WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   448,225:    79,823     61,720    111,392    225,039    219,146    416,254    392,257:    31,971     55,968
Old  :   418,321:    69,150     67,993    102,226    216,806    199,029    388,182    369,248:    30,139     49,072
Other:    29,905:    19,235      2,289        604      8,233     20,117     28,072     23,009:     1,833      6,896
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :    -4,528:    -3,567     -2,546        -88        -92     -2,402     -3,748     -5,037:      -780        509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       13.8       24.9       50.2       48.9       92.9       87.5:       7.1       12.5
Old  :     100.0:      16.5       16.3       24.4       51.8       47.6       92.8       88.3:       7.2       11.7
Other:     100.0:      64.3        7.7        2.0       27.5       67.3       93.9       76.9:       6.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:        94        120        132         74        104        266        274:
Old  :       342:        88        126        129         74        103        261        273:
Other:       123:        32         19         16         15         63         57         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       16.8       32.6       25.0       21.1       15.6       32.3       22.4
Old  :                 22.5       17.0       34.5       25.3       22.2       16.7       34.2       23.2
Other:                 56.0       24.1       75.6       36.9       55.1       22.2       72.8       33.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 1,838,949:   256,056     76,687    546,768    821,994    927,681  1,624,817  1,551,135:   214,132    287,814
Old  :   805,499:   109,038    117,421    175,950    417,009    402,190    701,997    695,561:   103,502    109,938
Other: 1,033,450:   226,370     38,618    291,465    404,984    525,491    922,819    855,574:   110,631    177,876
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :    -6,303:   -12,590          2         -0      5,514     -6,717     -7,076     -6,715:       773        412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        4.2       29.7       44.7       50.4       88.4       84.3:      11.6       15.7
Old  :     100.0:      13.5       14.6       21.8       51.8       49.9       87.2       86.4:      12.8       13.6
Other:     100.0:      21.9        3.7       28.2       39.2       50.8       89.3       82.8:      10.7       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       796:       197        155        240        319        376        639        662:
Old  :       728:       149        175        184        252        336        510        589:
Other:       692:       164        113        154        254        343        496        535:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       17.7       21.3       24.3        9.9       10.0       15.0       13.8
Old  :                 17.0       17.1       26.9       25.7       17.0       14.7       26.1       20.4
Other:                 16.4       20.0       25.8       26.2        9.1        8.4       14.9       11.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    19,132:     5,198         31      1,832      8,086     15,102     15,115     16,964:     4,017      2,167
Old  :    19,132:     5,198         31      1,832      8,086     15,102     15,115     16,964:     4,017      2,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :      -179:      -337          2         37        165        -93       -135        -54:       -44       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        0.2        9.6       42.3       78.9       79.0       88.7:      21.0       11.3
Old  :     100.0:      27.2        0.2        9.6       42.3       78.9       79.0       88.7:      21.0       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        19          7         13         16         17         46         30:
Old  :        55:        19          7         13         16         17         46         30:
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  :                 28.7       48.1       42.6       70.3       23.0       47.0       34.3       58.2
Old  :                 28.7       48.1       42.6       70.3       23.0       47.0       34.3       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   549,681:    88,653     28,481    153,487    242,333    270,492    484,473    452,460:    65,208     97,222
Old  :   303,831:    59,479     42,137     48,428    160,155    166,533    268,061    257,097:    35,770     46,735
Other:   245,850:    58,184     15,354     76,050     82,178    103,959    216,412    195,363:    29,438     50,487
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :      -811:    -2,536      1,264       -544       -340     -3,155     -3,420     -2,435:     2,609      1,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        5.2       27.9       44.1       49.2       88.1       82.3:      11.9       17.7
Old  :     100.0:      19.6       13.9       15.9       52.7       54.8       88.2       84.6:      11.8       15.4
Other:     100.0:      23.7        6.2       30.9       33.4       42.3       88.0       79.5:      12.0       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       147         90        160        141        160        369        351:
Old  :       408:       141         92        102        105        137        287        290:
Other:       326:        83         74         95         98        141        235        263:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       23.3       27.6       30.6       15.3       16.7       22.5       20.8
Old  :                 24.6       24.9       35.7       35.2       24.6       21.6       33.9       28.5
Other:                 20.0       21.3       29.1       30.6       13.2       11.6       18.4       15.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 2007                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,720:    11,322      1,778        388          0        697     11,710      2,863:     3,010     11,857
Old  :     4,349:     2,420      1,531         79          0         14      2,499      1,624:     1,850      2,725
Other:    10,371:     9,048        393        163          0        683      9,211      1,239:     1,160      9,132
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :      -288:      -361       -101       -393          0         11       -754       -483:       466        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       12.1        2.6        0.0        4.7       79.6       19.4:      20.4       80.6
Old  :     100.0:      55.6       35.2        1.8        0.0        0.3       57.5       37.3:      42.5       62.7
Other:     100.0:      87.2        3.8        1.6        0.0        6.6       88.8       11.9:      11.2       88.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          7          6          0          3         12         15:
Old  :        20:         9          9          5          0          2         11         14:
Other:        14:         9          2          4          0          3          9          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  :                 60.1        8.9       74.4       15.4       58.7        8.6       72.8       14.7
Old  :                 38.1       28.0       53.3       35.5       37.9       28.0       52.6       35.1
Other:                 76.3        8.7       88.3       11.9       75.2        8.7       86.8       10.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :   325,126:    85,529     14,092     54,189    152,750    238,171    292,468    306,452:    32,658     18,674
Old  :   221,313:    69,192     24,008     24,658    101,954    158,125    195,804    206,791:    25,509     14,522
Other:   103,813:    29,817      3,564     16,051     50,796     80,046     96,664     99,661:     7,149      4,152
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :    -8,552:    -3,873        430     -1,419     -3,957     -8,046     -9,249     -9,035:       697        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        4.3       16.7       47.0       73.3       90.0       94.3:      10.0        5.7
Old  :     100.0:      31.3       10.8       11.1       46.1       71.4       88.5       93.4:      11.5        6.6
Other:     100.0:      28.7        3.4       15.5       48.9       77.1       93.1       96.0:       6.9        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        84         32         52         59         62        177        123:
Old  :       199:        74         47         41         53         57        158        114:
Other:       116:        41         14         31         39         45         93         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       38.6       26.3       51.3       15.1       30.9       21.9       42.4
Old  :                 21.2       42.8       30.3       52.3       21.2       41.8       29.2       49.3
Other:                 30.0       45.7       41.5       59.4       28.3       43.5       37.3       52.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 1,028,828:   138,725    198,905     92,097    658,557    552,549    889,379    843,551:   139,450    185,278
Old  : 1,028,828:   138,725    198,905     92,097    658,557    552,549    889,379    843,551:   139,450    185,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :    -9,852:    24,632     -6,735      3,697    -32,093      4,022     -3,764        984:    -6,087    -10,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       19.3        9.0       64.0       53.7       86.4       82.0:      13.6       18.0
Old  :     100.0:      13.5       19.3        9.0       64.0       53.7       86.4       82.0:      13.6       18.0
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:        29         53         50         76         94        137        165:
Old  :       189:        29         53         50         76         94        137        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       23.1       38.3       33.7       23.1       16.0       29.5       23.2
Old  :                 26.1       23.1       38.3       33.7       23.1       16.0       29.5       23.2
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, May 8, 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  :   238,972:    38,913     27,086     42,306    117,580    143,273    198,800    212,665:    40,172     26,307
Old  :   141,365:    28,825     21,833     21,252     64,833     78,081    114,910    121,166:    26,455     20,198
Other:    97,607:    16,912     12,077     14,230     52,747     65,192     83,890     91,499:    13,717      6,109
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :     4,948:    -1,169      2,892     -1,203      5,957      2,978      3,585      4,667:     1,363        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.3       17.7       49.2       60.0       83.2       89.0:      16.8       11.0
Old  :     100.0:      20.4       15.4       15.0       45.9       55.2       81.3       85.7:      18.7       14.3
Other:     100.0:      17.3       12.4       14.6       54.0       66.8       85.9       93.7:      14.1        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        40         47         51         63         59        142        135:
Old  :       167:        37         53         41         56         51        124        121:
Other:       116:        34         22         31         46         37         93         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  :                 26.9       31.7       36.4       44.2       25.9       28.6       34.0       39.9
Old  :                 20.5       30.2       30.5       40.7       19.3       30.0       27.9       39.5
Other:                 37.7       42.7       47.9       52.6       36.9       40.3       46.3       49.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    16,425:     4,428      1,778      1,863      7,149     11,440     13,440     15,081:     2,985      1,344
Old  :     6,447:     1,465      1,971        171      3,627      3,572      5,263      5,714:     1,184        733
Other:     9,978:     3,196         40      1,458      3,522      7,868      8,177      9,366:     1,801        611
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :       207:       485       -304         75       -359        522        201        293:         7        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       10.8       11.3       43.5       69.6       81.8       91.8:      18.2        8.2
Old  :     100.0:      22.7       30.6        2.7       56.3       55.4       81.6       88.6:      18.4       11.4
Other:     100.0:      32.0        0.4       14.6       35.3       78.9       81.9       93.9:      18.1        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        22         16         13         31         20         59         43:
Old  :        61:        11         18          8         19         18         36         38:
Other:        52:        19          3         11         23         14         44         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  :                 19.4       49.0       34.1       64.8       17.6       40.8       29.9       54.0
Old  :                 32.5       42.8       51.1       57.9       32.3       42.8       50.8       57.9
Other:                 30.4       65.1       49.6       81.6       27.6       54.1       39.6       64.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 1,105,897:   185,159    448,555     33,222    744,076    533,072    962,457  1,014,848:   143,440     91,049
Old  : 1,105,897:   185,159    448,555     33,222    744,076    533,072    962,457  1,014,848:   143,440     91,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :   -12,205:    22,964     42,416     -2,025    -27,703    -48,620     -6,764     -8,229:    -5,440     -3,976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       40.6        3.0       67.3       48.2       87.0       91.8:      13.0        8.2
Old  :     100.0:      16.7       40.6        3.0       67.3       48.2       87.0       91.8:      13.0        8.2
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  :       217:        48         40         20        101         78        159        128:
Old  :       217:        48         40         20        101         78        159        128:
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  :                 19.0       26.8       29.6       41.8       18.2       25.0       26.8       38.1
Old  :                 19.0       26.8       29.6       41.8       18.2       25.0       26.8       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  : 3,189,329:   770,389    346,080    299,849  1,782,270  2,118,980  2,852,508  2,764,908:   336,821    424,421
Old  : 3,189,329:   770,389    346,080    299,849  1,782,270  2,118,980  2,852,508  2,764,908:   336,821    424,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :    95,048:    40,079     22,975     26,792     13,024     63,853     79,895    113,620:    15,153    -18,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       10.9        9.4       55.9       66.4       89.4       86.7:      10.6       13.3
Old  :     100.0:      24.2       10.9        9.4       55.9       66.4       89.4       86.7:      10.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:        52         90         74        141        148        238        267:
Old  :       317:        52         90         74        141        148        238        267:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       27.1       35.5       37.7       19.8       21.8       28.8       29.1
Old  :                 25.6       27.1       35.5       37.7       19.8       21.8       28.8       29.1
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, May 8, 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  : 1,962,404:   291,889    373,681    173,523  1,215,751  1,139,165  1,681,163  1,686,369:   281,241    276,035
Old  : 1,962,404:   291,889    373,681    173,523  1,215,751  1,139,165  1,681,163  1,686,369:   281,241    276,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :    23,460:    20,956    -12,207     16,491    -29,021      3,205      8,426      7,489:    15,035     15,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       19.0        8.8       62.0       58.0       85.7       85.9:      14.3       14.1
Old  :     100.0:      14.9       19.0        8.8       62.0       58.0       85.7       85.9:      14.3       14.1
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  :       220:        48         40         41        104        102        171        164:
Old  :       220:        48         40         41        104        102        171        164:
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  :                 22.4       26.4       33.6       38.1       15.6       23.1       22.5       30.0
Old  :                 22.4       26.4       33.6       38.1       15.6       23.1       22.5       30.0
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, May 8, 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  :   744,324:   111,864    189,949    220,651    374,093    306,763    706,609    717,363:    37,715     26,961
Old  :   744,324:   111,864    189,949    220,651    374,093    306,763    706,609    717,363:    37,715     26,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :  -102,380:   -56,263    -51,843      6,807    -35,839    -62,361    -85,295   -107,398:   -17,086      5,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       25.5       29.6       50.3       41.2       94.9       96.4:       5.1        3.6
Old  :     100.0:      15.0       25.5       29.6       50.3       41.2       94.9       96.4:       5.1        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  :       146:        42         35         52         65         56        136        115:
Old  :       146:        42         35         52         65         56        136        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       35.6       40.5       52.3       21.1       29.4       28.1       33.5
Old  :                 26.7       35.6       40.5       52.3       21.1       29.4       28.1       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    31,108:    10,159      5,481      1,370      3,087     17,961     14,616     24,812:    16,492      6,296
Old  :    31,108:    10,159      5,481      1,370      3,087     17,961     14,616     24,812:    16,492      6,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :       648:       631       -461        266        221      1,629      1,118      1,433:      -469       -785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       17.6        4.4        9.9       57.7       47.0       79.8:      53.0       20.2
Old  :     100.0:      32.7       17.6        4.4        9.9       57.7       47.0       79.8:      53.0       20.2
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  :        51:        18         16         10          6         15         30         35:
Old  :        51:        18         16         10          6         15         30         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       34.1       28.4       50.5       18.2       34.1       27.3       50.5
Old  :                 18.2       34.1       28.4       50.5       18.2       34.1       27.3       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    50,902:    22,605     11,369      1,176     18,206     28,554     41,987     41,099:     8,915      9,803
Old  :    50,902:    22,605     11,369      1,176     18,206     28,554     41,987     41,099:     8,915      9,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :      -212:    -1,456      1,129        153       -370     -2,702     -1,673     -1,419:     1,460      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       22.3        2.3       35.8       56.1       82.5       80.7:      17.5       19.3
Old  :     100.0:      44.4       22.3        2.3       35.8       56.1       82.5       80.7:      17.5       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        35         18         13         19         14         60         39:
Old  :        81:        35         18         13         19         14         60         39:
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       39.0       37.9       55.4       23.6       38.9       37.1       55.3
Old  :                 24.2       39.0       37.9       55.4       23.6       38.9       37.1       55.3
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, May 8, 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  :   131,099:    51,092     52,177      1,584     63,196     47,373    115,871    101,134:    15,227     29,964
Old  :   131,099:    51,092     52,177      1,584     63,196     47,373    115,871    101,134:    15,227     29,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :     9,299:        58      4,685       -155     10,290      1,550     10,193      6,079:      -894      3,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       39.8        1.2       48.2       36.1       88.4       77.1:      11.6       22.9
Old  :     100.0:      39.0       39.8        1.2       48.2       36.1       88.4       77.1:      11.6       22.9
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  :       140:        39         59         18         21         31         74         94:
Old  :       140:        39         59         18         21         31         74         94:
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  :                 50.6       23.6       60.7       34.2       50.2       23.6       59.4       34.2
Old  :                 50.6       23.6       60.7       34.2       50.2       23.6       59.4       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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  :    47,729:     2,462     16,708        675     44,554     28,504     47,691     45,887:        38      1,842
Old  :    47,729:     2,462     16,708        675     44,554     28,504     47,691     45,887:        38      1,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 1, 2007                          :
     :       538:       194       -246        300         40        508        534        562:         4        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       35.0        1.4       93.3       59.7       99.9       96.1:       0.1        3.9
Old  :     100.0:       5.2       35.0        1.4       93.3       59.7       99.9       96.1:       0.1        3.9
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  :        39:         8         13          3         14         10         23         25:
Old  :        39:         8         13          3         14         10         23         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  :                 71.0       80.4       86.7       89.2       71.0       72.5       84.0       80.4
Old  :                 71.0       80.4       86.7       89.2       71.0       72.5       84.0       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 11, 2007