WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 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  :   329,028:    76,830     74,763     44,923    181,767    158,671    303,520    278,357:    25,508     50,671
Old  :   273,717:    62,411     72,689     32,325    156,398    127,059    251,134    232,073:    22,583     41,644
Other:    55,311:    25,199     12,854      1,818     25,369     31,612     52,386     46,284:     2,925      9,027
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -2,398:    -3,609     -2,676      2,142     -3,355     -5,326     -4,822     -5,860:     2,424      3,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       22.7       13.7       55.2       48.2       92.2       84.6:       7.8       15.4
Old  :     100.0:      22.8       26.6       11.8       57.1       46.4       91.7       84.8:       8.3       15.2
Other:     100.0:      45.6       23.2        3.3       45.9       57.2       94.7       83.7:       5.3       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        99        102         94         65        107        222        262:
Old  :       326:       102         96         77         60        102        210        240:
Other:       156:        21         50         14         27         76         57        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       17.5       41.8       25.5       25.6       17.3       39.9       23.6
Old  :                 29.7       18.2       44.4       25.4       29.1       18.2       41.8       24.6
Other:                 54.9       23.3       67.3       32.7       54.5       19.8       64.5       27.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 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  : 1,227,875:   354,708     96,015    184,961    573,648    718,572  1,113,317    999,548:   114,558    228,327
Old  :   298,930:    83,502    102,918      4,319    189,419    149,970    277,240    257,207:    21,690     41,723
Other:   928,945:   352,974     74,865     98,874    384,229    568,602    836,077    742,341:    92,868    186,604
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -68,529:    -7,950    -20,575    -11,467    -42,643    -36,340    -62,060    -68,382:    -6,469       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        7.8       15.1       46.7       58.5       90.7       81.4:       9.3       18.6
Old  :     100.0:      27.9       34.4        1.4       63.4       50.2       92.7       86.0:       7.3       14.0
Other:     100.0:      38.0        8.1       10.6       41.4       61.2       90.0       79.9:      10.0       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       192        135        176        188        351        471        608:
Old  :       570:        88        132         12        109        265        206        400:
Other:       722:       205        115        123        163        335        412        541:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       12.7       22.9       18.7       13.5       11.5       22.4       17.1
Old  :                 33.0       14.5       46.8       22.3       33.0       14.5       46.8       22.0
Other:                 12.5       14.1       22.1       21.1       12.3       12.6       21.2       18.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 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  :    15,596:     2,866        494        485      9,794     13,252     13,145     14,231:     2,451      1,365
Old  :    15,405:     2,866        494        485      9,609     13,091     12,960     14,070:     2,445      1,335
Other:       191:         0          0          0        185        161        185        161:         6         30
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :      -592:      -351         40         98         94       -846       -159       -708:      -433        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        3.2        3.1       62.8       85.0       84.3       91.2:      15.7        8.8
Old  :     100.0:      18.6        3.2        3.1       62.4       85.0       84.1       91.3:      15.9        8.7
Other:     100.0:       0.0        0.0        0.0       96.9       84.3       96.9       84.3:       3.1       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          4          7         16         16         38         24:
Old  :        46:        18          4          7         16         16         38         24:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       61.2       56.9       77.6       40.0       52.0       53.7       67.4
Old  :                 40.7       60.9       57.2       77.5       40.5       52.8       54.4       68.4
Other:                 96.9       84.3       96.9       84.3       96.9       84.3       96.9       84.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 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  :   398,492:   123,526     36,827     52,170    175,295    234,958    350,991    323,955:    47,501     74,537
Old  :    17,226:     5,090        925         10      8,546     12,995     13,646     13,930:     3,580      3,296
Other:   381,266:   122,837     40,303     47,759    166,749    221,963    337,345    310,025:    43,921     71,241
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -32,699:   -18,272       -809     -7,374     -8,731    -23,453    -34,377    -31,636:     1,678     -1,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        9.2       13.1       44.0       59.0       88.1       81.3:      11.9       18.7
Old  :     100.0:      29.5        5.4        0.1       49.6       75.4       79.2       80.9:      20.8       19.1
Other:     100.0:      32.2       10.6       12.5       43.7       58.2       88.5       81.3:      11.5       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       475:       139        107        115        105        190        308        372:
Old  :       139:        41         17          1         34         50         75         68:
Other:       474:       135        120        103         86        188        278        368:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       18.9       26.9       26.5       15.6       18.6       25.8       24.6
Old  :                 35.3       34.1       46.3       45.5       34.5       30.6       44.4       41.6
Other:                 16.9       18.6       28.1       26.3       16.3       18.2       27.0       24.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 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  :    21,925:    18,164      3,249      1,163          2      3,141     19,329      7,553:     2,596     14,372
Old  :       321:       199          1          0          0         52        199         53:       122        268
Other:    21,604:    17,968      3,251      1,160          2      3,089     19,130      7,500:     2,474     14,104
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :         4:       -95         -3        295          0        -30        200        262:      -196       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       14.8        5.3        0.0       14.3       88.2       34.4:      11.8       65.6
Old  :     100.0:      62.0        0.3        0.0        0.0       16.2       62.0       16.5:      38.0       83.5
Other:     100.0:      83.2       15.0        5.4        0.0       14.3       88.5       34.7:      11.5       65.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        13         10         10          1          9         16         27:
Old  :        11:         6          1          0          0          4          6          5:
Other:        32:        13         10          9          1          9         16         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.3       15.1       81.9       21.5       65.2       13.2       78.8       19.1
Old  :                 60.7       16.2       62.0       16.5       60.7       16.2       62.0       16.5
Other:                 65.7       15.1       82.2       21.6       65.7       13.1       79.0       19.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 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  :   251,699:    38,647     22,592     54,651    133,623    156,424    226,921    233,667:    24,778     18,032
Old  :    57,561:    20,015      9,196      6,026     24,916     36,820     50,957     52,042:     6,604      5,519
Other:   194,138:    34,860     29,624     32,397    108,707    119,604    175,964    181,625:    18,174     12,513
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -8,622:    -5,250      1,021      1,383     -4,204    -11,015     -8,071     -8,611:      -551        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        9.0       21.7       53.1       62.1       90.2       92.8:       9.8        7.2
Old  :     100.0:      34.8       16.0       10.5       43.3       64.0       88.5       90.4:      11.5        9.6
Other:     100.0:      18.0       15.3       16.7       56.0       61.6       90.6       93.6:       9.4        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        50         34         66         65         58        159        143:
Old  :       136:        41         17         27         43         44         99         84:
Other:       177:        49         48         41         57         49        130        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       30.3       28.2       44.9       16.1       26.5       24.4       36.3
Old  :                 25.5       28.0       36.1       41.2       22.2       27.2       31.9       38.8
Other:                 23.1       35.7       33.9       51.5       20.3       31.4       28.6       42.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 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  :   848,661:   120,324    188,747      2,543    615,296    494,654    738,163    685,944:   110,498    162,717
Old  :   848,661:   120,324    188,747      2,543    615,296    494,654    738,163    685,944:   110,498    162,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -34,586:   -30,048     -4,851       -885      6,753    -11,757    -24,180    -17,493:   -10,406    -17,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       22.2        0.3       72.5       58.3       87.0       80.8:      13.0       19.2
Old  :     100.0:      14.2       22.2        0.3       72.5       58.3       87.0       80.8:      13.0       19.2
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  :       179:        26         53         15         63         77         96        138:
Old  :       179:        26         53         15         63         77         96        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  :                 28.0       19.0       43.1       28.3       19.1       11.9       29.7       18.5
Old  :                 28.0       19.0       43.1       28.3       19.1       11.9       29.7       18.5
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, July 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  :   182,993:    47,866      6,213     28,176     74,466    130,629    150,508    165,018:    32,485     17,975
Old  :    49,349:    14,225      2,118      3,123     20,859     35,823     38,207     41,064:    11,142      8,285
Other:   133,644:    42,890     13,344     15,804     53,607     94,806    112,301    123,954:    21,343      9,690
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -19,102:    -6,596     -5,586     -7,052     -2,406     -5,193    -16,054    -17,831:    -3,048     -1,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        3.4       15.4       40.7       71.4       82.2       90.2:      17.8        9.8
Old  :     100.0:      28.8        4.3        6.3       42.3       72.6       77.4       83.2:      22.6       16.8
Other:     100.0:      32.1       10.0       11.8       40.1       70.9       84.0       92.7:      16.0        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        61         16         47         64         65        155        117:
Old  :       131:        40         15         16         47         55         94         81:
Other:       162:        57         25         32         58         45        133         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       36.6       18.2       49.0       10.3       34.0       17.7       42.7
Old  :                 20.5       26.3       31.7       41.0       20.5       26.1       30.9       40.4
Other:                 12.8       43.2       22.2       58.2       12.8       41.0       21.7       52.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 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  :    12,964:     2,403      1,173        345      8,015     10,142     10,763     11,660:     2,201      1,304
Old  :    12,953:     2,406      1,173        342      8,015     10,142     10,763     11,657:     2,190      1,296
Other:        11:         0          3          0          0          0          0          3:        11          8
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       -46:      -124        278        -32        216       -332         60        -86:      -106         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        9.0        2.7       61.8       78.2       83.0       89.9:      17.0       10.1
Old  :     100.0:      18.6        9.1        2.6       61.9       78.3       83.1       90.0:      16.9       10.0
Other:     100.0:       0.0       27.3        0.0        0.0        0.0        0.0       27.3:     100.0       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        16          8          5         23         19         41         31:
Old  :        57:        16          8          5         23         19         41         31:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       64.7       48.1       73.7       20.9       41.0       33.8       48.8
Old  :                 32.8       64.7       48.2       73.7       20.9       41.1       33.8       48.8
Other:                  0.0       27.3        0.0       27.3        0.0       27.3        0.0       27.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 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  :   878,069:   147,747    205,813      6,683    612,657    577,477    767,087    789,973:   110,982     88,096
Old  :   878,069:   147,747    205,813      6,683    612,657    577,477    767,087    789,973:   110,982     88,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    12,563:    -7,032      3,683        576     15,048      6,485      8,592     10,744:     3,971      1,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       23.4        0.8       69.8       65.8       87.4       90.0:      12.6       10.0
Old  :     100.0:      16.8       23.4        0.8       69.8       65.8       87.4       90.0:      12.6       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        36         43         19         80         99        126        151:
Old  :       208:        36         43         19         80         99        126        151:
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  :                 26.7       30.3       36.1       45.3       24.7       27.2       32.3       37.9
Old  :                 26.7       30.3       36.1       45.3       24.7       27.2       32.3       37.9
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, July 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  : 1,766,445:   231,008    358,960     38,649  1,225,063  1,006,756  1,494,720  1,404,365:   271,725    362,080
Old  : 1,766,445:   231,008    358,960     38,649  1,225,063  1,006,756  1,494,720  1,404,365:   271,725    362,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -13,290:   -32,752    -13,816      1,940     55,699      5,613     24,887     -6,263:   -38,177     -7,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       20.3        2.2       69.4       57.0       84.6       79.5:      15.4       20.5
Old  :     100.0:      13.1       20.3        2.2       69.4       57.0       84.6       79.5:      15.4       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        44         66         38        107        107        168        194:
Old  :       267:        44         66         38        107        107        168        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       19.4       39.4       27.5       27.5       16.5       35.0       23.7
Old  :                 30.4       19.4       39.4       27.5       27.5       16.5       35.0       23.7
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, July 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  : 1,515,217:   342,425    205,206     35,326    920,308  1,058,036  1,298,059  1,298,568:   217,158    216,649
Old  : 1,515,217:   342,425    205,206     35,326    920,308  1,058,036  1,298,059  1,298,568:   217,158    216,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -61,924:   -16,102    -25,462      4,617    -53,100    -18,623    -64,585    -39,468:     2,661    -22,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       13.5        2.3       60.7       69.8       85.7       85.7:      14.3       14.3
Old  :     100.0:      22.6       13.5        2.3       60.7       69.8       85.7       85.7:      14.3       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        35         40         18         85         81        125        134:
Old  :       192:        35         40         18         85         81        125        134:
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  :                 24.1       29.3       34.8       41.7       16.6       19.7       24.0       27.9
Old  :                 24.1       29.3       34.8       41.7       16.6       19.7       24.0       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 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  :   642,141:   299,544     37,019     22,398    270,223    549,022    592,165    608,439:    49,976     33,702
Old  :   642,141:   299,544     37,019     22,398    270,223    549,022    592,165    608,439:    49,976     33,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     5,095:     2,674     -1,172      1,614     -3,431      3,056        857      3,498:     4,238      1,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        5.8        3.5       42.1       85.5       92.2       94.8:       7.8        5.2
Old  :     100.0:      46.6        5.8        3.5       42.1       85.5       92.2       94.8:       7.8        5.2
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  :       114:        44         12         24         50         48         99         80:
Old  :       114:        44         12         24         50         48         99         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  :                 29.3       50.1       39.8       66.8       27.7       48.7       36.1       63.0
Old  :                 29.3       50.1       39.8       66.8       27.7       48.7       36.1       63.0
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, July 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  :    31,931:    14,961     14,259      1,010     11,805      8,229     27,776     23,498:     4,155      8,433
Old  :    31,931:    14,961     14,259      1,010     11,805      8,229     27,776     23,498:     4,155      8,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       112:       572       -128        -32        -20        180        520         20:      -408         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       44.7        3.2       37.0       25.8       87.0       73.6:      13.0       26.4
Old  :     100.0:      46.9       44.7        3.2       37.0       25.8       87.0       73.6:      13.0       26.4
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  :        50:        20         16          7         11          7         36         25:
Old  :        50:        20         16          7         11          7         36         25:
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  :                 35.0       36.0       53.8       55.0       35.0       35.9       53.5       50.9
Old  :                 35.0       36.0       53.8       55.0       35.0       35.9       53.5       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 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  :   112,139:    50,688     39,695      2,570     38,308     56,129     91,566     98,394:    20,573     13,745
Old  :   112,139:    50,688     39,695      2,570     38,308     56,129     91,566     98,394:    20,573     13,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       312:     2,359       -664         39     -2,675      4,083       -277      3,458:       589     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       35.4        2.3       34.2       50.1       81.7       87.7:      18.3       12.3
Old  :     100.0:      45.2       35.4        2.3       34.2       50.1       81.7       87.7:      18.3       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        48         43         13         24         23         77         74:
Old  :       133:        48         43         13         24         23         77         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       35.6       42.0       53.2       24.5       35.6       40.8       53.0
Old  :                 25.2       35.6       42.0       53.2       24.5       35.6       40.8       53.0
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 - Futures Only, July 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  :    59,161:    15,171      8,145        543     43,221     50,282     58,935     58,970:       226        191
Old  :    59,161:    15,171      8,145        543     43,221     50,282     58,935     58,970:       226        191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,243:      -313        560       -103      1,652        783      1,236      1,240:         7          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       13.8        0.9       73.1       85.0       99.6       99.7:       0.4        0.3
Old  :     100.0:      25.6       13.8        0.9       73.1       85.0       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         14          2         13         11         24         26:
Old  :        41:        10         14          2         13         11         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       81.0       87.2       93.5       45.7       40.3       51.8       51.3
Old  :                 72.6       81.0       87.2       93.5       45.7       40.3       51.8       51.3
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 - Futures Only, July 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  :    59,488:    17,265      1,157          0     42,223     58,090     59,488     59,247:         0        241
Old  :    59,488:    17,265      1,157          0     42,223     58,090     59,488     59,247:         0        241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -1,227:    -1,477        597        -68        334     -1,749     -1,211     -1,220:       -16         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        1.9        0.0       71.0       97.6      100.0       99.6:       0.0        0.4
Old  :     100.0:      29.0        1.9        0.0       71.0       97.6      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          9          0          9         11         14         20:
Old  :        31:         5          9          0          9         11         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.3       96.8       97.8       98.1       89.2       96.7       97.7       97.9
Old  :                 89.3       96.8       97.8       98.1       89.2       96.7       97.7       97.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 1, 2008