WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 10, 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  :   386,393:    76,696     91,397     62,334    214,393    174,822    353,423    328,553:    32,970     57,840
Old  :   112,834:    26,728     50,856        905     74,373     45,036    102,006     96,797:    10,828     16,037
Other:   273,559:    77,794     68,367     33,603    140,020    129,786    251,417    231,756:    22,142     41,803
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :   -13,309:     3,783     -2,928    -12,216     -7,818        695    -16,251    -14,449:     2,942      1,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       23.7       16.1       55.5       45.2       91.5       85.0:       8.5       15.0
Old  :     100.0:      23.7       45.1        0.8       65.9       39.9       90.4       85.8:       9.6       14.2
Other:     100.0:      28.4       25.0       12.3       51.2       47.4       91.9       84.7:       8.1       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        75        134        113         67        102        227        283:
Old  :       242:        61         92          8         33         61         98        157:
Other:       308:        85        109         73         60         93        190        235:
     :----------------------------------------------------------------------------------------------------
     :             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       14.2       37.2       21.2       23.9       12.4       36.7       18.7
Old  :                 44.1       18.0       56.8       29.3       44.1       18.0       56.8       29.3
Other:                 22.3       15.1       34.0       23.0       22.3       13.5       32.2       20.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 10, 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  : 1,399,142:   361,754     87,237    234,803    627,667    830,909  1,224,224  1,152,949:   174,918    246,193
Old  :   777,067:   177,565    147,609     86,292    412,959    424,024    676,816    657,925:   100,251    119,142
Other:   622,075:   294,293     49,732     38,407    214,708    406,885    547,408    495,024:    74,667    127,051
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :   -29,210:    11,170      4,899    -14,013    -26,260    -16,152    -29,103    -25,266:      -107     -3,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        6.2       16.8       44.9       59.4       87.5       82.4:      12.5       17.6
Old  :     100.0:      22.9       19.0       11.1       53.1       54.6       87.1       84.7:      12.9       15.3
Other:     100.0:      47.3        8.0        6.2       34.5       65.4       88.0       79.6:      12.0       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       799:       227        116        202        267        345        594        598:
Old  :       725:       167        150        127        227        306        469        525:
Other:       668:       192         84         64        152        319        363        451:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       16.6       22.9       22.4       14.7       15.5       22.2       20.2
Old  :                 18.4       19.7       28.5       26.4       18.4       18.4       28.4       24.6
Other:                 19.2       14.6       30.1       22.1       19.2       12.7       30.0       19.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 10, 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  :    20,468:     6,800         72        851      7,377     17,215     15,028     18,138:     5,440      2,330
Old  :     4,846:     2,652        265          0        652      3,913      3,304      4,178:     1,542        668
Other:    15,622:     4,426         85        573      6,725     13,302     11,724     13,960:     3,898      1,662
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :       151:        60         11        241        -71        233        230        485:       -79       -334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        0.4        4.2       36.0       84.1       73.4       88.6:      26.6       11.4
Old  :     100.0:      54.7        5.5        0.0       13.5       80.7       68.2       86.2:      31.8       13.8
Other:     100.0:      28.3        0.5        3.7       43.0       85.1       75.0       89.4:      25.0       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        31          2          9         17         16         53         25:
Old  :        36:        14          4          0          6         14         20         18:
Other:        52:        24          3          7         16         15         44         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       50.5       35.0       76.8       21.6       48.4       31.9       65.8
Old  :                 38.7       58.0       54.2       71.2       38.7       56.5       54.2       69.7
Other:                 27.4       62.1       41.7       82.3       26.4       60.0       38.1       74.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 10, 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  :   483,434:   133,054     37,912     74,482    215,542    284,830    423,078    397,224:    60,356     86,210
Old  :   327,969:   105,234     47,306     23,492    158,624    207,969    287,350    278,767:    40,619     49,202
Other:   155,465:    56,608     19,394     22,202     56,918     76,861    135,728    118,457:    19,737     37,008
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    -6,268:    -6,874      4,363      1,612      2,015    -13,880     -3,247     -7,905:    -3,021      1,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        7.8       15.4       44.6       58.9       87.5       82.2:      12.5       17.8
Old  :     100.0:      32.1       14.4        7.2       48.4       63.4       87.6       85.0:      12.4       15.0
Other:     100.0:      36.4       12.5       14.3       36.6       49.4       87.3       76.2:      12.7       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       150         82        124        108        143        324        309:
Old  :       407:       143         87         79         91        125        279        259:
Other:       282:        60         71         48         57        119        148        216:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       24.3       30.2       35.5       17.9       20.4       26.6       28.0
Old  :                 23.8       29.8       35.0       41.6       23.8       29.6       34.8       40.6
Other:                 32.7       20.0       41.0       27.8       31.0       16.8       37.9       22.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,565:    13,915      4,384        472         33        895     14,420      5,751:     3,145     11,814
Old  :     8,085:     5,258      4,031        406         33        233      5,697      4,670:     2,388      3,415
Other:     9,480:     8,695        391         28          0        662      8,723      1,081:       757      8,399
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :       303:       268        207         27         -1        -13        294        221:         9         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2       25.0        2.7        0.2        5.1       82.1       32.7:      17.9       67.3
Old  :     100.0:      65.0       49.9        5.0        0.4        2.9       70.5       57.8:      29.5       42.2
Other:     100.0:      91.7        4.1        0.3        0.0        7.0       92.0       11.4:       8.0       88.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        19         11          7          2          4         22         21:
Old  :        33:        18         12          6          2          2         22         18:
Other:        19:        11          4          3          0          4         11         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       14.8       63.7       21.6       49.4       14.6       62.4       21.5
Old  :                 28.5       30.0       45.8       44.0       27.6       29.6       44.6       43.6
Other:                 77.4        8.8       89.3       11.2       77.1        8.8       89.0       11.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 10, 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  :   323,613:   100,983     11,524     49,198    141,050    243,816    291,231    304,538:    32,382     19,075
Old  :   244,672:    87,917     24,437     22,841    106,603    181,598    217,361    228,876:    27,311     15,796
Other:    78,941:    30,139      4,160      9,284     34,447     62,218     73,870     75,662:     5,071      3,279
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :     7,576:     5,484      1,677       -111        515      4,116      5,888      5,682:     1,688      1,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        3.6       15.2       43.6       75.3       90.0       94.1:      10.0        5.9
Old  :     100.0:      35.9       10.0        9.3       43.6       74.2       88.8       93.5:      11.2        6.5
Other:     100.0:      38.2        5.3       11.8       43.6       78.8       93.6       95.8:       6.4        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       103         27         54         62         56        194        123:
Old  :       219:        91         43         44         58         53        178        117:
Other:       109:        46         11         19         32         36         85         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       38.2       25.2       53.1       15.6       34.1       23.5       47.5
Old  :                 20.2       43.2       29.5       56.0       20.2       42.2       29.5       53.6
Other:                 32.8       47.7       47.3       62.5       31.4       45.5       44.0       58.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 10, 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  :   880,206:   152,013    205,307      9,436    606,961    480,733    768,410    695,476:   111,796    184,730
Old  :   880,206:   152,013    205,307      9,436    606,961    480,733    768,410    695,476:   111,796    184,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    45,155:    48,243     12,887      1,346      7,841     14,600     57,430     28,833:   -12,275     16,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       23.3        1.1       69.0       54.6       87.3       79.0:      12.7       21.0
Old  :     100.0:      17.3       23.3        1.1       69.0       54.6       87.3       79.0:      12.7       21.0
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  :       174:        25         46         25         65         81        102        140:
Old  :       174:        25         46         25         65         81        102        140:
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  :                 31.1       25.3       43.4       35.8       24.4       17.3       33.7       24.3
Old  :                 31.1       25.3       43.4       35.8       24.4       17.3       33.7       24.3
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, April 10, 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  :   220,196:    49,563     20,021     27,849     98,565    143,751    175,977    191,621:    44,219     28,575
Old  :   153,167:    42,005     15,577     16,892     62,326     98,898    121,223    131,367:    31,944     21,800
Other:    67,029:    11,967      8,853      6,548     36,239     44,853     54,754     60,254:    12,275      6,775
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :     8,841:    -2,169      1,245        997     10,110      4,133      8,938      6,375:       -97      2,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        9.1       12.6       44.8       65.3       79.9       87.0:      20.1       13.0
Old  :     100.0:      27.4       10.2       11.0       40.7       64.6       79.1       85.8:      20.9       14.2
Other:     100.0:      17.9       13.2        9.8       54.1       66.9       81.7       89.9:      18.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        58         30         50         63         56        155        121:
Old  :       170:        56         30         40         57         50        138        108:
Other:       104:        29         18         20         39         34         81         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       32.8       31.9       47.7       22.5       32.3       30.7       45.6
Old  :                 19.1       37.5       28.2       47.7       18.6       37.4       27.0       47.6
Other:                 41.8       37.3       51.4       50.0       41.2       35.6       49.0       47.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 10, 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  :    15,393:     4,275      1,263      1,179      6,880     11,619     12,334     14,061:     3,059      1,332
Old  :     7,681:     1,603      1,493        274      4,196      4,952      6,073      6,719:     1,608        962
Other:     7,712:     2,932         30        645      2,684      6,667      6,261      7,342:     1,451        370
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :       -42:        55         21         -1         -8         10         46         30:       -88        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        8.2        7.7       44.7       75.5       80.1       91.3:      19.9        8.7
Old  :     100.0:      20.9       19.4        3.6       54.6       64.5       79.1       87.5:      20.9       12.5
Other:     100.0:      38.0        0.4        8.4       34.8       86.4       81.2       95.2:      18.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        24          8          9         25         18         51         34:
Old  :        59:        15         12          5         19         15         37         29:
Other:        43:        17          1          7         15         12         32         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       58.2       35.9       73.3       20.6       50.2       31.5       64.4
Old  :                 23.7       54.3       39.8       69.8       23.7       54.3       39.8       68.8
Other:                 39.1       77.2       55.3       89.8       32.2       64.1       42.9       71.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 10, 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  :   995,382:   154,498    314,144     13,028    681,904    575,891    849,430    903,063:   145,952     92,319
Old  :   995,382:   154,498    314,144     13,028    681,904    575,891    849,430    903,063:   145,952     92,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    50,463:    -3,580     19,287      5,383     46,845     17,059     48,648     41,729:     1,815      8,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       31.6        1.3       68.5       57.9       85.3       90.7:      14.7        9.3
Old  :     100.0:      15.5       31.6        1.3       68.5       57.9       85.3       90.7:      14.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        45         40         15         90         80        142        128:
Old  :       212:        45         40         15         90         80        142        128:
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  :                 22.5       29.6       33.7       41.0       21.9       28.6       32.7       40.0
Old  :                 22.5       29.6       33.7       41.0       21.9       28.6       32.7       40.0
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, April 10, 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  : 2,554,632:   761,799    349,282     61,433  1,469,664  1,741,948  2,292,896  2,152,663:   261,736    401,969
Old  : 2,554,632:   761,799    349,282     61,433  1,469,664  1,741,948  2,292,896  2,152,663:   261,736    401,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    29,196:     1,099     31,486      6,027     43,041    -39,257     50,167     -1,744:   -20,971     30,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       13.7        2.4       57.5       68.2       89.8       84.3:      10.2       15.7
Old  :     100.0:      29.8       13.7        2.4       57.5       68.2       89.8       84.3:      10.2       15.7
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  :       300:        56         74         41        119        118        195        213:
Old  :       300:        56         74         41        119        118        195        213:
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       32.9       39.5       43.8       25.9       28.0       36.7       38.4
Old  :                 28.2       32.9       39.5       43.8       25.9       28.0       36.7       38.4
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, April 10, 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  : 1,567,410:   190,199    341,733     27,807  1,111,472    926,039  1,329,478  1,295,579:   237,932    271,831
Old  : 1,567,410:   190,199    341,733     27,807  1,111,472    926,039  1,329,478  1,295,579:   237,932    271,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    38,573:   -37,738    -47,210      1,815     80,917     53,402     44,994      8,007:    -6,421     30,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       21.8        1.8       70.9       59.1       84.8       82.7:      15.2       17.3
Old  :     100.0:      12.1       21.8        1.8       70.9       59.1       84.8       82.7:      15.2       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        38         40         20         84         83        132        133:
Old  :       200:        38         40         20         84         83        132        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  :                 36.4       30.1       46.2       41.1       31.2       28.2       38.7       37.2
Old  :                 36.4       30.1       46.2       41.1       31.2       28.2       38.7       37.2
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, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   609,907:   158,556    199,340     76,595    341,187    306,206    576,338    582,141:    33,569     27,766
Old  :   609,907:   158,556    199,340     76,595    341,187    306,206    576,338    582,141:    33,569     27,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    -3,558:   -10,799      3,864      6,606      5,688     -5,271      1,495      5,199:    -5,053     -8,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       32.7       12.6       55.9       50.2       94.5       95.4:       5.5        4.6
Old  :     100.0:      26.0       32.7       12.6       55.9       50.2       94.5       95.4:       5.5        4.6
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  :       130:        33         30         36         60         44        114         90:
Old  :       130:        33         30         36         60         44        114         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       40.6       42.9       55.8       29.9       36.7       40.6       46.2
Old  :                 30.8       40.6       42.9       55.8       29.9       36.7       40.6       46.2
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, April 10, 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  :    31,854:    12,273      1,900        610      2,381     22,924     15,264     25,434:    16,590      6,420
Old  :    31,854:    12,273      1,900        610      2,381     22,924     15,264     25,434:    16,590      6,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :       457:       429      1,211        289       -399       -400        319      1,100:       138       -643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        6.0        1.9        7.5       72.0       47.9       79.8:      52.1       20.2
Old  :     100.0:      38.5        6.0        1.9        7.5       72.0       47.9       79.8:      52.1       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        22          8          3          5         14         29         23:
Old  :        46:        22          8          3          5         14         29         23:
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  :                 17.6       44.4       26.4       63.9       17.6       43.9       26.4       63.1
Old  :                 17.6       44.4       26.4       63.9       17.6       43.9       26.4       63.1
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, April 10, 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  :    40,463:    16,952      6,503         77     17,015     28,068     34,044     34,648:     6,419      5,815
Old  :    40,463:    16,952      6,503         77     17,015     28,068     34,044     34,648:     6,419      5,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :       320:       185        307       -176          1         50         10        181:       310        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       16.1        0.2       42.1       69.4       84.1       85.6:      15.9       14.4
Old  :     100.0:      41.9       16.1        0.2       42.1       69.4       84.1       85.6:      15.9       14.4
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  :        61:        23         11          4         17         14         41         28:
Old  :        61:        23         11          4         17         14         41         28:
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  :                 27.4       47.1       46.6       63.8       26.6       47.1       45.8       63.8
Old  :                 27.4       47.1       46.6       63.8       26.6       47.1       45.8       63.8
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, April 10, 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  :    74,075:    39,114     26,977        536     23,276     31,911     62,926     59,424:    11,149     14,651
Old  :    74,075:    39,114     26,977        536     23,276     31,911     62,926     59,424:    11,149     14,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :    -2,600:    -3,385     -2,585        390        409       -735     -2,586     -2,930:       -14        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8       36.4        0.7       31.4       43.1       84.9       80.2:      15.1       19.8
Old  :     100.0:      52.8       36.4        0.7       31.4       43.1       84.9       80.2:      15.1       19.8
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  :       103:        27         40          2         22         20         51         60:
Old  :       103:        27         40          2         22         20         51         60:
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  :                 37.2       28.2       49.1       40.9       35.1       25.9       45.4       36.8
Old  :                 37.2       28.2       49.1       40.9       35.1       25.9       45.4       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, April 10, 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)                                                    :
     :          :                                                                            :
All  :    46,617:     2,572     16,081        333     43,554     28,226     46,459     44,640:       158      1,977
Old  :    46,617:     2,572     16,081        333     43,554     28,226     46,459     44,640:       158      1,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2007                        :
     :     2,053:      -634        166          0      2,730      1,892      2,096      2,058:       -43         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       34.5        0.7       93.4       60.5       99.7       95.8:       0.3        4.2
Old  :     100.0:       5.5       34.5        0.7       93.4       60.5       99.7       95.8:       0.3        4.2
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  :        39:         9         13          2         12         10         21         25:
Old  :        39:         9         13          2         12         10         21         25:
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  :                 77.8       81.4       92.3       90.3       71.8       68.8       81.0       77.6
Old  :                 77.8       81.4       92.3       90.3       71.8       68.8       81.0       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 13, 2007