WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :   526,759:    68,320     60,832    155,944    265,565    244,073    489,829    460,850:    36,930     65,910
Old  :   312,032:    46,425     69,187     71,329    172,760    141,518    290,514    282,034:    21,519     29,999
Other:   214,727:    57,023     26,773     49,488     92,805    102,555    199,315    178,816:    15,411     35,911
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -11,203:    -1,079      4,225     -7,179     -2,495     -7,716    -10,753    -10,670:      -449       -532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       11.5       29.6       50.4       46.3       93.0       87.5:       7.0       12.5
Old  :     100.0:      14.9       22.2       22.9       55.4       45.4       93.1       90.4:       6.9        9.6
Other:     100.0:      26.6       12.5       23.0       43.2       47.8       92.8       83.3:       7.2       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:       114        100        138         81        107        280        290:
Old  :       326:       104        110         90         69         88        221        246:
Other:       264:        86         69         70         58         94        178        201:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       17.8       30.0       25.9       18.4       11.1       27.5       15.6
Old  :                 29.7       20.2       41.9       30.8       29.5       17.7       40.9       26.6
Other:                 22.4       21.8       35.2       29.1       20.9       16.6       28.6       21.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  : 2,117,734:   369,006     55,647    636,626    839,993  1,087,914  1,845,625  1,780,186:   272,109    337,548
Old  : 1,351,211:   224,061     82,020    360,879    571,882    700,583  1,156,821  1,143,481:   194,389    207,729
Other:   766,524:   206,890     35,572    213,802    268,111    387,331    688,803    636,705:    77,720    129,819
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -47,671:    -4,613        157    -35,248    -15,968    -20,777    -55,829    -55,869:     8,158      8,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        2.6       30.1       39.7       51.4       87.2       84.1:      12.8       15.9
Old  :     100.0:      16.6        6.1       26.7       42.3       51.8       85.6       84.6:      14.4       15.4
Other:     100.0:      27.0        4.6       27.9       35.0       50.5       89.9       83.1:      10.1       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       819:       248        123        267        317        370        682        668:
Old  :       794:       218        147        239        290        355        624        639:
Other:       628:       147        101        126        193        326        399        497:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       19.4       18.8       25.1        8.9       12.6       13.9       15.9
Old  :                 12.6       17.8       20.8       23.7       11.2       12.7       17.6       16.9
Other:                 18.4       22.6       28.7       28.8       11.0       12.6       18.1       17.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :    18,854:     4,862        125      1,416      8,782     15,144     15,060     16,685:     3,794      2,170
Old  :     9,718:     3,221        488        303      3,795      7,405      7,319      8,196:     2,399      1,522
Other:     9,136:     2,016         12        737      4,987      7,739      7,740      8,489:     1,396        648
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       975:       126         -2        115        534        671        776        785:       200        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        0.7        7.5       46.6       80.3       79.9       88.5:      20.1       11.5
Old  :     100.0:      33.1        5.0        3.1       39.0       76.2       75.3       84.3:      24.7       15.7
Other:     100.0:      22.1        0.1        8.1       54.6       84.7       84.7       92.9:      15.3        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        29          6         11         16         15         51         27:
Old  :        47:        19          9          5         15         14         38         24:
Other:        34:        16          2          7          9         10         28         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  :                 33.7       49.9       45.1       72.0       24.6       41.6       34.4       59.7
Old  :                 31.1       55.8       46.6       68.5       31.1       54.9       46.6       65.7
Other:                 52.2       68.5       64.6       89.2       52.2       67.2       62.6       82.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :   571,574:   114,209     30,349    156,244    223,667    285,873    494,120    472,465:    77,454     99,109
Old  :   436,916:    90,103     50,514     90,769    195,453    222,046    376,326    363,330:    60,590     73,586
Other:   134,658:    56,229     11,958     33,351     28,214     63,826    117,794    109,135:    16,864     25,523
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       693:       673     -4,943       -957        226      6,537        -58        637:       751         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        5.3       27.3       39.1       50.0       86.4       82.7:      13.6       17.3
Old  :     100.0:      20.6       11.6       20.8       44.7       50.8       86.1       83.2:      13.9       16.8
Other:     100.0:      41.8        8.9       24.8       21.0       47.4       87.5       81.0:      12.5       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       144         93        150        123        142        366        314:
Old  :       415:       144         95        132        115        131        336        294:
Other:       248:        59         61         44         56        104        146        182:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       22.6       25.7       33.6       14.2       17.6       20.2       23.1
Old  :                 19.1       22.6       30.1       32.8       18.9       18.1       25.6       23.9
Other:                 25.6       33.0       40.6       44.3       18.2       24.4       31.6       28.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,584:    10,204      3,978      1,345        239      1,021     11,788      6,344:     3,796      9,240
Old  :     9,909:     5,288      4,022      1,104        239        783      6,631      5,909:     3,278      4,000
Other:     5,675:     5,139        179         18          0        238      5,157        435:       518      5,240
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       185:      -117        137         81         15         40        -21        258:       206        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.5       25.5        8.6        1.5        6.6       75.6       40.7:      24.4       59.3
Old  :     100.0:      53.4       40.6       11.1        2.4        7.9       66.9       59.6:      33.1       40.4
Other:     100.0:      90.6        3.2        0.3        0.0        4.2       90.9        7.7:       9.1       92.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          6         11          2          3         18         18:
Old  :        24:        13          7         11          2          3         18         18:
Other:        15:        10          2          3          0          3         10          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       27.6       60.3       35.8       46.5       26.2       57.7       31.8
Old  :                 35.1       41.3       49.0       54.1       33.3       39.1       46.1       47.9
Other:                 79.0        7.4       89.9        7.7       78.7        7.3       89.6        7.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :   297,968:    67,567      7,623     65,720    131,882    205,273    265,169    278,616:    32,799     19,353
Old  :   261,478:    66,074     15,762     43,131    122,513    186,297    231,718    245,190:    29,760     16,287
Other:    36,491:    17,482      7,849      6,600      9,369     18,976     33,451     33,425:     3,039      3,065
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -3,072:      -352     -3,904        603     -2,421      1,580     -2,170     -1,721:      -902     -1,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.6       22.1       44.3       68.9       89.0       93.5:      11.0        6.5
Old  :     100.0:      25.3        6.0       16.5       46.9       71.2       88.6       93.8:      11.4        6.2
Other:     100.0:      47.9       21.5       18.1       25.7       52.0       91.7       91.6:       8.3        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        74         25         47         59         63        165        116:
Old  :       186:        75         29         40         58         63        157        112:
Other:        72:        20         16         16         21         24         53         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       38.9       24.3       48.9       15.4       34.9       21.9       41.8
Old  :                 18.1       40.6       26.5       51.0       17.4       38.1       24.3       44.2
Other:                 33.8       41.2       56.8       58.2       28.6       37.3       49.6       49.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  : 1,095,029:   122,292    210,761    105,837    721,446    575,716    949,575    892,314:   145,454    202,715
Old  : 1,095,029:   122,292    210,761    105,837    721,446    575,716    949,575    892,314:   145,454    202,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    62,656:    -8,239      3,281      6,376     54,781     46,876     52,918     56,533:     9,738      6,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       19.2        9.7       65.9       52.6       86.7       81.5:      13.3       18.5
Old  :     100.0:      11.2       19.2        9.7       65.9       52.6       86.7       81.5:      13.3       18.5
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  :       188:        41         37         44         78         89        137        152:
Old  :       188:        41         37         44         78         89        137        152:
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  :                 22.1       24.6       31.4       33.0       18.7       19.0       25.2       25.1
Old  :                 22.1       24.6       31.4       33.0       18.7       19.0       25.2       25.1
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 30, 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  :   237,717:    53,217     19,651     38,650    107,826    159,871    199,693    218,172:    38,024     19,545
Old  :   205,679:    53,083     18,517     26,568     91,688    144,069    171,339    189,154:    34,340     16,526
Other:    32,038:     7,766      8,767      4,450     16,138     15,802     28,353     29,018:     3,684      3,020
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     9,612:     3,215        381      1,671      2,088      6,978      6,975      9,030:     2,637        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        8.3       16.3       45.4       67.3       84.0       91.8:      16.0        8.2
Old  :     100.0:      25.8        9.0       12.9       44.6       70.0       83.3       92.0:      16.7        8.0
Other:     100.0:      24.2       27.4       13.9       50.4       49.3       88.5       90.6:      11.5        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        74         29         48         57         58        159        120:
Old  :       187:        78         31         45         56         55        156        115:
Other:        81:        15         23         19         28         29         57         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       40.2       30.7       51.0       19.0       38.6       26.2       47.2
Old  :                 21.7       44.6       29.9       55.2       16.9       42.2       24.9       50.4
Other:                 42.7       29.9       55.4       45.6       42.3       29.8       54.8       45.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :    18,146:     4,927        516      1,581      7,931     14,696     14,439     16,792:     3,707      1,354
Old  :    14,510:     4,102        553      1,203      6,282     11,549     11,586     13,305:     2,924      1,205
Other:     3,636:       889         26        315      1,649      3,147      2,853      3,487:       784        149
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :      -269:      -522        174        -44        336       -517       -230       -387:       -39        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        2.8        8.7       43.7       81.0       79.6       92.5:      20.4        7.5
Old  :     100.0:      28.3        3.8        8.3       43.3       79.6       79.8       91.7:      20.2        8.3
Other:     100.0:      24.4        0.7        8.7       45.4       86.5       78.4       95.9:      21.6        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        27          3          7         30         23         59         31:
Old  :        63:        23          4          7         28         22         54         30:
Other:        32:         8          4          6         13         13         25         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       58.7       32.8       73.4       17.8       51.8       29.9       65.6
Old  :                 20.7       58.7       33.4       73.0       19.3       56.4       31.7       68.6
Other:                 45.3       71.6       59.4       86.3       28.1       46.2       37.6       58.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :   806,962:   145,570    227,060      8,044    527,025    443,332    680,638    678,435:   126,324    128,527
Old  :   806,962:   145,570    227,060      8,044    527,025    443,332    680,638    678,435:   126,324    128,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    32,410:     9,644     -6,202       -878     25,760     30,885     34,526     23,805:    -2,117      8,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       28.1        1.0       65.3       54.9       84.3       84.1:      15.7       15.9
Old  :     100.0:      18.0       28.1        1.0       65.3       54.9       84.3       84.1:      15.7       15.9
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  :       189:        43         38         15         84         70        131        119:
Old  :       189:        43         38         15         84         70        131        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       17.6       36.8       29.8       25.3       17.5       36.5       27.4
Old  :                 25.5       17.6       36.8       29.8       25.3       17.5       36.5       27.4
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 with Delta-adjusted Options and Futures Combined, January 30, 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  : 2,955,503:   567,695    387,897    298,531  1,756,829  1,802,330  2,623,055  2,488,758:   332,447    466,745
Old  : 2,955,503:   567,695    387,897    298,531  1,756,829  1,802,330  2,623,055  2,488,758:   332,447    466,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -25,819:   -27,272       -103     -4,784     20,292     13,082    -11,764      8,194:   -14,056    -34,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       13.1       10.1       59.4       61.0       88.8       84.2:      11.2       15.8
Old  :     100.0:      19.2       13.1       10.1       59.4       61.0       88.8       84.2:      11.2       15.8
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  :       299:        60         72         64        136        139        223        248:
Old  :       299:        60         72         64        136        139        223        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  :                 22.7       20.5       35.6       32.4       14.4       17.4       23.4       23.2
Old  :                 22.7       20.5       35.6       32.4       14.4       17.4       23.4       23.2
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 30, 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  : 1,710,081:   220,600    215,405    130,384  1,141,019  1,043,448  1,492,003  1,389,236:   218,078    320,845
Old  : 1,710,081:   220,600    215,405    130,384  1,141,019  1,043,448  1,492,003  1,389,236:   218,078    320,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :   -11,194:    28,910    -42,329    -11,704    -25,837      8,578     -8,631    -45,455:    -2,562     34,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       12.6        7.6       66.7       61.0       87.2       81.2:      12.8       18.8
Old  :     100.0:      12.9       12.6        7.6       66.7       61.0       87.2       81.2:      12.8       18.8
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  :       193:        39         38         38         88         91        146        149:
Old  :       193:        39         38         38         88         91        146        149:
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  :                 28.0       27.2       39.0       34.7       23.2       26.0       31.6       32.2
Old  :                 28.0       27.2       39.0       34.7       23.2       26.0       31.6       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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  :   797,155:   135,424     70,422    310,593    317,088    382,897    763,106    763,912:    34,049     33,243
Old  :   797,155:   135,424     70,422    310,593    317,088    382,897    763,106    763,912:    34,049     33,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    56,232:    12,282      5,676     28,487     18,311     19,574     59,080     53,737:    -2,848      2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        8.8       39.0       39.8       48.0       95.7       95.8:       4.3        4.2
Old  :     100.0:      17.0        8.8       39.0       39.8       48.0       95.7       95.8:       4.3        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        28         39         52         62         63        119        125:
Old  :       138:        28         39         52         62         63        119        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       24.6       42.6       40.7       15.1       12.4       21.4       17.5
Old  :                 29.2       24.6       42.6       40.7       15.1       12.4       21.4       17.5
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 30, 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  :    10,082:     2,953        668        344        828      5,647      4,125      6,659:     5,957      3,423
Old  :    10,082:     2,953        668        344        828      5,647      4,125      6,659:     5,957      3,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :       233:      -382         -3        218       -105       -105       -269        110:       502        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        6.6        3.4        8.2       56.0       40.9       66.0:      59.1       34.0
Old  :     100.0:      29.3        6.6        3.4        8.2       56.0       40.9       66.0:      59.1       34.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8          3          1          3          7         11         11:
Old  :        20:         8          3          1          3          7         11         11:
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       44.3       37.5       59.6       25.5       44.3       34.9       58.5
Old  :                 25.5       44.3       37.5       59.6       25.5       44.3       34.9       58.5
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 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    37,877:    11,171      5,039      2,055      7,254     23,688     20,480     30,782:    17,397      7,094
Old  :    37,877:    11,171      5,039      2,055      7,254     23,688     20,480     30,782:    17,397      7,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -9,260:      -991     -1,292     -1,288     -5,049       -291     -7,328     -2,871:    -1,933     -6,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       13.3        5.4       19.2       62.5       54.1       81.3:      45.9       18.7
Old  :     100.0:      29.5       13.3        5.4       19.2       62.5       54.1       81.3:      45.9       18.7
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  :        46:        18         10          9          9         15         30         31:
Old  :        46:        18         10          9          9         15         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       38.2       29.9       54.3       17.2       34.0       28.6       49.5
Old  :                 17.2       38.2       29.9       54.3       17.2       34.0       28.6       49.5
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 30, 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  :    70,995:    27,577      5,383        416     19,847     57,068     47,841     62,866:    23,155      8,129
Old  :    70,995:    27,577      5,383        416     19,847     57,068     47,841     62,866:    23,155      8,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     1,693:       868        541        174        319        458      1,361      1,173:       332        520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        7.6        0.6       28.0       80.4       67.4       88.5:      32.6       11.5
Old  :     100.0:      38.8        7.6        0.6       28.0       80.4       67.4       88.5:      32.6       11.5
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  :        66:        23         14         10         19         15         46         35:
Old  :        66:        23         14         10         19         15         46         35:
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  :                 25.6       56.8       37.5       74.9       25.6       56.8       37.5       74.9
Old  :                 25.6       56.8       37.5       74.9       25.6       56.8       37.5       74.9
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 30, 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  :   122,892:    48,196     55,484      1,518     62,522     24,460    112,236     81,463:    10,656     41,430
Old  :   122,892:    48,196     55,484      1,518     62,522     24,460    112,236     81,463:    10,656     41,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :     1,567:       867      1,949       -136      1,152      2,610      1,882      4,422:      -315     -2,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       45.1        1.2       50.9       19.9       91.3       66.3:       8.7       33.7
Old  :     100.0:      39.2       45.1        1.2       50.9       19.9       91.3       66.3:       8.7       33.7
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  :       113:        37         42         20         22         22         74         69:
Old  :       113:        37         42         20         22         22         74         69:
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  :                 49.7       24.9       60.9       34.9       48.2       24.3       58.3       34.2
Old  :                 49.7       24.9       60.9       34.9       48.2       24.3       58.3       34.2
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 30, 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  :    43,477:     2,130     15,763        548     40,677     27,041     43,355     43,352:       122        125
Old  :    43,477:     2,130     15,763        548     40,677     27,041     43,355     43,352:       122        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 23, 2007                     :
     :    -2,189:      -983       -578        155     -1,362     -1,770     -2,190     -2,193:         1          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       36.3        1.3       93.6       62.2       99.7       99.7:       0.3        0.3
Old  :     100.0:       4.9       36.3        1.3       93.6       62.2       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8         10          3         12         11         21         23:
Old  :        35:         8         10          3         12         11         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       90.9       93.3       95.3       77.2       82.9       86.7       87.0
Old  :                 80.3       90.9       93.3       95.3       77.2       82.9       86.7       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 2, 2007