WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 15, 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  :   448,274:   110,631     81,882     83,058    208,982    214,634    402,671    379,574:    45,603     68,700
Old  :   256,239:    62,431     88,217     28,583    137,397    101,106    228,411    217,906:    27,828     38,333
Other:   192,035:    84,738     30,203     17,937     71,585    113,528    174,260    161,668:    17,775     30,367
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     6,623:    13,935        -24      6,986    -14,484     -2,842      6,437      4,120:       186      2,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       18.3       18.5       46.6       47.9       89.8       84.7:      10.2       15.3
Old  :     100.0:      24.4       34.4       11.2       53.6       39.5       89.1       85.0:      10.9       15.0
Other:     100.0:      44.1       15.7        9.3       37.3       59.1       90.7       84.2:       9.3       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       120        121        151         85        115        316        306:
Old  :       367:        86        156         77         52         93        200        270:
Other:       308:       130         52         52         68        103        216        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       18.0       32.4       24.7       21.4       15.2       31.2       21.8
Old  :                 26.0       17.1       39.7       24.8       26.0       15.7       39.6       22.2
Other:                 30.6       23.4       42.8       32.1       30.3       21.9       40.6       30.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 15, 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  : 1,397,501:   462,866    113,277    131,808    653,072    882,631  1,247,746  1,127,716:   149,755    269,785
Old  :   966,329:   296,351    143,612     65,668    500,508    587,519    862,527    796,799:   103,802    169,530
Other:   431,172:   221,413     24,563     11,242    152,564    295,112    385,219    330,917:    45,953    100,255
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    56,202:    18,961      7,597     13,862     20,641     18,155     53,464     39,614:     2,738     16,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        8.1        9.4       46.7       63.2       89.3       80.7:      10.7       19.3
Old  :     100.0:      30.7       14.9        6.8       51.8       60.8       89.3       82.5:      10.7       17.5
Other:     100.0:      51.4        5.7        2.6       35.4       68.4       89.3       76.7:      10.7       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       746:       251         95        154        220        326        535        529:
Old  :       707:       202        123        112        184        303        450        485:
Other:       548:       144         62         36        120        289        278        376:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       21.6       23.5       14.0       16.4       21.5       21.6
Old  :                 16.5       18.4       25.4       24.6       16.5       16.1       25.3       22.1
Other:                 18.6       20.1       29.9       25.8       18.6       19.9       29.9       25.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 15, 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  :    14,099:     4,210      1,266        371      5,556     11,247     10,137     12,884:     3,962      1,215
Old  :    12,138:     4,043      1,296        271      4,642      9,459      8,956     11,026:     3,182      1,112
Other:     1,961:       266         69          1        914      1,788      1,181      1,858:       780        103
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :       961:        48        620        210        216        347        474      1,177:       487       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        9.0        2.6       39.4       79.8       71.9       91.4:      28.1        8.6
Old  :     100.0:      33.3       10.7        2.2       38.2       77.9       73.8       90.8:      26.2        9.2
Other:     100.0:      13.6        3.5        0.1       46.6       91.2       60.2       94.7:      39.8        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        25          3          6         16         12         44         20:
Old  :        50:        25          4          4         13         11         41         17:
Other:        18:         5          2          1          8         11         14         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       50.3       38.1       75.0       23.4       42.7       35.8       66.6
Old  :                 27.2       48.9       41.6       74.3       27.2       46.4       41.6       71.6
Other:                 53.5       77.3       58.1       89.6       43.8       69.9       45.0       77.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 15, 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  :   568,671:   188,930     40,897     58,549    250,235    369,082    497,714    468,528:    70,957    100,143
Old  :   419,479:   141,983     46,284     36,073    188,378    270,597    366,434    352,954:    53,045     66,525
Other:   149,192:    65,116     12,782      4,307     61,857     98,485    131,280    115,574:    17,912     33,618
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     5,793:     6,904      4,014     -4,649     -1,174      1,082      1,081        447:     4,712      5,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        7.2       10.3       44.0       64.9       87.5       82.4:      12.5       17.6
Old  :     100.0:      33.8       11.0        8.6       44.9       64.5       87.4       84.1:      12.6       15.9
Other:     100.0:      43.6        8.6        2.9       41.5       66.0       88.0       77.5:      12.0       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       511:       182         82        106        117        197        350        357:
Old  :       487:       159         90         91        100        191        306        344:
Other:       341:        91         59         26         61        161        161        238:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       24.9       28.4       32.9       16.4       23.1       25.8       29.0
Old  :                 18.4       26.1       29.4       33.5       18.3       24.0       29.0       29.7
Other:                 29.8       26.4       43.9       37.3       24.1       24.3       37.8       32.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 15, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,935:    19,357      3,658        432          7      2,988     19,796      7,078:     4,139     16,857
Old  :    11,927:     8,854      3,497         87          7      1,444      8,948      5,028:     2,979      6,899
Other:    12,008:    10,848        506          0          0      1,544     10,848      2,050:     1,160      9,958
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     1,615:     2,022        447       -386          7      1,001      1,643      1,062:       -28        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.9       15.3        1.8        0.0       12.5       82.7       29.6:      17.3       70.4
Old  :     100.0:      74.2       29.3        0.7        0.1       12.1       75.0       42.2:      25.0       57.8
Other:     100.0:      90.3        4.2        0.0        0.0       12.9       90.3       17.1:       9.7       82.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        18          9          8          1          8         21         23:
Old  :        34:        16         11          5          1          7         19         21:
Other:        23:        12          3          0          0          8         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  :                 57.9       12.9       69.5       19.2       57.8       12.9       68.6       19.2
Old  :                 41.3       22.0       56.2       29.8       41.2       22.0       56.0       29.8
Other:                 77.1        8.9       89.0       14.3       77.1        8.9       89.0       14.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 15, 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  :   289,696:    72,524     18,255     40,895    143,779    214,636    257,198    273,786:    32,498     15,910
Old  :   251,129:    74,012     24,804     25,895    120,684    185,909    220,591    236,608:    30,538     14,521
Other:    38,567:    11,375      6,314      2,137     23,095     28,727     36,607     37,178:     1,960      1,389
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    -4,455:    -4,178        -93      1,215     -4,306     -7,176     -7,269     -6,054:     2,814      1,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        6.3       14.1       49.6       74.1       88.8       94.5:      11.2        5.5
Old  :     100.0:      29.5        9.9       10.3       48.1       74.0       87.8       94.2:      12.2        5.8
Other:     100.0:      29.5       16.4        5.5       59.9       74.5       94.9       96.4:       5.1        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        68         28         50         60         53        157        115:
Old  :       186:        73         33         37         55         52        147        105:
Other:        81:        18         21         13         28         21         56         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       43.7       25.2       55.0       16.1       37.4       23.8       47.6
Old  :                 19.0       45.4       28.0       55.5       18.4       44.8       26.9       53.7
Other:                 40.9       59.4       57.2       75.3       40.0       58.5       56.4       73.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 15, 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  : 1,058,419:   220,764    208,781      3,741    672,668    656,061    897,173    868,583:   161,246    189,836
Old  : 1,058,419:   220,764    208,781      3,741    672,668    656,061    897,173    868,583:   161,246    189,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    58,248:    27,829     13,109        148     14,806     38,066     42,783     51,323:    15,465      6,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       19.7        0.4       63.6       62.0       84.8       82.1:      15.2       17.9
Old  :     100.0:      20.9       19.7        0.4       63.6       62.0       84.8       82.1:      15.2       17.9
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  :       183:        38         42         21         72         76        119        130:
Old  :       183:        38         42         21         72         76        119        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  :                 25.5       30.1       38.9       41.6       23.2       26.2       32.8       34.1
Old  :                 25.5       30.1       38.9       41.6       23.2       26.2       32.8       34.1
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 15, 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  :   236,999:    70,890     14,941     19,173    103,408    185,089    193,471    219,203:    43,528     17,796
Old  :   199,101:    60,341     16,267     13,815     86,595    152,438    160,751    182,520:    38,350     16,581
Other:    37,898:    14,272      2,397      1,635     16,813     32,651     32,720     36,683:     5,178      1,215
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     7,126:    -3,876      2,470     -1,751     12,802      7,989      7,175      8,708:       -49     -1,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        6.3        8.1       43.6       78.1       81.6       92.5:      18.4        7.5
Old  :     100.0:      30.3        8.2        6.9       43.5       76.6       80.7       91.7:      19.3        8.3
Other:     100.0:      37.7        6.3        4.3       44.4       86.2       86.3       96.8:      13.7        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        77         26         38         69         53        168        101:
Old  :       182:        66         36         29         62         53        149        100:
Other:        93:        35          6          9         46         16         84         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       47.7       30.8       58.8       13.4       42.5       20.7       49.9
Old  :                 25.8       44.1       34.0       55.4       20.3       42.9       28.3       50.9
Other:                 21.1       66.6       34.7       83.2       21.0       64.5       33.8       80.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 15, 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  :    18,367:     8,173        580        780      5,837     16,327     14,790     17,687:     3,577        680
Old  :    16,098:     8,057        713        338      4,436     14,530     12,831     15,581:     3,267        517
Other:     2,269:       536        287         22      1,401      1,797      1,959      2,106:       310        163
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :       430:       308         11        -28        128        402        408        385:        22         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5        3.2        4.2       31.8       88.9       80.5       96.3:      19.5        3.7
Old  :     100.0:      50.0        4.4        2.1       27.6       90.3       79.7       96.8:      20.3        3.2
Other:     100.0:      23.6       12.6        1.0       61.7       79.2       86.3       92.8:      13.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        33          6         10         23         18         60         30:
Old  :        65:        29          7          7         19         16         52         26:
Other:        34:        13          4          3         10          9         24         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  :                 18.2       74.6       31.0       83.7       18.2       69.9       30.7       77.1
Old  :                 20.0       76.4       34.1       85.8       20.0       74.1       34.1       83.5
Other:                 42.2       72.1       61.9       86.1       30.1       49.8       47.7       63.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 15, 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  : 1,071,141:   317,979    177,732     13,995    583,554    774,444    915,528    966,171:   155,613    104,970
Old  : 1,071,141:   317,979    177,732     13,995    583,554    774,444    915,528    966,171:   155,613    104,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    34,541:    58,665        370        698    -41,910     24,820     17,453     25,888:    17,088      8,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       16.6        1.3       54.5       72.3       85.5       90.2:      14.5        9.8
Old  :     100.0:      29.7       16.6        1.3       54.5       72.3       85.5       90.2:      14.5        9.8
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  :       240:        61         45         20         94         92        164        149:
Old  :       240:        61         45         20         94         92        164        149:
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  :                 18.6       46.8       29.1       53.7       18.0       44.2       27.8       49.8
Old  :                 18.6       46.8       29.1       53.7       18.0       44.2       27.8       49.8
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 15, 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  : 2,454,412:   556,775    419,763     59,853  1,479,050  1,550,613  2,095,678  2,030,229:   358,734    424,183
Old  : 2,454,412:   556,775    419,763     59,853  1,479,050  1,550,613  2,095,678  2,030,229:   358,734    424,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :   163,984:   -15,099     28,314     23,017    128,861     97,036    136,779    148,367:    27,205     15,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       17.1        2.4       60.3       63.2       85.4       82.7:      14.6       17.3
Old  :     100.0:      22.7       17.1        2.4       60.3       63.2       85.4       82.7:      14.6       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  :       287:        50         72         42        112        117        190        203:
Old  :       287:        50         72         42        112        117        190        203:
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  :                 34.6       22.1       44.1       30.7       31.1       21.3       37.7       28.8
Old  :                 34.6       22.1       44.1       30.7       31.1       21.3       37.7       28.8
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 - Futures Only, January 15, 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  : 1,977,812:   365,105    566,340     50,090  1,291,922  1,132,892  1,707,117  1,749,322:   270,695    228,490
Old  : 1,977,812:   365,105    566,340     50,090  1,291,922  1,132,892  1,707,117  1,749,322:   270,695    228,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    86,865:   -25,036     53,787     25,470     60,661      2,450     61,095     81,707:    25,770      5,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       28.6        2.5       65.3       57.3       86.3       88.4:      13.7       11.6
Old  :     100.0:      18.5       28.6        2.5       65.3       57.3       86.3       88.4:      13.7       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        41         49         36         90         88        153        152:
Old  :       219:        41         49         36         90         88        153        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       40.8       33.5       51.0       18.4       36.8       28.9       43.9
Old  :                 21.7       40.8       33.5       51.0       18.4       36.8       28.9       43.9
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 15, 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  :   393,330:   144,981     80,473     28,335    188,461    239,369    361,777    348,177:    31,553     45,153
Old  :   393,330:   144,981     80,473     28,335    188,461    239,369    361,777    348,177:    31,553     45,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    49,501:    24,559      9,459      9,195      2,569     14,161     36,323     32,815:    13,178     16,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       20.5        7.2       47.9       60.9       92.0       88.5:       8.0       11.5
Old  :     100.0:      36.9       20.5        7.2       47.9       60.9       92.0       88.5:       8.0       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        22         33         18         49         51         83         91:
Old  :       117:        22         33         18         49         51         83         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       20.5       48.6       34.4       34.2       15.0       43.2       24.6
Old  :                 35.7       20.5       48.6       34.4       34.2       15.0       43.2       24.6
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 15, 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  :    16,645:     5,074      1,034      1,035      1,760      7,757      7,869      9,826:     8,776      6,819
Old  :    16,645:     5,074      1,034      1,035      1,760      7,757      7,869      9,826:     8,776      6,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :    -1,324:      -972     -1,006        151         37       -931       -784     -1,786:      -540        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        6.2        6.2       10.6       46.6       47.3       59.0:      52.7       41.0
Old  :     100.0:      30.5        6.2        6.2       10.6       46.6       47.3       59.0:      52.7       41.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        13          5          4          4          9         19         16:
Old  :        29:        13          5          4          4          9         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       35.4       28.5       48.5       15.3       34.9       23.9       43.9
Old  :                 18.0       35.4       28.5       48.5       15.3       34.9       23.9       43.9
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 - Futures Only, January 15, 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  :    27,945:     9,998     14,262        109     12,820      8,260     22,927     22,631:     5,018      5,314
Old  :    27,945:     9,998     14,262        109     12,820      8,260     22,927     22,631:     5,018      5,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     1,323:       431        -19         62        418        100        911        143:       412      1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       51.0        0.4       45.9       29.6       82.0       81.0:      18.0       19.0
Old  :     100.0:      35.8       51.0        0.4       45.9       29.6       82.0       81.0:      18.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10         19          6         12          7         27         27:
Old  :        47:        10         19          6         12          7         27         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  :                 41.2       47.7       59.2       65.2       41.1       47.7       59.1       65.1
Old  :                 41.2       47.7       59.2       65.2       41.1       47.7       59.1       65.1
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 15, 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  :    78,756:    32,910     21,677      1,302     27,922     43,858     62,134     66,837:    16,622     11,919
Old  :    78,756:    32,910     21,677      1,302     27,922     43,858     62,134     66,837:    16,622     11,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     1,137:      -649     -1,040       -179      2,061        118      1,233     -1,101:       -96      2,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       27.5        1.7       35.5       55.7       78.9       84.9:      21.1       15.1
Old  :     100.0:      41.8       27.5        1.7       35.5       55.7       78.9       84.9:      21.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        37         26          6         21         16         59         47:
Old  :        96:        37         26          6         21         16         59         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       40.3       45.3       54.5       30.5       40.3       45.3       54.5
Old  :                 30.5       40.3       45.3       54.5       30.5       40.3       45.3       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, January 15, 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  :    56,250:    11,548      9,855        976     43,267     45,323     55,791     56,154:       459         96
Old  :    56,250:    11,548      9,855        976     43,267     45,323     55,791     56,154:       459         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :     3,537:     2,904       -684       -301        779      4,557      3,382      3,572:       155        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       17.5        1.7       76.9       80.6       99.2       99.8:       0.8        0.2
Old  :     100.0:      20.5       17.5        1.7       76.9       80.6       99.2       99.8:       0.8        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  :        49:        12         16          4         16         13         28         33:
Old  :        49:        12         16          4         16         13         28         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       81.6       90.6       91.7       75.5       71.0       80.2       81.1
Old  :                 78.7       81.6       90.6       91.7       75.5       71.0       80.2       81.1
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 15, 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  :    16,573:     9,865      3,313        110      6,403     13,018     16,378     16,441:       195        132
Old  :    16,573:     9,865      3,313        110      6,403     13,018     16,378     16,441:       195        132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2008                      :
     :      -321:        81       -668       -141       -363        393       -423       -416:       102         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       20.0        0.7       38.6       78.5       98.8       99.2:       1.2        0.8
Old  :     100.0:      59.5       20.0        0.7       38.6       78.5       98.8       99.2:       1.2        0.8
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  :        30:         8          6          1          8          9         16         16:
Old  :        30:         8          6          1          8          9         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.3       80.4       95.5       95.6       84.9       80.4       92.1       93.7
Old  :                 87.3       80.4       95.5       95.6       84.9       80.4       92.1       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 18, 2008