WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :   591,931:    92,494     69,529    196,848    252,966    251,188    542,309    517,565:    49,623     74,366
Old  :   323,218:    47,164     77,768     98,586    148,176    108,868    293,926    285,222:    29,292     37,996
Other:   268,713:    81,556     27,987     62,037    104,790    142,320    248,382    232,343:    20,331     36,370
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     5,201:    -6,603     -3,923     11,907      3,038     -1,303      8,342      6,680:    -3,140     -1,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.7       33.3       42.7       42.4       91.6       87.4:       8.4       12.6
Old  :     100.0:      14.6       24.1       30.5       45.8       33.7       90.9       88.2:       9.1       11.8
Other:     100.0:      30.4       10.4       23.1       39.0       53.0       92.4       86.5:       7.6       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       116        130        179         94        137        332        352:
Old  :       372:        91        154        133         62        112        244        312:
Other:       333:       127         71         92         81        121        251        245:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       15.9       28.3       22.7       17.9       12.4       25.4       16.7
Old  :                 20.2       14.1       31.9       22.2       20.0       12.2       30.5       17.9
Other:                 27.1       19.8       38.1       29.1       23.0       17.1       32.6       22.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  : 2,004,859:   364,280     81,744    575,443    849,212  1,028,522  1,788,936  1,685,709:   215,923    319,150
Old  : 1,371,959:   212,523    112,923    403,405    602,711    662,743  1,218,639  1,179,071:   153,319    192,888
Other:   632,900:   207,072     24,135    116,723    246,501    365,779    570,296    506,638:    62,604    126,263
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    10,728:   -11,765     -2,362     15,982      1,700      9,018      5,917     22,638:     4,811    -11,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        4.1       28.7       42.4       51.3       89.2       84.1:      10.8       15.9
Old  :     100.0:      15.5        8.2       29.4       43.9       48.3       88.8       85.9:      11.2       14.1
Other:     100.0:      32.7        3.8       18.4       38.9       57.8       90.1       80.1:       9.9       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       783:       243        114        250        286        363        633        652:
Old  :       755:       198        152        219        257        335        574        602:
Other:       596:       157         81        112        167        320        365        475:
     :----------------------------------------------------------------------------------------------------
     :             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       15.9       17.8       21.2        9.7       11.4       14.7       14.8
Old  :                 12.2       15.6       19.6       21.7       11.7       11.8       17.9       15.5
Other:                 15.1       18.0       26.4       23.8       12.7       13.8       20.3       17.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :    14,829:     3,351      1,514        736      6,879     11,097     10,966     13,346:     3,863      1,483
Old  :    12,235:     3,128      1,548        667      5,385      8,722      9,180     10,937:     3,054      1,297
Other:     2,595:       259          2         33      1,494      2,374      1,786      2,409:       809        186
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       430:        55         44         54        228        125        337        223:        93        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       10.2        5.0       46.4       74.8       73.9       90.0:      26.1       10.0
Old  :     100.0:      25.6       12.7        5.5       44.0       71.3       75.0       89.4:      25.0       10.6
Other:     100.0:      10.0        0.1        1.3       57.6       91.5       68.8       92.8:      31.2        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        19          6          9         17         14         42         24:
Old  :        48:        19          6          8         15         13         39         23:
Other:        19:         4          1          4          6         13         12         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  :                 28.8       47.8       41.3       71.1       22.3       34.9       33.9       57.7
Old  :                 27.1       48.8       41.1       69.8       27.1       44.4       41.1       65.3
Other:                 63.5       69.8       68.1       84.4       53.9       63.5       54.0       75.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :   793,158:   158,338     29,447    228,673    310,993    400,425    698,004    658,545:    95,153    134,613
Old  :   574,391:   108,133     37,003    169,790    228,351    280,299    506,274    487,092:    68,116     87,299
Other:   218,767:    71,468     13,708     37,619     82,643    120,126    191,730    171,453:    27,037     47,314
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :     9,660:     2,196     -2,122      3,644      4,990      6,818     10,830      8,340:    -1,171      1,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        3.7       28.8       39.2       50.5       88.0       83.0:      12.0       17.0
Old  :     100.0:      18.8        6.4       29.6       39.8       48.8       88.1       84.8:      11.9       15.2
Other:     100.0:      32.7        6.3       17.2       37.8       54.9       87.6       78.4:      12.4       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       522:       165        112        172        143        214        398        432:
Old  :       500:       142        123        157        126        205        355        414:
Other:       350:       103         58         56         83        171        204        269:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       20.7       27.0       29.3       13.4       15.5       18.8       18.5
Old  :                 17.6       20.6       26.8       28.6       14.8       15.0       21.4       19.3
Other:                 26.1       22.6       38.6       33.9       17.9       17.2       28.1       22.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,933:    19,563      3,951        329          4      2,787     19,896      7,067:     4,037     16,866
Old  :    11,570:     8,354      3,570        164          4      1,214      8,522      4,948:     3,048      6,622
Other:    12,363:    11,374        546          0          0      1,573     11,374      2,119:       989     10,244
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :      -890:    -1,034       -132         96         -3       -325       -941       -361:        51       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.7       16.5        1.4        0.0       11.6       83.1       29.5:      16.9       70.5
Old  :     100.0:      72.2       30.9        1.4        0.0       10.5       73.7       42.8:      26.3       57.2
Other:     100.0:      92.0        4.4        0.0        0.0       12.7       92.0       17.1:       8.0       82.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        19          8          8          1          7         20         23:
Old  :        33:        19          8          6          1          6         20         20:
Other:        19:         8          4          0          0          7          8         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  :                 59.9       14.1       72.7       20.6       59.8       14.1       72.0       20.6
Old  :                 40.6       25.5       54.1       33.4       40.6       25.5       53.9       33.4
Other:                 81.8        8.9       92.0       14.6       81.8        8.9       92.0       14.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :   332,133:    53,377     20,707     82,321    163,906    212,373    299,603    315,400:    32,530     16,733
Old  :   293,369:    52,653     26,081     67,713    143,409    184,280    263,775    278,074:    29,594     15,295
Other:    38,765:    11,242      5,144      4,089     20,497     28,093     35,829     37,326:     2,936      1,439
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -10,456:    -6,616      1,055      4,381     -4,427    -13,930     -6,662     -8,494:    -3,794     -1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        6.2       24.8       49.3       63.9       90.2       95.0:       9.8        5.0
Old  :     100.0:      17.9        8.9       23.1       48.9       62.8       89.9       94.8:      10.1        5.2
Other:     100.0:      29.0       13.3       10.5       52.9       72.5       92.4       96.3:       7.6        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        63         40         61         61         65        162        143:
Old  :       198:        61         50         55         56         64        151        141:
Other:        94:        30         17         20         31         26         69         56:
     :----------------------------------------------------------------------------------------------------
     :             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       35.0       26.5       45.8       14.9       28.4       21.7       35.3
Old  :                 19.0       36.0       28.8       45.7       16.8       32.7       23.8       39.8
Other:                 33.5       52.6       48.8       66.9       30.9       50.6       45.5       64.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  : 1,277,972:   233,526    206,288    130,639    762,767    753,975  1,126,932  1,090,902:   151,040    187,070
Old  : 1,277,972:   233,526    206,288    130,639    762,767    753,975  1,126,932  1,090,902:   151,040    187,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -81,576:   -38,328    -19,210     -8,063    -26,202    -30,115    -72,593    -57,388:    -8,983    -24,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       16.1       10.2       59.7       59.0       88.2       85.4:      11.8       14.6
Old  :     100.0:      18.3       16.1       10.2       59.7       59.0       88.2       85.4:      11.8       14.6
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  :       205:        43         51         62         85         95        161        176:
Old  :       205:        43         51         62         85         95        161        176:
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       25.4       36.4       34.1       21.9       22.2       28.8       27.1
Old  :                 24.4       25.4       36.4       34.1       21.9       22.2       28.8       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :   269,258:    53,394     15,758     45,343    127,911    187,954    226,648    249,055:    42,610     20,203
Old  :   210,611:    46,193     16,484     30,099     98,954    146,098    175,246    192,681:    35,365     17,930
Other:    58,647:    12,037      4,110     10,408     28,957     41,856     51,402     56,374:     7,244      2,272
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       189:    -7,846        479      1,641      6,673     -1,924        468        195:      -279         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        5.9       16.8       47.5       69.8       84.2       92.5:      15.8        7.5
Old  :     100.0:      21.9        7.8       14.3       47.0       69.4       83.2       91.5:      16.8        8.5
Other:     100.0:      20.5        7.0       17.7       49.4       71.4       87.6       96.1:      12.4        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        59         32         51         68         64        156        125:
Old  :       176:        53         38         46         61         63        142        122:
Other:        99:        27         17         22         47         22         84         52:
     :----------------------------------------------------------------------------------------------------
     :             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       42.1       29.3       51.4       14.1       37.3       21.4       43.3
Old  :                 23.0       38.8       32.6       48.2       19.9       37.6       28.7       45.3
Other:                 23.7       57.2       37.7       69.8       23.5       52.5       36.2       62.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :    18,577:     7,327        287      1,538      6,259     15,733     15,123     17,558:     3,453      1,019
Old  :    15,520:     6,851        513        961      4,650     13,218     12,462     14,692:     3,059        828
Other:     3,056:       989        287         64      1,609      2,515      2,662      2,866:       395        190
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       543:       815       -122        145        -28        545        932        568:      -389        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        1.5        8.3       33.7       84.7       81.4       94.5:      18.6        5.5
Old  :     100.0:      44.1        3.3        6.2       30.0       85.2       80.3       94.7:      19.7        5.3
Other:     100.0:      32.3        9.4        2.1       52.6       82.3       87.1       93.8:      12.9        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        33          7         14         26         20         64         36:
Old  :        69:        28          9         10         23         18         57         31:
Other:        39:        16          4          4         12         12         29         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       70.4       29.8       79.7       18.1       64.3       29.6       71.2
Old  :                 19.6       71.6       33.6       81.8       19.6       67.5       33.6       76.4
Other:                 33.1       71.2       49.6       83.9       24.4       54.6       39.4       66.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  : 1,207,432:   300,744    332,191     27,016    749,976    742,814  1,077,737  1,102,021:   129,695    105,411
Old  : 1,207,432:   300,744    332,191     27,016    749,976    742,814  1,077,737  1,102,021:   129,695    105,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :   -65,474:    27,866    146,551    -19,787    -18,252     -3,768    -10,173    122,996:   -55,301   -188,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       27.5        2.2       62.1       61.5       89.3       91.3:      10.7        8.7
Old  :     100.0:      24.9       27.5        2.2       62.1       61.5       89.3       91.3:      10.7        8.7
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  :       242:        61         49         34        101         90        177        159:
Old  :       242:        61         49         34        101         90        177        159:
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  :                 18.9       50.7       31.0       58.6       16.9       49.1       27.5       55.4
Old  :                 18.9       50.7       31.0       58.6       16.9       49.1       27.5       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  : 3,564,046:   546,089    287,542    603,290  2,052,609  2,206,339  3,201,988  3,097,171:   362,058    466,875
Old  : 3,564,046:   546,089    287,542    603,290  2,052,609  2,206,339  3,201,988  3,097,171:   362,058    466,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :  -161,682:   -31,546    -20,841    -51,322    -62,405    -64,646   -145,274   -136,809:   -16,408    -24,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        8.1       16.9       57.6       61.9       89.8       86.9:      10.2       13.1
Old  :     100.0:      15.3        8.1       16.9       57.6       61.9       89.8       86.9:      10.2       13.1
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  :       308:        61         67         78        136        148        234        256:
Old  :       308:        61         67         78        136        148        234        256:
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  :                 27.0       18.8       34.7       26.8       19.8       15.3       25.2       20.2
Old  :                 27.0       18.8       34.7       26.8       19.8       15.3       25.2       20.2
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, January 29, 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  : 2,348,496:   315,174    446,156    281,456  1,495,350  1,381,396  2,091,980  2,109,008:   256,517    239,488
Old  : 2,348,496:   315,174    446,156    281,456  1,495,350  1,381,396  2,091,980  2,109,008:   256,517    239,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :  -135,921:    -9,942   -106,194    -27,812    -78,609     18,661   -116,363   -115,345:   -19,558    -20,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       19.0       12.0       63.7       58.8       89.1       89.8:      10.9       10.2
Old  :     100.0:      13.4       19.0       12.0       63.7       58.8       89.1       89.8:      10.9       10.2
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  :       216:        47         41         51        101         97        172        166:
Old  :       216:        47         41         51        101         97        172        166:
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  :                 18.4       40.3       29.4       49.7       16.3       34.9       22.9       40.1
Old  :                 18.4       40.3       29.4       49.7       16.3       34.9       22.9       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :   683,468:   102,164     63,308    254,343    295,324    324,089    651,831    641,740:    31,637     41,728
Old  :   683,468:   102,164     63,308    254,343    295,324    324,089    651,831    641,740:    31,637     41,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    56,848:   -14,009     10,629     55,268     20,592     38,583     61,852    104,480:    -5,003    -47,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        9.3       37.2       43.2       47.4       95.4       93.9:       4.6        6.1
Old  :     100.0:      14.9        9.3       37.2       43.2       47.4       95.4       93.9:       4.6        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  :       153:        31         46         44         60         69        113        138:
Old  :       153:        31         46         44         60         69        113        138:
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       19.3       38.5       32.4       16.5        8.7       21.7       12.7
Old  :                 24.4       19.3       38.5       32.4       16.5        8.7       21.7       12.7
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 29, 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  :    14,748:     3,291        998        333      1,538      7,090      5,162      8,421:     9,586      6,327
Old  :    14,748:     3,291        998        333      1,538      7,090      5,162      8,421:     9,586      6,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -2,502:      -578     -1,005     -1,020       -348       -466     -1,947     -2,491:      -556        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        6.8        2.3       10.4       48.1       35.0       57.1:      65.0       42.9
Old  :     100.0:      22.3        6.8        2.3       10.4       48.1       35.0       57.1:      65.0       42.9
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  :        23:         9          4          3          4          8         15         13:
Old  :        23:         9          4          3          4          8         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       38.9       26.7       51.0       15.2       37.4       23.1       45.9
Old  :                 17.9       38.9       26.7       51.0       15.2       37.4       23.1       45.9
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 29, 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  :    30,879:    11,672     12,575      1,699     13,055     10,835     26,427     25,110:     4,453      5,770
Old  :    30,879:    11,672     12,575      1,699     13,055     10,835     26,427     25,110:     4,453      5,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :       415:     2,067     -1,713        -86         98      2,439      2,079        640:    -1,664       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       40.7        5.5       42.3       35.1       85.6       81.3:      14.4       18.7
Old  :     100.0:      37.8       40.7        5.5       42.3       35.1       85.6       81.3:      14.4       18.7
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  :        55:        19         18          9         13          9         37         31:
Old  :        55:        19         18          9         13          9         37         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  :                 37.8       43.8       53.6       58.8       37.0       43.8       52.8       58.8
Old  :                 37.8       43.8       53.6       58.8       37.0       43.8       52.8       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :    92,944:    42,746     27,044      2,517     28,894     45,133     74,157     74,695:    18,787     18,249
Old  :    92,944:    42,746     27,044      2,517     28,894     45,133     74,157     74,695:    18,787     18,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -6,254:    -1,848      6,159         92      2,618    -11,116        862     -4,864:    -7,116     -1,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       29.1        2.7       31.1       48.6       79.8       80.4:      20.2       19.6
Old  :     100.0:      46.0       29.1        2.7       31.1       48.6       79.8       80.4:      20.2       19.6
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  :       115:        42         42         11         18         21         63         71:
Old  :       115:        42         42         11         18         21         63         71:
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  :                 26.1       29.4       41.1       42.1       25.6       29.4       40.7       42.0
Old  :                 26.1       29.4       41.1       42.1       25.6       29.4       40.7       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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  :    55,013:    11,504     10,832        824     42,292     43,291     54,620     54,947:       393         66
Old  :    55,013:    11,504     10,832        824     42,292     43,291     54,620     54,947:       393         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -1,201:        98       -293        -60     -1,176       -770     -1,138     -1,123:       -63        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       19.7        1.5       76.9       78.7       99.3       99.9:       0.7        0.1
Old  :     100.0:      20.9       19.7        1.5       76.9       78.7       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        11         17          4         17         11         28         32:
Old  :        49:        11         17          4         17         11         28         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  :                 79.0       82.4       90.1       92.1       74.6       71.6       79.4       81.3
Old  :                 79.0       82.4       90.1       92.1       74.6       71.6       79.4       81.3
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 29, 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  :    15,338:     1,307      1,465        353     13,486     13,377     15,146     15,195:       192        143
Old  :    15,338:     1,307      1,465        353     13,486     13,377     15,146     15,195:       192        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2008                     :
     :    -2,316:    -4,762     -2,622        243      2,123        876     -2,396     -1,503:        80       -813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.6        2.3       87.9       87.2       98.7       99.1:       1.3        0.9
Old  :     100.0:       8.5        9.6        2.3       87.9       87.2       98.7       99.1:       1.3        0.9
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  :        27:         7          5          2          8          8         16         14:
Old  :        27:         7          5          2          8          8         16         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  :                 84.9       80.7       93.0       94.9       84.9       79.1       91.0       91.7
Old  :                 84.9       80.7       93.0       94.9       84.9       79.1       91.0       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 1, 2008