WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 29, 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  :   454,860:    97,831     78,730     90,488    220,923    218,172    409,242    387,390:    45,618     67,470
Old  :   249,003:    50,280     88,584     34,135    137,938     91,917    222,353    214,636:    26,650     34,367
Other:   205,857:    85,834     28,429     18,070     82,985    126,255    186,889    172,754:    18,968     33,103
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     3,431:    -4,112        943      7,871      3,424     -3,306      7,183      5,508:    -3,752     -2,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       17.3       19.9       48.6       48.0       90.0       85.2:      10.0       14.8
Old  :     100.0:      20.2       35.6       13.7       55.4       36.9       89.3       86.2:      10.7       13.8
Other:     100.0:      41.7       13.8        8.8       40.3       61.3       90.8       83.9:       9.2       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       110        116        156         86        121        307        314:
Old  :       353:        78        151         84         49         96        194        270:
Other:       314:       132         51         67         70        108        223        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       17.9       33.6       24.6       21.7       15.1       31.1       20.9
Old  :                 25.9       16.4       39.9       24.7       25.9       15.4       39.3       22.2
Other:                 30.5       23.5       43.7       32.5       30.3       21.1       39.9       28.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 29, 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  : 1,424,970:   444,321    112,897    152,108    670,429    890,360  1,266,858  1,155,365:   158,112    269,605
Old  :   972,568:   278,849    150,041     76,646    505,320    580,693    860,815    807,380:   111,753    165,188
Other:   452,402:   226,344     23,728     14,590    165,109    309,667    406,043    347,985:    46,359    104,417
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -4,424:   -11,999     -8,745      4,218      1,926      6,991     -5,855      2,464:     1,431     -6,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        7.9       10.7       47.0       62.5       88.9       81.1:      11.1       18.9
Old  :     100.0:      28.7       15.4        7.9       52.0       59.7       88.5       83.0:      11.5       17.0
Other:     100.0:      50.0        5.2        3.2       36.5       68.4       89.8       76.9:      10.2       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       229        104        186        229        327        547        563:
Old  :       719:       193        136        131        195        303        468        507:
Other:       559:       144         70         39        121        291        282        387:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       17.4       21.4       22.5       13.9       15.6       21.3       20.6
Old  :                 16.4       17.9       25.1       23.9       16.4       15.6       24.9       21.2
Other:                 18.1       19.8       30.4       25.4       18.1       19.5       30.1       25.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 29, 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  :    14,349:     3,501      1,509        438      6,616     10,962     10,555     12,909:     3,794      1,440
Old  :    11,798:     3,262      1,544        398      5,140      8,597      8,800     10,539:     2,998      1,259
Other:     2,551:       277          3          2      1,476      2,365      1,755      2,370:       796        181
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       427:        16         50         77        262        100        355        227:        72        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       10.5        3.1       46.1       76.4       73.6       90.0:      26.4       10.0
Old  :     100.0:      27.6       13.1        3.4       43.6       72.9       74.6       89.3:      25.4       10.7
Other:     100.0:      10.9        0.1        0.1       57.9       92.7       68.8       92.9:      31.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        21          3          7         16         13         40         21:
Old  :        46:        20          4          5         13         11         36         18:
Other:        19:         4          1          2          6         13         12         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  :                 29.5       49.4       42.4       73.2       23.1       36.6       35.1       60.2
Old  :                 28.1       50.7       42.7       72.2       28.1       46.6       42.7       68.1
Other:                 63.9       71.0       68.3       85.8       54.5       64.6       55.3       76.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 29, 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  :   570,217:   182,690     34,701     70,077    255,180    363,297    507,947    468,075:    62,270    102,142
Old  :   403,918:   128,474     40,115     44,298    186,975    255,337    359,747    339,750:    44,171     64,168
Other:   166,299:    74,267     14,637      5,728     68,205    107,960    148,200    128,325:    18,099     37,974
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     6,033:      -451     -3,310      6,016      5,501      4,828     11,066      7,534:    -5,033     -1,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        6.1       12.3       44.8       63.7       89.1       82.1:      10.9       17.9
Old  :     100.0:      31.8        9.9       11.0       46.3       63.2       89.1       84.1:      10.9       15.9
Other:     100.0:      44.7        8.8        3.4       41.0       64.9       89.1       77.2:      10.9       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       166         87        121        117        193        343        366:
Old  :       471:       144         97        103        101        187        299        349:
Other:       338:        97         55         33         63        156        169        237:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       22.1       30.6       31.2       17.7       21.6       27.3       28.1
Old  :                 20.8       23.2       32.1       31.5       20.7       23.1       32.0       29.7
Other:                 29.0       24.1       41.2       34.9       23.2       22.3       34.9       29.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,933:    19,563      3,951        329          4      2,787     19,896      7,067:     4,037     16,866
Old  :    11,570:     8,354      3,570        164          4      1,214      8,522      4,948:     3,048      6,622
Other:    12,363:    11,374        546          0          0      1,573     11,374      2,119:       989     10,244
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -890:    -1,034       -132         96         -3       -325       -941       -361:        51       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.7       16.5        1.4        0.0       11.6       83.1       29.5:      16.9       70.5
Old  :     100.0:      72.2       30.9        1.4        0.0       10.5       73.7       42.8:      26.3       57.2
Other:     100.0:      92.0        4.4        0.0        0.0       12.7       92.0       17.1:       8.0       82.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        19          8          8          1          7         20         23:
Old  :        33:        19          8          6          1          6         20         20:
Other:        19:         8          4          0          0          7          8         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  :                 59.9       14.1       72.7       20.6       59.8       14.1       72.0       20.6
Old  :                 40.6       25.5       54.1       33.4       40.6       25.5       53.9       33.4
Other:                 81.8        8.9       92.0       14.6       81.8        8.9       92.0       14.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 29, 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  :   283,472:    59,869     21,228     46,788    146,481    200,355    253,138    268,371:    30,334     15,101
Old  :   246,912:    60,491     27,500     32,557    126,393    173,102    219,441    233,159:    27,471     13,753
Other:    36,560:    10,771      5,121      2,838     20,088     27,253     33,697     35,212:     2,863      1,348
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -12,584:    -7,813        932      3,777     -4,821    -15,631     -8,857    -10,922:    -3,727     -1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        7.5       16.5       51.7       70.7       89.3       94.7:      10.7        5.3
Old  :     100.0:      24.5       11.1       13.2       51.2       70.1       88.9       94.4:      11.1        5.6
Other:     100.0:      29.5       14.0        7.8       54.9       74.5       92.2       96.3:       7.8        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        62         37         55         60         58        157        130:
Old  :       192:        59         48         44         53         57        144        123:
Other:        92:        27         19         14         31         23         63         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       39.2       27.7       50.1       17.4       34.3       25.4       42.5
Old  :                 21.7       41.0       30.6       50.0       19.9       40.1       28.2       48.4
Other:                 35.5       55.5       51.7       69.7       33.7       54.3       49.6       66.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 29, 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  : 1,049,956:   227,760    211,325     11,210    669,396    654,441    908,366    876,976:   141,590    172,980
Old  : 1,049,956:   227,760    211,325     11,210    669,396    654,441    908,366    876,976:   141,590    172,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -42,904:   -29,725    -15,850      4,481     -8,942    -15,535    -34,186    -26,904:    -8,718    -16,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       20.1        1.1       63.8       62.3       86.5       83.5:      13.5       16.5
Old  :     100.0:      21.7       20.1        1.1       63.8       62.3       86.5       83.5:      13.5       16.5
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  :       191:        41         46         30         69         80        124        143:
Old  :       191:        41         46         30         69         80        124        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       30.3       41.5       40.2       24.8       26.6       33.1       32.5
Old  :                 27.6       30.3       41.5       40.2       24.8       26.6       33.1       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 29, 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  :   235,150:    58,870     17,232     20,272    116,599    179,258    195,741    216,762:    39,409     18,388
Old  :   184,967:    47,915     17,667     12,836     91,108    137,738    151,859    168,241:    33,108     16,726
Other:    50,183:    15,373      3,983      3,018     25,491     41,520     43,882     48,521:     6,301      1,662
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -2,448:    -6,920       -414        569      4,057     -2,496     -2,294     -2,341:      -154       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        7.3        8.6       49.6       76.2       83.2       92.2:      16.8        7.8
Old  :     100.0:      25.9        9.6        6.9       49.3       74.5       82.1       91.0:      17.9        9.0
Other:     100.0:      30.6        7.9        6.0       50.8       82.7       87.4       96.7:      12.6        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        61         25         40         66         54        148        105:
Old  :       168:        54         34         32         58         53        133        101:
Other:        94:        32          9          9         44         21         79         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       45.6       30.9       55.9       14.4       41.6       22.7       48.5
Old  :                 24.0       42.0       34.9       51.6       21.7       41.4       31.7       50.0
Other:                 23.4       66.5       39.1       80.5       23.4       63.9       38.2       75.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 29, 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  :    17,697:     7,368        334        941      6,056     15,574     14,365     16,849:     3,332        848
Old  :    14,719:     6,849        502        485      4,447     13,074     11,781     14,061:     2,938        658
Other:     2,978:       969        282          6      1,609      2,500      2,584      2,788:       394        190
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       508:       850        -36         42         29        548        921        554:      -413        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6        1.9        5.3       34.2       88.0       81.2       95.2:      18.8        4.8
Old  :     100.0:      46.5        3.4        3.3       30.2       88.8       80.0       95.5:      20.0        4.5
Other:     100.0:      32.5        9.5        0.2       54.0       83.9       86.8       93.6:      13.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        35          3         12         26         19         63         32:
Old  :        66:        27          8          8         21         17         54         27:
Other:        39:        17          3          4         12         11         29         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       73.3       31.2       82.5       19.0       68.0       31.1       75.3
Old  :                 20.7       74.7       35.4       84.9       20.7       71.8       35.4       81.1
Other:                 33.9       73.1       50.9       86.1       25.6       56.0       41.0       68.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 29, 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  : 1,186,881:   302,636    332,457     14,279    741,841    737,200  1,058,756  1,083,936:   128,125    102,945
Old  : 1,186,881:   302,636    332,457     14,279    741,841    737,200  1,058,756  1,083,936:   128,125    102,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -35,682:    25,226    143,239     -3,034     -4,206     11,108     17,986    151,313:   -53,668   -186,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       28.0        1.2       62.5       62.1       89.2       91.3:      10.8        8.7
Old  :     100.0:      25.5       28.0        1.2       62.5       62.1       89.2       91.3:      10.8        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        64         43         22         96         87        168        145:
Old  :       238:        64         43         22         96         87        168        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       51.5       31.5       59.5       17.2       50.0       28.0       56.4
Old  :                 19.2       51.5       31.5       59.5       17.2       50.0       28.0       56.4
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 29, 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  : 2,539,795:   528,080    418,755     92,913  1,577,603  1,597,474  2,198,596  2,109,142:   341,199    430,653
Old  : 2,539,795:   528,080    418,755     92,913  1,577,603  1,597,474  2,198,596  2,109,142:   341,199    430,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -32,151:   -41,693     20,314        582     18,653    -22,434    -22,458     -1,538:    -9,693    -30,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       16.5        3.7       62.1       62.9       86.6       83.0:      13.4       17.0
Old  :     100.0:      20.8       16.5        3.7       62.1       62.9       86.6       83.0:      13.4       17.0
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  :       295:        51         68         41        119        124        193        210:
Old  :       295:        51         68         41        119        124        193        210:
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  :                 35.5       19.7       45.0       27.9       31.8       18.8       39.4       25.7
Old  :                 35.5       19.7       45.0       27.9       31.8       18.8       39.4       25.7
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 29, 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  : 1,967,451:   317,309    475,170     84,715  1,318,362  1,179,589  1,720,386  1,739,474:   247,065    227,977
Old  : 1,967,451:   317,309    475,170     84,715  1,318,362  1,179,589  1,720,386  1,739,474:   247,065    227,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -52,084:   -11,967    -97,199     15,629    -45,178     58,729    -41,516    -22,841:   -10,568    -29,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       24.2        4.3       67.0       60.0       87.4       88.4:      12.6       11.6
Old  :     100.0:      16.1       24.2        4.3       67.0       60.0       87.4       88.4:      12.6       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  :       214:        45         43         34         90         87        153        147:
Old  :       214:        45         43         34         90         87        153        147:
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  :                 21.8       43.4       34.0       53.8       19.1       37.8       26.9       43.8
Old  :                 21.8       43.4       34.0       53.8       19.1       37.8       26.9       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 29, 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  :   432,967:   145,739    105,970     41,093    220,337    249,529    407,169    396,592:    25,798     36,375
Old  :   432,967:   145,739    105,970     41,093    220,337    249,529    407,169    396,592:    25,798     36,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    27,919:    24,576     45,307        560      9,532     29,187     34,668     75,054:    -6,749    -47,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       24.5        9.5       50.9       57.6       94.0       91.6:       6.0        8.4
Old  :     100.0:      33.7       24.5        9.5       50.9       57.6       94.0       91.6:       6.0        8.4
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  :       133:        29         33         30         50         58         96        105:
Old  :       133:        29         33         30         50         58         96        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       25.3       43.7       39.5       27.1       23.0       37.2       30.8
Old  :                 27.6       25.3       43.7       39.5       27.1       23.0       37.2       30.8
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 29, 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  :    14,027:     3,286        911         75      1,538      7,090      4,899      8,076:     9,128      5,951
Old  :    14,027:     3,286        911         75      1,538      7,090      4,899      8,076:     9,128      5,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -2,295:      -537     -1,062       -731       -348       -466     -1,616     -2,259:      -679        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        6.5        0.5       11.0       50.5       34.9       57.6:      65.1       42.4
Old  :     100.0:      23.4        6.5        0.5       11.0       50.5       34.9       57.6:      65.1       42.4
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  :        22:         9          3          2          4          8         14         12:
Old  :        22:         9          3          2          4          8         14         12:
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  :                 18.8       40.9       28.0       52.1       16.0       39.3       24.3       48.5
Old  :                 18.8       40.9       28.0       52.1       16.0       39.3       24.3       48.5
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 29, 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  :    28,974:    12,090     12,946        179     12,636     10,412     24,905     23,537:     4,069      5,437
Old  :    28,974:    12,090     12,946        179     12,636     10,412     24,905     23,537:     4,069      5,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       748:     2,021     -1,375         34        185      2,471      2,240      1,130:    -1,492       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       44.7        0.6       43.6       35.9       86.0       81.2:      14.0       18.8
Old  :     100.0:      41.7       44.7        0.6       43.6       35.9       86.0       81.2:      14.0       18.8
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  :        52:        14         21          5         12          7         30         29:
Old  :        52:        14         21          5         12          7         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       46.7       56.1       62.7       39.5       46.7       56.1       62.7
Old  :                 39.5       46.7       56.1       62.7       39.5       46.7       56.1       62.7
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 29, 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  :    88,011:    42,223     26,998      1,449     25,800     41,822     69,472     70,269:    18,539     17,742
Old  :    88,011:    42,223     26,998      1,449     25,800     41,822     69,472     70,269:    18,539     17,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -6,742:    -1,786      6,152          3      2,045    -11,247        262     -5,092:    -7,004     -1,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0       30.7        1.6       29.3       47.5       78.9       79.8:      21.1       20.2
Old  :     100.0:      48.0       30.7        1.6       29.3       47.5       78.9       79.8:      21.1       20.2
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  :       113:        41         41          5         17         18         60         62:
Old  :       113:        41         41          5         17         18         60         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       31.1       42.1       44.4       26.2       31.1       42.1       44.4
Old  :                 26.2       31.1       42.1       44.4       26.2       31.1       42.1       44.4
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 29, 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  :    55,013:    11,504     10,832        824     42,292     43,291     54,620     54,947:       393         66
Old  :    55,013:    11,504     10,832        824     42,292     43,291     54,620     54,947:       393         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -1,201:        98       -293        -60     -1,176       -770     -1,138     -1,123:       -63        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       19.7        1.5       76.9       78.7       99.3       99.9:       0.7        0.1
Old  :     100.0:      20.9       19.7        1.5       76.9       78.7       99.3       99.9:       0.7        0.1
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  :        49:        11         17          4         17         11         28         32:
Old  :        49:        11         17          4         17         11         28         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  :                 79.0       82.4       90.1       92.1       74.6       71.6       79.4       81.3
Old  :                 79.0       82.4       90.1       92.1       74.6       71.6       79.4       81.3
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 29, 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  :    15,338:     1,307      1,465        353     13,486     13,377     15,146     15,195:       192        143
Old  :    15,338:     1,307      1,465        353     13,486     13,377     15,146     15,195:       192        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -2,316:    -4,762     -2,622        243      2,123        876     -2,396     -1,503:        80       -813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.6        2.3       87.9       87.2       98.7       99.1:       1.3        0.9
Old  :     100.0:       8.5        9.6        2.3       87.9       87.2       98.7       99.1:       1.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          5          2          8          8         16         14:
Old  :        27:         7          5          2          8          8         16         14:
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  :                 84.9       80.7       93.0       94.9       84.9       79.1       91.0       91.7
Old  :                 84.9       80.7       93.0       94.9       84.9       79.1       91.0       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 1, 2008