WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   533,578:    89,855     70,174    166,789    231,708    217,671    488,353    454,634:    45,226     78,944
Old  :   424,025:    60,370     84,569    127,506    201,459    155,274    389,336    367,350:    34,690     56,676
Other:   109,553:    55,013     11,133     13,755     30,249     62,397     99,017     87,284:    10,536     22,269
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    19,150:    -3,408      2,420     22,827     -3,657     -6,356     15,762     18,891:     3,389        260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       13.2       31.3       43.4       40.8       91.5       85.2:       8.5       14.8
Old  :     100.0:      14.2       19.9       30.1       47.5       36.6       91.8       86.6:       8.2       13.4
Other:     100.0:      50.2       10.2       12.6       27.6       57.0       90.4       79.7:       9.6       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       132        131        150         90        127        313        327:
Old  :       387:       118        137        130         75        119        272        312:
Other:       238:        80         49         50         58         91        162        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       14.3       27.5       21.9       18.3       12.1       26.4       17.0
Old  :                 21.6       15.6       31.2       24.5       21.2       12.5       30.4       18.0
Other:                 29.4       18.3       46.7       27.8       28.5       17.3       42.6       26.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  : 1,617,964:   273,958     94,312    460,361    719,541    781,621  1,453,859  1,336,294:   164,105    281,671
Old  : 1,329,705:   210,127    127,405    352,502    628,767    622,699  1,191,396  1,102,606:   138,309    227,098
Other:   288,260:   112,379     15,455     59,310     90,774    158,922    262,464    233,687:    25,796     54,573
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    20,596:    -2,724     11,318     22,883      5,710    -25,607     25,869      8,594:    -5,274     12,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        5.8       28.5       44.5       48.3       89.9       82.6:      10.1       17.4
Old  :     100.0:      15.8        9.6       26.5       47.3       46.8       89.6       82.9:      10.4       17.1
Other:     100.0:      39.0        5.4       20.6       31.5       55.1       91.1       81.1:       8.9       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       706:       183        139        220        269        326        568        590:
Old  :       697:       173        151        205        262        321        546        578:
Other:       444:       102         60         63         90        243        224        336:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       19.2       22.0       25.0       10.8       11.5       16.0       15.5
Old  :                 14.8       18.2       23.6       24.3       12.0       10.6       18.3       14.7
Other:                 20.9       25.3       31.4       31.8       15.3       17.7       23.8       22.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    15,236:     4,475        705      1,010      6,596      9,045     12,081     10,760:     3,156      4,476
Old  :    15,182:     4,475        705      1,010      6,596      9,037     12,081     10,752:     3,102      4,430
Other:        54:         0          0          0          0          8          0          8:        54         46
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :      -104:      -595        -63        181        173        -81       -241         37:       137       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        4.6        6.6       43.3       59.4       79.3       70.6:      20.7       29.4
Old  :     100.0:      29.5        4.6        6.7       43.4       59.5       79.6       70.8:      20.4       29.2
Other:     100.0:       0.0        0.0        0.0        0.0       14.8        0.0       14.8:     100.0       85.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        23         10          6         13         14         41         25:
Old  :        54:        23         10          6         13         14         41         25:
Other:         1:         0          0          0          0          1          0          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  :                 32.3       33.8       46.0       52.7       26.6       27.2       37.0       41.1
Old  :                 32.5       33.9       46.2       52.9       26.7       27.3       37.1       41.2
Other:                  0.0       14.8        0.0       14.8        0.0       14.8        0.0       14.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   755,837:   147,038     23,007    225,482    314,543    396,681    687,063    645,170:    68,774    110,667
Old  :   668,212:   131,149     27,063    202,485    272,327    341,832    605,961    571,381:    62,250     96,831
Other:    87,625:    31,345     11,400      7,541     42,216     54,848     81,102     73,789:     6,524     13,836
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     7,797:    -2,624      3,741     13,685      2,208    -12,201     13,270      5,225:    -5,472      2,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        3.0       29.8       41.6       52.5       90.9       85.4:       9.1       14.6
Old  :     100.0:      19.6        4.1       30.3       40.8       51.2       90.7       85.5:       9.3       14.5
Other:     100.0:      35.8       13.0        8.6       48.2       62.6       92.6       84.2:       7.4       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       181         98        195        138        192        419        421:
Old  :       522:       180        101        192        137        191        414        419:
Other:       237:        48         46         25         39        129        103        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       23.6       26.0       32.1       11.7       17.6       17.5       21.1
Old  :                 14.9       22.6       23.8       31.1       13.0       16.5       18.8       21.1
Other:                 52.2       33.0       64.5       50.7       47.9       32.3       56.8       45.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,375:    19,472      6,442        723          0      1,168     20,195      8,333:     4,180     16,042
Old  :    20,235:    15,821      6,393        448          0      1,034     16,269      7,875:     3,966     12,360
Other:     4,140:     3,926        324          0          0        134      3,926        458:       214      3,682
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     1,304:       559        313        145          0         22        704        480:       600        824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9       26.4        3.0        0.0        4.8       82.9       34.2:      17.1       65.8
Old  :     100.0:      78.2       31.6        2.2        0.0        5.1       80.4       38.9:      19.6       61.1
Other:     100.0:      94.8        7.8        0.0        0.0        3.2       94.8       11.1:       5.2       88.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14         17          9          0          4         19         25:
Old  :        35:        14         17          8          0          4         18         25:
Other:        18:        10          5          0          0          3         10          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  :                 57.4       16.3       73.2       22.0       57.3       15.0       73.2       20.5
Old  :                 56.2       18.7       70.6       25.3       56.2       18.2       70.6       24.8
Other:                 73.2        9.5       93.3       11.1       73.2        9.5       93.3       11.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   298,860:    62,744     15,245     54,493    152,035    212,585    269,272    282,322:    29,588     16,538
Old  :   280,099:    63,512     17,598     48,122    139,675    198,325    251,309    264,045:    28,790     16,054
Other:    18,761:     4,827      3,242        776     12,360     14,260     17,963     18,277:       798        483
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   -12,570:    -5,511      2,664      4,908     -9,737    -20,138    -10,340    -12,566:    -2,230         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        5.1       18.2       50.9       71.1       90.1       94.5:       9.9        5.5
Old  :     100.0:      22.7        6.3       17.2       49.9       70.8       89.7       94.3:      10.3        5.7
Other:     100.0:      25.7       17.3        4.1       65.9       76.0       95.7       97.4:       4.3        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        60         47         74         64         70        179        153:
Old  :       208:        64         48         71         64         69        178        150:
Other:        41:        10         12         11          9         12         24         31:
     :----------------------------------------------------------------------------------------------------
     :             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       33.0       27.8       44.7       16.5       29.3       23.5       36.7
Old  :                 18.3       33.5       26.8       44.6       17.6       28.9       24.6       36.8
Other:                 72.5       70.1       87.5       83.7       72.2       70.1       87.2       82.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  : 1,068,795:   108,542    171,344     80,270    727,631    638,307    916,444    889,921:   152,352    178,874
Old  : 1,068,795:   108,542    171,344     80,270    727,631    638,307    916,444    889,921:   152,352    178,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    39,405:     1,700     14,672     14,973     20,705     15,446     37,377     45,090:     2,027     -5,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       16.0        7.5       68.1       59.7       85.7       83.3:      14.3       16.7
Old  :     100.0:      10.2       16.0        7.5       68.1       59.7       85.7       83.3:      14.3       16.7
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  :       183:        34         46         45         82         88        142        153:
Old  :       183:        34         46         45         82         88        142        153:
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  :                 22.9       30.3       34.0       40.3       19.7       25.8       26.8       31.9
Old  :                 22.9       30.3       34.0       40.3       19.7       25.8       26.8       31.9
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, October 2, 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  :   235,348:    67,671      8,898     34,486     89,914    169,835    192,070    213,218:    43,278     22,130
Old  :   224,024:    65,897      9,918     31,222     85,176    161,161    182,295    202,300:    41,729     21,723
Other:    11,324:     3,823      1,029      1,215      4,738      8,675      9,776     10,918:     1,549        406
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   -10,478:    -3,013      2,378      2,241     -5,360    -11,308     -6,132     -6,688:    -4,346     -3,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        3.8       14.7       38.2       72.2       81.6       90.6:      18.4        9.4
Old  :     100.0:      29.4        4.4       13.9       38.0       71.9       81.4       90.3:      18.6        9.7
Other:     100.0:      33.8        9.1       10.7       41.8       76.6       86.3       96.4:      13.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        74         32         63         56         60        169        131:
Old  :       194:        76         33         58         55         60        165        129:
Other:        57:        19         10         13         19         12         43         31:
     :----------------------------------------------------------------------------------------------------
     :             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       35.2       28.0       47.1       15.5       32.2       24.2       42.2
Old  :                 19.2       35.1       28.7       46.2       16.5       32.8       25.2       42.0
Other:                 34.0       67.4       49.9       82.1       27.7       67.4       43.4       78.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    17,799:     5,016        775      2,515      6,915     13,388     14,445     16,678:     3,354      1,122
Old  :    17,415:     5,157        777      2,360      6,585     13,157     14,102     16,295:     3,313      1,121
Other:       384:         8        147          5        330        231        343        383:        41          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     1,698:       373       -447        623        152      1,389      1,147      1,564:       551        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        4.4       14.1       38.8       75.2       81.2       93.7:      18.8        6.3
Old  :     100.0:      29.6        4.5       13.6       37.8       75.6       81.0       93.6:      19.0        6.4
Other:     100.0:       2.1       38.3        1.3       85.9       60.2       89.3       99.7:      10.7        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        30         11         13         25         21         61         40:
Old  :        76:        31         10         11         25         21         61         38:
Other:        13:         1          5          2          3          5          6         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       60.6       38.9       75.9       23.0       58.5       34.5       69.8
Old  :                 26.4       61.0       39.8       76.2       23.5       59.4       35.2       71.6
Other:                 88.0       73.4       89.3       97.7       84.4       72.7       84.4       94.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   932,659:   197,044    205,806     23,135    567,935    593,737    788,114    822,678:   144,545    109,981
Old  :   932,659:   197,044    205,806     23,135    567,935    593,737    788,114    822,678:   144,545    109,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   -16,734:   -11,545       -826        666    -17,172    -18,122    -28,051    -18,281:    11,317      1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       22.1        2.5       60.9       63.7       84.5       88.2:      15.5       11.8
Old  :     100.0:      21.1       22.1        2.5       60.9       63.7       84.5       88.2:      15.5       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        46         31         18         92         76        146        117:
Old  :       198:        46         31         18         92         76        146        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       40.3       21.4       49.7       12.4       37.3       20.9       46.7
Old  :                 12.9       40.3       21.4       49.7       12.4       37.3       20.9       46.7
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, October 2, 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  : 3,108,878:   723,790    310,290    456,118  1,579,756  1,921,238  2,759,663  2,687,646:   349,215    421,233
Old  : 3,108,878:   723,790    310,290    456,118  1,579,756  1,921,238  2,759,663  2,687,646:   349,215    421,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :   187,756:    79,199     16,497     69,516     31,042     87,530    179,757    173,543:     7,999     14,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       10.0       14.7       50.8       61.8       88.8       86.5:      11.2       13.5
Old  :     100.0:      23.3       10.0       14.7       50.8       61.8       88.8       86.5:      11.2       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        65         71         81        133        146        246        250:
Old  :       307:        65         71         81        133        146        246        250:
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  :                 20.5       25.9       29.8       35.6       15.0       20.2       22.3       25.5
Old  :                 20.5       25.9       29.8       35.6       15.0       20.2       22.3       25.5
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, October 2, 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  : 1,830,788:   377,157    185,109    152,977  1,024,217  1,263,331  1,554,351  1,601,417:   276,437    229,371
Old  : 1,830,788:   377,157    185,109    152,977  1,024,217  1,263,331  1,554,351  1,601,417:   276,437    229,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    31,492:    71,049    -12,092     10,631    -66,051     32,685     15,629     31,224:    15,863        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.1        8.4       55.9       69.0       84.9       87.5:      15.1       12.5
Old  :     100.0:      20.6       10.1        8.4       55.9       69.0       84.9       87.5:      15.1       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        45         40         41        100         93        165        154:
Old  :       212:        45         40         41        100         93        165        154:
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       38.3       28.1       46.1       16.3       31.7       22.7       36.9
Old  :                 19.0       38.3       28.1       46.1       16.3       31.7       22.7       36.9
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, October 2, 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  :   437,351:    96,421     57,819    125,334    191,457    229,603    413,211    412,756:    24,140     24,595
Old  :   437,351:    96,421     57,819    125,334    191,457    229,603    413,211    412,756:    24,140     24,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :  -111,739:   -14,495     -6,634    -44,705    -49,411    -56,769   -108,611   -108,107:    -3,128     -3,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       13.2       28.7       43.8       52.5       94.5       94.4:       5.5        5.6
Old  :     100.0:      22.0       13.2       28.7       43.8       52.5       94.5       94.4:       5.5        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        24         32         39         45         50         90        101:
Old  :       116:        24         32         39         45         50         90        101:
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  :                 23.5       18.2       37.3       31.8       16.6       12.6       24.1       19.5
Old  :                 23.5       18.2       37.3       31.8       16.6       12.6       24.1       19.5
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, October 2, 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  :    23,515:     9,033      3,655        790      1,797     11,125     11,620     15,570:    11,896      7,946
Old  :    23,515:     9,033      3,655        790      1,797     11,125     11,620     15,570:    11,896      7,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :      -222:       -70        -44       -415        -41     -1,037       -526     -1,496:       304      1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       15.5        3.4        7.6       47.3       49.4       66.2:      50.6       33.8
Old  :     100.0:      38.4       15.5        3.4        7.6       47.3       49.4       66.2:      50.6       33.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        17          7          5          7         11         28         19:
Old  :        39:        17          7          5          7         11         28         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       38.5       28.5       53.9       18.7       36.7       28.4       52.1
Old  :                 18.8       38.5       28.5       53.9       18.7       36.7       28.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    28,713:     7,253      7,339        379     15,309     14,958     22,941     22,676:     5,773      6,037
Old  :    28,713:     7,253      7,339        379     15,309     14,958     22,941     22,676:     5,773      6,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :     3,212:       294      1,091         28      1,456      1,494      1,778      2,613:     1,433        599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       25.6        1.3       53.3       52.1       79.9       79.0:      20.1       21.0
Old  :     100.0:      25.3       25.6        1.3       53.3       52.1       79.9       79.0:      20.1       21.0
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  :        46:        11         17          4         12          8         26         26:
Old  :        46:        11         17          4         12          8         26         26:
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  :                 46.0       47.8       57.0       61.4       45.9       47.8       56.8       61.4
Old  :                 46.0       47.8       57.0       61.4       45.9       47.8       56.8       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    92,172:    37,449     27,136      1,480     40,920     47,857     79,849     76,473:    12,323     15,700
Old  :    92,172:    37,449     27,136      1,480     40,920     47,857     79,849     76,473:    12,323     15,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    10,421:     5,460      1,712     -1,346      5,218      8,864      9,332      9,230:     1,089      1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       29.4        1.6       44.4       51.9       86.6       83.0:      13.4       17.0
Old  :     100.0:      40.6       29.4        1.6       44.4       51.9       86.6       83.0:      13.4       17.0
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  :       114:        49         29         12         24         20         79         55:
Old  :       114:        49         29         12         24         20         79         55:
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  :                 30.8       28.2       42.6       46.0       29.9       28.2       41.1       46.0
Old  :                 30.8       28.2       42.6       46.0       29.9       28.2       41.1       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    52,924:     2,501     17,961        285     49,908     34,612     52,694     52,858:       230         66
Old  :    52,924:     2,501     17,961        285     49,908     34,612     52,694     52,858:       230         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :    -2,149:        33     -3,005          0     -2,133        830     -2,100     -2,175:       -49         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       33.9        0.5       94.3       65.4       99.6       99.9:       0.4        0.1
Old  :     100.0:       4.7       33.9        0.5       94.3       65.4       99.6       99.9:       0.4        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         15          2         13         13         21         30:
Old  :        43:         8         15          2         13         13         21         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  :                 90.1       75.6       95.0       88.5       86.7       70.5       90.6       83.4
Old  :                 90.1       75.6       95.0       88.5       86.7       70.5       90.6       83.4
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, October 2, 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  :    13,245:     7,735      3,169          0      5,416      9,939     13,151     13,108:        94        137
Old  :    13,245:     7,735      3,169          0      5,416      9,939     13,151     13,108:        94        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2007                   :
     :      -631:      -732        318          0          9     -1,059       -723       -741:        92        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       23.9        0.0       40.9       75.0       99.3       99.0:       0.7        1.0
Old  :     100.0:      58.4       23.9        0.0       40.9       75.0       99.3       99.0:       0.7        1.0
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  :        25:         9          6          0          4          6         13         12:
Old  :        25:         9          6          0          4          6         13         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  :                 80.9       83.8       95.2       96.9       80.9       83.8       95.2       96.9
Old  :                 80.9       83.8       95.2       96.9       80.9       83.8       95.2       96.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 5, 2007