WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 23, 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  :   457,273:    72,144     61,600    103,505    248,041    229,979    423,690    395,084:    33,583     62,189
Old  :   274,600:    54,480     72,969     37,190    163,657    136,787    255,327    246,946:    19,273     27,654
Other:   182,673:    62,835     33,802     21,144     84,384     93,192    168,363    148,138:    14,310     34,535
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     9,515:     6,359        520      4,848     -2,479      2,179      8,728      7,547:       787      1,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       13.5       22.6       54.2       50.3       92.7       86.4:       7.3       13.6
Old  :     100.0:      19.8       26.6       13.5       59.6       49.8       93.0       89.9:       7.0       10.1
Other:     100.0:      34.4       18.5       11.6       46.2       51.0       92.2       81.1:       7.8       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        96        103        116         70        104        253        265:
Old  :       309:        95        104         64         49         85        185        218:
Other:       243:        66         69         41         49         88        144        173:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       18.5       33.5       26.8       21.1       11.9       31.6       16.8
Old  :                 33.8       21.7       46.9       32.6       33.8       20.4       46.7       30.7
Other:                 27.0       23.9       42.2       31.0       25.3       18.3       36.0       23.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 23, 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  : 1,487,437:   409,616     76,460    219,855    672,784    921,900  1,302,255  1,218,215:   185,182    269,222
Old  :   981,549:   233,186    113,227    117,744    502,262    586,138    853,192    817,109:   128,357    164,440
Other:   505,888:   246,479     33,282     32,062    170,522    335,762    449,063    401,106:    56,825    104,782
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    36,753:    11,427      1,122       -990     15,004     42,418     25,441     42,550:    11,312     -5,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        5.1       14.8       45.2       62.0       87.6       81.9:      12.4       18.1
Old  :     100.0:      23.8       11.5       12.0       51.2       59.7       86.9       83.2:      13.1       16.8
Other:     100.0:      48.7        6.6        6.3       33.7       66.4       88.8       79.3:      11.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       243        101        189        256        340        579        575:
Old  :       751:       201        126        157        236        325        518        547:
Other:       591:       147         72         46        138        298        307        400:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       17.4       21.9       23.2       12.5       16.2       20.4       21.3
Old  :                 16.3       15.4       26.2       22.2       16.2       13.8       26.1       19.8
Other:                 21.1       21.9       31.0       29.4       21.0       21.1       30.2       27.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 23, 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  :    16,779:     5,212        137        524      7,502     14,220     13,238     14,881:     3,541      1,898
Old  :     9,764:     3,469        400        139      3,889      7,881      7,497      8,420:     2,267      1,344
Other:     7,015:     2,006          0        122      3,613      6,339      5,741      6,461:     1,274        554
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     1,288:       363         33        170        515        934      1,048      1,137:       240        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        0.8        3.1       44.7       84.7       78.9       88.7:      21.1       11.3
Old  :     100.0:      35.5        4.1        1.4       39.8       80.7       76.8       86.2:      23.2       13.8
Other:     100.0:      28.6        0.0        1.7       51.5       90.4       81.8       92.1:      18.2        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        27          5          8         15         14         47         23:
Old  :        43:        16          8          5         12         14         33         22:
Other:        30:        16          0          3          9          9         26         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       52.5       42.2       77.1       26.0       44.3       35.4       66.0
Old  :                 33.8       54.6       49.3       71.9       33.8       53.7       49.3       70.4
Other:                 45.6       74.7       60.7       91.7       45.5       73.7       60.5       89.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 23, 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  :   430,593:   129,173     41,205     63,882    179,818    242,292    372,873    347,379:    57,720     83,214
Old  :   328,287:    93,508     59,305     25,495    165,552    182,827    284,555    267,627:    43,732     60,660
Other:   102,306:    64,660     10,895      9,392     14,266     59,465     88,318     79,752:    13,988     22,554
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    14,179:    14,345       -890        684     -1,110     12,911     13,919     12,705:       260      1,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        9.6       14.8       41.8       56.3       86.6       80.7:      13.4       19.3
Old  :     100.0:      28.5       18.1        7.8       50.4       55.7       86.7       81.5:      13.3       18.5
Other:     100.0:      63.2       10.6        9.2       13.9       58.1       86.3       78.0:      13.7       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       136         80         97         95        138        288        277:
Old  :       386:       134         82         76         88        127        260        252:
Other:       237:        68         44         19         38        100        115        156:
     :----------------------------------------------------------------------------------------------------
     :             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       22.3       29.1       32.6       18.5       20.0       28.2       30.0
Old  :                 25.0       22.3       34.9       32.6       25.0       21.6       33.9       30.3
Other:                 27.8       36.5       46.7       45.0       27.7       34.3       45.2       40.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,399:    10,321      3,841      1,264        224        981     11,809      6,086:     3,590      9,313
Old  :     9,856:     5,569      3,922        982        224        750      6,775      5,654:     3,081      4,202
Other:     5,543:     5,012        179         22          0        231      5,034        432:       509      5,111
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     2,053:     1,058      2,388       -116        198         13      1,140      2,285:       913       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       24.9        8.2        1.5        6.4       76.7       39.5:      23.3       60.5
Old  :     100.0:      56.5       39.8       10.0        2.3        7.6       68.7       57.4:      31.3       42.6
Other:     100.0:      90.4        3.2        0.4        0.0        4.2       90.8        7.8:       9.2       92.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          7         11          2          3         18         19:
Old  :        25:        13          8         11          2          3         18         19:
Other:        14:         9          2          3          0          3          9          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 47.9       24.8       61.9       33.5       46.7       21.5       59.4       29.0
Old  :                 37.2       36.7       51.0       50.1       35.5       32.9       48.6       44.9
Other:                 78.9        7.4       90.1        7.8       78.5        7.3       89.7        7.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 23, 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  :   260,832:    70,107     11,373     42,028    116,416    187,880    228,551    241,281:    32,281     19,551
Old  :   230,603:    70,459     18,836     21,445    108,586    173,003    200,490    213,284:    30,113     17,319
Other:    30,229:    16,770      9,659      3,461      7,830     14,877     28,061     27,997:     2,168      2,232
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     8,457:     7,146     -3,040      4,438     -5,038      9,766      6,546     11,164:     1,911     -2,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        4.4       16.1       44.6       72.0       87.6       92.5:      12.4        7.5
Old  :     100.0:      30.6        8.2        9.3       47.1       75.0       86.9       92.5:      13.1        7.5
Other:     100.0:      55.5       32.0       11.4       25.9       49.2       92.8       92.6:       7.2        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        82         20         40         55         53        163        104:
Old  :       192:        82         28         31         54         53        157         97:
Other:        70:        21         17         10         19         21         47         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       41.6       26.3       53.0       17.6       40.0       24.3       48.9
Old  :                 19.8       43.9       28.0       54.9       19.8       43.0       27.4       51.2
Other:                 35.6       50.8       60.5       67.0       31.3       45.5       55.9       58.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 23, 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  :   839,081:   139,979    209,262     14,294    565,935    436,434    720,208    659,990:   118,873    179,091
Old  :   839,081:   139,979    209,262     14,294    565,935    436,434    720,208    659,990:   118,873    179,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    45,741:    14,506     16,794      6,345     17,806      6,201     38,657     29,340:     7,084     16,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       24.9        1.7       67.4       52.0       85.8       78.7:      14.2       21.3
Old  :     100.0:      16.7       24.9        1.7       67.4       52.0       85.8       78.7:      14.2       21.3
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  :       183:        36         46         24         69         77        120        132:
Old  :       183:        36         46         24         69         77        120        132:
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  :                 23.9       30.6       33.6       39.8       22.1       26.7       30.2       34.4
Old  :                 23.9       30.6       33.6       39.8       22.1       26.7       30.2       34.4
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 23, 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  :   207,992:    52,919     19,943     25,021     97,065    145,160    175,005    190,124:    32,987     17,868
Old  :   182,364:    53,224     18,410     14,812     84,331    134,068    152,367    167,290:    29,997     15,074
Other:    25,628:     6,979      8,817      2,925     12,734     11,092     22,638     22,834:     2,990      2,794
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    10,205:     9,917     -2,476      2,676     -1,951     11,000     10,642     11,200:      -437       -995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        9.6       12.0       46.7       69.8       84.1       91.4:      15.9        8.6
Old  :     100.0:      29.2       10.1        8.1       46.2       73.5       83.6       91.7:      16.4        8.3
Other:     100.0:      27.2       34.4       11.4       49.7       43.3       88.3       89.1:      11.7       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        70         28         45         53         50        155        106:
Old  :       182:        78         28         42         53         46        153        100:
Other:        76:        19         17         12         24         25         50         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       43.9       32.4       53.9       21.5       42.7       29.2       51.6
Old  :                 23.0       47.7       31.7       58.6       19.8       46.5       28.1       56.2
Other:                 42.6       32.8       55.1       48.5       42.6       32.8       55.1       47.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 23, 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  :    17,465:     5,715        386        958      7,276     14,944     13,949     16,288:     3,516      1,177
Old  :    14,391:     4,861        413        789      5,798     12,090     11,448     13,292:     2,943      1,099
Other:     3,074:       881          0        142      1,478      2,854      2,501      2,996:       573         78
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       223:      -367        -38        146        390       -106        169          2:        54        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        2.2        5.5       41.7       85.6       79.9       93.3:      20.1        6.7
Old  :     100.0:      33.8        2.9        5.5       40.3       84.0       79.5       92.4:      20.5        7.6
Other:     100.0:      28.7        0.0        4.6       48.1       92.8       81.4       97.5:      18.6        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        31          3          8         29         23         63         32:
Old  :        68:        27          3          7         25         22         55         30:
Other:        33:        12          0          5         13         13         25         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  :                 18.9       61.4       31.8       76.8       17.7       55.5       30.1       69.1
Old  :                 20.6       61.6       33.1       75.2       19.2       59.9       31.7       71.9
Other:                 49.4       75.4       64.8       90.8       32.3       48.7       42.5       63.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 23, 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  :   758,481:   129,760    233,048      4,889    496,866    402,197    631,515    640,134:   126,966    118,347
Old  :   758,481:   129,760    233,048      4,889    496,866    402,197    631,515    640,134:   126,966    118,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     3,059:    -1,567     11,614        868     -3,946    -19,481     -4,645     -6,999:     7,704     10,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       30.7        0.6       65.5       53.0       83.3       84.4:      16.7       15.6
Old  :     100.0:      17.1       30.7        0.6       65.5       53.0       83.3       84.4:      16.7       15.6
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  :       183:        39         39         10         79         66        122        111:
Old  :       183:        39         39         10         79         66        122        111:
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  :                 26.9       20.1       38.4       32.6       26.5       20.1       37.8       31.0
Old  :                 26.9       20.1       38.4       32.6       26.5       20.1       37.8       31.0
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 23, 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  : 2,399,069:   672,918    378,217     64,692  1,344,797  1,488,581  2,082,407  1,931,490:   316,662    467,579
Old  : 2,399,069:   672,918    378,217     64,692  1,344,797  1,488,581  2,082,407  1,931,490:   316,662    467,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    84,231:    39,480     34,136        784     18,053     15,800     58,317     50,720:    25,914     33,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       15.8        2.7       56.1       62.0       86.8       80.5:      13.2       19.5
Old  :     100.0:      28.0       15.8        2.7       56.1       62.0       86.8       80.5:      13.2       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  :       303:        72         68         35        110        119        195        209:
Old  :       303:        72         68         35        110        119        195        209:
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  :                 23.4       22.8       36.5       35.5       15.5       21.2       25.8       28.7
Old  :                 23.4       22.8       36.5       35.5       15.5       21.2       25.8       28.7
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 23, 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  : 1,507,251:   219,776    260,003     30,869  1,045,596    939,897  1,296,241  1,230,769:   211,010    276,482
Old  : 1,507,251:   219,776    260,003     30,869  1,045,596    939,897  1,296,241  1,230,769:   211,010    276,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    49,934:      -577     26,002     10,391     39,345     27,912     49,159     64,305:       775    -14,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       17.3        2.0       69.4       62.4       86.0       81.7:      14.0       18.3
Old  :     100.0:      14.6       17.3        2.0       69.4       62.4       86.0       81.7:      14.0       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        42         39         27         82         81        138        133:
Old  :       197:        42         39         27         82         81        138        133:
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  :                 29.6       28.3       41.9       38.2       25.3       26.9       33.5       34.3
Old  :                 29.6       28.3       41.9       38.2       25.3       26.9       33.5       34.3
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 23, 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  :   425,347:   119,167     80,413     70,585    203,149    249,560    392,901    400,558:    32,446     24,789
Old  :   425,347:   119,167     80,413     70,585    203,149    249,560    392,901    400,558:    32,446     24,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :    47,344:    26,522     17,854      6,259     13,529     18,549     46,310     42,662:     1,034      4,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       18.9       16.6       47.8       58.7       92.4       94.2:       7.6        5.8
Old  :     100.0:      28.0       18.9       16.6       47.8       58.7       92.4       94.2:       7.6        5.8
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  :       123:        28         29         32         54         46         98         93:
Old  :       123:        28         29         32         54         46         98         93:
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  :                 31.5       24.1       45.0       38.0       29.6       20.2       38.9       31.1
Old  :                 31.5       24.1       45.0       38.0       29.6       20.2       38.9       31.1
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 23, 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  :     9,726:     3,335        672        117        896      5,752      4,348      6,541:     5,378      3,185
Old  :     9,726:     3,335        672        117        896      5,752      4,348      6,541:     5,378      3,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :      -107:       531        141        -58        129       -129        602        -46:      -709        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        6.9        1.2        9.2       59.1       44.7       67.3:      55.3       32.7
Old  :     100.0:      34.3        6.9        1.2        9.2       59.1       44.7       67.3:      55.3       32.7
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  :        24:        11          3          1          3          9         14         13:
Old  :        24:        11          3          1          3          9         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       45.3       34.6       58.4       21.4       45.3       32.3       58.0
Old  :                 21.4       45.3       34.6       58.4       21.4       45.3       32.3       58.0
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 23, 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  :    43,817:    12,386      6,410      1,232     11,591     23,559     25,209     31,201:    18,608     12,616
Old  :    43,817:    12,386      6,410      1,232     11,591     23,559     25,209     31,201:    18,608     12,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     5,218:     3,432        722       -137      2,117      3,398      5,412      3,983:      -194      1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       14.6        2.8       26.5       53.8       57.5       71.2:      42.5       28.8
Old  :     100.0:      28.3       14.6        2.8       26.5       53.8       57.5       71.2:      42.5       28.8
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  :        57:        23         15         10          9         14         35         36:
Old  :        57:        23         15         10          9         14         35         36:
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  :                 23.5       32.0       34.4       47.2       21.1       29.0       31.1       43.8
Old  :                 23.5       32.0       34.4       47.2       21.1       29.0       31.1       43.8
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 23, 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  :    68,640:    26,608      4,900         40     19,406     56,533     46,054     61,473:    22,586      7,167
Old  :    68,640:    26,608      4,900         40     19,406     56,533     46,054     61,473:    22,586      7,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     2,106:     1,043       -711         -2        504      2,586      1,545      1,873:       561        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        7.1        0.1       28.3       82.4       67.1       89.6:      32.9       10.4
Old  :     100.0:      38.8        7.1        0.1       28.3       82.4       67.1       89.6:      32.9       10.4
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  :        64:        22         13          4         18         15         41         31:
Old  :        64:        22         13          4         18         15         41         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       58.8       39.1       76.7       25.7       58.8       39.1       76.7
Old  :                 25.7       58.8       39.1       76.7       25.7       58.8       39.1       76.7
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 23, 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  :   118,879:    47,362     54,048        637     60,102     20,329    108,101     75,014:    10,778     43,865
Old  :   118,879:    47,362     54,048        637     60,102     20,329    108,101     75,014:    10,778     43,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :     5,752:       868      1,995       -134      7,112      5,715      7,846      7,576:    -2,094     -1,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       45.5        0.5       50.6       17.1       90.9       63.1:       9.1       36.9
Old  :     100.0:      39.8       45.5        0.5       50.6       17.1       90.9       63.1:       9.1       36.9
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  :       108:        36         39          3         19         19         58         58:
Old  :       108:        36         39          3         19         19         58         58:
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  :                 50.4       25.4       62.1       34.7       48.9       25.4       60.6       34.7
Old  :                 50.4       25.4       62.1       34.7       48.9       25.4       60.6       34.7
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 23, 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  :    45,666:     3,113     16,341        393     42,039     28,811     45,545     45,545:       121        121
Old  :    45,666:     3,113     16,341        393     42,039     28,811     45,545     45,545:       121        121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2007                     :
     :       767:       886        805        -56        -63        235        767        984:         0       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       35.8        0.9       92.1       63.1       99.7       99.7:       0.3        0.3
Old  :     100.0:       6.8       35.8        0.9       92.1       63.1       99.7       99.7:       0.3        0.3
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  :        39:         8         13          2         11         12         20         26:
Old  :        39:         8         13          2         11         12         20         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.2       87.8       92.0       93.8       75.0       79.9       86.3       85.7
Old  :                 78.2       87.8       92.0       93.8       75.0       79.9       86.3       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 26, 2007