WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   564,118:    94,991     76,152    168,650    251,735    247,320    515,376    492,122:    48,741     71,996
Old  :   334,521:    55,723     84,366     83,557    166,017    126,800    305,297    294,723:    29,223     39,798
Other:   229,597:    71,530     24,048     52,831     85,718    120,519    210,079    197,399:    19,518     32,198
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    23,439:     3,636        721     11,344      2,833      6,192     17,812     18,257:     5,627      5,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       13.5       29.9       44.6       43.8       91.4       87.2:       8.6       12.8
Old  :     100.0:      16.7       25.2       25.0       49.6       37.9       91.3       88.1:       8.7       11.9
Other:     100.0:      31.2       10.5       23.0       37.3       52.5       91.5       86.0:       8.5       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       127        125        165         95        135        331        342:
Old  :       376:       110        135        122         65        106        250        297:
Other:       311:       111         63         78         80        119        231        226:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       16.1       29.9       23.5       19.8       13.0       27.6       18.2
Old  :                 24.2       16.7       36.0       25.1       24.2       14.1       35.6       19.7
Other:                 26.1       19.1       37.9       28.5       24.0       17.2       33.7       23.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,835,417:   377,894     80,714    463,567    790,251    989,093  1,631,712  1,533,374:   203,705    302,043
Old  : 1,285,770:   241,368    111,013    318,926    576,668    666,753  1,136,961  1,096,692:   148,809    189,079
Other:   549,647:   188,254     21,429     92,913    213,583    322,340    494,751    436,682:    54,896    112,964
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   109,379:    13,006     -1,062     54,319     28,653     43,655     95,979     96,913:    13,401     12,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        4.4       25.3       43.1       53.9       88.9       83.5:      11.1       16.5
Old  :     100.0:      18.8        8.6       24.8       44.8       51.9       88.4       85.3:      11.6       14.7
Other:     100.0:      34.3        3.9       16.9       38.9       58.6       90.0       79.4:      10.0       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       752:       244        101        208        271        354        590        605:
Old  :       724:       202        134        174        246        327        527        560:
Other:       556:       147         64         89        150        311        327        437:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       18.0       18.1       23.7        9.9       14.0       15.1       17.9
Old  :                 12.2       17.9       19.9       24.0       11.8       14.0       18.2       18.5
Other:                 16.6       19.2       28.6       25.0       14.5       15.0       22.1       18.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,622:     4,059        650        423      5,592     11,098     10,074     12,171:     3,548      1,451
Old  :    12,152:     3,845        649        409      4,825      9,844      9,079     10,901:     3,073      1,251
Other:     1,470:       215          2         13        767      1,254        995      1,270:       475        201
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     1,561:     1,124        -81        -54       -256      1,514        813      1,379:       748        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        4.8        3.1       41.1       81.5       74.0       89.3:      26.0       10.7
Old  :     100.0:      31.6        5.3        3.4       39.7       81.0       74.7       89.7:      25.3       10.3
Other:     100.0:      14.6        0.1        0.9       52.1       85.3       67.7       86.4:      32.3       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          5          7         18         13         43         22:
Old  :        48:        21          5          7         15         13         40         22:
Other:        15:         2          3          3          7         10         12         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       50.1       39.4       74.7       23.8       43.2       37.0       66.3
Old  :                 26.6       50.3       41.4       74.2       26.6       47.6       41.4       70.9
Other:                 60.6       75.8       66.6       83.3       55.8       73.7       58.5       77.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   765,842:   166,555     31,317    208,106    296,784    402,725    671,445    642,148:    94,398    123,695
Old  :   596,858:   126,321     41,639    163,197    232,750    302,066    522,268    506,902:    74,590     89,957
Other:   168,984:    60,640     10,084     24,503     64,034    100,659    149,177    135,246:    19,807     33,738
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    31,853:       988      4,731      8,980     11,622     11,527     21,589     25,237:    10,264      6,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        4.1       27.2       38.8       52.6       87.7       83.8:      12.3       16.2
Old  :     100.0:      21.2        7.0       27.3       39.0       50.6       87.5       84.9:      12.5       15.1
Other:     100.0:      35.9        6.0       14.5       37.9       59.6       88.3       80.0:      11.7       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       184        106        170        145        216        414        425:
Old  :       518:       156        123        153        129        212        373        412:
Other:       347:        93         60         49         78        173        193        262:
     :----------------------------------------------------------------------------------------------------
     :             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       23.3       26.3       31.4       13.8       18.1       19.8       21.6
Old  :                 17.2       22.7       26.8       31.0       14.7       17.7       22.1       21.6
Other:                 26.9       25.4       40.6       37.9       20.8       22.4       31.8       29.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,320:    17,335      3,211        818          0      1,987     18,153      6,016:     4,167     16,304
Old  :    11,682:     8,063      2,922        516          0      1,028      8,579      4,466:     3,103      7,216
Other:    10,638:     9,573        590          1          0        959      9,574      1,550:     1,064      9,088
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       -76:       392        263     -1,148         -6        770       -762       -115:       686         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.7       14.4        3.7        0.0        8.9       81.3       27.0:      18.7       73.0
Old  :     100.0:      69.0       25.0        4.4        0.0        8.8       73.4       38.2:      26.6       61.8
Other:     100.0:      90.0        5.5        0.0        0.0        9.0       90.0       14.6:      10.0       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        16          9         10          0          6         19         22:
Old  :        29:        15          9          8          0          5         17         20:
Other:        22:        12          4          1          0          6         12         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.8       10.7       71.7       17.5       58.6       10.7       70.3       17.0
Old  :                 43.6       17.6       61.1       27.2       42.4       16.9       57.3       25.5
Other:                 79.3        7.9       88.7       13.2       79.3        7.9       88.7       13.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   330,139:    70,045     16,327     66,986    160,845    231,027    297,877    314,340:    32,262     15,799
Old  :   294,011:    69,473     22,521     53,582    140,350    203,060    263,405    279,163:    30,605     14,848
Other:    36,128:    11,621      4,855      2,355     20,495     27,967     34,471     35,177:     1,657        951
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     9,208:     1,456       -225      5,184      1,035      6,743      7,675     11,701:     1,533     -2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        4.9       20.3       48.7       70.0       90.2       95.2:       9.8        4.8
Old  :     100.0:      23.6        7.7       18.2       47.7       69.1       89.6       94.9:      10.4        5.1
Other:     100.0:      32.2       13.4        6.5       56.7       77.4       95.4       97.4:       4.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        70         40         56         62         63        165        135:
Old  :       202:        70         47         52         59         62        158        134:
Other:        79:        26         15         15         25         22         58         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       38.9       25.7       50.2       16.4       32.5       23.4       41.7
Old  :                 18.9       38.8       28.0       50.4       18.4       37.3       25.1       45.1
Other:                 39.5       61.2       57.2       74.3       37.7       59.6       54.4       72.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,182,772:   197,603    193,260     95,844    736,223    695,369  1,029,671    984,472:   153,101    198,299
Old  : 1,182,772:   197,603    193,260     95,844    736,223    695,369  1,029,671    984,472:   153,101    198,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   119,408:    54,947     26,649     18,613     40,773     44,290    114,333     89,553:     5,075     29,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       16.3        8.1       62.2       58.8       87.1       83.2:      12.9       16.8
Old  :     100.0:      16.7       16.3        8.1       62.2       58.8       87.1       83.2:      12.9       16.8
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  :       186:        39         42         53         81         84        146        153:
Old  :       186:        39         42         53         81         84        146        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       26.9       34.5       37.4       20.8       22.8       28.8       29.7
Old  :                 22.9       26.9       34.5       37.4       20.8       22.8       28.8       29.7
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   256,025:    74,183     11,406     38,407     96,429    185,397    209,019    235,209:    47,006     20,815
Old  :   218,885:    69,229     14,580     27,311     81,156    158,301    177,695    200,191:    41,190     18,694
Other:    37,140:    10,773      2,645      5,277     15,273     27,096     31,323     35,018:     5,816      2,122
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    -9,403:    -3,435        -37     -3,770     -6,376     -7,071    -13,580    -10,878:     4,177      1,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        4.5       15.0       37.7       72.4       81.6       91.9:      18.4        8.1
Old  :     100.0:      31.6        6.7       12.5       37.1       72.3       81.2       91.5:      18.8        8.5
Other:     100.0:      29.0        7.1       14.2       41.1       73.0       84.3       94.3:      15.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        80         35         55         68         64        180        129:
Old  :       198:        73         40         51         62         63        166        127:
Other:        90:        27         15         17         42         17         79         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       42.0       28.0       52.1       12.1       36.4       18.7       43.6
Old  :                 23.0       40.0       30.3       50.4       17.8       37.8       25.1       45.7
Other:                 21.3       57.9       35.3       70.3       20.4       54.9       33.2       65.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,743:     7,983        272      1,314      5,737     16,378     15,034     17,964:     3,709        779
Old  :    16,789:     7,892        321        904      4,514     14,925     13,309     16,151:     3,480        639
Other:     1,954:       442        301         59      1,223      1,453      1,725      1,814:       229        140
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :        58:       185       -172         62       -549        169       -302         59:       361         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        1.5        7.0       30.6       87.4       80.2       95.8:      19.8        4.2
Old  :     100.0:      47.0        1.9        5.4       26.9       88.9       79.3       96.2:      20.7        3.8
Other:     100.0:      22.6       15.4        3.0       62.6       74.4       88.3       92.8:      11.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        33          4         12         24         19         60         32:
Old  :        65:        31          4         10         21         17         55         28:
Other:        29:         8          5          3          8         10         18         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       73.2       31.7       83.0       18.0       68.9       31.3       75.9
Old  :                 19.7       75.4       34.1       85.4       19.7       73.4       34.1       82.0
Other:                 48.9       66.0       69.2       82.1       34.3       41.6       52.4       57.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,065,764:   257,805    177,009     28,629    639,540    761,651    925,973    967,288:   139,790     98,476
Old  : 1,065,764:   257,805    177,009     28,629    639,540    761,651    925,973    967,288:   139,790     98,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :    60,000:     4,208      9,167      2,600     29,723     41,600     36,531     53,367:    23,469      6,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       16.6        2.7       60.0       71.5       86.9       90.8:      13.1        9.2
Old  :     100.0:      24.2       16.6        2.7       60.0       71.5       86.9       90.8:      13.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        56         45         29         93         92        166        150:
Old  :       226:        56         45         29         93         92        166        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       42.9       26.1       50.6       14.7       39.3       23.8       45.3
Old  :                 15.5       42.9       26.1       50.6       14.7       39.3       23.8       45.3
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,038,370:   590,319    296,733    405,107  1,706,134  1,896,381  2,701,560  2,598,222:   336,810    440,148
Old  : 3,038,370:   590,319    296,733    405,107  1,706,134  1,896,381  2,701,560  2,598,222:   336,810    440,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   268,111:   -13,912    -15,809     73,011    179,099    157,482    238,198    214,684:    29,913     53,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        9.8       13.3       56.2       62.4       88.9       85.5:      11.1       14.5
Old  :     100.0:      19.4        9.8       13.3       56.2       62.4       88.9       85.5:      11.1       14.5
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  :       286:        44         72         70        129        141        216        241:
Old  :       286:        44         72         70        129        141        216        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       22.2       34.1       30.1       21.0       18.7       26.5       24.4
Old  :                 26.5       22.2       34.1       30.1       21.0       18.7       26.5       24.4
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,214,645:   386,671    509,766    173,360  1,396,541  1,298,847  1,956,572  1,981,973:   258,072    232,672
Old  : 2,214,645:   386,671    509,766    173,360  1,396,541  1,298,847  1,956,572  1,981,973:   258,072    232,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :   171,754:    19,874     46,359     37,430     94,336     83,983    151,640    167,772:    20,114      3,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       23.0        7.8       63.1       58.6       88.3       89.5:      11.7       10.5
Old  :     100.0:      17.5       23.0        7.8       63.1       58.6       88.3       89.5:      11.7       10.5
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  :       213:        43         44         47         99         91        169        156:
Old  :       213:        43         44         47         99         91        169        156:
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  :                 18.3       39.4       29.6       48.8       15.1       34.7       24.4       40.7
Old  :                 18.3       39.4       29.6       48.8       15.1       34.7       24.4       40.7
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   487,018:   116,145     56,452    112,744    236,937    288,241    465,826    457,438:    21,192     29,580
Old  :   487,018:   116,145     56,452    112,744    236,937    288,241    465,826    457,438:    21,192     29,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :  -176,395:    12,945    -42,194    -46,837   -131,357    -80,276   -165,249   -169,307:   -11,146     -7,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       11.6       23.1       48.7       59.2       95.6       93.9:       4.4        6.1
Old  :     100.0:      23.8       11.6       23.1       48.7       59.2       95.6       93.9:       4.4        6.1
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  :       124:        30         28         35         57         51        105         97:
Old  :       124:        30         28         35         57         51        105         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       22.6       42.1       37.2       19.1       16.3       26.6       26.4
Old  :                 25.8       22.6       42.1       37.2       19.1       16.3       26.6       26.4
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    18,586:     6,091      2,063      1,045      1,723      8,688      8,859     11,796:     9,727      6,790
Old  :    18,586:     6,091      2,063      1,045      1,723      8,688      8,859     11,796:     9,727      6,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     1,519:       -62      1,016       -149        522     -1,188        310       -321:     1,209      1,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       11.1        5.6        9.3       46.7       47.7       63.5:      52.3       36.5
Old  :     100.0:      32.8       11.1        5.6        9.3       46.7       47.7       63.5:      52.3       36.5
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  :        34:        15          7          7          5         10         24         20:
Old  :        34:        15          7          7          5         10         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       31.2       29.3       46.5       17.1       31.2       24.8       44.4
Old  :                 19.8       31.2       29.3       46.5       17.1       31.2       24.8       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    28,534:     9,037     14,059      1,518     12,729      8,424     23,284     24,001:     5,250      4,533
Old  :    28,534:     9,037     14,059      1,518     12,729      8,424     23,284     24,001:     5,250      4,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     3,105:     2,018        627      1,230       -230      1,510      3,019      3,368:        87       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       49.3        5.3       44.6       29.5       81.6       84.1:      18.4       15.9
Old  :     100.0:      31.7       49.3        5.3       44.6       29.5       81.6       84.1:      18.4       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        14         16         10         11          8         31         28:
Old  :        47:        14         16         10         11          8         31         28:
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  :                 39.6       46.0       58.2       63.1       39.5       46.0       57.2       62.9
Old  :                 39.6       46.0       58.2       63.1       39.5       46.0       57.2       62.9
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    81,983:    33,786     21,552      3,526     27,459     46,993     64,771     72,072:    17,212      9,912
Old  :    81,983:    33,786     21,552      3,526     27,459     46,993     64,771     72,072:    17,212      9,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :     9,807:       670      1,020        823      2,784      6,200      4,277      8,043:     5,531      1,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       26.3        4.3       33.5       57.3       79.0       87.9:      21.0       12.1
Old  :     100.0:      41.2       26.3        4.3       33.5       57.3       79.0       87.9:      21.0       12.1
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  :       105:        43         28         13         22         19         71         54:
Old  :       105:        43         28         13         22         19         71         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       40.8       41.8       53.2       30.5       40.8       41.8       52.9
Old  :                 30.5       40.8       41.8       53.2       30.5       40.8       41.8       52.9
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,713:     8,644     10,539      1,277     42,488     40,766     52,409     52,582:       304        131
Old  :    52,713:     8,644     10,539      1,277     42,488     40,766     52,409     52,582:       304        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       565:       510       -246       -375        412      1,067        547        446:        18        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       20.0        2.4       80.6       77.3       99.4       99.8:       0.6        0.2
Old  :     100.0:      16.4       20.0        2.4       80.6       77.3       99.4       99.8:       0.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        10         17          4         16         12         27         32:
Old  :        47:        10         17          4         16         12         27         32:
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  :                 79.1       81.2       90.7       90.5       75.5       71.7       81.2       80.8
Old  :                 79.1       81.2       90.7       90.5       75.5       71.7       81.2       80.8
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, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,894:     9,784      3,981        251      6,766     12,625     16,801     16,857:        93         37
Old  :    16,894:     9,784      3,981        251      6,766     12,625     16,801     16,857:        93         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2007                    :
     :       732:        31       -560        137        509      1,132        677        709:        55         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       23.6        1.5       40.0       74.7       99.4       99.8:       0.6        0.2
Old  :     100.0:      57.9       23.6        1.5       40.0       74.7       99.4       99.8:       0.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          8          2          9          8         16         17:
Old  :        29:         6          8          2          9          8         16         17:
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  :                 86.1       75.5       95.9       95.2       83.8       72.7       90.4       88.7
Old  :                 86.1       75.5       95.9       95.2       83.8       72.7       90.4       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2008