WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   484,551:    72,978     75,405    135,445    243,548    213,729    451,971    424,579:    32,580     59,972
Old  :   212,820:    34,404     83,016     20,256    145,826     90,097    200,486    193,369:    12,334     19,451
Other:   271,731:    80,989     34,805     72,774     97,722    123,632    251,485    231,210:    20,247     40,521
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :     6,352:    -1,480     11,161      7,237        563    -14,068      6,319      4,329:        33      2,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.6       28.0       50.3       44.1       93.3       87.6:       6.7       12.4
Old  :     100.0:      16.2       39.0        9.5       68.5       42.3       94.2       90.9:       5.8        9.1
Other:     100.0:      29.8       12.8       26.8       36.0       45.5       92.5       85.1:       7.5       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       102        129        139         82        108        276        305:
Old  :       298:        73        126         58         49         74        159        222:
Other:       300:       105         76         99         67         97        220        230:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       14.4       29.7       21.6       20.1       11.3       29.5       16.7
Old  :                 37.9       16.4       53.7       26.2       37.9       15.9       53.7       25.1
Other:                 15.9       16.5       25.7       24.1       15.5       13.3       22.9       18.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  : 2,069,720:   333,816     60,086    638,497    848,951  1,056,676  1,821,264  1,755,259:   248,455    314,461
Old  : 1,128,931:   156,427    107,708    282,748    536,363    582,323    975,538    972,778:   153,393    156,153
Other:   940,788:   258,924     33,913    274,214    312,588    474,353    845,726    782,481:    95,063    158,308
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    29,201:    -5,866     -4,749     23,548      8,168     10,403     25,850     29,202:     3,351         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        2.9       30.8       41.0       51.1       88.0       84.8:      12.0       15.2
Old  :     100.0:      13.9        9.5       25.0       47.5       51.6       86.4       86.2:      13.6       13.8
Other:     100.0:      27.5        3.6       29.1       33.2       50.4       89.9       83.2:      10.1       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       840:       252        133        278        328        388        697        702:
Old  :       797:       209        149        219        296        356        613        630:
Other:       691:       175        114        151        217        348        458        549:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       19.4       20.4       25.5        9.7       11.4       13.9       14.8
Old  :                 13.6       19.1       22.3       25.7       13.0       13.9       19.8       18.1
Other:                 17.4       20.4       26.1       26.7        9.7        9.2       16.0       13.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    20,204:     5,665         41      1,340      8,913     16,865     15,917     18,246:     4,287      1,959
Old  :     7,759:     2,994        195        101      3,064      6,530      6,158      6,825:     1,601        934
Other:    12,446:     2,919         94        992      5,849     10,335      9,759     11,421:     2,687      1,025
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :       859:       836       -538         14       -400      1,274        449        750:       409        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        0.2        6.6       44.1       83.5       78.8       90.3:      21.2        9.7
Old  :     100.0:      38.6        2.5        1.3       39.5       84.2       79.4       88.0:      20.6       12.0
Other:     100.0:      23.5        0.8        8.0       47.0       83.0       78.4       91.8:      21.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        30          5          9         18         16         54         25:
Old  :        46:        20          5          3         11         15         32         22:
Other:        38:        14          6          8         14         11         34         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  :                 28.5       49.2       39.7       76.5       24.5       47.1       34.7       65.3
Old  :                 31.8       58.3       50.4       74.3       31.8       57.0       50.4       72.9
Other:                 39.3       66.1       53.9       82.7       39.3       63.2       51.3       76.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   629,459:   110,375     29,546    170,137    257,353    321,755    537,866    521,438:    91,594    108,021
Old  :   433,080:    89,967     47,013     82,172    197,422    236,271    369,561    365,456:    63,519     67,624
Other:   196,380:    52,749     14,874     55,624     59,931     85,484    168,305    155,983:    28,075     40,397
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    19,139:     5,208      1,288      7,635      5,582      9,317     18,425     18,239:       715        900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        4.7       27.0       40.9       51.1       85.4       82.8:      14.6       17.2
Old  :     100.0:      20.8       10.9       19.0       45.6       54.6       85.3       84.4:      14.7       15.6
Other:     100.0:      26.9        7.6       28.3       30.5       43.5       85.7       79.4:      14.3       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       452:       164         93        155        134        158        376        343:
Old  :       432:       149        105        125        119        144        332        313:
Other:       303:        83         66         66         81        128        201        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  :                 18.8       21.8       27.5       33.6       13.4       16.9       18.5       21.4
Old  :                 19.4       25.1       30.7       37.0       19.3       19.7       26.8       27.0
Other:                 27.5       22.4       35.2       33.3       18.1       13.5       23.6       18.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,156:    11,329      2,654        581        182        682     12,092      3,917:     3,064     11,239
Old  :     6,711:     3,860      2,425        410        182        267      4,452      3,102:     2,259      3,609
Other:     8,445:     7,620        380         20          0        415      7,640        815:       805      7,630
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :       606:       346        349       -143          0        -12        203        194:       403        412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       17.5        3.8        1.2        4.5       79.8       25.8:      20.2       74.2
Old  :     100.0:      57.5       36.1        6.1        2.7        4.0       66.3       46.2:      33.7       53.8
Other:     100.0:      90.2        4.5        0.2        0.0        4.9       90.5        9.7:       9.5       90.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        13          9          8          2          3         16         19:
Old  :        25:        12         10          6          2          2         15         17:
Other:        17:        10          4          3          0          3         10         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 52.4       11.3       68.1       17.7       50.8       11.1       65.9       17.1
Old  :                 38.3       22.4       54.6       35.2       36.8       21.6       52.2       33.5
Other:                 76.2        9.0       88.3        9.6       76.0        9.0       88.1        9.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   315,477:    78,058     10,229     63,316    144,589    224,294    285,963    297,839:    29,514     17,638
Old  :   249,200:    68,347     18,964     35,822    119,055    179,863    223,224    234,649:    25,976     14,551
Other:    66,277:    23,104      4,659     14,100     25,534     44,431     62,739     63,191:     3,538      3,087
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    13,525:     4,498        987      3,651      5,479      8,725     13,628     13,362:      -103        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        3.2       20.1       45.8       71.1       90.6       94.4:       9.4        5.6
Old  :     100.0:      27.4        7.6       14.4       47.8       72.2       89.6       94.2:      10.4        5.8
Other:     100.0:      34.9        7.0       21.3       38.5       67.0       94.7       95.3:       5.3        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        84         31         55         62         61        181        125:
Old  :       202:        81         38         45         59         60        166        120:
Other:       103:        38         16         28         31         38         84         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       37.7       23.8       50.0       15.0       32.4       21.5       41.9
Old  :                 18.5       41.8       26.9       54.1       18.5       39.6       26.0       48.3
Other:                 28.2       39.3       44.4       53.8       26.7       36.7       40.1       47.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  : 1,047,141:   121,511    185,429    110,273    666,038    585,103    897,822    880,804:   149,318    166,336
Old  : 1,047,141:   121,511    185,429    110,273    666,038    585,103    897,822    880,804:   149,318    166,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :   -30,486:   -10,486        669     -9,418      2,821     -4,781    -17,083    -13,530:   -13,404    -16,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       17.7       10.5       63.6       55.9       85.7       84.1:      14.3       15.9
Old  :     100.0:      11.6       17.7       10.5       63.6       55.9       85.7       84.1:      14.3       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        40         40         47         85         93        147        158:
Old  :       188:        40         40         47         85         93        147        158:
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  :                 20.6       23.3       29.8       32.5       16.7       17.5       22.9       24.0
Old  :                 20.6       23.3       29.8       32.5       16.7       17.5       22.9       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   237,675:    52,084     16,795     42,159     95,123    152,048    189,366    211,002:    48,308     26,672
Old  :   179,564:    49,457     10,711     29,061     62,555    118,648    141,073    158,420:    38,491     21,144
Other:    58,110:     6,962     10,419      8,763     32,568     33,400     48,293     52,582:     9,817      5,528
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :       728:    -2,422        731      3,342     -1,295     -4,494       -374       -420:     1,102      1,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        7.1       17.7       40.0       64.0       79.7       88.8:      20.3       11.2
Old  :     100.0:      27.5        6.0       16.2       34.8       66.1       78.6       88.2:      21.4       11.8
Other:     100.0:      12.0       17.9       15.1       56.0       57.5       83.1       90.5:      16.9        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        57         34         54         57         58        153        125:
Old  :       172:        65         32         43         54         52        144        109:
Other:       103:        23         28         29         36         35         76         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       31.4       26.9       45.6       14.9       30.0       22.8       41.2
Old  :                 13.7       37.2       22.4       49.5       11.7       35.6       19.8       44.6
Other:                 44.4       29.5       54.0       41.7       43.0       28.6       49.6       40.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    17,821:     4,666        689      1,634      7,821     14,337     14,121     16,660:     3,700      1,161
Old  :    10,009:     2,396        828        467      5,119      7,755      7,982      9,050:     2,027        958
Other:     7,812:     2,494         84        943      2,702      6,582      6,139      7,610:     1,673        202
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    -1,365:    -1,544         -9       -321        499     -1,022     -1,366     -1,352:         0        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        3.9        9.2       43.9       80.5       79.2       93.5:      20.8        6.5
Old  :     100.0:      23.9        8.3        4.7       51.1       77.5       79.8       90.4:      20.2        9.6
Other:     100.0:      31.9        1.1       12.1       34.6       84.3       78.6       97.4:      21.4        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        23          5          9         27         23         54         33:
Old  :        59:        15          8          6         23         21         43         30:
Other:        45:        16          2          8         18         18         36         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       56.9       35.0       72.0       18.1       49.0       30.4       62.2
Old  :                 22.5       56.6       37.5       72.6       22.4       52.0       36.1       66.9
Other:                 37.3       72.4       51.7       86.7       31.5       59.9       41.1       67.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   920,008:   117,644    244,486     17,991    649,652    549,945    785,286    812,421:   134,722    107,587
Old  :   920,008:   117,644    244,486     17,991    649,652    549,945    785,286    812,421:   134,722    107,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    65,447:     4,948     21,544     -6,006     29,484     23,726     28,427     39,264:    37,020     26,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       26.6        2.0       70.6       59.8       85.4       88.3:      14.6       11.7
Old  :     100.0:      12.8       26.6        2.0       70.6       59.8       85.4       88.3:      14.6       11.7
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  :       190:        39         34         17         83         82        131        124:
Old  :       190:        39         34         17         83         82        131        124:
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  :                 27.0       25.0       38.8       36.7       25.9       23.3       37.4       34.0
Old  :                 27.0       25.0       38.8       36.7       25.9       23.3       37.4       34.0
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 20, 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  : 2,902,163:   700,574    228,226    285,575  1,577,628  2,015,808  2,563,777  2,529,608:   338,386    372,555
Old  : 2,902,163:   700,574    228,226    285,575  1,577,628  2,015,808  2,563,777  2,529,608:   338,386    372,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    25,160:    62,679    -17,040    -13,897    -11,612     79,714     37,170     48,776:   -12,010    -23,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        7.9        9.8       54.4       69.5       88.3       87.2:      11.7       12.8
Old  :     100.0:      24.1        7.9        9.8       54.4       69.5       88.3       87.2:      11.7       12.8
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  :       322:        69         72         74        138        151        245        259:
Old  :       322:        69         72         74        138        151        245        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  :                 21.3       26.8       31.5       39.0       18.8       23.0       26.7       33.6
Old  :                 21.3       26.8       31.5       39.0       18.8       23.0       26.7       33.6
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 20, 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  : 1,656,052:   174,120    314,734    140,964  1,082,428    956,474  1,397,511  1,412,171:   258,540    243,880
Old  : 1,656,052:   174,120    314,734    140,964  1,082,428    956,474  1,397,511  1,412,171:   258,540    243,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    35,381:    -8,854     41,049     13,914     50,237     -3,850     55,297     51,113:   -19,917    -15,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       19.0        8.5       65.4       57.8       84.4       85.3:      15.6       14.7
Old  :     100.0:      10.5       19.0        8.5       65.4       57.8       84.4       85.3:      15.6       14.7
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  :       194:        41         39         42         91         92        158        147:
Old  :       194:        41         39         42         91         92        158        147:
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  :                 28.2       26.1       36.9       36.5       24.4       23.4       30.6       32.0
Old  :                 28.2       26.1       36.9       36.5       24.4       23.4       30.6       32.0
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 20, 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  :   945,758:   181,870    180,599    278,858    441,553    452,151    902,281    911,609:    43,477     34,149
Old  :   945,758:   181,870    180,599    278,858    441,553    452,151    902,281    911,609:    43,477     34,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :    69,277:   -31,347     18,957     19,893     74,725     28,326     63,271     67,177:     6,006      2,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       19.1       29.5       46.7       47.8       95.4       96.4:       4.6        3.6
Old  :     100.0:      19.2       19.1       29.5       46.7       47.8       95.4       96.4:       4.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        51         30         54         61         60        135        122:
Old  :       148:        51         30         54         61         60        135        122:
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       36.7       36.3       51.6       17.8       29.4       26.1       35.9
Old  :                 24.2       36.7       36.3       51.6       17.8       29.4       26.1       35.9
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 20, 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  :    42,299:    11,643      6,128      2,481      8,832     25,595     22,956     34,204:    19,343      8,095
Old  :    42,299:    11,643      6,128      2,481      8,832     25,595     22,956     34,204:    19,343      8,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :       520:       805     -2,433       -263       -822      2,159       -280       -537:       800      1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       14.5        5.9       20.9       60.5       54.3       80.9:      45.7       19.1
Old  :     100.0:      27.5       14.5        5.9       20.9       60.5       54.3       80.9:      45.7       19.1
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  :        52:        21         13         12         10         14         39         31:
Old  :        52:        21         13         12         10         14         39         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       32.9       30.1       54.7       16.2       32.8       25.4       52.1
Old  :                 19.2       32.9       30.1       54.7       16.2       32.8       25.4       52.1
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 20, 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  :    40,219:    16,538      5,311        879     16,413     28,471     33,830     34,661:     6,388      5,558
Old  :    40,219:    16,538      5,311        879     16,413     28,471     33,830     34,661:     6,388      5,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :   -40,073:   -14,163       -947     -4,410     -4,547    -32,156    -23,119    -37,513:   -16,954     -2,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       13.2        2.2       40.8       70.8       84.1       86.2:      15.9       13.8
Old  :     100.0:      41.1       13.2        2.2       40.8       70.8       84.1       86.2:      15.9       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  :        60:        24         10          8         17         14         44         29:
Old  :        60:        24         10          8         17         14         44         29:
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  :                 25.8       46.2       44.2       65.0       25.1       46.2       43.5       65.0
Old  :                 25.8       46.2       44.2       65.0       25.1       46.2       43.5       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    73,227:    34,310     27,572      1,085     27,357     29,320     62,751     57,977:    10,475     15,250
Old  :    73,227:    34,310     27,572      1,085     27,357     29,320     62,751     57,977:    10,475     15,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :   -97,734:    -9,334    -36,263     -6,913    -75,617    -23,653    -91,864    -66,829:    -5,870    -30,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       37.7        1.5       37.4       40.0       85.7       79.2:      14.3       20.8
Old  :     100.0:      46.9       37.7        1.5       37.4       40.0       85.7       79.2:      14.3       20.8
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  :       108:        32         39         14         22         26         63         70:
Old  :       108:        32         39         14         22         26         63         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  :                 47.6       27.4       56.8       38.2       44.2       26.9       52.8       37.0
Old  :                 47.6       27.4       56.8       38.2       44.2       26.9       52.8       37.0
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 20, 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  :    45,021:     4,087     16,046        333     40,340     26,735     44,760     43,114:       261      1,907
Old  :    45,021:     4,087     16,046        333     40,340     26,735     44,760     43,114:       261      1,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2007                       :
     :   -12,930:     1,488     -6,021     -2,632    -10,354     -2,862    -11,498    -11,515:    -1,432     -1,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       35.6        0.7       89.6       59.4       99.4       95.8:       0.6        4.2
Old  :     100.0:       9.1       35.6        0.7       89.6       59.4       99.4       95.8:       0.6        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10         11          2         13         10         23         23:
Old  :        39:        10         11          2         13         10         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       83.8       89.6       90.6       69.8       72.1       80.1       78.9
Old  :                 75.0       83.8       89.6       90.6       69.8       72.1       80.1       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 23, 2007