WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   558,330:    85,406     70,746    191,113    235,426    215,120    511,944    476,979:    46,386     81,351
Old  :   412,523:    52,482     85,043    137,500    190,483    136,055    380,465    358,598:    32,059     53,926
Other:   145,807:    63,463     16,243     23,074     44,942     79,065    131,480    118,381:    14,327     27,425
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :     7,293:    -2,543       -131      8,436       -952      2,779      4,941     11,083:     2,352     -3,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       12.7       34.2       42.2       38.5       91.7       85.4:       8.3       14.6
Old  :     100.0:      12.7       20.6       33.3       46.2       33.0       92.2       86.9:       7.8       13.1
Other:     100.0:      43.5       11.1       15.8       30.8       54.2       90.2       81.2:       9.8       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:       126        143        183         97        131        340        360:
Old  :       402:       105        156        157         80        120        294        336:
Other:       271:        99         59         60         66         97        196        189:
     :----------------------------------------------------------------------------------------------------
     :             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       12.4       26.8       20.6       18.1       10.9       25.3       15.2
Old  :                 20.8       13.1       30.3       22.1       20.3        9.9       28.6       14.9
Other:                 27.5       18.6       41.4       28.1       27.0       18.0       38.2       25.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  : 1,647,761:   260,146     86,929    483,285    728,336    788,100  1,471,766  1,358,314:   175,995    289,447
Old  : 1,312,434:   186,406    122,267    364,886    616,148    602,652  1,167,440  1,089,805:   144,993    222,629
Other:   335,327:   124,543     15,465     67,595    112,187    185,448    304,326    268,509:    31,001     66,818
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :     7,176:     6,183    -11,283       -514     -1,506     15,902      4,162      4,105:     3,014      3,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        5.3       29.3       44.2       47.8       89.3       82.4:      10.7       17.6
Old  :     100.0:      14.2        9.3       27.8       46.9       45.9       89.0       83.0:      11.0       17.0
Other:     100.0:      37.1        4.6       20.2       33.5       55.3       90.8       80.1:       9.2       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       720:       198        136        257        275        314        604        606:
Old  :       710:       173        168        233        261        305        567        589:
Other:       461:       123         56         64        103        244        253        339:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       18.9       20.9       24.3       10.5       12.6       16.0       16.7
Old  :                 14.3       17.8       22.8       23.7       12.2       11.9       18.8       16.3
Other:                 20.0       24.5       29.4       31.2       12.9       18.0       20.6       22.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    16,153:     4,022        595      1,691      7,390      9,459     13,102     11,745:     3,051      4,408
Old  :    15,996:     4,022        595      1,691      7,354      9,373     13,066     11,659:     2,930      4,337
Other:       157:         0          0          0         36         86         36         86:       121         71
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :       631:       180        -86        472       -109        710        544      1,097:        87       -466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.7       10.5       45.7       58.6       81.1       72.7:      18.9       27.3
Old  :     100.0:      25.1        3.7       10.6       46.0       58.6       81.7       72.9:      18.3       27.1
Other:     100.0:       0.0        0.0        0.0       22.9       54.8       22.9       54.8:      77.1       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        25          7          9         18         14         48         26:
Old  :        54:        25          7          9         17         14         47         26:
Other:         6:         0          0          0          3          4          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       34.4       45.4       53.7       26.6       24.6       37.2       39.2
Old  :                 30.8       34.3       45.8       53.7       26.9       25.0       37.5       39.3
Other:                 22.9       54.8       22.9       54.8       22.3       54.1       22.3       54.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   696,084:   157,637     24,459    168,160    301,968    397,998    627,765    590,617:    68,319    105,467
Old  :   590,296:   133,917     28,810    141,285    255,338    332,421    530,539    502,516:    59,757     87,780
Other:   105,788:    39,415     11,344     11,181     46,630     65,576     97,226     88,101:     8,562     17,687
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :   -89,221:      -594        699    -63,532    -24,527    -22,514    -88,653    -85,347:      -568     -3,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        3.5       24.2       43.4       57.2       90.2       84.8:       9.8       15.2
Old  :     100.0:      22.7        4.9       23.9       43.3       56.3       89.9       85.1:      10.1       14.9
Other:     100.0:      37.3       10.7       10.6       44.1       62.0       91.9       83.3:       8.1       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       548:       182         79        181        140        221        410        446:
Old  :       540:       169         88        172        135        217        393        437:
Other:       304:        69         57         34         50        159        131        238:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       24.4       28.0       34.2       14.0       21.1       21.3       24.6
Old  :                 16.4       23.3       26.5       32.9       15.5       20.4       22.0       23.9
Other:                 43.0       32.5       56.6       49.1       38.2       32.0       48.6       43.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,625:    13,791      2,250      1,333          0        234     15,124      3,817:     3,501     14,808
Old  :    13,532:     8,960      2,250      1,333          0        190     10,293      3,773:     3,239      9,759
Other:     5,093:     4,831          0          0          0         44      4,831         44:       262      5,049
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :    -2,675:    -1,243       -757       -650          0       -471     -1,893     -1,878:      -782       -797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0       12.1        7.2        0.0        1.3       81.2       20.5:      18.8       79.5
Old  :     100.0:      66.2       16.6        9.9        0.0        1.4       76.1       27.9:      23.9       72.1
Other:     100.0:      94.9        0.0        0.0        0.0        0.9       94.9        0.9:       5.1       99.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        13          6          9          0          1         16         13:
Old  :        20:        13          6          9          0          1         16         13:
Other:         9:         8          0          0          0          1          8          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  :                 54.5       12.5       69.2       18.9       52.8        9.4       65.0       13.3
Old  :                 46.4       17.3       62.1       25.6       43.1       13.0       56.3       18.0
Other:                 80.7        0.9       94.9        0.9       80.7        0.9       94.9        0.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   338,987:    71,283     12,120     68,221    168,381    241,191    307,885    321,532:    31,101     17,455
Old  :   317,723:    72,510     15,038     61,253    153,557    224,787    287,320    301,079:    30,402     16,644
Other:    21,264:     4,857      3,165        885     14,824     16,403     20,565     20,453:       699        811
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :    15,797:     2,263     -2,414      6,955      4,432      9,153     13,650     13,695:     2,147      2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        3.6       20.1       49.7       71.2       90.8       94.9:       9.2        5.1
Old  :     100.0:      22.8        4.7       19.3       48.3       70.7       90.4       94.8:       9.6        5.2
Other:     100.0:      22.8       14.9        4.2       69.7       77.1       96.7       96.2:       3.3        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        76         36         61         64         67        177        141:
Old  :       209:        75         44         61         64         66        177        140:
Other:        49:        15          9         12         14         15         32         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       33.0       28.0       44.5       15.1       30.7       21.5       39.6
Old  :                 18.3       32.6       27.6       44.3       15.9       30.5       22.5       37.9
Other:                 60.8       70.0       78.8       82.9       60.8       70.0       78.5       82.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  : 1,108,753:   167,342    175,498     83,478    698,682    674,578    949,502    933,554:   159,252    175,199
Old  : 1,108,753:   167,342    175,498     83,478    698,682    674,578    949,502    933,554:   159,252    175,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :    -6,594:    30,302     18,011    -13,211    -24,586    -11,629     -7,495     -6,829:       901        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.8        7.5       63.0       60.8       85.6       84.2:      14.4       15.8
Old  :     100.0:      15.1       15.8        7.5       63.0       60.8       85.6       84.2:      14.4       15.8
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  :       185:        38         44         45         78         88        140        153:
Old  :       185:        38         44         45         78         88        140        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  :                 20.1       29.0       32.4       40.6       16.6       22.1       25.9       30.2
Old  :                 20.1       29.0       32.4       40.6       16.6       22.1       25.9       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   259,032:    72,469      4,464     42,726     99,001    189,579    214,196    236,769:    44,836     22,263
Old  :   244,969:    69,938      4,655     39,390     93,212    179,378    202,540    223,424:    42,429     21,545
Other:    14,063:     4,370      1,648      1,496      5,789     10,201     11,656     13,345:     2,408        718
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :     1,885:      -930     -3,502      2,946       -311      3,438      1,706      2,882:       180       -996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        1.7       16.5       38.2       73.2       82.7       91.4:      17.3        8.6
Old  :     100.0:      28.5        1.9       16.1       38.1       73.2       82.7       91.2:      17.3        8.8
Other:     100.0:      31.1       11.7       10.6       41.2       72.5       82.9       94.9:      17.1        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        72         21         58         56         58        157        119:
Old  :       177:        75         20         57         55         58        156        118:
Other:        56:        15         12         11         23         11         44         29:
     :----------------------------------------------------------------------------------------------------
     :             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       38.4       28.7       51.3       17.0       36.1       25.5       47.2
Old  :                 20.7       39.6       29.8       50.9       18.5       38.0       27.5       47.5
Other:                 30.6       61.8       50.2       78.7       28.5       58.7       42.7       71.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    18,646:     5,100        441      2,425      7,837     14,739     15,361     17,604:     3,284      1,041
Old  :    17,770:     5,218        443      2,142      7,183     14,212     14,542     16,797:     3,228        973
Other:       876:       154        270         11        654        526        819        808:        57         68
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :      -283:        98        -71       -552        331        383       -123       -241:      -159        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        2.4       13.0       42.0       79.0       82.4       94.4:      17.6        5.6
Old  :     100.0:      29.4        2.5       12.1       40.4       80.0       81.8       94.5:      18.2        5.5
Other:     100.0:      17.6       30.9        1.3       74.7       60.1       93.5       92.2:       6.5        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        28          6         11         33         20         65         34:
Old  :        75:        26          6          9         31         20         61         32:
Other:        21:         4          6          2          5          8         11         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       60.5       36.3       76.6       20.6       58.1       31.8       67.6
Old  :                 22.9       61.7       37.5       78.1       21.2       60.4       33.4       71.5
Other:                 72.4       50.8       92.1       78.1       63.6       49.7       81.2       72.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,041,643:   242,277    238,143     23,018    642,960    680,612    908,256    941,772:   133,387     99,871
Old  : 1,041,643:   242,277    238,143     23,018    642,960    680,612    908,256    941,772:   133,387     99,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :     9,512:    18,772      3,963       -980      2,598     10,085     20,390     13,069:   -10,878     -3,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       22.9        2.2       61.7       65.3       87.2       90.4:      12.8        9.6
Old  :     100.0:      23.3       22.9        2.2       61.7       65.3       87.2       90.4:      12.8        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        54         36         24         97         94        159        146:
Old  :       226:        54         36         24         97         94        159        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  :                 13.8       38.0       24.0       50.9       13.2       35.9       22.3       46.5
Old  :                 13.8       38.0       24.0       50.9       13.2       35.9       22.3       46.5
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 30, 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  : 3,275,628:   715,677    273,637    437,409  1,747,660  2,103,982  2,900,746  2,815,028:   374,882    460,600
Old  : 3,275,628:   715,677    273,637    437,409  1,747,660  2,103,982  2,900,746  2,815,028:   374,882    460,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :  -128,348:     8,286    -25,900    -78,963    -65,865    -23,487   -136,542   -128,351:     8,195          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        8.4       13.4       53.4       64.2       88.6       85.9:      11.4       14.1
Old  :     100.0:      21.8        8.4       13.4       53.4       64.2       88.6       85.9:      11.4       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        77         61         81        139        154        249        264:
Old  :       315:        77         61         81        139        154        249        264:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       27.7       33.0       35.8       14.7       20.6       22.9       25.2
Old  :                 22.8       27.7       33.0       35.8       14.7       20.6       22.9       25.2
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 30, 2007                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,979,900:   420,596    327,293    158,003  1,144,262  1,265,778  1,722,861  1,751,074:   257,039    228,826
Old  : 1,979,900:   420,596    327,293    158,003  1,144,262  1,265,778  1,722,861  1,751,074:   257,039    228,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :    42,116:    12,315     69,800     -1,132     30,662    -29,263     41,844     39,405:       272      2,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       16.5        8.0       57.8       63.9       87.0       88.4:      13.0       11.6
Old  :     100.0:      21.2       16.5        8.0       57.8       63.9       87.0       88.4:      13.0       11.6
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  :       220:        49         42         39        104         98        175        157:
Old  :       220:        49         42         39        104         98        175        157:
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  :                 21.5       42.7       29.6       51.9       18.8       38.7       25.6       43.7
Old  :                 21.5       42.7       29.6       51.9       18.8       38.7       25.6       43.7
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 30, 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  :   825,776:    96,713    105,878    293,656    395,501    390,371    785,870    789,904:    39,905     35,871
Old  :   825,776:    96,713    105,878    293,656    395,501    390,371    785,870    789,904:    39,905     35,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :   221,696:   -15,191     44,370    110,865    116,868     63,576    212,542    218,812:     9,153      2,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       12.8       35.6       47.9       47.3       95.2       95.7:       4.8        4.3
Old  :     100.0:      11.7       12.8       35.6       47.9       47.3       95.2       95.7:       4.8        4.3
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  :       171:        49         42         59         67         74        140        152:
Old  :       171:        49         42         59         67         74        140        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       24.0       36.6       34.7       11.2        8.3       16.6       13.2
Old  :                 24.4       24.0       36.6       34.7       11.2        8.3       16.6       13.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    22,360:     6,589      5,856      1,335      2,380      7,638     10,304     14,829:    12,056      7,532
Old  :    22,360:     6,589      5,856      1,335      2,380      7,638     10,304     14,829:    12,056      7,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :       -70:      -288      1,200       -587        -14         12       -889        625:       818       -695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       26.2        6.0       10.6       34.2       46.1       66.3:      53.9       33.7
Old  :     100.0:      29.5       26.2        6.0       10.6       34.2       46.1       66.3:      53.9       33.7
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  :        45:        17         14          9          7         10         30         27:
Old  :        45:        17         14          9          7         10         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       31.6       23.8       49.0       14.2       28.7       22.4       45.7
Old  :                 14.4       31.6       23.8       49.0       14.2       28.7       22.4       45.7
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 30, 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  :    35,602:    13,097     10,597        458     17,470     17,661     31,025     28,716:     4,577      6,886
Old  :    35,602:    13,097     10,597        458     17,470     17,661     31,025     28,716:     4,577      6,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :     1,781:     1,151        508        137        480        607      1,768      1,252:        13        528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       29.8        1.3       49.1       49.6       87.1       80.7:      12.9       19.3
Old  :     100.0:      36.8       29.8        1.3       49.1       49.6       87.1       80.7:      12.9       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        19         18          9         13         12         40         31:
Old  :        59:        19         18          9         13         12         40         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       32.5       53.3       53.0       32.7       32.5       53.2       52.9
Old  :                 32.8       32.5       53.3       53.0       32.7       32.5       53.2       52.9
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 30, 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  :   112,261:    40,906     38,350      1,983     54,294     61,180     97,183    101,512:    15,078     10,748
Old  :   112,261:    40,906     38,350      1,983     54,294     61,180     97,183    101,512:    15,078     10,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :       747:       939      3,939       -104        720     -2,663      1,554      1,171:      -807       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       34.2        1.8       48.4       54.5       86.6       90.4:      13.4        9.6
Old  :     100.0:      36.4       34.2        1.8       48.4       54.5       86.6       90.4:      13.4        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        51         33         19         25         19         82         65:
Old  :       118:        51         33         19         25         19         82         65:
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  :                 34.7       40.9       49.0       56.0       33.8       40.7       47.1       55.8
Old  :                 34.7       40.9       49.0       56.0       33.8       40.7       47.1       55.8
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, October 30, 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  :    55,763:     4,820     19,463        618     50,165     35,516     55,603     55,597:       160        166
Old  :    55,763:     4,820     19,463        618     50,165     35,516     55,603     55,597:       160        166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :       771:      -622        935         43      1,424       -246        845        732:       -74         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       34.9        1.1       90.0       63.7       99.7       99.7:       0.3        0.3
Old  :     100.0:       8.6       34.9        1.1       90.0       63.7       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9         14          4         15         13         25         30:
Old  :        44:         9         14          4         15         13         25         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  :                 82.7       75.0       90.4       90.5       80.2       68.7       86.0       83.5
Old  :                 82.7       75.0       90.4       90.5       80.2       68.7       86.0       83.5
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 30, 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  :    15,334:     9,144      4,310          0      6,189     10,969     15,333     15,279:         1         55
Old  :    15,334:     9,144      4,310          0      6,189     10,969     15,333     15,279:         1         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2007                     :
     :       145:        59        786       -106        192       -536        145        144:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6       28.1        0.0       40.4       71.5      100.0       99.6:       0.0        0.4
Old  :     100.0:      59.6       28.1        0.0       40.4       71.5      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          8          0          4          6         13         14:
Old  :        27:         9          8          0          4          6         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.9       79.3       97.2       97.2       82.9       79.3       97.2       97.2
Old  :                 82.9       79.3       97.2       97.2       82.9       79.3       97.2       97.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 2, 2007