WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   514,428:    93,264     67,754    143,962    235,366    224,028    472,591    435,743:    41,837     78,685
Old  :   413,410:    64,457     80,598    108,848    208,003    167,086    381,308    356,532:    32,102     56,878
Other:   101,018:    52,832     11,181     11,089     27,362     56,942     91,283     79,212:     9,735     21,807
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     5,441:     1,874     -2,438      2,501        -42      1,355      4,333      1,417:     1,108      4,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       13.2       28.0       45.8       43.5       91.9       84.7:       8.1       15.3
Old  :     100.0:      15.6       19.5       26.3       50.3       40.4       92.2       86.2:       7.8       13.8
Other:     100.0:      52.3       11.1       11.0       27.1       56.4       90.4       78.4:       9.6       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       132        127        141         83        118        304        308:
Old  :       379:       113        139        121         74        112        268        295:
Other:       222:        81         40         47         48         88        152        156:
     :----------------------------------------------------------------------------------------------------
     :             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       14.0       27.3       21.5       17.6       12.1       26.1       17.5
Old  :                 20.4       15.1       30.5       23.5       20.0       12.5       29.9       18.7
Other:                 32.4       20.2       49.5       29.4       30.4       18.8       45.1       27.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,597,369:   276,682     82,995    437,477    713,831    807,228  1,427,990  1,327,700:   169,379    269,669
Old  : 1,317,271:   215,507    111,686    333,760    625,019    653,146  1,174,285  1,098,592:   142,986    218,680
Other:   280,098:   103,498     13,632     61,395     88,812    154,082    253,705    229,108:    26,393     50,990
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    45,123:    26,224     -3,005     13,876     -4,715     38,465     35,385     49,335:     9,738     -4,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        5.2       27.4       44.7       50.5       89.4       83.1:      10.6       16.9
Old  :     100.0:      16.4        8.5       25.3       47.4       49.6       89.1       83.4:      10.9       16.6
Other:     100.0:      37.0        4.9       21.9       31.7       55.0       90.6       81.8:       9.4       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       718:       169        152        216        276        334        570        596:
Old  :       710:       160        161        206        266        329        551        584:
Other:       443:        92         63         58         90        251        211        345:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       19.4       22.4       25.3       11.0       11.5       16.2       15.5
Old  :                 15.3       18.5       23.8       24.7       12.1       10.8       18.4       15.0
Other:                 22.0       24.9       33.2       31.4       15.7       17.0       24.4       21.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    15,340:     5,069        769        829      6,423      9,126     12,321     10,724:     3,019      4,617
Old  :    15,286:     5,069        769        829      6,412      9,118     12,310     10,716:     2,976      4,571
Other:        54:         0          0          0         11          8         11          8:        43         46
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :        -7:      -219        199        -41        185        -94        -75         63:        67        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        5.0        5.4       41.9       59.5       80.3       69.9:      19.7       30.1
Old  :     100.0:      33.2        5.0        5.4       41.9       59.6       80.5       70.1:      19.5       29.9
Other:     100.0:       0.0        0.0        0.0       20.4       14.8       20.4       14.8:      79.6       85.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        24         10          6         13         13         42         24:
Old  :        54:        24         10          6         13         13         42         24:
Other:         2:         0          0          0          1          1          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  :                 31.2       34.1       44.6       52.9       26.3       27.4       37.7       42.9
Old  :                 31.2       34.2       44.7       53.0       26.4       27.5       37.9       43.1
Other:                 20.4       14.8       20.4       14.8       20.4       14.8       20.4       14.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   748,040:   149,662     19,266    211,797    312,335    408,882    673,793    639,944:    74,246    108,095
Old  :   664,407:   135,168     22,704    191,356    270,510    356,291    597,034    570,352:    67,372     94,055
Other:    83,633:    27,859      9,927      7,075     41,824     52,590     76,759     69,592:     6,874     14,041
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    10,059:     4,568     -3,638      1,508      7,101     14,274     13,177     12,144:    -3,118     -2,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        2.6       28.3       41.8       54.7       90.1       85.5:       9.9       14.5
Old  :     100.0:      20.3        3.4       28.8       40.7       53.6       89.9       85.8:      10.1       14.2
Other:     100.0:      33.3       11.9        8.5       50.0       62.9       91.8       83.2:       8.2       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       512:       182         92        181        131        188        406        400:
Old  :       510:       182         96        175        130        186        400        395:
Other:       234:        48         43         24         38        131        101        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       24.3       25.5       33.4       11.8       19.0       17.6       23.1
Old  :                 15.2       23.3       23.4       32.6       13.1       18.2       19.1       23.8
Other:                 54.7       33.8       67.5       51.7       50.4       33.1       59.8       46.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,071:    18,913      6,129        578          0      1,146     19,491      7,853:     3,580     15,218
Old  :    19,334:    15,618      6,123        263          0      1,028     15,881      7,414:     3,453     11,920
Other:     3,737:     3,610        321          0          0        118      3,610        439:       127      3,298
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :       470:        81       -242        230          0         60        311         48:       159        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.0       26.6        2.5        0.0        5.0       84.5       34.0:      15.5       66.0
Old  :     100.0:      80.8       31.7        1.4        0.0        5.3       82.1       38.3:      17.9       61.7
Other:     100.0:      96.6        8.6        0.0        0.0        3.2       96.6       11.7:       3.4       88.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        14         15          9          0          4         19         23:
Old  :        33:        15         14          8          0          4         18         23:
Other:        19:        11          5          0          0          3         11          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.4       16.0       75.0       22.8       59.4       14.8       75.0       21.4
Old  :                 57.2       18.3       73.2       26.2       57.2       18.0       73.1       25.7
Other:                 71.0       10.2       93.0       11.7       71.0       10.2       93.0       11.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   311,430:    68,255     12,581     49,584    161,772    232,723    279,612    294,888:    31,818     16,541
Old  :   293,772:    71,068     15,322     42,306    149,265    219,912    262,639    277,540:    31,133     16,232
Other:    17,658:     3,838      3,910        627     12,508     12,811     16,973     17,349:       685        309
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    -3,630:       894         37     -1,263     -2,869     -2,382     -3,238     -3,608:      -392        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.0       15.9       51.9       74.7       89.8       94.7:      10.2        5.3
Old  :     100.0:      24.2        5.2       14.4       50.8       74.9       89.4       94.5:      10.6        5.5
Other:     100.0:      21.7       22.1        3.6       70.8       72.6       96.1       98.2:       3.9        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        73         30         58         71         69        181        140:
Old  :       209:        77         33         55         71         68        180        137:
Other:        40:         8         14          7          9         12         21         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       36.3       26.9       48.4       15.9       31.1       22.5       39.1
Old  :                 17.4       37.1       25.3       48.7       16.9       32.0       23.8       39.8
Other:                 78.9       72.7       92.1       83.0       78.6       72.6       90.8       82.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,029,391:   106,843    156,672     65,297    706,926    622,861    879,066    844,830:   150,325    184,560
Old  : 1,029,391:   106,843    156,672     65,297    706,926    622,861    879,066    844,830:   150,325    184,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -39,875:   -16,916    -14,426    -21,674      7,721    -19,986    -30,869    -56,086:    -9,007     16,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       15.2        6.3       68.7       60.5       85.4       82.1:      14.6       17.9
Old  :     100.0:      10.4       15.2        6.3       68.7       60.5       85.4       82.1:      14.6       17.9
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  :       170:        40         35         41         76         82        135        139:
Old  :       170:        40         35         41         76         82        135        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       30.1       34.5       40.2       19.2       25.2       26.0       30.8
Old  :                 23.3       30.1       34.5       40.2       19.2       25.2       26.0       30.8
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, September 25, 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  :   245,826:    70,684      6,520     32,244     95,274    181,143    198,202    219,906:    47,624     25,920
Old  :   234,736:    68,285      6,945     29,842     90,621    172,702    188,749    209,489:    45,987     25,247
Other:    11,090:     3,578        754      1,223      4,652      8,440      9,453     10,417:     1,637        673
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :      -423:       224       -169     -2,228        632       -228     -1,372     -2,625:       950      2,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        2.7       13.1       38.8       73.7       80.6       89.5:      19.4       10.5
Old  :     100.0:      29.1        3.0       12.7       38.6       73.6       80.4       89.2:      19.6       10.8
Other:     100.0:      32.3        6.8       11.0       42.0       76.1       85.2       93.9:      14.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        75         21         47         57         60        158        115:
Old  :       181:        78         21         46         56         60        155        115:
Other:        52:        18          6         12         20         12         43         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       35.9       26.9       49.1       13.0       33.6       21.2       42.5
Old  :                 18.2       36.9       27.3       48.4       13.9       33.6       22.1       42.1
Other:                 35.5       66.8       54.8       81.2       35.0       66.8       49.9       76.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,101:     4,643      1,222      1,892      6,763     12,000     13,297     15,114:     2,804        988
Old  :    16,016:     4,629      1,226      1,880      6,723     11,941     13,232     15,048:     2,784        969
Other:        85:        21          3          4         40         59         65         66:        20         19
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :        25:        -1       -656       -222        164        806        -59        -73:        84         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        7.6       11.8       42.0       74.5       82.6       93.9:      17.4        6.1
Old  :     100.0:      28.9        7.7       11.7       42.0       74.6       82.6       94.0:      17.4        6.0
Other:     100.0:      24.7        3.5        4.7       47.1       69.4       76.5       77.6:      23.5       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        29         10         10         24         19         57         36:
Old  :        73:        28         11         10         24         19         57         36:
Other:         8:         2          1          3          2          3          5          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       60.1       41.1       76.1       25.9       58.3       38.7       72.4
Old  :                 26.9       60.1       41.4       76.1       26.0       58.5       38.9       72.6
Other:                 75.3       72.9       76.5       77.6       32.9       34.1       32.9       34.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   949,393:   208,590    206,632     22,469    585,107    611,859    816,165    840,960:   133,228    108,434
Old  :   949,393:   208,590    206,632     22,469    585,107    611,859    816,165    840,960:   133,228    108,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :    40,749:    26,841     35,251     -2,636     14,658      3,696     38,863     36,311:     1,886      4,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       21.8        2.4       61.6       64.4       86.0       88.6:      14.0       11.4
Old  :     100.0:      22.0       21.8        2.4       61.6       64.4       86.0       88.6:      14.0       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  :       200:        46         30         18         97         78        153        116:
Old  :       200:        46         30         18         97         78        153        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       39.4       21.5       48.9       13.3       36.5       21.1       46.1
Old  :                 13.5       39.4       21.5       48.9       13.3       36.5       21.1       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,921,122:   644,591    293,792    386,601  1,548,714  1,833,708  2,579,906  2,514,102:   341,216    407,020
Old  : 2,921,122:   644,591    293,792    386,601  1,548,714  1,833,708  2,579,906  2,514,102:   341,216    407,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -67,378:     3,012     -6,060    -83,427      3,222     13,788    -77,194    -75,699:     9,815      8,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       10.1       13.2       53.0       62.8       88.3       86.1:      11.7       13.9
Old  :     100.0:      22.1       10.1       13.2       53.0       62.8       88.3       86.1:      11.7       13.9
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  :       299:        61         69         76        132        143        235        246:
Old  :       299:        61         69         76        132        143        235        246:
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  :                 20.0       24.5       29.2       33.5       14.4       18.0       21.5       22.8
Old  :                 20.0       24.5       29.2       33.5       14.4       18.0       21.5       22.8
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, September 25, 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  : 1,799,296:   306,108    197,200    142,346  1,090,268  1,230,646  1,538,722  1,570,192:   260,574    229,104
Old  : 1,799,296:   306,108    197,200    142,346  1,090,268  1,230,646  1,538,722  1,570,192:   260,574    229,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :  -153,515:    32,257      7,499    -52,805    -49,155    -43,788    -69,703    -89,095:   -83,812    -64,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       11.0        7.9       60.6       68.4       85.5       87.3:      14.5       12.7
Old  :     100.0:      17.0       11.0        7.9       60.6       68.4       85.5       87.3:      14.5       12.7
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  :       208:        43         38         39        103         90        167        146:
Old  :       208:        43         38         39        103         90        167        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       38.5       27.9       47.0       15.9       30.6       22.3       36.1
Old  :                 19.0       38.5       27.9       47.0       15.9       30.6       22.3       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   549,090:   110,916     64,453    170,039    240,867    286,372    521,822    520,863:    27,268     28,227
Old  :   549,090:   110,916     64,453    170,039    240,867    286,372    521,822    520,863:    27,268     28,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -93,748:    -7,589    -32,359    -69,391    -18,991     26,319    -95,971    -75,431:     2,222    -18,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       11.7       31.0       43.9       52.2       95.0       94.9:       5.0        5.1
Old  :     100.0:      20.2       11.7       31.0       43.9       52.2       95.0       94.9:       5.0        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        27         39         41         46         57         94        116:
Old  :       129:        27         39         41         46         57         94        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       22.5       36.5       35.7       13.9       15.2       21.6       21.9
Old  :                 22.0       22.5       36.5       35.7       13.9       15.2       21.6       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    23,738:     9,103      3,699      1,205      1,838     12,162     12,146     17,066:    11,592      6,671
Old  :    23,738:     9,103      3,699      1,205      1,838     12,162     12,146     17,066:    11,592      6,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :      -471:     1,330         80     -1,298       -251      1,117       -220       -101:      -251       -371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       15.6        5.1        7.7       51.2       51.2       71.9:      48.8       28.1
Old  :     100.0:      38.3       15.6        5.1        7.7       51.2       51.2       71.9:      48.8       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          7          6          6         12         30         20:
Old  :        41:        19          7          6          6         12         30         20:
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  :                 17.6       41.8       26.6       58.2       17.4       39.0       26.4       55.4
Old  :                 17.6       41.8       26.6       58.2       17.4       39.0       26.4       55.4
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, September 25, 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  :    25,502:     6,959      6,249        350     13,852     13,464     21,162     20,064:     4,340      5,438
Old  :    25,502:     6,959      6,249        350     13,852     13,464     21,162     20,064:     4,340      5,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -23,472:   -12,812     -9,051     -3,120     -6,036     -8,097    -21,967    -20,268:    -1,505     -3,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       24.5        1.4       54.3       52.8       83.0       78.7:      17.0       21.3
Old  :     100.0:      27.3       24.5        1.4       54.3       52.8       83.0       78.7:      17.0       21.3
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  :        42:        10         14          4         12          8         25         23:
Old  :        42:        10         14          4         12          8         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       47.9       58.0       62.0       45.8       47.9       57.6       62.0
Old  :                 45.9       47.9       58.0       62.0       45.8       47.9       57.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    81,751:    31,988     25,424      2,826     35,702     38,992     70,517     67,242:    11,234     14,509
Old  :    81,751:    31,988     25,424      2,826     35,702     38,992     70,517     67,242:    11,234     14,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :   -48,732:    -6,307    -31,988     -5,538    -32,015     -7,352    -43,860    -44,878:    -4,872     -3,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       31.1        3.5       43.7       47.7       86.3       82.3:      13.7       17.7
Old  :     100.0:      39.1       31.1        3.5       43.7       47.7       86.3       82.3:      13.7       17.7
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  :        98:        41         24         12         20         19         68         48:
Old  :        98:        41         24         12         20         19         68         48:
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  :                 34.0       27.3       48.0       44.9       33.1       27.3       47.0       44.8
Old  :                 34.0       27.3       48.0       44.9       33.1       27.3       47.0       44.8
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, September 25, 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  :    55,073:     2,468     20,966        285     52,041     33,782     54,794     55,033:       279         40
Old  :    55,073:     2,468     20,966        285     52,041     33,782     54,794     55,033:       279         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     1,041:       393      1,402          0        497       -307        890      1,095:       151        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       38.1        0.5       94.5       61.3       99.5       99.9:       0.5        0.1
Old  :     100.0:       4.5       38.1        0.5       94.5       61.3       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         8         16          2         14         11         22         29:
Old  :        43:         8         16          2         14         11         22         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  :                 89.9       72.4       94.2       87.5       86.7       72.3       89.7       83.0
Old  :                 89.9       72.4       94.2       87.5       86.7       72.3       89.7       83.0
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, September 25, 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  :    13,876:     8,467      2,851          0      5,407     10,998     13,874     13,849:         2         27
Old  :    13,876:     8,467      2,851          0      5,407     10,998     13,874     13,849:         2         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2007                   :
     :     3,476:     3,335        175          0        182      3,296      3,517      3,471:       -41          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       20.5        0.0       39.0       79.3      100.0       99.8:       0.0        0.2
Old  :     100.0:      61.0       20.5        0.0       39.0       79.3      100.0       99.8:       0.0        0.2
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  :        24:         8          6          0          4          6         12         12:
Old  :        24:         8          6          0          4          6         12         12:
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  :                 82.7       80.2       96.5       97.8       82.7       80.2       96.5       97.8
Old  :                 82.7       80.2       96.5       97.8       82.7       80.2       96.5       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 28, 2007