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    17,969:     6,046      2,040        884      1,723      8,688      8,653     11,612:     9,316      6,357
Old  :    17,969:     6,046      2,040        884      1,723      8,688      8,653     11,612:     9,316      6,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     1,400:      -107      1,091       -234        522     -1,188        181       -331:     1,219      1,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       11.4        4.9        9.6       48.3       48.2       64.6:      51.8       35.4
Old  :     100.0:      33.6       11.4        4.9        9.6       48.3       48.2       64.6:      51.8       35.4
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  :        34:        15          7          5          5         10         23         19:
Old  :        34:        15          7          5          5         10         23         19:
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  :                 20.2       32.3       30.0       47.2       17.7       32.3       25.7       45.7
Old  :                 20.2       32.3       30.0       47.2       17.7       32.3       25.7       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,622:     9,567     14,281         47     12,402      8,160     22,016     22,488:     4,606      4,134
Old  :    26,622:     9,567     14,281         47     12,402      8,160     22,016     22,488:     4,606      4,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     1,949:     2,526        849         15       -406      1,394      2,135      2,258:      -186       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       53.6        0.2       46.6       30.7       82.7       84.5:      17.3       15.5
Old  :     100.0:      35.9       53.6        0.2       46.6       30.7       82.7       84.5:      17.3       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  :        46:        10         19          6         11          7         26         27:
Old  :        46:        10         19          6         11          7         26         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  :                 42.5       49.3       61.2       67.5       42.4       49.3       61.1       67.5
Old  :                 42.5       49.3       61.2       67.5       42.4       49.3       61.1       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    77,619:    33,559     22,717      1,481     25,861     43,740     60,901     67,938:    16,718      9,681
Old  :    77,619:    33,559     22,717      1,481     25,861     43,740     60,901     67,938:    16,718      9,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     9,146:       534      1,367        297      3,059      5,824      3,890      7,488:     5,256      1,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       29.3        1.9       33.3       56.4       78.5       87.5:      21.5       12.5
Old  :     100.0:      43.2       29.3        1.9       33.3       56.4       78.5       87.5:      21.5       12.5
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  :       104:        42         28          6         21         16         65         48:
Old  :       104:        42         28          6         21         16         65         48:
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  :                 32.2       43.1       44.2       55.8       32.2       43.1       44.2       55.8
Old  :                 32.2       43.1       44.2       55.8       32.2       43.1       44.2       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,713:     8,644     10,539      1,277     42,488     40,766     52,409     52,582:       304        131
Old  :    52,713:     8,644     10,539      1,277     42,488     40,766     52,409     52,582:       304        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       565:       510       -246       -375        412      1,067        547        446:        18        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       20.0        2.4       80.6       77.3       99.4       99.8:       0.6        0.2
Old  :     100.0:      16.4       20.0        2.4       80.6       77.3       99.4       99.8:       0.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10         17          4         16         12         27         32:
Old  :        47:        10         17          4         16         12         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       81.2       90.7       90.5       75.5       71.7       81.2       80.8
Old  :                 79.1       81.2       90.7       90.5       75.5       71.7       81.2       80.8
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 - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,894:     9,784      3,981        251      6,766     12,625     16,801     16,857:        93         37
Old  :    16,894:     9,784      3,981        251      6,766     12,625     16,801     16,857:        93         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       732:        31       -560        137        509      1,132        677        709:        55         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       23.6        1.5       40.0       74.7       99.4       99.8:       0.6        0.2
Old  :     100.0:      57.9       23.6        1.5       40.0       74.7       99.4       99.8:       0.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          8          2          9          8         16         17:
Old  :        29:         6          8          2          9          8         16         17:
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  :                 86.1       75.5       95.9       95.2       83.8       72.7       90.4       88.7
Old  :                 86.1       75.5       95.9       95.2       83.8       72.7       90.4       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2008