WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   456,434:    69,455     62,589     94,117    258,821    239,927    422,393    396,633:    34,041     59,801
Old  :   281,657:    53,574     78,466     28,508    178,784    145,965    260,866    252,939:    20,791     28,718
Other:   174,777:    64,505     32,747     16,985     80,037     93,962    161,527    143,694:    13,250     31,083
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :     6,691:    -5,938      1,098      8,615      3,622     -2,405      6,299      7,308:       392       -617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.7       20.6       56.7       52.6       92.5       86.9:       7.5       13.1
Old  :     100.0:      19.0       27.9       10.1       63.5       51.8       92.6       89.8:       7.4       10.2
Other:     100.0:      36.9       18.7        9.7       45.8       53.8       92.4       82.2:       7.6       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:       102        108        123         71        101        259        271:
Old  :       319:        98        110         73         51         83        193        229:
Other:       238:        70         64         42         47         87        142        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       19.1       36.7       28.2       24.1       12.4       35.2       18.1
Old  :                 37.9       21.9       51.6       33.4       37.8       20.7       51.4       31.3
Other:                 30.0       23.9       45.4       32.8       28.9       19.1       39.4       25.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,404,842:   359,712     79,786    216,239    681,494    842,390  1,257,445  1,138,415:   147,397    266,427
Old  :   948,837:   218,550    117,251    105,033    519,607    551,460    843,190    773,744:   105,647    175,093
Other:   456,005:   221,139     42,512     31,229    161,887    290,930    414,255    364,671:    41,750     91,334
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -6,777:   -12,797      7,792      9,996      4,520    -23,033      1,719     -5,245:    -8,496     -1,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        5.7       15.4       48.5       60.0       89.5       81.0:      10.5       19.0
Old  :     100.0:      23.0       12.4       11.1       54.8       58.1       88.9       81.5:      11.1       18.5
Other:     100.0:      48.5        9.3        6.8       35.5       63.8       90.8       80.0:       9.2       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       194        105        159        228        331        497        543:
Old  :       701:       168        123        128        212        315        448        515:
Other:       534:       122         62         40        122        290        260        378:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       16.5       25.4       22.7       15.6       15.5       23.6       20.5
Old  :                 20.2       14.7       30.6       21.3       20.2       13.2       30.5       19.0
Other:                 22.7       26.1       33.5       32.9       22.5       23.5       33.3       30.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,718:     4,680         81        377      6,337     12,404     11,394     12,862:     3,324      1,856
Old  :     9,753:     3,623        306        139      3,764      7,936      7,526      8,381:     2,227      1,372
Other:     4,965:     1,282          0         13      2,573      4,468      3,868      4,481:     1,097        484
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :      -217:      -371        -14        -15        528       -185        142       -214:      -359         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        0.6        2.6       43.1       84.3       77.4       87.4:      22.6       12.6
Old  :     100.0:      37.1        3.1        1.4       38.6       81.4       77.2       85.9:      22.8       14.1
Other:     100.0:      25.8        0.0        0.3       51.8       90.0       77.9       90.3:      22.1        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        29          2          7         13         13         44         21:
Old  :        46:        21          6          4          9         13         32         21:
Other:        26:        13          0          2          9          7         22          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       56.1       41.4       76.3       29.4       50.8       39.6       69.3
Old  :                 33.7       56.9       49.1       74.9       33.7       56.5       49.1       73.3
Other:                 45.9       73.7       60.4       90.2       45.8       72.3       60.3       88.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   391,999:   104,630     38,494     62,623    177,355    215,736    344,608    316,853:    47,391     75,146
Old  :   304,562:    76,600     58,654     23,743    166,223    163,725    266,566    246,122:    37,996     58,440
Other:    87,437:    59,221     11,031      7,689     11,132     52,011     78,042     70,731:     9,395     16,706
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -6,485:    -2,140      3,006     -2,489       -564     -7,439     -5,193     -6,922:    -1,292        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.8       16.0       45.2       55.0       87.9       80.8:      12.1       19.2
Old  :     100.0:      25.2       19.3        7.8       54.6       53.8       87.5       80.8:      12.5       19.2
Other:     100.0:      67.7       12.6        8.8       12.7       59.5       89.3       80.9:      10.7       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       118         70         97         87        133        261        266:
Old  :       358:       116         74         76         83        123        238        242:
Other:       216:        57         45         18         24         93         93        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       21.3       31.3       31.0       20.0       18.5       30.0       26.8
Old  :                 26.2       21.1       37.5       30.1       26.2       20.7       35.7       29.0
Other:                 30.8       38.9       51.8       50.3       30.2       38.6       49.9       45.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   255,496:    66,054     16,772     34,535    125,480    182,351    226,069    233,658:    29,427     21,838
Old  :   226,949:    63,444     21,339     15,400    120,262    170,161    199,106    206,900:    27,843     20,049
Other:    28,547:    16,724      9,547      5,021      5,218     12,190     26,963     26,758:     1,584      1,789
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -4,685:    -2,297      2,419     -1,613        974     -5,368     -2,936     -4,562:    -1,749       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        6.6       13.5       49.1       71.4       88.5       91.5:      11.5        8.5
Old  :     100.0:      28.0        9.4        6.8       53.0       75.0       87.7       91.2:      12.3        8.8
Other:     100.0:      58.6       33.4       17.6       18.3       42.7       94.5       93.7:       5.5        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        73         20         36         58         54        153        102:
Old  :       181:        76         26         30         56         54        146         99:
Other:        65:        18         17          8         21         15         44         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  :                 19.6       40.8       29.1       52.4       19.1       38.9       26.2       46.4
Old  :                 21.3       42.2       30.2       54.4       20.9       40.4       28.4       48.1
Other:                 36.1       58.6       60.0       73.6       31.5       53.7       55.2       64.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   782,871:   117,737    170,404     10,678    526,900    436,211    655,315    617,293:   127,556    165,578
Old  :   782,871:   117,737    170,404     10,678    526,900    436,211    655,315    617,293:   127,556    165,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    14,102:    10,878     -6,517      4,136     -4,338      9,635     10,676      7,254:     3,426      6,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       21.8        1.4       67.3       55.7       83.7       78.8:      16.3       21.2
Old  :     100.0:      15.0       21.8        1.4       67.3       55.7       83.7       78.8:      16.3       21.2
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  :       177:        35         41         20         69         73        118        120:
Old  :       177:        35         41         20         69         73        118        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       32.7       34.0       42.7       22.0       28.6       29.9       37.5
Old  :                 24.6       32.7       34.0       42.7       22.0       28.6       29.9       37.5
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   189,991:    36,119     23,521     24,629     99,847    122,677    160,595    170,827:    29,396     19,164
Old  :   171,897:    38,293     21,800     15,493     90,788    117,396    144,574    154,689:    27,323     17,208
Other:    18,094:     4,430      8,325      2,532      9,059      5,281     16,021     16,138:     2,073      1,956
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -1,820:    -3,108        342       -311      1,353     -3,047     -2,066     -3,016:       246      1,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       12.4       13.0       52.6       64.6       84.5       89.9:      15.5       10.1
Old  :     100.0:      22.3       12.7        9.0       52.8       68.3       84.1       90.0:      15.9       10.0
Other:     100.0:      24.5       46.0       14.0       50.1       29.2       88.5       89.2:      11.5       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        52         30         45         53         48        135        110:
Old  :       164:        62         29         41         52         45        132        105:
Other:        67:        14         19         10         26         17         46         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.7       41.8       38.2       53.8       30.0       39.6       36.5       51.6
Old  :                 30.7       44.2       38.9       56.7       29.8       42.4       37.1       54.9
Other:                 41.4       45.6       57.4       60.3       39.9       45.6       55.6       56.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,437:     4,743        736        669      6,921     13,259     12,333     14,664:     3,104        773
Old  :    13,517:     4,545        755        525      5,792     11,537     10,862     12,817:     2,655        700
Other:     1,920:       297         80         45      1,129      1,722      1,471      1,847:       449         73
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :       731:       477       -408       -203        135      1,373        409        762:       322        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        4.8        4.3       44.8       85.9       79.9       95.0:      20.1        5.0
Old  :     100.0:      33.6        5.6        3.9       42.8       85.4       80.4       94.8:      19.6        5.2
Other:     100.0:      15.5        4.2        2.3       58.8       89.7       76.6       96.2:      23.4        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        26          6          7         28         22         57         32:
Old  :        68:        26          5          6         25         22         52         32:
Other:        28:         7          3          2         10         11         18         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  :                 21.5       58.5       35.4       73.6       20.2       54.1       34.0       68.2
Old  :                 22.5       58.1       37.3       73.1       21.0       58.0       35.9       72.1
Other:                 50.0       71.5       65.7       88.7       25.6       38.6       35.0       52.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   779,425:   140,229    219,066      3,022    492,221    425,792    635,472    647,880:   143,953    131,545
Old  :   779,425:   140,229    219,066      3,022    492,221    425,792    635,472    647,880:   143,953    131,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    35,149:     9,697     22,564        -71     11,388      6,953     21,014     29,446:    14,135      5,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       28.1        0.4       63.2       54.6       81.5       83.1:      18.5       16.9
Old  :     100.0:      18.0       28.1        0.4       63.2       54.6       81.5       83.1:      18.5       16.9
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  :       172:        44         29          8         73         63        119         98:
Old  :       172:        44         29          8         73         63        119         98:
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  :                 27.0       22.3       35.8       34.5       26.5       22.2       35.1       33.0
Old  :                 27.0       22.3       35.8       34.5       26.5       22.2       35.1       33.0
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,296,061:   626,468    325,063     61,172  1,336,734  1,518,644  2,024,374  1,904,879:   271,687    391,182
Old  : 2,296,061:   626,468    325,063     61,172  1,336,734  1,518,644  2,024,374  1,904,879:   271,687    391,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    38,790:    -3,175     29,191     -7,106     51,693      8,155     41,412     30,240:    -2,622      8,550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       14.2        2.7       58.2       66.1       88.2       83.0:      11.8       17.0
Old  :     100.0:      27.3       14.2        2.7       58.2       66.1       88.2       83.0:      11.8       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  :       278:        63         63         31        106        116        179        200:
Old  :       278:        63         63         31        106        116        179        200:
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  :                 26.4       27.5       40.1       38.5       19.1       25.7       31.5       35.3
Old  :                 26.4       27.5       40.1       38.5       19.1       25.7       31.5       35.3
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,420,540:   209,069    233,770     18,674    969,574    890,886  1,197,317  1,143,330:   223,223    277,210
Old  : 1,420,540:   209,069    233,770     18,674    969,574    890,886  1,197,317  1,143,330:   223,223    277,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    56,853:    22,388     -9,868     -3,011     54,559     52,713     73,936     39,834:   -17,083     17,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       16.5        1.3       68.3       62.7       84.3       80.5:      15.7       19.5
Old  :     100.0:      14.7       16.5        1.3       68.3       62.7       84.3       80.5:      15.7       19.5
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  :       186:        41         30         18         82         79        131        119:
Old  :       186:        41         30         18         82         79        131        119:
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  :                 28.2       31.5       40.0       41.1       24.2       30.2       31.9       37.4
Old  :                 28.2       31.5       40.0       41.1       24.2       30.2       31.9       37.4
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   351,769:    81,651     67,389     54,453    181,848    207,324    317,952    329,166:    33,817     22,603
Old  :   351,769:    81,651     67,389     54,453    181,848    207,324    317,952    329,166:    33,817     22,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    27,817:     2,642     -3,806     11,485     10,137     18,962     24,264     26,641:     3,553      1,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       19.2       15.5       51.7       58.9       90.4       93.6:       9.6        6.4
Old  :     100.0:      23.2       19.2       15.5       51.7       58.9       90.4       93.6:       9.6        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        28         31         38         47         44         94         95:
Old  :       118:        28         31         38         47         44         94         95:
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  :                 29.5       23.8       42.4       36.1       24.6       20.3       34.7       30.0
Old  :                 29.5       23.8       42.4       36.1       24.6       20.3       34.7       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :     9,537:     2,397        716        401        867      6,058      3,665      7,175:     5,872      2,362
Old  :     9,537:     2,397        716        401        867      6,058      3,665      7,175:     5,872      2,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -1,441:       103       -349         -6         71         50        168       -305:    -1,609     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.5        4.2        9.1       63.5       38.4       75.2:      61.6       24.8
Old  :     100.0:      25.1        7.5        4.2        9.1       63.5       38.4       75.2:      61.6       24.8
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  :        21:         7          3          1          3         10         10         14:
Old  :        21:         7          3          1          3         10         10         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  :                 21.8       45.1       36.3       61.9       19.9       45.1       29.9       60.4
Old  :                 21.8       45.1       36.3       61.9       19.9       45.1       29.9       60.4
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    37,605:     7,787      6,523      1,021      8,816     19,768     17,624     27,312:    19,981     10,293
Old  :    37,605:     7,787      6,523      1,021      8,816     19,768     17,624     27,312:    19,981     10,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :    -6,966:    -6,219      1,178        -40      2,997     -8,142     -3,262     -7,004:    -3,704         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       17.3        2.7       23.4       52.6       46.9       72.6:      53.1       27.4
Old  :     100.0:      20.7       17.3        2.7       23.4       52.6       46.9       72.6:      53.1       27.4
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  :        51:        16         14          7         13         15         31         34:
Old  :        51:        16         14          7         13         15         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       28.4       27.2       44.3       14.6       27.5       25.9       41.4
Old  :                 15.9       28.4       27.2       44.3       14.6       27.5       25.9       41.4
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    66,717:    24,775      7,424         27     18,587     51,416     43,389     58,867:    23,328      7,850
Old  :    66,717:    24,775      7,424         27     18,587     51,416     43,389     58,867:    23,328      7,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :     2,241:       390        727          1     -1,581       -148     -1,190        580:     3,431      1,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       11.1        0.0       27.9       77.1       65.0       88.2:      35.0       11.8
Old  :     100.0:      37.1       11.1        0.0       27.9       77.1       65.0       88.2:      35.0       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22         15          3         16         13         39         30:
Old  :        64:        22         15          3         16         13         39         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       57.4       40.3       74.3       26.4       57.4       40.3       74.3
Old  :                 26.4       57.4       40.3       74.3       26.4       57.4       40.3       74.3
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   107,458:    42,555     49,732        697     53,122     12,609     96,374     63,038:    11,084     44,420
Old  :   107,458:    42,555     49,732        697     53,122     12,609     96,374     63,038:    11,084     44,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :     1,904:       307      3,911       -105      1,753     -3,762      1,955         44:       -51      1,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       46.3        0.6       49.4       11.7       89.7       58.7:      10.3       41.3
Old  :     100.0:      39.6       46.3        0.6       49.4       11.7       89.7       58.7:      10.3       41.3
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  :        93:        31         32          1         20         15         51         48:
Old  :        93:        31         32          1         20         15         51         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       27.5       63.6       35.7       50.5       27.5       62.9       35.5
Old  :                 51.2       27.5       63.6       35.7       50.5       27.5       62.9       35.5
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 9, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    45,266:     2,615     15,430        393     42,022     28,938     45,030     44,761:       236        505
Old  :    45,266:     2,615     15,430        393     42,022     28,938     45,030     44,761:       236        505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2007                      :
     :      -412:      -583       -103          0         73       -598       -510       -701:        98        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       34.1        0.9       92.8       63.9       99.5       98.9:       0.5        1.1
Old  :     100.0:       5.8       34.1        0.9       92.8       63.9       99.5       98.9:       0.5        1.1
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  :        38:         8         12          2         11         11         20         24:
Old  :        38:         8         12          2         11         11         20         24:
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  :                 79.2       87.2       92.7       93.7       75.7       79.3       86.4       85.7
Old  :                 79.2       87.2       92.7       93.7       75.7       79.3       86.4       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 12, 2007