WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 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  :   399,301:   100,329     78,560     61,521    203,190    201,432    365,040    341,513:    34,261     57,788
Old  :   348,168:    80,415     85,531     43,764    193,847    171,112    318,026    300,407:    30,142     47,761
Other:    51,133:    34,961      8,076      2,710      9,343     30,320     47,014     41,106:     4,119     10,027
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    11,290:     1,328     -1,569     10,377       -299      2,657     11,406     11,465:      -116       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       19.7       15.4       50.9       50.4       91.4       85.5:       8.6       14.5
Old  :     100.0:      23.1       24.6       12.6       55.7       49.1       91.3       86.3:       8.7       13.7
Other:     100.0:      68.4       15.8        5.3       18.3       59.3       91.9       80.4:       8.1       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       111        119        110         68        113        261        277:
Old  :       367:       107        121         96         65        110        243        270:
Other:       167:        39         37         14         16         81         66        124:
     :----------------------------------------------------------------------------------------------------
     :             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       17.0       33.9       24.5       22.3       16.0       33.4       22.5
Old  :                 24.8       17.3       37.0       24.9       24.5       16.2       36.7       23.3
Other:                 50.4       19.8       64.2       31.6       50.4       19.8       63.3       31.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 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  : 1,197,980:   335,700    140,854    145,936    579,359    700,854  1,060,995    987,644:   136,985    210,336
Old  :   361,946:    69,325    104,872     12,111    246,869    199,634    328,305    316,617:    33,641     45,329
Other:   836,034:   357,243    126,850     42,957    332,490    501,220    732,690    671,027:   103,344    165,007
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     7,865:     9,155       -213      6,457     -9,389     -4,404      6,223      1,840:     1,642      6,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       11.8       12.2       48.4       58.5       88.6       82.4:      11.4       17.6
Old  :     100.0:      19.2       29.0        3.3       68.2       55.2       90.7       87.5:       9.3       12.5
Other:     100.0:      42.7       15.2        5.1       39.8       60.0       87.6       80.3:      12.4       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       747:       185        139        147        239        325        496        562:
Old  :       556:        93        125         12        129        238        229        368:
Other:       719:       194        124         85        202        308        428        493:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       17.2       26.2       23.3       17.4       15.8       26.0       21.7
Old  :                 31.9       20.4       46.8       28.8       31.9       20.1       46.8       27.4
Other:                 17.1       18.1       25.0       24.6       17.1       17.0       25.0       22.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 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  :    15,245:     6,408         10          8      5,574     13,635     11,990     13,653:     3,255      1,592
Old  :    15,224:     6,408         10          8      5,573     13,635     11,989     13,653:     3,235      1,571
Other:        21:         0          0          0          1          0          1          0:        20         21
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :        63:        45          4        -66        -50        218        -71        156:       134        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        0.1        0.1       36.6       89.4       78.6       89.6:      21.4       10.4
Old  :     100.0:      42.1        0.1        0.1       36.6       89.6       78.8       89.7:      21.2       10.3
Other:     100.0:       0.0        0.0        0.0        4.8        0.0        4.8        0.0:      95.2      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        26          1          2         14         16         40         19:
Old  :        49:        26          1          2         14         16         40         19:
Other:         1:         0          0          0          1          0          1          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  :                 28.3       56.0       42.3       79.9       26.9       50.5       39.0       70.6
Old  :                 28.4       56.1       42.4       80.0       26.9       50.6       39.1       70.7
Other:                  4.8        0.0        4.8        0.0        4.8        0.0        4.8        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 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  :   543,396:   182,802     43,809     82,681    220,145    338,149    485,628    464,639:    57,768     78,757
Old  :    55,134:    28,907      7,583      2,344     15,131     33,927     46,382     43,854:     8,752     11,280
Other:   488,262:   168,184     50,515     66,048    205,014    304,222    439,246    420,785:    49,016     67,477
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    10,651:    13,460      2,060     -3,417      1,718     13,955     11,761     12,598:    -1,110     -1,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.1       15.2       40.5       62.2       89.4       85.5:      10.6       14.5
Old  :     100.0:      52.4       13.8        4.3       27.4       61.5       84.1       79.5:      15.9       20.5
Other:     100.0:      34.4       10.3       13.5       42.0       62.3       90.0       86.2:      10.0       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       512:       179        103        132        113        181        371        365:
Old  :       271:        83         48         18         50        105        139        165:
Other:       502:       170        120        108         92        176        323        357:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       26.9       27.4       35.2       17.3       23.2       24.4       30.1
Old  :                 27.7       26.6       36.2       37.5       27.6       26.2       36.1       36.6
Other:                 19.8       27.9       29.7       36.3       18.4       25.2       26.4       32.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 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  :    21,026:    17,291      4,776        487          0      1,091     17,778      6,354:     3,248     14,672
Old  :       691:       489         27          9          0          0        498         36:       193        655
Other:    20,335:    16,812      4,759        468          0      1,091     17,280      6,318:     3,055     14,017
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     1,401:       644        271        385          0         42      1,029        698:       372        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.2       22.7        2.3        0.0        5.2       84.6       30.2:      15.4       69.8
Old  :     100.0:      70.8        3.9        1.3        0.0        0.0       72.1        5.2:      27.9       94.8
Other:     100.0:      82.7       23.4        2.3        0.0        5.4       85.0       31.1:      15.0       68.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        13         14          7          0          4         15         23:
Old  :         8:         5          3          1          0          0          5          4:
Other:        31:        13         14          5          0          4         15         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.1       14.8       75.7       20.2       54.8       13.2       75.3       18.3
Old  :                 65.4        5.2       72.1        5.2       65.4        3.9       70.8        3.9
Other:                 55.1       15.3       75.8       20.9       54.7       13.6       75.4       18.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 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  :   288,470:    81,661     13,012     37,732    141,823    224,207    261,216    274,951:    27,254     13,519
Old  :    78,300:    26,784     14,946      2,634     40,394     55,584     69,812     73,164:     8,488      5,136
Other:   210,170:    69,149     12,338     20,826    101,429    168,623    191,404    201,787:    18,766      8,383
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       189:     2,227        317       -201     -1,234      1,532        792      1,648:      -603     -1,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        4.5       13.1       49.2       77.7       90.6       95.3:       9.4        4.7
Old  :     100.0:      34.2       19.1        3.4       51.6       71.0       89.2       93.4:      10.8        6.6
Other:     100.0:      32.9        5.9        9.9       48.3       80.2       91.1       96.0:       8.9        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        90         28         46         57         57        175        117:
Old  :       132:        39         28         17         38         43         90         76:
Other:       183:        83         26         34         49         50        145        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       43.4       29.6       54.3       19.7       39.0       28.0       47.4
Old  :                 27.1       37.6       39.0       51.7       26.4       37.5       37.8       51.1
Other:                 25.8       48.9       34.5       60.3       25.8       46.2       34.4       55.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 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  :   994,393:   118,694    242,866      9,024    730,660    548,808    858,378    800,698:   136,015    193,695
Old  :   994,393:   118,694    242,866      9,024    730,660    548,808    858,378    800,698:   136,015    193,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       334:   -28,219    -12,609       -251      3,593     15,105    -24,877      2,245:    25,211     -1,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       24.4        0.9       73.5       55.2       86.3       80.5:      13.7       19.5
Old  :     100.0:      11.9       24.4        0.9       73.5       55.2       86.3       80.5:      13.7       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        23         51         26         81         79        116        144:
Old  :       186:        23         51         26         81         79        116        144:
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  :                 27.7       32.2       40.4       41.2       27.1       28.8       38.5       37.0
Old  :                 27.7       32.2       40.4       41.2       27.1       28.8       38.5       37.0
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, July 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  :   213,250:    65,192      7,617     25,606     82,255    159,452    173,053    192,675:    40,197     20,575
Old  :    67,526:    21,673      4,535      1,284     32,054     53,709     55,011     59,528:    12,515      7,998
Other:   145,724:    57,202     16,765     10,639     50,201    105,743    118,042    133,147:    27,682     12,577
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     6,313:     6,199     -2,501        230     -1,845      8,519      4,584      6,248:     1,729         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        3.6       12.0       38.6       74.8       81.2       90.4:      18.8        9.6
Old  :     100.0:      32.1        6.7        1.9       47.5       79.5       81.5       88.2:      18.5       11.8
Other:     100.0:      39.3       11.5        7.3       34.4       72.6       81.0       91.4:      19.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        68         21         42         59         51        153        100:
Old  :       116:        41         11          9         44         39         90         56:
Other:       157:        62         30         30         47         44        128         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       39.6       27.3       52.3       16.5       38.0       24.0       48.0
Old  :                 24.6       42.1       34.2       58.2       19.5       41.3       28.5       53.5
Other:                 19.8       43.1       29.2       55.0       19.0       41.3       28.3       51.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 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  :    15,300:     4,885      2,074        954      6,886     11,034     12,725     14,062:     2,575      1,238
Old  :    15,300:     4,885      2,074        954      6,886     11,034     12,725     14,062:     2,575      1,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       408:      -237        143        291        115       -136        169        298:       239        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       13.6        6.2       45.0       72.1       83.2       91.9:      16.8        8.1
Old  :     100.0:      31.9       13.6        6.2       45.0       72.1       83.2       91.9:      16.8        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        24         11          9         28         20         54         39:
Old  :        73:        24         11          9         28         20         54         39:
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  :                 25.9       53.6       39.6       69.0       25.3       46.7       37.3       61.6
Old  :                 25.9       53.6       39.6       69.0       25.3       46.7       37.3       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 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  : 1,000,761:   208,901    241,901     12,168    653,189    652,061    874,258    906,130:   126,503     94,631
Old  : 1,000,761:   208,901    241,901     12,168    653,189    652,061    874,258    906,130:   126,503     94,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     9,443:    -7,162        -70        621     12,104      1,231      5,563      1,782:     3,880      7,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.2        1.2       65.3       65.2       87.4       90.5:      12.6        9.5
Old  :     100.0:      20.9       24.2        1.2       65.3       65.2       87.4       90.5:      12.6        9.5
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  :       213:        48         38         12        101         75        153        121:
Old  :       213:        48         38         12        101         75        153        121:
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  :                 21.2       33.5       31.0       52.1       20.9       32.5       30.1       48.4
Old  :                 21.2       33.5       31.0       52.1       20.9       32.5       30.1       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 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  : 2,852,436:   773,959    493,723     90,758  1,698,532  1,818,871  2,563,249  2,403,352:   289,187    449,084
Old  : 2,852,436:   773,959    493,723     90,758  1,698,532  1,818,871  2,563,249  2,403,352:   289,187    449,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    68,899:   -17,713     49,836     28,133     35,085      3,055     45,505     81,024:    23,394    -12,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       17.3        3.2       59.5       63.8       89.9       84.3:      10.1       15.7
Old  :     100.0:      27.1       17.3        3.2       59.5       63.8       89.9       84.3:      10.1       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  :       328:        56         88         39        116        136        191        244:
Old  :       328:        56         88         39        116        136        191        244:
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  :                 28.4       31.0       39.9       39.8       25.2       28.8       34.7       34.0
Old  :                 28.4       31.0       39.9       39.8       25.2       28.8       34.7       34.0
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, July 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  : 1,580,218:   335,639    361,305     26,369    991,359    926,810  1,353,367  1,314,484:   226,851    265,734
Old  : 1,580,218:   335,639    361,305     26,369    991,359    926,810  1,353,367  1,314,484:   226,851    265,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    26,973:    36,845     16,570     -1,248    -24,411     18,040     11,186     33,362:    15,787     -6,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       22.9        1.7       62.7       58.7       85.6       83.2:      14.4       16.8
Old  :     100.0:      21.2       22.9        1.7       62.7       58.7       85.6       83.2:      14.4       16.8
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  :       205:        51         35         21         83         84        142        132:
Old  :       205:        51         35         21         83         84        142        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  :                 23.5       21.4       34.5       35.6       20.0       16.7       27.8       26.5
Old  :                 23.5       21.4       34.5       35.6       20.0       16.7       27.8       26.5
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, July 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  :   452,188:   107,370    139,346     46,391    268,987    247,563    422,748    433,300:    29,440     18,888
Old  :   452,188:   107,370    139,346     46,391    268,987    247,563    422,748    433,300:    29,440     18,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :    16,605:    28,091      4,262     -3,438     -6,668     14,701     17,985     15,525:    -1,380      1,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       30.8       10.3       59.5       54.7       93.5       95.8:       6.5        4.2
Old  :     100.0:      23.7       30.8       10.3       59.5       54.7       93.5       95.8:       6.5        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  :       118:        28         29         28         44         44         93         82:
Old  :       118:        28         29         28         44         44         93         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       38.4       39.3       53.8       20.7       34.2       33.4       44.6
Old  :                 24.1       38.4       39.3       53.8       20.7       34.2       33.4       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, July 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  :    21,795:     4,758      5,066        946      2,640     10,895      8,344     16,907:    13,451      4,888
Old  :    21,795:     4,758      5,066        946      2,640     10,895      8,344     16,907:    13,451      4,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       640:     1,465        881         46       -453       -412      1,058        515:      -418        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       23.2        4.3       12.1       50.0       38.3       77.6:      61.7       22.4
Old  :     100.0:      21.8       23.2        4.3       12.1       50.0       38.3       77.6:      61.7       22.4
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  :        37:        14         10          5          6          9         24         20:
Old  :        37:        14         10          5          6          9         24         20:
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  :                 12.6       46.7       21.1       61.3       10.9       44.8       18.2       55.8
Old  :                 12.6       46.7       21.1       61.3       10.9       44.8       18.2       55.8
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, July 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  :    32,509:    13,554     11,561         46     13,582     12,951     27,182     24,558:     5,327      7,951
Old  :    32,509:    13,554     11,561         46     13,582     12,951     27,182     24,558:     5,327      7,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       961:       891        640         -3       -417         48        471        685:       490        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       35.6        0.1       41.8       39.8       83.6       75.5:      16.4       24.5
Old  :     100.0:      41.7       35.6        0.1       41.8       39.8       83.6       75.5:      16.4       24.5
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  :        61:        24         12          4         14         11         40         25:
Old  :        61:        24         12          4         14         11         40         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  :                 35.2       43.7       49.2       57.1       35.2       43.7       49.2       57.0
Old  :                 35.2       43.7       49.2       57.1       35.2       43.7       49.2       57.0
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, July 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  :    82,704:    29,199     32,541        955     38,265     36,914     68,419     70,410:    14,285     12,294
Old  :    82,704:    29,199     32,541        955     38,265     36,914     68,419     70,410:    14,285     12,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :     2,606:     2,938      3,298       -150     -1,645     -2,378      1,143        770:     1,463      1,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       39.3        1.2       46.3       44.6       82.7       85.1:      17.3       14.9
Old  :     100.0:      35.3       39.3        1.2       46.3       44.6       82.7       85.1:      17.3       14.9
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  :       116:        35         41          5         25         17         63         60:
Old  :       116:        35         41          5         25         17         63         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  :                 35.5       35.6       46.3       47.3       35.5       35.6       46.3       47.3
Old  :                 35.5       35.6       46.3       47.3       35.5       35.6       46.3       47.3
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, July 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  :    63,913:     2,137     16,285        611     60,997     44,841     63,745     61,737:       168      2,176
Old  :    63,913:     2,137     16,285        611     60,997     44,841     63,745     61,737:       168      2,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :       552:      -158        144        323      1,288      1,045      1,453      1,512:      -901       -960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       25.5        1.0       95.4       70.2       99.7       96.6:       0.3        3.4
Old  :     100.0:       3.3       25.5        1.0       95.4       70.2       99.7       96.6:       0.3        3.4
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  :        40:         7         14          3         16          9         23         26:
Old  :        40:         7         14          3         16          9         23         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  :                 82.6       72.5       91.0       89.1       76.3       70.4       83.9       82.9
Old  :                 82.6       72.5       91.0       89.1       76.3       70.4       83.9       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders - Futures Only, July 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  :    22,563:     1,359      3,603         69     21,135     18,396     22,563     22,068:         0        495
Old  :    22,563:     1,359      3,603         69     21,135     18,396     22,563     22,068:         0        495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2007                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       16.0        0.3       93.7       81.5      100.0       97.8:       0.0        2.2
Old  :     100.0:       6.0       16.0        0.3       93.7       81.5      100.0       97.8:       0.0        2.2
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  :        22:         5          8          1          3          7          9         15:
Old  :        22:         5          8          1          3          7          9         15:
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  :                 96.6       77.6       99.8       92.0       81.8       68.0       84.9       78.5
Old  :                 96.6       77.6       99.8       92.0       81.8       68.0       84.9       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 13, 2007