WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  :   532,827:    69,855     64,438    155,310    270,182    247,124    495,347    466,872:    37,481     65,955
Old  :   310,687:    45,743     71,457     69,302    174,483    140,399    289,527    281,157:    21,160     29,530
Other:   222,140:    59,170     28,039     50,951     95,699    106,725    205,820    185,715:    16,321     36,425
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     6,068:     1,535      3,606       -634      4,617      3,051      5,518      6,023:       551         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       12.1       29.1       50.7       46.4       93.0       87.6:       7.0       12.4
Old  :     100.0:      14.7       23.0       22.3       56.2       45.2       93.2       90.5:       6.8        9.5
Other:     100.0:      26.6       12.6       22.9       43.1       48.0       92.7       83.6:       7.3       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       117        115        151         82        110        291        306:
Old  :       334:        97        127        103         70         88        232        256:
Other:       274:       100         61         77         59         98        187        211:
     :----------------------------------------------------------------------------------------------------
     :             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       17.9       30.0       26.3       18.4       11.6       27.7       16.1
Old  :                 30.0       19.9       43.1       29.8       29.9       17.3       41.5       25.6
Other:                 21.6       22.2       33.6       29.4       19.7       17.1       27.3       22.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  : 2,124,616:   364,759     63,219    647,171    843,022  1,078,375  1,854,952  1,788,765:   269,664    335,851
Old  : 1,344,781:   218,532     88,065    362,069    573,836    688,095  1,154,437  1,138,229:   190,343    206,552
Other:   779,835:   211,188     40,114    220,141    269,186    390,280    700,515    650,536:    79,320    129,300
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     6,882:    -4,247      7,572     10,545      3,029     -9,539      9,327      8,578:    -2,446     -1,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        3.0       30.5       39.7       50.8       87.3       84.2:      12.7       15.8
Old  :     100.0:      16.3        6.5       26.9       42.7       51.2       85.8       84.6:      14.2       15.4
Other:     100.0:      27.1        5.1       28.2       34.5       50.0       89.8       83.4:      10.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       840:       261        127        286        322        372        709        690:
Old  :       812:       229        148        253        295        353        649        652:
Other:       647:       151        109        134        197        331        411        515:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       19.3       18.8       24.9        8.8       12.1       13.6       15.4
Old  :                 12.5       17.8       21.0       23.7       11.3       12.6       17.8       16.8
Other:                 17.8       22.3       27.8       28.6       10.3       11.8       17.3       16.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  :    19,975:     5,052        133      1,393      9,950     16,507     16,394     18,033:     3,581      1,942
Old  :     9,685:     2,984        505        279      4,266      7,572      7,530      8,357:     2,155      1,329
Other:    10,290:     2,446          7        735      5,683      8,934      8,864      9,676:     1,426        614
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,121:       190          9        -23      1,168      1,362      1,334      1,348:      -214       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        0.7        7.0       49.8       82.6       82.1       90.3:      17.9        9.7
Old  :     100.0:      30.8        5.2        2.9       44.1       78.2       77.7       86.3:      22.3       13.7
Other:     100.0:      23.8        0.1        7.1       55.2       86.8       86.1       94.0:      13.9        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        27          6         11         19         19         53         31:
Old  :        48:        16         10          5         17         17         38         27:
Other:        39:        19          1          7         10         13         31         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       50.1       47.1       72.8       27.0       41.7       36.6       58.8
Old  :                 32.6       57.1       48.3       69.4       32.6       55.2       48.3       64.6
Other:                 51.8       66.9       65.3       87.6       51.8       65.8       63.4       83.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  :   607,699:   125,607     28,820    166,820    230,796    305,784    523,222    501,424:    84,477    106,275
Old  :   458,672:    96,435     40,954    102,639    195,943    238,844    395,016    382,437:    63,657     76,235
Other:   149,027:    53,761     12,455     39,593     34,853     66,940    128,207    118,987:    20,820     30,040
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    36,125:    11,398     -1,529     10,576      7,128     19,912     29,103     28,959:     7,022      7,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        4.7       27.5       38.0       50.3       86.1       82.5:      13.9       17.5
Old  :     100.0:      21.0        8.9       22.4       42.7       52.1       86.1       83.4:      13.9       16.6
Other:     100.0:      36.1        8.4       26.6       23.4       44.9       86.0       79.8:      14.0       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       454:       154        108        163        132        150        388        341:
Old  :       433:       148        109        141        125        138        355        315:
Other:       265:        69         62         50         60        113        158        198:
     :----------------------------------------------------------------------------------------------------
     :             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       21.9       25.7       33.3       13.6       17.5       19.6       23.0
Old  :                 18.5       22.9       29.0       33.4       18.2       18.4       24.9       24.3
Other:                 25.5       30.2       37.8       40.8       17.0       20.6       28.1       24.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,469:    11,628      5,057      1,220        239      1,033     13,087      7,310:     4,382     10,159
Old  :    11,157:     6,329      5,132        887        239        805      7,455      6,824:     3,702      4,333
Other:     6,312:     5,553        179         79          0        228      5,632        486:       680      5,826
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,885:     1,424      1,079       -125          0         12      1,299        966:       586        919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       28.9        7.0        1.4        5.9       74.9       41.8:      25.1       58.2
Old  :     100.0:      56.7       46.0        8.0        2.1        7.2       66.8       61.2:      33.2       38.8
Other:     100.0:      88.0        2.8        1.3        0.0        3.6       89.2        7.7:      10.8       92.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        14          8         12          2          3         19         20:
Old  :        26:        12         10         11          2          3         18         20:
Other:        15:        10          2          4          0          3         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.2       28.5       59.0       36.3       43.1       27.4       57.5       32.6
Old  :                 37.7       42.7       52.7       54.9       36.6       41.1       50.8       50.7
Other:                 76.1        7.3       87.4        7.7       75.9        6.4       86.1        6.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  :   317,960:    82,875     13,850     67,142    134,450    219,682    284,467    300,674:    33,493     17,286
Old  :   280,296:    77,386     16,424     49,724    122,994    199,745    250,104    265,893:    30,191     14,403
Other:    37,664:    15,380      7,317      7,527     11,456     19,938     34,362     34,782:     3,302      2,882
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    19,992:    15,308      6,227      1,421      2,569     14,410     19,298     22,059:       694     -2,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        4.4       21.1       42.3       69.1       89.5       94.6:      10.5        5.4
Old  :     100.0:      27.6        5.9       17.7       43.9       71.3       89.2       94.9:      10.8        5.1
Other:     100.0:      40.8       19.4       20.0       30.4       52.9       91.2       92.3:       8.8        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        87         29         53         58         63        179        123:
Old  :       202:        89         32         48         57         63        172        121:
Other:        76:        23         16         16         22         24         56         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  :                 15.4       39.0       23.5       49.0       14.7       35.1       21.1       42.6
Old  :                 17.4       41.4       25.5       51.2       16.6       37.8       23.0       44.8
Other:                 35.4       40.4       57.7       57.0       30.4       36.3       50.1       48.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  : 1,105,736:   112,216    195,952    117,795    731,747    584,324    961,757    898,071:   143,978    207,665
Old  : 1,105,736:   112,216    195,952    117,795    731,747    584,324    961,757    898,071:   143,978    207,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    10,707:   -10,077    -14,809     11,958     10,301      8,608     12,182      5,757:    -1,475      4,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       17.7       10.7       66.2       52.8       87.0       81.2:      13.0       18.8
Old  :     100.0:      10.1       17.7       10.7       66.2       52.8       87.0       81.2:      13.0       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  :       195:        46         39         51         81         90        146        161:
Old  :       195:        46         39         51         81         90        146        161:
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       24.3       32.8       32.4       21.0       20.0       27.6       25.9
Old  :                 22.3       24.3       32.8       32.4       21.0       20.0       27.6       25.9
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, February 6, 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  :   242,641:    56,594     17,244     38,415    106,701    166,160    201,710    221,819:    40,931     20,821
Old  :   209,540:    55,565     16,501     27,632     89,375    147,350    172,573    191,484:    36,967     18,056
Other:    33,101:     7,297      7,011      4,514     17,326     18,811     29,138     30,336:     3,963      2,765
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     4,924:     3,377     -2,407       -235     -1,124      6,290      2,017      3,647:     2,906      1,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        7.1       15.8       44.0       68.5       83.1       91.4:      16.9        8.6
Old  :     100.0:      26.5        7.9       13.2       42.7       70.3       82.4       91.4:      17.6        8.6
Other:     100.0:      22.0       21.2       13.6       52.3       56.8       88.0       91.6:      12.0        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        70         31         52         58         58        161        123:
Old  :       186:        77         29         48         58         55        158        118:
Other:        81:        17         20         20         28         31         57         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       40.6       29.7       52.1       17.4       39.0       25.3       47.8
Old  :                 19.6       44.5       28.4       55.4       14.6       41.9       23.2       50.3
Other:                 45.8       29.6       58.9       46.6       45.4       29.5       58.2       46.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,619:     4,383        689      1,492      7,900     14,005     13,774     16,186:     3,845      1,432
Old  :    13,382:     3,385        686      1,051      6,094     10,394     10,530     12,131:     2,852      1,251
Other:     4,237:     1,046         52        392      1,806      3,611      3,244      4,055:       993        182
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :      -527:      -544        174        -89        -31       -690       -664       -606:       137         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.9        8.5       44.8       79.5       78.2       91.9:      21.8        8.1
Old  :     100.0:      25.3        5.1        7.9       45.5       77.7       78.7       90.7:      21.3        9.3
Other:     100.0:      24.7        1.2        9.3       42.6       85.2       76.6       95.7:      23.4        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        25          6          6         28         21         56         30:
Old  :        62:        23          5          6         26         20         51         29:
Other:        33:         7          5          5         12         14         24         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  :                 20.9       59.5       34.8       73.8       17.1       51.3       29.2       64.2
Old  :                 19.6       59.9       33.4       73.3       18.0       55.7       30.4       66.8
Other:                 41.4       70.2       58.0       86.4       28.5       49.0       38.3       61.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  :   838,979:   138,238    245,594     15,092    552,201    451,092    705,531    711,778:   133,448    127,201
Old  :   838,979:   138,238    245,594     15,092    552,201    451,092    705,531    711,778:   133,448    127,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    32,017:    -7,331     18,534      7,048     25,176      7,760     24,893     33,343:     7,124     -1,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       29.3        1.8       65.8       53.8       84.1       84.8:      15.9       15.2
Old  :     100.0:      16.5       29.3        1.8       65.8       53.8       84.1       84.8:      15.9       15.2
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  :       191:        44         42         16         76         73        124        127:
Old  :       191:        44         42         16         76         73        124        127:
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  :                 28.8       17.4       37.6       28.7       28.5       17.2       37.3       26.8
Old  :                 28.8       17.4       37.6       28.7       28.5       17.2       37.3       26.8
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, February 6, 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  : 2,876,472:   543,014    343,851    277,831  1,750,143  1,840,724  2,570,987  2,462,406:   305,485    414,066
Old  : 2,876,472:   543,014    343,851    277,831  1,750,143  1,840,724  2,570,987  2,462,406:   305,485    414,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :   -79,030:   -24,681    -44,045    -20,701     -6,686     38,394    -52,068    -26,352:   -26,962    -52,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       12.0        9.7       60.8       64.0       89.4       85.6:      10.6       14.4
Old  :     100.0:      18.9       12.0        9.7       60.8       64.0       89.4       85.6:      10.6       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        58         74         70        142        145        232        257:
Old  :       307:        58         74         70        142        145        232        257:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       21.7       34.7       34.5       15.3       16.8       24.3       24.7
Old  :                 23.1       21.7       34.7       34.5       15.3       16.8       24.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  : 1,720,971:   217,674    260,850    120,773  1,156,961  1,038,464  1,495,408  1,420,088:   225,563    300,883
Old  : 1,720,971:   217,674    260,850    120,773  1,156,961  1,038,464  1,495,408  1,420,088:   225,563    300,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :    10,890:    -2,926     45,445     -9,610     15,942     -4,984      3,405     30,852:     7,485    -19,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       15.2        7.0       67.2       60.3       86.9       82.5:      13.1       17.5
Old  :     100.0:      12.6       15.2        7.0       67.2       60.3       86.9       82.5:      13.1       17.5
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  :       198:        40         43         39         90         91        148        155:
Old  :       198:        40         43         39         90         91        148        155:
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  :                 28.1       27.1       39.3       35.9       23.3       25.4       31.6       31.7
Old  :                 28.1       27.1       39.3       35.9       23.3       25.4       31.6       31.7
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, February 6, 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  :   681,305:   106,518     69,261    285,454    255,148    296,343    647,119    651,058:    34,185     30,246
Old  :   681,305:   106,518     69,261    285,454    255,148    296,343    647,119    651,058:    34,185     30,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :  -115,850:   -28,906     -1,161    -25,140    -61,940    -86,554   -115,986   -112,854:       136     -2,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       10.2       41.9       37.4       43.5       95.0       95.6:       5.0        4.4
Old  :     100.0:      15.6       10.2       41.9       37.4       43.5       95.0       95.6:       5.0        4.4
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  :       132:        31         36         49         57         56        114        116:
Old  :       132:        31         36         49         57         56        114        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       28.3       44.1       43.3       14.5       10.0       19.2       14.2
Old  :                 31.6       28.3       44.1       43.3       14.5       10.0       19.2       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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  :    39,918:    10,817      4,716      1,971      7,424     22,504     20,211     29,190:    19,706     10,728
Old  :    39,918:    10,817      4,716      1,971      7,424     22,504     20,211     29,190:    19,706     10,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     2,041:      -354       -323        -85        170     -1,185       -268     -1,593:     2,310      3,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       11.8        4.9       18.6       56.4       50.6       73.1:      49.4       26.9
Old  :     100.0:      27.1       11.8        4.9       18.6       56.4       50.6       73.1:      49.4       26.9
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  :        46:        22          9          5          7         13         31         25:
Old  :        46:        22          9          5          7         13         31         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  :                 21.0       35.1       31.8       50.9       21.0       34.5       30.1       49.9
Old  :                 21.0       35.1       31.8       50.9       21.0       34.5       30.1       49.9
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, February 6, 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  :    72,758:    29,773      6,996        518     19,625     57,484     49,916     64,998:    22,842      7,760
Old  :    72,758:    29,773      6,996        518     19,625     57,484     49,916     64,998:    22,842      7,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     1,762:     2,195      1,613        102       -223        416      2,075      2,132:      -313       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        9.6        0.7       27.0       79.0       68.6       89.3:      31.4       10.7
Old  :     100.0:      40.9        9.6        0.7       27.0       79.0       68.6       89.3:      31.4       10.7
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  :        69:        23         17          9         18         14         45         36:
Old  :        69:        23         17          9         18         14         45         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       55.4       37.5       73.1       25.1       55.4       37.5       73.1
Old  :                 25.1       55.4       37.5       73.1       25.1       55.4       37.5       73.1
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, February 6, 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  :   126,771:    52,838     52,857      1,558     59,950     28,008    114,345     82,423:    12,425     44,348
Old  :   126,771:    52,838     52,857      1,558     59,950     28,008    114,345     82,423:    12,425     44,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :     3,878:     4,641     -2,627         40     -2,572      3,547      2,109        960:     1,769      2,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       41.7        1.2       47.3       22.1       90.2       65.0:       9.8       35.0
Old  :     100.0:      41.7       41.7        1.2       47.3       22.1       90.2       65.0:       9.8       35.0
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  :       123:        43         42         23         25         22         85         70:
Old  :       123:        43         42         23         25         22         85         70:
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  :                 45.2       23.7       55.3       34.8       43.7       23.1       53.1       34.2
Old  :                 45.2       23.7       55.3       34.8       43.7       23.1       53.1       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, February 6, 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  :    44,153:     3,106     16,620        398     40,528     27,029     44,032     44,047:       121        106
Old  :    44,153:     3,106     16,620        398     40,528     27,029     44,032     44,047:       121        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2007                     :
     :       676:       976        857       -150       -149        -12        677        695:        -1        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       37.6        0.9       91.8       61.2       99.7       99.8:       0.3        0.2
Old  :     100.0:       7.0       37.6        0.9       91.8       61.2       99.7       99.8:       0.3        0.2
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  :        36:         7         11          3         13         11         21         24:
Old  :        36:         7         11          3         13         11         21         24:
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       91.0       91.5       95.4       79.0       86.3       89.1       90.5
Old  :                 79.1       91.0       91.5       95.4       79.0       86.3       89.1       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 9, 2007