WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   495,176:   109,644     58,723    120,686    223,762    247,524    454,092    426,932:    41,084     68,244
Old  :   449,316:    93,140     68,252    103,263    215,499    218,811    411,903    390,327:    37,413     58,989
Other:    45,860:    30,755      4,721      3,171      8,263     28,713     42,189     36,605:     3,671      9,255
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -33,256:     5,655      1,019    -27,566     -9,642     -5,434    -31,553    -31,981:    -1,704     -1,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       11.9       24.4       45.2       50.0       91.7       86.2:       8.3       13.8
Old  :     100.0:      20.7       15.2       23.0       48.0       48.7       91.7       86.9:       8.3       13.1
Other:     100.0:      67.1       10.3        6.9       18.0       62.6       92.0       79.8:       8.0       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       119        114        130         74        117        288        282:
Old  :       369:       118        115        123         73        114        279        277:
Other:       144:        27         32         24         16         78         60        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       16.0       27.7       24.6       18.0       15.0       27.0       22.1
Old  :                 20.0       16.2       29.4       24.5       19.3       15.0       28.6       22.1
Other:                 54.8       18.8       68.5       30.3       54.8       18.1       67.4       29.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  : 1,656,375:   266,308     68,483    457,278    737,605    867,044  1,461,191  1,392,805:   195,184    263,570
Old  :   490,268:    72,111     86,338     62,775    292,019    277,073    426,906    426,186:    63,363     64,082
Other: 1,166,107:   257,878     45,826    330,822    445,586    589,971  1,034,286    966,619:   131,821    199,488
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :  -195,168:   -34,856      3,356    -99,921    -28,003    -79,794   -162,781   -176,359:   -32,387    -18,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        4.1       27.6       44.5       52.3       88.2       84.1:      11.8       15.9
Old  :     100.0:      14.7       17.6       12.8       59.6       56.5       87.1       86.9:      12.9       13.1
Other:     100.0:      22.1        3.9       28.4       38.2       50.6       88.7       82.9:      11.3       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       769:       194        135        236        320        380        631        657:
Old  :       617:       114        130        130        219        312        408        501:
Other:       727:       188        126        180        263        353        532        582:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       18.6       22.4       24.8       11.5       11.8       16.6       15.5
Old  :                 26.1       19.7       39.2       27.7       25.9       19.2       38.2       26.4
Other:                 15.3       20.3       23.2       26.3        8.8       10.1       13.9       13.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    17,654:     6,623          9        795      6,766     15,118     14,185     15,923:     3,469      1,731
Old  :    17,652:     6,623          9        795      6,765     15,118     14,184     15,923:     3,468      1,729
Other:         2:         0          0          0          1          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    -1,287:      -457        -62       -250       -245       -816       -953     -1,128:      -334       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        0.1        4.5       38.3       85.6       80.3       90.2:      19.7        9.8
Old  :     100.0:      37.5        0.1        4.5       38.3       85.6       80.4       90.2:      19.6        9.8
Other:     100.0:       0.0        0.0        0.0       50.0        0.0       50.0        0.0:      50.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        27          3          6         19         18         49         24:
Old  :        55:        27          3          6         19         18         49         24:
Other:         1:         0          0          0          1          0          1          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  :                 26.3       53.4       41.2       74.6       24.3       46.5       35.0       63.6
Old  :                 26.3       53.4       41.2       74.6       24.3       46.5       35.0       63.6
Other:                 50.0        0.0       50.0        0.0       50.0        0.0       50.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   659,065:   138,946     22,350    193,262    254,526    351,525    586,734    567,137:    72,331     91,928
Old  :   108,935:    42,599      9,278     25,165     23,861     57,088     91,626     91,532:    17,310     17,403
Other:   550,129:   127,724     44,449    136,719    230,665    294,436    495,108    475,605:    55,021     74,525
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -77,468:   -15,166        572    -41,011    -12,295    -24,916    -68,472    -65,354:    -8,996    -12,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        3.4       29.3       38.6       53.3       89.0       86.1:      11.0       13.9
Old  :     100.0:      39.1        8.5       23.1       21.9       52.4       84.1       84.0:      15.9       16.0
Other:     100.0:      23.2        8.1       24.9       41.9       53.5       90.0       86.5:      10.0       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       161         92        196        140        183        428        404:
Old  :       349:       128         52         86         82        132        234        252:
Other:       483:       139        144        137        116        175        343        376:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       24.9       24.3       33.1       13.1       19.7       18.5       24.6
Old  :                 10.0       24.0       16.2       33.1        7.6       21.2       12.9       27.8
Other:                 18.4       26.1       27.9       34.1       15.5       20.3       22.0       24.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,193:    15,497      3,310        657          0      1,172     16,154      5,139:     3,039     14,054
Old  :     2,168:     1,424        542        138          0        157      1,562        837:       606      1,331
Other:    17,025:    14,443      3,138        149          0      1,015     14,592      4,302:     2,433     12,723
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :      -551:      -249      1,765       -388          0       -241       -637      1,136:        86     -1,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.7       17.2        3.4        0.0        6.1       84.2       26.8:      15.8       73.2
Old  :     100.0:      65.7       25.0        6.4        0.0        7.2       72.0       38.6:      28.0       61.4
Other:     100.0:      84.8       18.4        0.9        0.0        6.0       85.7       25.3:      14.3       74.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        13         13          7          0          4         13         24:
Old  :        13:         7          3          4          0          3          8          9:
Other:        30:        13         13          6          0          4         13         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.6        8.9       75.6       15.5       56.4        8.3       72.4       14.4
Old  :                 59.1       36.5       72.0       38.5       59.1       32.1       65.7       32.2
Other:                 60.7        9.4       78.5       15.6       60.0        9.4       77.9       15.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   319,501:    69,393     11,068     59,012    159,764    229,188    288,169    299,268:    31,332     20,234
Old  :   109,940:    22,473     15,472     17,371     53,039     64,631     92,882     97,474:    17,058     12,467
Other:   209,561:    61,967     10,642     26,595    106,725    164,557    195,287    201,794:    14,275      7,767
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -35,051:   -18,748        419     -9,390     -8,458    -27,562    -36,596    -36,533:     1,545      1,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        3.5       18.5       50.0       71.7       90.2       93.7:       9.8        6.3
Old  :     100.0:      20.4       14.1       15.8       48.2       58.8       84.5       88.7:      15.5       11.3
Other:     100.0:      29.6        5.1       12.7       50.9       78.5       93.2       96.3:       6.8        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        76         26         67         64         64        185        141:
Old  :       147:        37         31         42         52         50        121        103:
Other:       181:        76         27         46         52         55        150        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       40.3       27.9       49.3       17.3       33.3       24.2       40.4
Old  :                 21.2       30.6       29.9       40.5       16.8       28.6       24.4       38.3
Other:                 25.9       47.4       33.9       58.5       25.5       43.4       33.3       53.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  : 1,165,991:   147,769    265,568     99,006    773,153    599,604  1,019,928    964,179:   146,062    201,811
Old  : 1,165,991:   147,769    265,568     99,006    773,153    599,604  1,019,928    964,179:   146,062    201,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -47,530:   -13,263       -674    -21,747       -396    -17,592    -35,406    -40,014:   -12,124     -7,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       22.8        8.5       66.3       51.4       87.5       82.7:      12.5       17.3
Old  :     100.0:      12.7       22.8        8.5       66.3       51.4       87.5       82.7:      12.5       17.3
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  :       197:        36         53         48         87         90        143        171:
Old  :       197:        36         53         48         87         90        143        171:
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  :                 27.1       25.3       37.7       34.6       26.4       23.1       35.6       31.6
Old  :                 27.1       25.3       37.7       34.6       26.4       23.1       35.6       31.6
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, June 26, 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  :   224,552:    53,007     11,982     38,144     90,464    152,840    181,615    202,966:    42,937     21,587
Old  :    79,680:    20,152      6,441      5,545     36,732     57,020     62,428     69,006:    17,252     10,674
Other:   144,872:    46,417     19,103     19,037     53,733     95,820    119,187    133,960:    25,685     10,913
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -22,673:    -6,445     -2,753     -6,641     -5,292     -9,785    -18,378    -19,179:    -4,295     -3,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        5.3       17.0       40.3       68.1       80.9       90.4:      19.1        9.6
Old  :     100.0:      25.3        8.1        7.0       46.1       71.6       78.3       86.6:      21.7       13.4
Other:     100.0:      32.0       13.2       13.1       37.1       66.1       82.3       92.5:      17.7        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        59         26         42         61         54        146        110:
Old  :       114:        38         15         25         49         47         95         79:
Other:       151:        50         37         31         51         40        123         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       36.2       27.3       48.7       16.6       34.2       24.8       42.9
Old  :                 22.3       40.3       32.4       54.6       18.6       37.6       28.3       49.5
Other:                 19.7       39.5       30.0       50.9       18.7       36.8       29.0       45.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    17,546:     5,165      1,901      1,628      8,080     12,718     14,874     16,247:     2,672      1,298
Old  :     2,344:       265        455          0      1,863      1,636      2,128      2,091:       216        253
Other:    15,202:     5,255      1,801      1,274      6,217     11,082     12,746     14,156:     2,456      1,045
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :        62:      -229        157        -45        357        110         83        223:       -20       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       10.8        9.3       46.1       72.5       84.8       92.6:      15.2        7.4
Old  :     100.0:      11.3       19.4        0.0       79.5       69.8       90.8       89.2:       9.2       10.8
Other:     100.0:      34.6       11.8        8.4       40.9       72.9       83.8       93.1:      16.2        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        27         14         12         33         21         65         42:
Old  :        31:         5          9          0          8          9         13         18:
Other:        76:        28         12          9         31         20         61         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       51.2       33.8       65.0       18.2       40.9       28.4       52.1
Old  :                 72.2       62.4       85.0       78.5       72.2       62.4       85.0       78.5
Other:                 21.9       55.5       36.2       69.2       21.1       48.6       33.4       61.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   965,797:   205,395    221,530     15,087    624,819    636,709    845,301    873,325:   120,496     92,472
Old  :   965,797:   205,395    221,530     15,087    624,819    636,709    845,301    873,325:   120,496     92,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    12,068:    35,655    -22,991      2,692    -19,149     26,747     19,198      6,449:    -7,131      5,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       22.9        1.6       64.7       65.9       87.5       90.4:      12.5        9.6
Old  :     100.0:      21.3       22.9        1.6       64.7       65.9       87.5       90.4:      12.5        9.6
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  :       204:        47         32         18         97         82        153        123:
Old  :       204:        47         32         18         97         82        153        123:
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  :                 20.2       31.4       30.8       52.4       19.7       28.8       28.9       46.4
Old  :                 20.2       31.4       30.8       52.4       19.7       28.8       28.9       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  : 3,492,338:   749,705    399,585    393,411  2,029,200  2,182,764  3,172,315  2,975,759:   320,022    516,579
Old  : 3,492,338:   749,705    399,585    393,411  2,029,200  2,182,764  3,172,315  2,975,759:   320,022    516,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :  -199,037:    16,844    -88,140    -55,795   -148,770    -67,403   -187,721   -211,338:   -11,317     12,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.4       11.3       58.1       62.5       90.8       85.2:       9.2       14.8
Old  :     100.0:      21.5       11.4       11.3       58.1       62.5       90.8       85.2:       9.2       14.8
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  :       319:        66         75         79        139        152        238        274:
Old  :       319:        66         75         79        139        152        238        274:
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  :                 24.4       26.1       36.0       35.0       20.7       21.8       28.7       27.6
Old  :                 24.4       26.1       36.0       35.0       20.7       21.8       28.7       27.6
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, June 26, 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  : 1,858,674:   208,087    382,770    198,899  1,233,741    998,011  1,640,727  1,579,680:   217,946    278,993
Old  : 1,858,674:   208,087    382,770    198,899  1,233,741    998,011  1,640,727  1,579,680:   217,946    278,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :   -68,062:    24,149    -12,290    -20,039    -74,597    -36,077    -70,486    -68,406:     2,424        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       20.6       10.7       66.4       53.7       88.3       85.0:      11.7       15.0
Old  :     100.0:      11.2       20.6       10.7       66.4       53.7       88.3       85.0:      11.7       15.0
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  :       209:        43         44         41         94         92        156        158:
Old  :       209:        43         44         41         94         92        156        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  :                 26.6       17.9       36.3       30.6       19.7       13.6       26.0       23.8
Old  :                 26.6       17.9       36.3       30.6       19.7       13.6       26.0       23.8
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, June 26, 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  :   768,614:   120,087    171,212    214,477    396,953    355,658    731,517    741,347:    37,097     27,268
Old  :   768,614:   120,087    171,212    214,477    396,953    355,658    731,517    741,347:    37,097     27,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    50,549:       797      1,449     13,044     33,093     31,205     46,934     45,698:     3,615      4,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       22.3       27.9       51.6       46.3       95.2       96.5:       4.8        3.5
Old  :     100.0:      15.6       22.3       27.9       51.6       46.3       95.2       96.5:       4.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        43         30         48         54         53        122        107:
Old  :       138:        43         30         48         54         53        122        107:
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  :                 22.2       34.2       38.0       49.5       17.6       26.2       25.4       33.3
Old  :                 22.2       34.2       38.0       49.5       17.6       26.2       25.4       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :     9,013:     1,613      2,846         65        897      4,302      2,575      7,213:     6,438      1,800
Old  :     9,013:     1,613      2,846         65        897      4,302      2,575      7,213:     6,438      1,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       520:      -114      1,312       -144       -137       -147       -395      1,021:       915       -501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       31.6        0.7       10.0       47.7       28.6       80.0:      71.4       20.0
Old  :     100.0:      17.9       31.6        0.7       10.0       47.7       28.6       80.0:      71.4       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          7          2          3          6         10         13:
Old  :        20:         5          7          2          3          6         10         13:
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  :                 18.9       52.8       27.8       69.9       17.6       52.7       26.5       69.2
Old  :                 18.9       52.8       27.8       69.9       17.6       52.7       26.5       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    23,227:     3,223      6,205      1,232      4,091     10,494      8,546     17,932:    14,682      5,296
Old  :    23,227:     3,223      6,205      1,232      4,091     10,494      8,546     17,932:    14,682      5,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,152:        45      1,532        297      1,139         16      1,481      1,845:      -329       -693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       26.7        5.3       17.6       45.2       36.8       77.2:      63.2       22.8
Old  :     100.0:      13.9       26.7        5.3       17.6       45.2       36.8       77.2:      63.2       22.8
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  :        40:        11         15          8          9          8         27         24:
Old  :        40:        11         15          8          9          8         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       39.8       20.6       54.6       11.7       35.9       17.3       49.4
Old  :                 12.5       39.8       20.6       54.6       11.7       35.9       17.3       49.4
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, June 26, 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  :    34,643:    13,064     12,753      1,109     14,578     12,197     28,750     26,059:     5,893      8,584
Old  :    34,643:    13,064     12,753      1,109     14,578     12,197     28,750     26,059:     5,893      8,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :       151:     1,635       -183         98     -1,026        111        707         26:      -556        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       36.8        3.2       42.1       35.2       83.0       75.2:      17.0       24.8
Old  :     100.0:      37.7       36.8        3.2       42.1       35.2       83.0       75.2:      17.0       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        21         15         11         16          9         45         27:
Old  :        59:        21         15         11         16          9         45         27:
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  :                 32.9       43.9       46.9       57.5       32.9       43.4       46.9       55.4
Old  :                 32.9       43.9       46.9       57.5       32.9       43.4       46.9       55.4
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, June 26, 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  :    93,079:    28,390     27,454      3,407     43,479     49,615     75,277     80,476:    17,802     12,603
Old  :    93,079:    28,390     27,454      3,407     43,479     49,615     75,277     80,476:    17,802     12,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :    13,102:       910      3,415      1,625      6,021      6,365      8,556     11,405:     4,546      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       29.5        3.7       46.7       53.3       80.9       86.5:      19.1       13.5
Old  :     100.0:      30.5       29.5        3.7       46.7       53.3       80.9       86.5:      19.1       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        42         34         20         26         20         76         66:
Old  :       115:        42         34         20         26         20         76         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       38.6       42.3       51.4       29.7       38.4       39.4       50.8
Old  :                 31.7       38.6       42.3       51.4       29.7       38.4       39.4       50.8
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, June 26, 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  :    58,248:     1,835     15,028        304     55,955     40,624     58,094     55,956:       154      2,292
Old  :    58,248:     1,835     15,028        304     55,955     40,624     58,094     55,956:       154      2,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2007                        :
     :     1,180:        36      1,403          0      1,240       -201      1,276      1,202:       -96        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       25.8        0.5       96.1       69.7       99.7       96.1:       0.3        3.9
Old  :     100.0:       3.2       25.8        0.5       96.1       69.7       99.7       96.1:       0.3        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  :        38:         6         13          3         16          9         23         24:
Old  :        38:         6         13          3         16          9         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       72.7       92.3       89.2       77.3       72.3       85.9       83.1
Old  :                 82.8       72.7       92.3       89.2       77.3       72.3       85.9       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 29, 2007