WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 25, 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  :   393,930:    91,859     60,860     68,423    202,268    214,056    362,550    343,339:    31,380     50,591
Old  :   142,162:    35,433     65,041        476     94,461     62,900    130,370    128,417:    11,792     13,745
Other:   251,768:    95,813     35,206     28,560    107,807    151,156    232,180    214,922:    19,588     36,846
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -12,773:    -1,280     -3,620     -3,495     -7,716     -6,893    -12,491    -14,008:      -282      1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       15.4       17.4       51.3       54.3       92.0       87.2:       8.0       12.8
Old  :     100.0:      24.9       45.8        0.3       66.4       44.2       91.7       90.3:       8.3        9.7
Other:     100.0:      38.1       14.0       11.3       42.8       60.0       92.2       85.4:       7.8       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        93        102        111         80        118        249        270:
Old  :       272:        69        103         10         27         77        101        185:
Other:       303:        99         68         75         75        113        213        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  :                 26.1       18.0       38.1       26.9       25.6       16.4       35.8       23.0
Old  :                 39.7       23.8       57.8       36.1       39.7       23.8       57.8       36.1
Other:                 28.1       20.4       39.2       28.4       27.8       19.2       37.1       26.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 25, 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  : 1,389,904:   391,033     96,055    177,083    687,718    899,835  1,255,834  1,172,973:   134,070    216,931
Old  :   828,512:   210,760    147,891     71,553    469,440    495,761    751,753    715,205:    76,759    113,307
Other:   561,392:   266,230     34,121     19,573    218,278    404,074    504,081    457,768:    57,311    103,624
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -36,910:   -35,430     -3,981     16,507     -6,076    -38,248    -24,999    -25,722:   -11,911    -11,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        6.9       12.7       49.5       64.7       90.4       84.4:       9.6       15.6
Old  :     100.0:      25.4       17.9        8.6       56.7       59.8       90.7       86.3:       9.3       13.7
Other:     100.0:      47.4        6.1        3.5       38.9       72.0       89.8       81.5:      10.2       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       223        116        177        246        341        551        580:
Old  :       716:       174        144        117        214        309        447        520:
Other:       632:       167         92         52        143        313        327        445:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       17.5       24.6       23.0       15.6       15.7       23.9       20.6
Old  :                 20.2       17.1       29.7       23.1       20.1       15.0       29.1       20.6
Other:                 17.9       21.5       28.7       27.0       17.5       21.3       28.2       26.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 25, 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  :    14,010:     2,872      1,958        660      7,380     10,611     10,912     13,229:     3,098        781
Old  :     7,709:     2,066      1,876          0      3,854      5,478      5,920      7,354:     1,789        355
Other:     6,301:     1,160        436        306      3,526      5,133      4,992      5,875:     1,309        426
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :      -629:      -369         65         63       -452     -1,016       -758       -888:       129        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       14.0        4.7       52.7       75.7       77.9       94.4:      22.1        5.6
Old  :     100.0:      26.8       24.3        0.0       50.0       71.1       76.8       95.4:      23.2        4.6
Other:     100.0:      18.4        6.9        4.9       56.0       81.5       79.2       93.2:      20.8        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          3          7         15         13         36         22:
Old  :        40:        16          4          0         12         11         28         15:
Other:        29:        11          4          4          8         13         21         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  :                 30.8       58.1       45.6       77.1       24.0       45.1       36.6       59.6
Old  :                 36.6       70.7       54.1       88.7       36.6       68.8       54.1       86.7
Other:                 53.8       49.7       67.9       74.2       39.3       41.8       45.2       57.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 25, 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  :   527,444:   165,236     50,477     65,266    261,149    341,015    491,651    456,758:    35,793     70,686
Old  :   323,528:   102,913     48,456     26,259    174,121    217,232    303,293    291,947:    20,235     31,581
Other:   203,916:    84,096     23,794     17,234     87,028    123,783    188,358    164,811:    15,558     39,105
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -12,154:    -1,218       -184      4,982    -10,973    -18,342     -7,209    -13,544:    -4,945      1,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        9.6       12.4       49.5       64.7       93.2       86.6:       6.8       13.4
Old  :     100.0:      31.8       15.0        8.1       53.8       67.1       93.7       90.2:       6.3        9.8
Other:     100.0:      41.2       11.7        8.5       42.7       60.7       92.4       80.8:       7.6       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       170         83        109        103        190        322        355:
Old  :       471:       155         94         71         86        182        275        319:
Other:       352:        88         71         44         73        161        186        256:
     :----------------------------------------------------------------------------------------------------
     :             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       23.6       30.1       31.0       17.3       20.3       26.2       25.6
Old  :                 22.7       26.4       35.8       36.2       22.7       24.0       33.2       31.7
Other:                 19.5       20.2       33.0       29.2       17.0       18.9       28.6       25.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 25, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,317:    18,756      2,378      1,303          3      4,305     20,062      7,986:     3,255     15,331
Old  :     7,408:     4,614      1,507        720          3      1,372      5,337      3,599:     2,071      3,809
Other:    15,909:    14,609      1,338        116          0      2,933     14,725      4,387:     1,184     11,522
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :      -601:      -481       -105        168          0        442       -313        505:      -288     -1,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4       10.2        5.6        0.0       18.5       86.0       34.2:      14.0       65.8
Old  :     100.0:      62.3       20.3        9.7        0.0       18.5       72.0       48.6:      28.0       51.4
Other:     100.0:      91.8        8.4        0.7        0.0       18.4       92.6       27.6:       7.4       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          9         12          1         12         18         29:
Old  :        34:        13          9          9          1         12         16         28:
Other:        31:        11          8          3          0         12         12         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 63.7        9.4       78.4       16.5       62.0        9.0       75.2       16.0
Old  :                 43.0       21.1       61.2       31.3       40.4       18.1       55.9       27.1
Other:                 77.0        8.5       90.2       14.5       77.0        8.5       90.1       14.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 25, 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  :   282,519:    42,840     23,420     53,608    164,298    196,904    260,746    273,932:    21,773      8,587
Old  :   208,993:    46,286     32,896     21,264    123,711    147,875    191,261    202,035:    17,732      6,958
Other:    73,526:    15,907      9,877     12,991     40,587     49,029     69,485     71,897:     4,041      1,629
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :    -1,703:    -3,971         91      2,076      3,477     -2,696      1,582       -529:    -3,285     -1,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        8.3       19.0       58.2       69.7       92.3       97.0:       7.7        3.0
Old  :     100.0:      22.1       15.7       10.2       59.2       70.8       91.5       96.7:       8.5        3.3
Other:     100.0:      21.6       13.4       17.7       55.2       66.7       94.5       97.8:       5.5        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        51         34         48         62         52        139        119:
Old  :       174:        51         43         34         59         48        128        108:
Other:       108:        28         23         21         41         30         80         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       34.6       31.6       49.6       16.3       29.2       25.4       40.7
Old  :                 21.3       40.1       32.5       52.6       21.3       39.3       32.5       50.6
Other:                 40.5       38.3       55.4       60.5       26.6       33.1       39.7       48.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 25, 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  :   941,923:   186,880    159,600      4,847    624,025    597,497    815,752    761,944:   126,171    179,979
Old  :   941,923:   186,880    159,600      4,847    624,025    597,497    815,752    761,944:   126,171    179,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -22,463:    16,984    -30,571      1,064    -24,331      3,800     -6,283    -25,707:   -16,180      3,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       16.9        0.5       66.3       63.4       86.6       80.9:      13.4       19.1
Old  :     100.0:      19.8       16.9        0.5       66.3       63.4       86.6       80.9:      13.4       19.1
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  :       174:        37         36         22         69         76        118        122:
Old  :       174:        37         36         22         69         76        118        122:
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  :                 28.2       34.6       39.9       42.2       25.0       29.3       33.7       35.9
Old  :                 28.2       34.6       39.9       42.2       25.0       29.3       33.7       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 25, 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  :   219,796:    49,153     16,167     19,194    126,961    173,249    195,308    208,610:    24,488     11,186
Old  :   142,205:    32,874     18,735      9,975     84,016    105,075    126,865    133,785:    15,340      8,420
Other:    77,591:    21,115      2,268      4,383     42,945     68,174     68,443     74,825:     9,148      2,766
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :        50:    -5,815       -528        702      8,309        607      3,196        781:    -3,146       -731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        7.4        8.7       57.8       78.8       88.9       94.9:      11.1        5.1
Old  :     100.0:      23.1       13.2        7.0       59.1       73.9       89.2       94.1:      10.8        5.9
Other:     100.0:      27.2        2.9        5.6       55.3       87.9       88.2       96.4:      11.8        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        54         24         39         70         57        142        108:
Old  :       162:        50         30         32         62         54        129        102:
Other:       107:        39          6         11         52         32         95         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       42.8       35.2       57.4       20.8       40.7       29.0       49.3
Old  :                 30.9       37.2       38.8       51.1       29.2       34.5       36.4       45.8
Other:                 22.3       61.1       35.9       77.6       22.1       56.5       34.1       72.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 25, 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  :    20,444:     7,636        461        867      8,030     18,025     16,533     19,353:     3,911      1,091
Old  :    13,751:     6,320        596        377      4,187     11,943     10,884     12,916:     2,867        835
Other:     6,693:     1,722        271         84      3,843      6,082      5,649      6,437:     1,044        256
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :       327:       298        150        114        145       -177        557         87:      -230        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        2.3        4.2       39.3       88.2       80.9       94.7:      19.1        5.3
Old  :     100.0:      46.0        4.3        2.7       30.4       86.9       79.2       93.9:      20.8        6.1
Other:     100.0:      25.7        4.0        1.3       57.4       90.9       84.4       96.2:      15.6        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        35          5         12         30         22         66         38:
Old  :        70:        30          6          5         19         20         49         31:
Other:        48:        15          6          6         21         10         38         21:
     :----------------------------------------------------------------------------------------------------
     :             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       68.2       29.2       79.9       16.4       61.6       27.7       71.5
Old  :                 23.0       65.4       37.1       78.6       21.4       59.5       34.6       72.7
Other:                 34.9       79.1       52.9       89.6       33.8       71.0       50.6       79.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 25, 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  : 1,147,533:   301,230    232,309      8,638    716,995    789,570  1,026,863  1,030,517:   120,670    117,016
Old  : 1,147,533:   301,230    232,309      8,638    716,995    789,570  1,026,863  1,030,517:   120,670    117,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :    30,201:    31,445     25,929     -1,508     12,999     -4,300     42,936     20,121:   -12,735     10,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       20.2        0.8       62.5       68.8       89.5       89.8:      10.5       10.2
Old  :     100.0:      26.3       20.2        0.8       62.5       68.8       89.5       89.8:      10.5       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  :       208:        38         39         14         96         88        139        136:
Old  :       208:        38         39         14         96         88        139        136:
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  :                 26.8       44.6       40.5       55.6       24.5       44.2       36.9       54.5
Old  :                 26.8       44.6       40.5       55.6       24.5       44.2       36.9       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 25, 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  : 2,093,120:   273,315    354,872     48,555  1,477,605  1,319,451  1,799,475  1,722,878:   293,645    370,242
Old  : 2,093,120:   273,315    354,872     48,555  1,477,605  1,319,451  1,799,475  1,722,878:   293,645    370,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -97,483:   -37,377     31,776    -12,215    -15,567    -57,750    -65,159    -38,189:   -32,324    -59,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       17.0        2.3       70.6       63.0       86.0       82.3:      14.0       17.7
Old  :     100.0:      13.1       17.0        2.3       70.6       63.0       86.0       82.3:      14.0       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        42         69         32         90        124        151        207:
Old  :       266:        42         69         32         90        124        151        207:
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  :                 44.7       25.3       53.8       33.4       41.6       24.1       49.2       29.9
Old  :                 44.7       25.3       53.8       33.4       41.6       24.1       49.2       29.9
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 - Futures Only, March 25, 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  : 1,855,947:   580,048    258,952     28,389  1,012,280  1,320,702  1,620,717  1,608,043:   235,230    247,904
Old  : 1,855,947:   580,048    258,952     28,389  1,012,280  1,320,702  1,620,717  1,608,043:   235,230    247,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -65,162:   -15,920    -27,639    -10,681    -11,963    -20,316    -38,564    -58,636:   -26,598     -6,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       14.0        1.5       54.5       71.2       87.3       86.6:      12.7       13.4
Old  :     100.0:      31.3       14.0        1.5       54.5       71.2       87.3       86.6:      12.7       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        50         42         17         80         77        136        131:
Old  :       199:        50         42         17         80         77        136        131:
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  :                 22.1       41.4       34.2       53.1       20.7       35.4       32.2       43.6
Old  :                 22.1       41.4       34.2       53.1       20.7       35.4       32.2       43.6
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 - Futures Only, March 25, 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  :   330,207:    64,304     23,808     34,407    203,123    238,278    301,834    296,493:    28,373     33,714
Old  :   330,207:    64,304     23,808     34,407    203,123    238,278    301,834    296,493:    28,373     33,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -18,040:   -38,291    -12,320       -314     20,486     -5,914    -18,119    -18,548:        79        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        7.2       10.4       61.5       72.2       91.4       89.8:       8.6       10.2
Old  :     100.0:      19.5        7.2       10.4       61.5       72.2       91.4       89.8:       8.6       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  :       102:        24         15         21         48         52         83         80:
Old  :       102:        24         15         21         48         52         83         80:
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  :                 28.5       23.6       40.3       39.9       19.0       17.3       28.0       28.6
Old  :                 28.5       23.6       40.3       39.9       19.0       17.3       28.0       28.6
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 - Futures Only, March 25, 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  :    24,094:    14,058      8,189         16      6,427     11,610     20,501     19,815:     3,593      4,279
Old  :    24,094:    14,058      8,189         16      6,427     11,610     20,501     19,815:     3,593      4,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -20,973:    -5,131     -6,617     -4,331     -7,735     -3,013    -17,197    -13,961:    -3,776     -7,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3       34.0        0.1       26.7       48.2       85.1       82.2:      14.9       17.8
Old  :     100.0:      58.3       34.0        0.1       26.7       48.2       85.1       82.2:      14.9       17.8
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  :        36:         9         10          2          9          8         20         18:
Old  :        36:         9         10          2          9          8         20         18:
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  :                 54.1       47.4       70.5       67.4       54.1       47.4       70.5       67.3
Old  :                 54.1       47.4       70.5       67.4       54.1       47.4       70.5       67.3
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 - Futures Only, March 25, 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  :    68,179:    24,953     18,408        557     31,412     36,174     56,922     55,139:    11,257     13,040
Old  :    68,179:    24,953     18,408        557     31,412     36,174     56,922     55,139:    11,257     13,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :   -47,856:   -28,740    -20,222     -4,852     -7,669    -18,628    -41,261    -43,702:    -6,595     -4,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       27.0        0.8       46.1       53.1       83.5       80.9:      16.5       19.1
Old  :     100.0:      36.6       27.0        0.8       46.1       53.1       83.5       80.9:      16.5       19.1
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  :        91:        27         30          5         18         20         48         52:
Old  :        91:        27         30          5         18         20         48         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       32.4       51.6       50.1       32.7       32.1       51.4       49.7
Old  :                 32.7       32.4       51.6       50.1       32.7       32.1       51.4       49.7
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 - Futures Only, March 25, 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  :    50,413:     5,677      4,594      1,269     43,210     44,467     50,156     50,330:       257         83
Old  :    50,413:     5,677      4,594      1,269     43,210     44,467     50,156     50,330:       257         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :    -1,087:        -3       -298          0     -1,010       -797     -1,013     -1,095:       -74          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        9.1        2.5       85.7       88.2       99.5       99.8:       0.5        0.2
Old  :     100.0:      11.3        9.1        2.5       85.7       88.2       99.5       99.8:       0.5        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  :        46:        10         15          3         17         10         28         27:
Old  :        46:        10         15          3         17         10         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.0       82.2       89.4       91.5       71.4       72.8       79.2       81.0
Old  :                 79.0       82.2       89.4       91.5       71.4       72.8       79.2       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders - Futures Only, March 25, 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  :    18,177:     1,944      3,415        558     15,587     14,140     18,089     18,113:        88         64
Old  :    18,177:     1,944      3,415        558     15,587     14,140     18,089     18,113:        88         64
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2008                       :
     :       -57:      -163       -554        260       -158        247        -61        -47:         4        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       18.8        3.1       85.8       77.8       99.5       99.6:       0.5        0.4
Old  :     100.0:      10.7       18.8        3.1       85.8       77.8       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         10          3         10          8         19         19:
Old  :        33:         7         10          3         10          8         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.3       82.5       92.8       91.2       80.0       73.7       84.7       82.1
Old  :                 84.3       82.5       92.8       91.2       80.0       73.7       84.7       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 28, 2008