WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   527,089:    64,249     58,063    154,122    270,488    248,672    488,859    460,857:    38,230     66,232
Old  :   313,714:    45,826     71,598     65,831    178,935    145,427    290,592    282,856:    23,122     30,858
Other:   213,376:    57,891     25,932     48,824     91,553    103,245    198,267    178,001:    15,108     35,374
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     1,057:    -4,872         50     10,768     -4,609    -11,155      1,288       -337:      -230      1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.0       29.2       51.3       47.2       92.7       87.4:       7.3       12.6
Old  :     100.0:      14.6       22.8       21.0       57.0       46.4       92.6       90.2:       7.4        9.8
Other:     100.0:      27.1       12.2       22.9       42.9       48.4       92.9       83.4:       7.1       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       109        117        144         81        114        282        302:
Old  :       332:        97        121        101         68         98        229        260:
Other:       263:        87         65         69         54         96        171        202:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       18.0       30.3       26.5       18.6       10.6       27.8       14.8
Old  :                 30.2       19.5       42.3       30.0       30.0       16.6       41.4       26.0
Other:                 24.3       22.3       37.5       29.9       22.3       16.9       30.4       21.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  : 2,116,104:   367,327     59,166    659,664    836,864  1,061,162  1,863,855  1,779,992:   252,249    336,112
Old  : 1,380,607:   226,061     77,036    385,705    590,211    703,574  1,201,977  1,166,316:   178,630    214,292
Other:   735,496:   195,776     36,640    219,448    246,653    357,588    661,878    613,676:    73,619    121,820
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :   134,069:    49,175    -12,651     52,720    -17,291     75,864     84,605    115,933:    49,464     18,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        2.8       31.2       39.5       50.1       88.1       84.1:      11.9       15.9
Old  :     100.0:      16.4        5.6       27.9       42.8       51.0       87.1       84.5:      12.9       15.5
Other:     100.0:      26.6        5.0       29.8       33.5       48.6       90.0       83.4:      10.0       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       809:       245        122        247        319        374        665        655:
Old  :       781:       219        134        220        295        360        613        623:
Other:       615:       130        106        120        178        322        368        489:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       19.1       20.3       24.5        9.5       11.8       14.6       15.1
Old  :                 13.9       17.5       21.9       23.2       12.3       11.4       18.6       15.5
Other:                 19.0       23.8       29.3       29.6       11.6       12.9       18.8       16.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,585:     4,316         91      1,157      7,761     13,526     13,234     14,773:     3,351      1,812
Old  :     9,658:     3,358        241        233      3,932      7,881      7,523      8,355:     2,135      1,303
Other:     6,927:     1,120         11        762      3,829      5,645      5,711      6,418:     1,216        509
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :       679:       227        -17        -74        546        920        699        829:       -19       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        0.6        7.0       46.8       81.6       79.8       89.1:      20.2       10.9
Old  :     100.0:      34.8        2.5        2.4       40.7       81.6       77.9       86.5:      22.1       13.5
Other:     100.0:      16.2        0.2       11.0       55.3       81.5       82.4       92.6:      17.6        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        23          5          9         13         15         41         25:
Old  :        43:        17          7          4         12         13         32         21:
Other:        28:        10          3          7          9         10         23         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.7       50.8       44.3       73.7       26.3       43.7       35.3       60.5
Old  :                 34.1       54.6       49.5       73.1       34.1       53.1       49.5       70.7
Other:                 49.3       67.0       64.9       87.9       49.3       64.7       60.6       78.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   541,420:   100,953     38,689    145,810    220,912    260,985    467,675    445,484:    73,745     95,936
Old  :   421,784:    76,306     57,745     87,659    198,459    202,396    362,425    347,800:    59,359     73,984
Other:   119,636:    54,875     11,173     27,922     22,453     58,589    105,250     97,684:    14,386     21,952
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    42,694:    10,216      2,858     13,438      6,372     17,806     30,025     34,102:    12,669      8,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        7.1       26.9       40.8       48.2       86.4       82.3:      13.6       17.7
Old  :     100.0:      18.1       13.7       20.8       47.1       48.0       85.9       82.5:      14.1       17.5
Other:     100.0:      45.9        9.3       23.3       18.8       49.0       88.0       81.7:      12.0       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       140         99        145        124        141        350        315:
Old  :       409:       131        105        127        116        134        321        300:
Other:       241:        62         59         41         48        101        136        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       21.7       26.7       32.2       14.8       15.4       21.0       20.4
Old  :                 19.6       21.5       31.2       30.7       19.2       16.9       25.8       22.6
Other:                 27.0       35.2       42.8       47.5       19.7       25.9       34.1       30.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,346:     9,263      1,453      1,380         26        968     10,669      3,801:     2,677      9,545
Old  :     8,486:     5,220      1,688        954         26        942      6,200      3,584:     2,286      4,902
Other:     4,860:     4,457        179         12          0         26      4,469        217:       391      4,643
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     2,179:     1,802        102        -29          8        -77      1,781         -4:       398      2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       10.9       10.3        0.2        7.3       79.9       28.5:      20.1       71.5
Old  :     100.0:      61.5       19.9       11.2        0.3       11.1       73.1       42.2:      26.9       57.8
Other:     100.0:      91.7        3.7        0.2        0.0        0.5       92.0        4.5:       8.0       95.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          7         11          1          3         18         19:
Old  :        25:        15          7         11          1          3         18         19:
Other:        13:        10          2          3          0          1         10          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.5       13.5       63.3       20.6       45.0       10.7       59.3       16.4
Old  :                 36.2       20.9       51.6       32.1       34.8       17.7       48.3       27.4
Other:                 80.9        4.4       91.0        4.5       80.7        4.2       90.8        4.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   285,977:    58,293     15,699     58,646    137,628    188,245    254,568    262,590:    31,410     23,388
Old  :   253,908:    57,276     22,376     38,053    129,330    172,218    224,659    232,647:    29,249     21,260
Other:    32,070:    17,153      9,458      4,457      8,299     16,027     29,909     29,942:     2,161      2,128
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     1,249:    -2,567     -2,060      4,772     -1,675     -1,427        530      1,286:       719        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        5.5       20.5       48.1       65.8       89.0       91.8:      11.0        8.2
Old  :     100.0:      22.6        8.8       15.0       50.9       67.8       88.5       91.6:      11.5        8.4
Other:     100.0:      53.5       29.5       13.9       25.9       50.0       93.3       93.4:       6.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        70         28         49         63         61        163        123:
Old  :       188:        70         37         42         61         61        156        119:
Other:        64:        19         17         14         21         16         48         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       38.0       26.8       48.5       15.8       33.4       22.7       40.5
Old  :                 18.3       37.6       28.0       48.6       17.6       34.5       24.2       40.8
Other:                 32.9       61.5       56.3       75.5       28.6       57.5       51.8       67.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   977,935:   118,802    190,344     91,175    639,962    517,904    849,940    799,423:   127,996    178,512
Old  :   977,935:   118,802    190,344     91,175    639,962    517,904    849,940    799,423:   127,996    178,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    32,449:     1,261     21,148      6,827     37,464      6,580     45,552     34,555:   -13,103     -2,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.5        9.3       65.4       53.0       86.9       81.7:      13.1       18.3
Old  :     100.0:      12.1       19.5        9.3       65.4       53.0       86.9       81.7:      13.1       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        48         44         51         80         89        152        160:
Old  :       199:        48         44         51         80         89        152        160:
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  :                 22.3       26.6       32.2       34.7       18.6       20.8       25.6       28.0
Old  :                 22.3       26.6       32.2       34.7       18.6       20.8       25.6       28.0
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 with Delta-adjusted Options and Futures Combined, January 16, 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  :   215,860:    40,465     22,338     32,655    106,856    140,866    179,976    195,860:    35,884     20,001
Old  :   195,327:    41,094     21,057     23,867     97,498    133,086    162,459    178,010:    32,868     17,317
Other:    20,533:     5,877      7,786      2,283      9,357      7,781     17,517     17,850:     3,016      2,684
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     9,095:     9,076     -1,406     -2,362     -2,172     12,834      4,542      9,065:     4,552         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       10.3       15.1       49.5       65.3       83.4       90.7:      16.6        9.3
Old  :     100.0:      21.0       10.8       12.2       49.9       68.1       83.2       91.1:      16.8        8.9
Other:     100.0:      28.6       37.9       11.1       45.6       37.9       85.3       86.9:      14.7       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        62         33         49         57         51        153        113:
Old  :       175:        73         30         46         57         48        151        109:
Other:        72:        11         22         13         27         22         48         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       42.1       34.1       53.1       25.7       40.5       32.2       51.4
Old  :                 26.8       44.4       34.4       55.6       25.9       42.9       32.4       54.0
Other:                 36.9       40.2       51.9       54.9       36.3       40.2       50.6       52.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :    18,159:     6,091        445      1,293      7,019     15,408     14,403     17,145:     3,756      1,014
Old  :    15,341:     5,463        439      1,025      5,765     12,953     12,252     14,417:     3,089        924
Other:     2,818:       654         31        243      1,254      2,455      2,150      2,728:       668         90
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     1,957:     1,524       -317        141        -75      1,950      1,590      1,773:       367        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        2.4        7.1       38.7       84.8       79.3       94.4:      20.7        5.6
Old  :     100.0:      35.6        2.9        6.7       37.6       84.4       79.9       94.0:      20.1        6.0
Other:     100.0:      23.2        1.1        8.6       44.5       87.1       76.3       96.8:      23.7        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        30          6          7         29         22         63         31:
Old  :        70:        28          6          7         28         22         60         31:
Other:        31:         9          3          6         12         11         23         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       57.5       29.3       74.0       16.1       52.7       27.9       67.6
Old  :                 18.9       57.1       31.6       73.2       17.3       56.0       30.0       70.2
Other:                 43.9       69.7       59.0       86.2       28.2       45.2       38.8       60.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   771,272:   136,873    222,418      8,532    505,661    430,813    651,065    661,763:   120,207    109,509
Old  :   771,272:   136,873    222,418      8,532    505,661    430,813    651,065    661,763:   120,207    109,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :   -22,869:    -8,237      3,396      1,229      8,872     -3,700      1,865        925:   -24,734    -23,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       28.8        1.1       65.6       55.9       84.4       85.8:      15.6       14.2
Old  :     100.0:      17.7       28.8        1.1       65.6       55.9       84.4       85.8:      15.6       14.2
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  :       181:        41         37         18         78         68        127        115:
Old  :       181:        41         37         18         78         68        127        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       21.3       37.2       33.6       25.6       21.3       36.6       32.1
Old  :                 26.1       21.3       37.2       33.6       25.6       21.3       36.6       32.1
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 with Delta-adjusted Options and Futures Combined, January 16, 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  : 2,846,848:   565,496    348,848    280,504  1,685,270  1,753,457  2,531,270  2,382,809:   315,578    464,039
Old  : 2,846,848:   565,496    348,848    280,504  1,685,270  1,753,457  2,531,270  2,382,809:   315,578    464,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    89,600:    -8,212     26,548     30,465     45,117    -12,856     67,369     44,156:    22,231     45,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       12.3        9.9       59.2       61.6       88.9       83.7:      11.1       16.3
Old  :     100.0:      19.9       12.3        9.9       59.2       61.6       88.9       83.7:      11.1       16.3
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  :       295:        61         72         69        130        134        218        248:
Old  :       295:        61         72         69        130        134        218        248:
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  :                 24.0       19.5       35.9       30.5       16.0       17.2       26.9       25.0
Old  :                 24.0       19.5       35.9       30.5       16.0       17.2       26.9       25.0
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 with Delta-adjusted Options and Futures Combined, January 16, 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  : 1,643,225:   192,073    234,746    121,513  1,110,209    986,183  1,423,796  1,342,442:   219,429    300,783
Old  : 1,643,225:   192,073    234,746    121,513  1,110,209    986,183  1,423,796  1,342,442:   219,429    300,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    63,038:     9,718        164     14,152     52,821     36,266     76,692     50,583:   -13,654     12,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.3        7.4       67.6       60.0       86.6       81.7:      13.4       18.3
Old  :     100.0:      11.7       14.3        7.4       67.6       60.0       86.6       81.7:      13.4       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        41         40         35         95         93        154        150:
Old  :       202:        41         40         35         95         93        154        150:
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  :                 27.2       27.2       38.1       35.8       22.9       25.8       30.9       31.8
Old  :                 27.2       27.2       38.1       35.8       22.9       25.8       30.9       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   642,200:   100,691     51,647    245,219    263,703    322,822    609,612    619,688:    32,587     22,512
Old  :   642,200:   100,691     51,647    245,219    263,703    322,822    609,612    619,688:    32,587     22,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :    52,993:     1,198    -13,239     37,090     19,063     32,699     57,351     56,550:    -4,358     -3,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        8.0       38.2       41.1       50.3       94.9       96.5:       5.1        3.5
Old  :     100.0:      15.7        8.0       38.2       41.1       50.3       94.9       96.5:       5.1        3.5
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  :       136:        38         30         50         59         58        119        117:
Old  :       136:        38         30         50         59         58        119        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       24.4       41.8       39.6       15.2       12.5       21.2       18.8
Old  :                 26.9       24.4       41.8       39.6       15.2       12.5       21.2       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :     9,926:     2,804        531        175        780      5,881      3,759      6,587:     6,167      3,339
Old  :     9,926:     2,804        531        175        780      5,881      3,759      6,587:     6,167      3,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :       296:       407       -185       -226       -101       -177         80       -588:       216        884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        5.3        1.8        7.9       59.2       37.9       66.4:      62.1       33.6
Old  :     100.0:      28.2        5.3        1.8        7.9       59.2       37.9       66.4:      62.1       33.6
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  :        21:         9          2          1          4          9         13         12:
Old  :        21:         9          2          1          4          9         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       45.0       31.9       57.9       17.8       44.8       28.2       57.8
Old  :                 18.9       45.0       31.9       57.9       17.8       44.8       28.2       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :    41,126:     8,826      5,265      3,182      9,739     20,591     21,748     29,038:    19,378     12,088
Old  :    41,126:     8,826      5,265      3,182      9,739     20,591     21,748     29,038:    19,378     12,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :       964:     1,075       -888        392        688        321      2,155       -174:    -1,192      1,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       12.8        7.7       23.7       50.1       52.9       70.6:      47.1       29.4
Old  :     100.0:      21.5       12.8        7.7       23.7       50.1       52.9       70.6:      47.1       29.4
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  :        63:        22         17         15         15         18         44         43:
Old  :        63:        22         17         15         15         18         44         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       26.6       24.4       39.9       13.7       23.6       22.2       36.8
Old  :                 15.0       26.6       24.4       39.9       13.7       23.6       22.2       36.8
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 with Delta-adjusted Options and Futures Combined, January 16, 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  :    67,708:    25,682      5,605        691     19,152     54,045     45,525     60,340:    22,183      7,367
Old  :    67,708:    25,682      5,605        691     19,152     54,045     45,525     60,340:    22,183      7,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :      -192:       802     -1,832         61        367      2,540      1,229        769:    -1,421       -961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        8.3        1.0       28.3       79.8       67.2       89.1:      32.8       10.9
Old  :     100.0:      37.9        8.3        1.0       28.3       79.8       67.2       89.1:      32.8       10.9
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  :        65:        23         15          9         18         13         46         32:
Old  :        65:        23         15          9         18         13         46         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       58.2       39.1       75.7       25.5       58.2       39.1       75.7
Old  :                 25.5       58.2       39.1       75.7       25.5       58.2       39.1       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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  :   116,474:    46,345     51,609      2,257     54,821     16,340    103,423     70,206:    13,051     46,268
Old  :   116,474:    46,345     51,609      2,257     54,821     16,340    103,423     70,206:    13,051     46,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :     6,118:     3,838      2,647        144        385      1,938      4,367      4,729:     1,751      1,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       44.3        1.9       47.1       14.0       88.8       60.3:      11.2       39.7
Old  :     100.0:      39.8       44.3        1.9       47.1       14.0       88.8       60.3:      11.2       39.7
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  :       107:        31         43         17         23         20         67         67:
Old  :       107:        31         43         17         23         20         67         67:
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  :                 46.3       24.9       57.7       33.9       44.9       24.2       55.5       32.9
Old  :                 46.3       24.9       57.7       33.9       44.9       24.2       55.5       32.9
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 with Delta-adjusted Options and Futures Combined, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    44,899:     2,227     15,536        449     42,102     28,576     44,778     44,561:       121        338
Old  :    44,899:     2,227     15,536        449     42,102     28,576     44,778     44,561:       121        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2007                      :
     :      -367:      -388        106         56         80       -362       -252       -200:      -115       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       34.6        1.0       93.8       63.6       99.7       99.2:       0.3        0.8
Old  :     100.0:       5.0       34.6        1.0       93.8       63.6       99.7       99.2:       0.3        0.8
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  :        38:         8         12          3         12         11         21         25:
Old  :        38:         8         12          3         12         11         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  :                 79.1       88.5       93.5       94.6       75.8       80.4       86.8       86.2
Old  :                 79.1       88.5       93.5       94.6       75.8       80.4       86.8       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 19, 2007