WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   478,199:    74,457     64,244    128,209    242,986    227,797    445,651    420,250:    32,547     57,949
Old  :   222,612:    38,802     75,552     18,172    150,955    109,642    207,930    203,366:    14,682     19,246
Other:   255,587:    77,688     30,726     68,003     92,030    118,156    237,721    216,884:    17,865     38,703
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     4,147:       523        759      4,065     -1,139     -2,811      3,449      2,013:       698      2,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       13.4       26.8       50.8       47.6       93.2       87.9:       6.8       12.1
Old  :     100.0:      17.4       33.9        8.2       67.8       49.3       93.4       91.4:       6.6        8.6
Other:     100.0:      30.4       12.0       26.6       36.0       46.2       93.0       84.9:       7.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:       112        114        140         82        109        285        295:
Old  :       295:        81        113         51         49         78        160        212:
Other:       304:       113         72         92         68         98        222        226:
     :----------------------------------------------------------------------------------------------------
     :             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       16.3       30.7       24.8       20.8       12.9       30.1       18.8
Old  :                 38.3       20.4       53.9       30.3       38.3       19.7       53.9       29.3
Other:                 16.7       18.8       26.9       26.1       16.5       14.9       23.5       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  : 2,040,518:   339,682     64,835    614,950    840,783  1,046,272  1,795,414  1,726,057:   245,104    314,461
Old  : 1,144,976:   185,053    118,922    266,981    538,965    597,895    990,999    983,798:   153,978    161,179
Other:   895,542:   249,365     40,649    253,233    301,818    448,377    804,415    742,259:    91,126    153,283
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    -4,180:   -32,657     -1,796     21,745     20,393    -10,816      9,481      9,133:   -13,661    -13,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        3.2       30.1       41.2       51.3       88.0       84.6:      12.0       15.4
Old  :     100.0:      16.2       10.4       23.3       47.1       52.2       86.6       85.9:      13.4       14.1
Other:     100.0:      27.8        4.5       28.3       33.7       50.1       89.8       82.9:      10.2       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       848:       250        134        278        329        392        700        708:
Old  :       806:       219        144        220        296        359        618        635:
Other:       697:       169        120        151        222        350        461        553:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       19.3       19.9       24.9        9.7       12.0       14.4       15.4
Old  :                 13.7       19.0       22.7       25.3       13.3       14.6       20.4       18.9
Other:                 17.0       20.2       26.8       26.2       10.0        9.3       16.9       13.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    19,346:     4,829        580      1,326      9,313     15,590     15,468     17,496:     3,878      1,850
Old  :     7,306:     2,171        612        141      3,463      5,609      5,775      6,362:     1,531        944
Other:    12,040:     2,777         87      1,066      5,851      9,981      9,693     11,134:     2,347        906
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :       163:       558       -471       -299       -218        911         40        141:       123         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        3.0        6.9       48.1       80.6       80.0       90.4:      20.0        9.6
Old  :     100.0:      29.7        8.4        1.9       47.4       76.8       79.0       87.1:      21.0       12.9
Other:     100.0:      23.1        0.7        8.9       48.6       82.9       80.5       92.5:      19.5        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        23          9          8         18         17         48         28:
Old  :        42:        14          6          3         12         15         27         23:
Other:        39:        13          6          7         14         13         33         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       48.5       42.8       73.8       26.8       44.6       37.4       62.2
Old  :                 37.2       57.5       56.6       70.2       37.2       56.0       56.6       68.4
Other:                 40.5       65.5       55.5       82.9       40.5       62.7       52.6       76.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   610,320:   105,167     28,258    162,503    251,771    312,438    519,441    503,199:    90,879    107,121
Old  :   421,879:    85,549     46,018     78,108    194,821    229,287    358,477    353,413:    63,402     68,466
Other:   188,442:    51,565     14,186     52,449     56,950     83,151    160,964    149,786:    27,477     38,655
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     1,729:     4,552     -6,955     -3,504       -727     10,276        321       -184:     1,408      1,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        4.6       26.6       41.3       51.2       85.1       82.4:      14.9       17.6
Old  :     100.0:      20.3       10.9       18.5       46.2       54.3       85.0       83.8:      15.0       16.2
Other:     100.0:      27.4        7.5       27.8       30.2       44.1       85.4       79.5:      14.6       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       151         95        146        132        157        357        340:
Old  :       422:       137        109        114        117        141        315        306:
Other:       296:        82         65         63         75        128        188        227:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       22.2       27.2       34.1       13.7       17.2       18.7       21.6
Old  :                 19.6       25.6       30.7       37.1       19.6       20.5       26.7       27.5
Other:                 27.1       23.9       35.5       35.1       17.7       14.8       23.5       19.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,550:    10,983      2,305        724        182        694     11,889      3,723:     2,661     10,827
Old  :     6,316:     3,672      2,125        525        182        284      4,379      2,934:     1,937      3,382
Other:     8,234:     7,495        364         15          0        410      7,510        789:       724      7,445
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     1,297:     1,463        613         87          5         19      1,555        719:      -258        578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       15.8        5.0        1.3        4.8       81.7       25.6:      18.3       74.4
Old  :     100.0:      58.1       33.6        8.3        2.9        4.5       69.3       46.5:      30.7       53.5
Other:     100.0:      91.0        4.4        0.2        0.0        5.0       91.2        9.6:       8.8       90.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          6          7          2          3         18         15:
Old  :        24:        13          8          6          2          2         18         13:
Other:        16:        10          3          3          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  :                 53.2       14.0       68.2       21.5       51.5       13.8       65.7       19.6
Old  :                 35.1       29.6       50.1       43.1       33.4       28.5       47.5       36.5
Other:                 76.8        9.1       88.9        9.6       76.6        9.1       88.8        9.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   301,952:    73,560      9,242     59,665    139,110    215,570    272,335    284,477:    29,617     17,475
Old  :   238,783:    65,027     16,835     33,179    114,411    174,255    212,617    224,269:    26,165     14,514
Other:    63,169:    21,484      5,358     13,536     24,698     41,315     59,718     60,209:     3,452      2,961
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     5,171:       355     -9,632      4,562      1,037     13,688      5,954      8,619:      -783     -3,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        3.1       19.8       46.1       71.4       90.2       94.2:       9.8        5.8
Old  :     100.0:      27.2        7.1       13.9       47.9       73.0       89.0       93.9:      11.0        6.1
Other:     100.0:      34.0        8.5       21.4       39.1       65.4       94.5       95.3:       5.5        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        79         25         48         60         59        169        115:
Old  :       191:        78         30         38         58         57        156        108:
Other:        95:        30         17         23         29         34         74         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       38.3       24.2       50.4       15.6       32.9       22.1       42.3
Old  :                 19.3       41.7       27.0       54.7       19.3       38.9       26.6       48.7
Other:                 28.9       37.8       46.0       53.2       27.9       34.8       41.9       46.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  : 1,077,627:   131,997    184,760    119,691    663,217    589,884    914,905    894,335:   162,722    183,292
Old  : 1,077,627:   131,997    184,760    119,691    663,217    589,884    914,905    894,335:   162,722    183,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :   -42,285:    15,313     -1,362    -27,567    -32,497    -11,978    -44,751    -40,908:     2,466     -1,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       17.1       11.1       61.5       54.7       84.9       83.0:      15.1       17.0
Old  :     100.0:      12.2       17.1       11.1       61.5       54.7       84.9       83.0:      15.1       17.0
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  :       189:        39         40         49         87         93        149        159:
Old  :       189:        39         40         49         87         93        149        159:
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  :                 19.6       23.7       28.6       32.5       17.2       19.3       24.3       25.4
Old  :                 19.6       23.7       28.6       32.5       17.2       19.3       24.3       25.4
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, March 13, 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  :   236,946:    54,506     16,064     38,817     96,418    156,542    189,740    211,423:    47,206     25,524
Old  :   180,261:    51,843     10,007     26,006     64,361    123,156    142,210    159,168:    38,051     21,092
Other:    56,685:     6,887     10,282      8,587     32,057     33,386     47,530     52,254:     9,155      4,431
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    -1,152:    -4,161     -8,249      1,644        830      5,781     -1,687       -824:       535       -328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        6.8       16.4       40.7       66.1       80.1       89.2:      19.9       10.8
Old  :     100.0:      28.8        5.6       14.4       35.7       68.3       78.9       88.3:      21.1       11.7
Other:     100.0:      12.1       18.1       15.1       56.6       58.9       83.8       92.2:      16.2        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        60         32         51         60         58        156        125:
Old  :       176:        67         33         43         57         53        148        111:
Other:       105:        22         28         30         37         35         76         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       33.2       28.0       47.9       14.0       30.7       22.4       42.1
Old  :                 14.1       39.6       23.9       52.3       12.1       35.9       21.3       46.4
Other:                 45.8       28.0       55.2       41.7       44.3       26.9       51.4       40.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :    19,186:     6,210        698      1,955      7,321     15,360     15,486     18,012:     3,700      1,173
Old  :    11,559:     3,394        939        901      4,997      8,798      9,293     10,638:     2,266        921
Other:     7,627:     3,058          0        812      2,324      6,562      6,194      7,374:     1,433        253
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :       138:       280       -251        -29        -91        510        159        230:       -21        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        3.6       10.2       38.2       80.1       80.7       93.9:      19.3        6.1
Old  :     100.0:      29.4        8.1        7.8       43.2       76.1       80.4       92.0:      19.6        8.0
Other:     100.0:      40.1        0.0       10.7       30.5       86.0       81.2       96.7:      18.8        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        24          6          7         28         24         57         32:
Old  :        59:        15          7          6         24         22         45         29:
Other:        46:        18          0          7         18         18         36         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       57.2       30.8       74.0       15.3       51.8       27.7       64.5
Old  :                 21.8       56.3       37.9       73.7       21.8       55.4       36.7       68.4
Other:                 33.3       74.0       50.3       86.1       29.0       61.5       38.7       69.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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  :   854,561:   112,696    222,942     23,997    620,167    526,219    756,859    773,157:    97,702     81,404
Old  :   854,561:   112,696    222,942     23,997    620,167    526,219    756,859    773,157:    97,702     81,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     4,120:   -10,599    -27,917      3,819     51,963     49,997     45,183     25,899:   -41,064    -21,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       26.1        2.8       72.6       61.6       88.6       90.5:      11.4        9.5
Old  :     100.0:      13.2       26.1        2.8       72.6       61.6       88.6       90.5:      11.4        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        37         40         17         86         81        131        130:
Old  :       193:        37         40         17         86         81        131        130:
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       22.0       38.1       34.3       24.7       20.5       36.7       31.3
Old  :                 25.5       22.0       38.1       34.3       24.7       20.5       36.7       31.3
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, March 13, 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  : 2,877,003:   637,895    245,266    299,472  1,589,240  1,936,094  2,526,607  2,480,832:   350,396    396,171
Old  : 2,877,003:   637,895    245,266    299,472  1,589,240  1,936,094  2,526,607  2,480,832:   350,396    396,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :   146,163:    42,083     -2,297     19,959     60,091    143,597    122,133    161,260:    24,030    -15,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        8.5       10.4       55.2       67.3       87.8       86.2:      12.2       13.8
Old  :     100.0:      22.2        8.5       10.4       55.2       67.3       87.8       86.2:      12.2       13.8
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  :       318:        67         75         75        134        147        239        259:
Old  :       318:        67         75         75        134        147        239        259:
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  :                 19.4       23.9       29.5       36.6       16.4       20.5       25.0       31.3
Old  :                 19.4       23.9       29.5       36.6       16.4       20.5       25.0       31.3
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, March 13, 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  : 1,620,671:   182,974    273,685    127,050  1,032,190    960,323  1,342,214  1,361,058:   278,457    259,613
Old  : 1,620,671:   182,974    273,685    127,050  1,032,190    960,323  1,342,214  1,361,058:   278,457    259,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    52,331:   -63,664     15,639     12,710     89,265      5,759     38,311     34,108:    14,020     18,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       16.9        7.8       63.7       59.3       82.8       84.0:      17.2       16.0
Old  :     100.0:      11.3       16.9        7.8       63.7       59.3       82.8       84.0:      17.2       16.0
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  :       192:        38         38         41         95         88        161        139:
Old  :       192:        38         38         41         95         88        161        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       26.2       36.4       37.3       23.8       24.7       30.3       33.1
Old  :                 27.5       26.2       36.4       37.3       23.8       24.7       30.3       33.1
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, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   876,481:   213,217    161,642    258,965    366,828    423,825    839,010    844,432:    37,472     32,050
Old  :   876,481:   213,217    161,642    258,965    366,828    423,825    839,010    844,432:    37,472     32,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    75,702:    25,211     16,265    -16,182     66,571     77,490     75,599     77,574:       103     -1,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       18.4       29.5       41.9       48.4       95.7       96.3:       4.3        3.7
Old  :     100.0:      24.3       18.4       29.5       41.9       48.4       95.7       96.3:       4.3        3.7
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  :       148:        56         27         51         58         58        134        116:
Old  :       148:        56         27         51         58         58        134        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  :                 24.2       35.9       37.4       51.1       16.7       25.1       24.6       31.8
Old  :                 24.2       35.9       37.4       51.1       16.7       25.1       24.6       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    41,779:    10,838      8,561      2,744      9,654     23,436     23,236     34,741:    18,543      7,038
Old  :    41,779:    10,838      8,561      2,744      9,654     23,436     23,236     34,741:    18,543      7,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    -1,568:      -566        375       -102        970     -1,239        302       -966:    -1,870       -602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       20.5        6.6       23.1       56.1       55.6       83.2:      44.4       16.8
Old  :     100.0:      25.9       20.5        6.6       23.1       56.1       55.6       83.2:      44.4       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        22         17         14         13         15         43         38:
Old  :        59:        22         17         14         13         15         43         38:
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  :                 16.2       33.6       27.4       53.9       15.3       33.1       25.6       52.6
Old  :                 16.2       33.6       27.4       53.9       15.3       33.1       25.6       52.6
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, March 13, 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  :    80,292:    30,701      6,258      5,289     20,960     60,628     56,950     72,174:    23,342      8,118
Old  :    80,292:    30,701      6,258      5,289     20,960     60,628     56,950     72,174:    23,342      8,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     5,864:      -858        454      3,559      1,297      1,347      3,997      5,359:     1,867        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        7.8        6.6       26.1       75.5       70.9       89.9:      29.1       10.1
Old  :     100.0:      38.2        7.8        6.6       26.1       75.5       70.9       89.9:      29.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        28         18         20         21         18         59         47:
Old  :        77:        28         18         20         21         18         59         47:
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  :                 22.6       53.0       34.9       67.9       22.5       53.0       33.7       67.6
Old  :                 22.6       53.0       34.9       67.9       22.5       53.0       33.7       67.6
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, March 13, 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  :   170,961:    43,644     63,836      7,997    102,974     52,973    154,615    124,806:    16,346     46,154
Old  :   170,961:    43,644     63,836      7,997    102,974     52,973    154,615    124,806:    16,346     46,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :    29,935:      -137         56      4,545     21,684     20,463     26,092     25,064:     3,843      4,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       37.3        4.7       60.2       31.0       90.4       73.0:       9.6       27.0
Old  :     100.0:      25.5       37.3        4.7       60.2       31.0       90.4       73.0:       9.6       27.0
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  :       122:        40         41         35         30         27         88         86:
Old  :       122:        40         41         35         30         27         88         86:
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  :                 41.1       23.8       58.8       36.1       32.7       20.1       46.4       28.7
Old  :                 41.1       23.8       58.8       36.1       32.7       20.1       46.4       28.7
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, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    57,951:     2,599     22,067      2,965     50,694     29,597     56,258     54,629:     1,693      3,322
Old  :    57,951:     2,599     22,067      2,965     50,694     29,597     56,258     54,629:     1,693      3,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2007                        :
     :     4,875:       146      2,073        416      2,775       -803      3,337      1,686:     1,538      3,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       38.1        5.1       87.5       51.1       97.1       94.3:       2.9        5.7
Old  :     100.0:       4.5       38.1        5.1       87.5       51.1       97.1       94.3:       2.9        5.7
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  :        39:        10         11          4         13         11         24         25:
Old  :        39:        10         11          4         13         11         24         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  :                 75.7       78.3       90.2       89.3       72.9       70.0       79.7       77.1
Old  :                 75.7       78.3       90.2       89.3       72.9       70.0       79.7       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 16, 2007