WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   524,539:   108,612     75,102    145,772    230,198    233,108    484,582    453,981:    39,957     70,558
Old  :   458,000:    85,633     79,428    124,270    213,396    196,179    423,299    399,878:    34,701     58,123
Other:    66,539:    40,174     12,869      4,306     16,802     36,929     61,283     54,104:     5,256     12,435
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :      -990:     5,132       -401       -974     -2,069        645      2,088       -731:    -3,078       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       14.3       27.8       43.9       44.4       92.4       86.5:       7.6       13.5
Old  :     100.0:      18.7       17.3       27.1       46.6       42.8       92.4       87.3:       7.6       12.7
Other:     100.0:      60.4       19.3        6.5       25.3       55.5       92.1       81.3:       7.9       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       126        121        148         83        117        318        306:
Old  :       393:       119        127        134         80        113        300        297:
Other:       184:        44         47         33         26         80         95        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       14.9       27.8       23.1       17.2       14.0       27.1       20.5
Old  :                 18.6       15.1       29.3       23.2       18.4       13.8       28.7       20.2
Other:                 43.9       20.5       61.7       33.2       43.9       20.1       60.8       32.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  : 1,659,771:   246,768     97,996    497,353    737,465    786,084  1,481,586  1,381,433:   178,184    278,338
Old  :   340,190:    47,364     88,292     67,820    188,399    142,995    303,584    299,107:    36,607     41,083
Other: 1,319,580:   278,043     88,343    350,893    549,067    643,089  1,178,003  1,082,326:   141,578    237,255
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :   -19,586:    -2,735    -10,916     -1,073    -15,110     -4,947    -18,919    -16,937:      -666     -2,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        5.9       30.0       44.4       47.4       89.3       83.2:      10.7       16.8
Old  :     100.0:      13.9       26.0       19.9       55.4       42.0       89.2       87.9:      10.8       12.1
Other:     100.0:      21.1        6.7       26.6       41.6       48.7       89.3       82.0:      10.7       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       195        158        245        311        350        642        647:
Old  :       566:       100        134        100        191        229        337        417:
Other:       757:       216        140        206        276        336        587        596:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       17.1       21.6       23.0       10.9       10.3       16.3       13.5
Old  :                 26.0       19.0       38.8       28.8       26.0       17.5       37.2       25.1
Other:                 14.3       18.4       21.1       23.5        8.8       10.8       14.1       13.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    14,255:     4,659        441        885      5,552     11,052     11,096     12,379:     3,159      1,876
Old  :    14,234:     4,678        441        866      5,551     11,052     11,095     12,360:     3,139      1,874
Other:        21:         0         19          0          1          0          1         19:        20          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :      -789:        39       -147         28       -647       -341       -580       -460:      -209       -329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        3.1        6.2       38.9       77.5       77.8       86.8:      22.2       13.2
Old  :     100.0:      32.9        3.1        6.1       39.0       77.6       77.9       86.8:      22.1       13.2
Other:     100.0:       0.0       90.5        0.0        4.8        0.0        4.8       90.5:      95.2        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        20          7          6         15         14         37         25:
Old  :        47:        20          7          6         15         14         37         25:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.5       52.3       48.7       71.8       31.3       52.0       45.7       67.5
Old  :                 32.5       52.3       48.8       71.9       31.3       52.1       45.8       67.6
Other:                  4.8       90.5        4.8       90.5        4.8       90.5        4.8       90.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   652,677:   125,467     22,603    174,957    279,302    359,692    579,726    557,252:    72,951     95,425
Old  :   590,535:   116,761     26,362    155,451    249,572    322,636    521,784    504,449:    68,751     86,086
Other:    62,142:    23,434     10,969      4,778     29,730     37,056     57,942     52,803:     4,200      9,339
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -7,194:    -1,287     -5,064    -10,132      3,842      6,237     -7,576     -8,959:       382      1,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        3.5       26.8       42.8       55.1       88.8       85.4:      11.2       14.6
Old  :     100.0:      19.8        4.5       26.3       42.3       54.6       88.4       85.4:      11.6       14.6
Other:     100.0:      37.7       17.7        7.7       47.8       59.6       93.2       85.0:       6.8       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       514:       189         99        165        128        195        394        397:
Old  :       510:       184        105        161        126        193        389        391:
Other:       222:        32         53         17         30        124         75        182:
     :----------------------------------------------------------------------------------------------------
     :             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       25.9       27.7       34.0       13.7       19.9       20.4       24.4
Old  :                 17.1       25.8       26.2       33.9       15.0       19.6       21.2       24.3
Other:                 59.5       29.9       71.2       43.9       55.7       28.9       62.9       40.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,110:    14,776      4,122        423          0      1,177     15,199      5,722:     2,911     12,388
Old  :    15,468:    12,678      4,034        208          0      1,070     12,886      5,312:     2,582     10,156
Other:     2,642:     2,313        303          0          0        107      2,313        410:       329      2,232
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -1,727:    -1,740     -1,082        -12          0        157     -1,752       -937:        25       -790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.6       22.8        2.3        0.0        6.5       83.9       31.6:      16.1       68.4
Old  :     100.0:      82.0       26.1        1.3        0.0        6.9       83.3       34.3:      16.7       65.7
Other:     100.0:      87.5       11.5        0.0        0.0        4.0       87.5       15.5:      12.5       84.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        13         12          5          0          5         16         19:
Old  :        29:        13         11          4          0          5         15         18:
Other:        14:         8          3          0          0          3          8          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.1       16.7       75.0       22.3       59.1       15.3       74.9       20.9
Old  :                 57.4       18.6       74.5       24.7       57.4       18.3       74.3       24.4
Other:                 70.9       15.0       87.5       15.5       70.9       15.0       87.5       15.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   319,972:    69,004     15,984     60,477    162,423    227,106    291,905    303,568:    28,067     16,404
Old  :    59,317:    13,042     11,189      6,203     34,147     37,978     53,392     55,370:     5,925      3,948
Other:   260,655:    68,077     16,910     42,159    128,276    189,129    238,512    248,198:    22,142     12,457
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -7,804:    -4,439      1,836     -2,727      1,034     -6,670     -6,131     -7,561:    -1,673       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        5.0       18.9       50.8       71.0       91.2       94.9:       8.8        5.1
Old  :     100.0:      22.0       18.9       10.5       57.6       64.0       90.0       93.3:      10.0        6.7
Other:     100.0:      26.1        6.5       16.2       49.2       72.6       91.5       95.2:       8.5        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        68         38         62         65         66        176        140:
Old  :       120:        24         33         16         39         46         77         81:
Other:       194:        83         30         52         57         59        160        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       38.5       29.6       49.0       17.7       31.0       24.7       39.2
Old  :                 37.9       34.5       48.8       47.6       36.7       33.6       46.4       45.9
Other:                 21.9       41.6       30.3       52.8       20.8       37.0       28.3       45.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  : 1,203,145:   145,230    226,126    109,874    802,631    681,939  1,057,735  1,017,939:   145,410    185,206
Old  : 1,203,145:   145,230    226,126    109,874    802,631    681,939  1,057,735  1,017,939:   145,410    185,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    14,778:    12,290     15,574      7,959       -216     -3,197     20,033     20,336:    -5,255     -5,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       18.8        9.1       66.7       56.7       87.9       84.6:      12.1       15.4
Old  :     100.0:      12.1       18.8        9.1       66.7       56.7       87.9       84.6:      12.1       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        32         44         47         93         97        150        163:
Old  :       195:        32         44         47         93         97        150        163:
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  :                 20.1       28.3       31.0       39.7       18.4       24.2       26.9       33.1
Old  :                 20.1       28.3       31.0       39.7       18.4       24.2       26.9       33.1
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, August 7, 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  :   220,339:    54,450     12,339     33,914     91,633    152,099    179,997    198,352:    40,342     21,987
Old  :    41,653:    10,893      3,236      2,465     19,624     29,198     32,982     34,900:     8,670      6,753
Other:   178,686:    50,475     16,021     24,530     72,010    122,901    147,014    163,452:    31,672     15,234
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :     3,922:     6,213     -1,450     -5,239       -256      8,766        718      2,078:     3,204      1,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        5.6       15.4       41.6       69.0       81.7       90.0:      18.3       10.0
Old  :     100.0:      26.2        7.8        5.9       47.1       70.1       79.2       83.8:      20.8       16.2
Other:     100.0:      28.2        9.0       13.7       40.3       68.8       82.3       91.5:      17.7        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        59         27         50         59         57        151        117:
Old  :       105:        33         14         20         35         39         78         66:
Other:       167:        57         35         40         55         52        137        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       35.4       29.5       46.5       19.7       33.7       27.2       42.1
Old  :                 33.7       40.6       44.0       53.4       31.1       40.6       40.0       52.9
Other:                 21.0       36.5       30.3       47.2       19.5       34.2       28.1       43.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    17,211:     3,932      2,444      2,125      8,206     11,063     14,262     15,632:     2,949      1,579
Old  :    17,211:     3,932      2,444      2,125      8,206     11,063     14,262     15,632:     2,949      1,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :       266:       149       -476        216       -338        383         27        123:       238        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       14.2       12.3       47.7       64.3       82.9       90.8:      17.1        9.2
Old  :     100.0:      22.8       14.2       12.3       47.7       64.3       82.9       90.8:      17.1        9.2
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  :        81:        25         17         11         33         22         65         44:
Old  :        81:        25         17         11         33         22         65         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       44.8       35.9       62.8       20.9       41.0       31.1       54.6
Old  :                 23.2       44.8       35.9       62.8       20.9       41.0       31.1       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  : 1,079,296:   186,899    266,175     35,091    713,851    671,379    935,842    972,645:   143,455    106,651
Old  : 1,079,296:   186,899    266,175     35,091    713,851    671,379    935,842    972,645:   143,455    106,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    17,858:     3,222     42,743      9,127      8,371    -32,586     20,721     19,284:    -2,863     -1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       24.7        3.3       66.1       62.2       86.7       90.1:      13.3        9.9
Old  :     100.0:      17.3       24.7        3.3       66.1       62.2       86.7       90.1:      13.3        9.9
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  :       206:        50         35         20         93         81        155        125:
Old  :       206:        50         35         20         93         81        155        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       29.1       28.1       46.4       15.8       27.4       23.4       41.4
Old  :                 19.2       29.1       28.1       46.4       15.8       27.4       23.4       41.4
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, August 7, 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  : 3,901,070:   970,269    302,251    478,879  2,125,683  2,674,407  3,574,831  3,455,537:   326,240    445,533
Old  : 3,901,070:   970,269    302,251    478,879  2,125,683  2,674,407  3,574,831  3,455,537:   326,240    445,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :   158,746:    74,862    -22,804     51,698     70,520    133,710    197,080    162,604:   -38,334     -3,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        7.7       12.3       54.5       68.6       91.6       88.6:       8.4       11.4
Old  :     100.0:      24.9        7.7       12.3       54.5       68.6       91.6       88.6:       8.4       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:        64         89         89        154        169        266        299:
Old  :       342:        64         89         89        154        169        266        299:
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  :                 25.0       30.7       33.7       39.9       20.1       27.0       27.6       32.8
Old  :                 25.0       30.7       33.7       39.9       20.1       27.0       27.6       32.8
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, August 7, 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  : 1,979,363:   205,811    269,966    222,113  1,290,047  1,206,534  1,717,972  1,698,614:   261,392    280,750
Old  : 1,979,363:   205,811    269,966    222,113  1,290,047  1,206,534  1,717,972  1,698,614:   261,392    280,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    20,899:   -29,438     31,220    -15,741     49,971      1,931      4,792     17,411:    16,107      3,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       13.6       11.2       65.2       61.0       86.8       85.8:      13.2       14.2
Old  :     100.0:      10.4       13.6       11.2       65.2       61.0       86.8       85.8:      13.2       14.2
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  :       219:        40         43         55        109         97        180        164:
Old  :       219:        40         43         55        109         97        180        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  :                 20.8       23.2       30.3       35.9       16.9       16.0       23.0       24.3
Old  :                 20.8       23.2       30.3       35.9       16.9       16.0       23.0       24.3
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, August 7, 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  :   810,912:   107,106    250,310    241,462    428,582    291,563    777,150    783,336:    33,763     27,577
Old  :   810,912:   107,106    250,310    241,462    428,582    291,563    777,150    783,336:    33,763     27,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :   -66,650:    -4,719     67,899    -67,584      6,152    -56,781    -66,152    -56,466:      -498    -10,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       30.9       29.8       52.9       36.0       95.8       96.6:       4.2        3.4
Old  :     100.0:      13.2       30.9       29.8       52.9       36.0       95.8       96.6:       4.2        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        34         35         42         54         50        112        103:
Old  :       132:        34         35         42         54         50        112        103:
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  :                 22.8       34.3       37.0       52.8       15.5       28.5       23.1       34.5
Old  :                 22.8       34.3       37.0       52.8       15.5       28.5       23.1       34.5
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, August 7, 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  :    18,421:     3,969      2,364        974      1,578      8,210      6,520     11,548:    11,900      6,873
Old  :    18,421:     3,969      2,364        974      1,578      8,210      6,520     11,548:    11,900      6,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -2,287:      -860       -821       -378       -897     -1,116     -2,136     -2,315:      -151         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       12.8        5.3        8.6       44.6       35.4       62.7:      64.6       37.3
Old  :     100.0:      21.5       12.8        5.3        8.6       44.6       35.4       62.7:      64.6       37.3
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  :        25:        10          4          4          5          8         17         14:
Old  :        25:        10          4          4          5          8         17         14:
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  :                 15.9       41.1       26.8       54.4       15.9       39.3       26.4       52.4
Old  :                 15.9       41.1       26.8       54.4       15.9       39.3       26.4       52.4
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, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    40,484:    16,936     13,061      1,419     15,750     17,208     34,104     31,687:     6,379      8,796
Old  :    40,484:    16,936     13,061      1,419     15,750     17,208     34,104     31,687:     6,379      8,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :     2,156:       746        380       -125      1,539        335      2,160        590:        -4      1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       32.3        3.5       38.9       42.5       84.2       78.3:      15.8       21.7
Old  :     100.0:      41.8       32.3        3.5       38.9       42.5       84.2       78.3:      15.8       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        27         11         12         17         13         50         30:
Old  :        63:        27         11         12         17         13         50         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  :                 30.5       38.0       47.5       55.9       30.5       36.6       47.5       52.8
Old  :                 30.5       38.0       47.5       55.9       30.5       36.6       47.5       52.8
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, August 7, 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  :   109,844:    35,857     39,350      2,274     50,056     47,381     88,187     89,005:    21,657     20,838
Old  :   109,844:    35,857     39,350      2,274     50,056     47,381     88,187     89,005:    21,657     20,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    12,069:        23      3,981       -208      7,577        168      7,392      3,940:     4,677      8,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       35.8        2.1       45.6       43.1       80.3       81.0:      19.7       19.0
Old  :     100.0:      32.6       35.8        2.1       45.6       43.1       80.3       81.0:      19.7       19.0
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  :       125:        40         44         18         27         22         79         72:
Old  :       125:        40         44         18         27         22         79         72:
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  :                 32.1       31.4       44.4       44.3       28.8       31.4       40.9       44.1
Old  :                 32.1       31.4       44.4       44.3       28.8       31.4       40.9       44.1
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, August 7, 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  :    71,483:     4,176     18,365        285     66,892     52,558     71,353     71,208:       130        275
Old  :    71,483:     4,176     18,365        285     66,892     52,558     71,353     71,208:       130        275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :     5,520:       533      6,062     -1,429      6,518      3,143      5,622      7,776:      -102     -2,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       25.7        0.4       93.6       73.5       99.8       99.6:       0.2        0.4
Old  :     100.0:       5.8       25.7        0.4       93.6       73.5       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         8         17          2         19         10         27         29:
Old  :        47:         8         17          2         19         10         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       73.6       87.7       90.3       72.6       69.0       78.8       80.4
Old  :                 77.5       73.6       87.7       90.3       72.6       69.0       78.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    31,181:     2,212      8,801          0     28,946     22,284     31,158     31,085:        23         96
Old  :    31,181:     2,212      8,801          0     28,946     22,284     31,158     31,085:        23         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2007                        :
     :    -2,083:       995     -2,195          0     -3,101        240     -2,106     -1,955:        23       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       28.2        0.0       92.8       71.5       99.9       99.7:       0.1        0.3
Old  :     100.0:       7.1       28.2        0.0       92.8       71.5       99.9       99.7:       0.1        0.3
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  :        22:         5          8          0          5          6         10         14:
Old  :        22:         5          8          0          5          6         10         14:
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  :                 92.0       81.6       99.4       97.1       70.2       54.3       72.6       69.7
Old  :                 92.0       81.6       99.4       97.1       70.2       54.3       72.6       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 10, 2007