WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 2, 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  :   299,301:    71,705     70,720     38,209    164,036    141,841    273,950    250,770:    25,351     48,531
Old  :   238,504:    59,333     71,202     19,964    137,670    110,164    216,967    201,330:    21,537     37,174
Other:    60,797:    28,267     15,413      2,350     26,366     31,677     56,983     49,440:     3,814     11,357
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -25,618:     1,673      7,120    -13,014    -13,259    -19,990    -24,600    -25,884:    -1,018        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       23.6       12.8       54.8       47.4       91.5       83.8:       8.5       16.2
Old  :     100.0:      24.9       29.9        8.4       57.7       46.2       91.0       84.4:       9.0       15.6
Other:     100.0:      46.5       25.4        3.9       43.4       52.1       93.7       81.3:       6.3       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        78        124         89         60        108        205        271:
Old  :       325:        81        125         54         56         99        177        243:
Other:       168:        32         47         20         30         77         75        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       18.6       41.1       25.6       25.9       18.4       39.6       23.5
Old  :                 30.3       20.4       43.7       28.2       30.3       20.1       43.6       27.0
Other:                 49.6       20.6       64.3       30.5       49.5       19.2       60.0       27.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 2, 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  : 1,065,835:   289,184    100,677    128,884    542,699    634,949    960,767    864,510:   105,068    201,325
Old  :   929,391:   261,213    113,491     98,674    475,746    545,834    835,633    757,999:    93,758    171,392
Other:   136,444:    53,311     12,526      4,870     66,953     89,115    125,134    106,511:    11,310     29,933
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -61,682:    -8,413     -3,759    -30,405    -14,109    -21,714    -52,927    -55,878:    -8,755     -5,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        9.4       12.1       50.9       59.6       90.1       81.1:       9.9       18.9
Old  :     100.0:      28.1       12.2       10.6       51.2       58.7       89.9       81.6:      10.1       18.4
Other:     100.0:      39.1        9.2        3.6       49.1       65.3       91.7       78.1:       8.3       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       698:       154        124        151        192        325        436        551:
Old  :       694:       151        135        130        184        317        417        531:
Other:       420:        61         60         27         70        255        136        340:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       14.5       24.2       21.0       14.8       13.0       23.7       19.1
Old  :                 15.5       14.2       25.1       20.9       15.4       13.3       24.9       19.1
Other:                 32.7       22.0       47.9       30.2       32.5       20.2       46.9       28.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 2, 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  :    14,594:     2,949      1,158        404      9,241     11,222     12,594     12,784:     2,000      1,810
Old  :    13,863:     3,018      1,158        335      8,584     10,727     11,937     12,220:     1,926      1,643
Other:       731:         0         69          0        657        495        657        564:        74        167
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :        -7:        34         37         93        188        -77        315         53:      -322        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        7.9        2.8       63.3       76.9       86.3       87.6:      13.7       12.4
Old  :     100.0:      21.8        8.4        2.4       61.9       77.4       86.1       88.1:      13.9       11.9
Other:     100.0:       0.0        9.4        0.0       89.9       67.7       89.9       77.2:      10.1       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        17          9          3         17         14         36         24:
Old  :        49:        17          9          3         17         14         36         24:
Other:         8:         0          1          0          4          5          4          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.0       58.6       58.9       71.9       38.0       55.3       56.4       64.7
Old  :                 36.8       59.3       58.7       72.2       36.8       55.9       56.6       66.4
Other:                 89.9       74.0       89.9       77.2       76.3       62.8       76.3       63.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 2, 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  :   370,781:   108,913     40,848     50,608    167,145    205,503    326,666    296,959:    44,115     73,822
Old  :   336,861:    98,989     42,184     40,604    156,486    187,912    296,079    270,700:    40,782     66,161
Other:    33,920:    18,188      6,928      1,740     10,659     17,591     30,587     26,259:     3,333      7,661
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -11,700:    -2,052     -4,194     -4,202     -3,593     -3,450     -9,847    -11,846:    -1,853        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       11.0       13.6       45.1       55.4       88.1       80.1:      11.9       19.9
Old  :     100.0:      29.4       12.5       12.1       46.5       55.8       87.9       80.4:      12.1       19.6
Other:     100.0:      53.6       20.4        5.1       31.4       51.9       90.2       77.4:       9.8       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       456:       138        105         95         80        171        264        347:
Old  :       454:       134        113         84         78        168        256        337:
Other:       232:        41         49         12         32        118         79        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       17.7       26.0       25.4       15.4       16.6       24.4       22.1
Old  :                 16.9       18.6       27.2       26.0       16.2       17.4       25.9       22.9
Other:                 38.2       21.2       49.4       34.1       37.0       21.2       47.8       33.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,951:    17,526      3,746        751          3      3,384     18,280      7,881:     2,671     13,070
Old  :    18,376:    15,523      3,883        574          3      2,732     16,100      7,189:     2,276     11,187
Other:     2,575:     2,180         40          0          0        652      2,180        692:       395      1,883
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -658:       138        -81       -508          0         19       -370       -570:      -288        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.7       17.9        3.6        0.0       16.2       87.3       37.6:      12.7       62.4
Old  :     100.0:      84.5       21.1        3.1        0.0       14.9       87.6       39.1:      12.4       60.9
Other:     100.0:      84.7        1.6        0.0        0.0       25.3       84.7       26.9:      15.3       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11         11          6          1         10         14         25:
Old  :        32:        11         11          5          1         10         13         25:
Other:        22:         9          4          0          0          9          9         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       15.2       83.0       22.6       65.7       14.7       80.9       21.4
Old  :                 65.8       15.5       83.8       23.3       65.8       14.8       81.3       22.1
Other:                 68.1       21.4       83.7       25.0       68.1       21.4       83.7       25.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 2, 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  :   253,415:    28,668     25,531     51,648    152,471    156,383    232,787    233,562:    20,628     19,853
Old  :   234,716:    30,388     29,907     38,082    146,597    147,075    215,067    215,064:    19,649     19,652
Other:    18,699:     5,134      2,478      6,712      5,874      9,308     17,720     18,498:       979        201
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -6,046:     2,013        564     -1,805     -5,264     -6,106     -5,056     -7,347:      -990      1,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       10.1       20.4       60.2       61.7       91.9       92.2:       8.1        7.8
Old  :     100.0:      12.9       12.7       16.2       62.5       62.7       91.6       91.6:       8.4        8.4
Other:     100.0:      27.5       13.3       35.9       31.4       49.8       94.8       98.9:       5.2        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        39         49         57         62         59        143        144:
Old  :       193:        42         49         54         61         58        140        142:
Other:        41:         9          8          7         15         11         30         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       33.8       34.9       44.9       19.5       26.6       27.3       35.0
Old  :                 22.4       31.0       33.2       42.9       21.0       28.0       29.3       37.1
Other:                 77.2       82.0       85.6       92.2       49.1       49.0       53.0       57.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 2, 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  :   928,982:   124,779    176,621     28,449    629,993    547,919    783,221    752,989:   145,761    175,993
Old  :   928,982:   124,779    176,621     28,449    629,993    547,919    783,221    752,989:   145,761    175,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :     6,282:    17,341     12,905        207     -3,787      5,322     13,761     18,434:    -7,479    -12,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       19.0        3.1       67.8       59.0       84.3       81.1:      15.7       18.9
Old  :     100.0:      13.4       19.0        3.1       67.8       59.0       84.3       81.1:      15.7       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        29         49         22         67         85        112        140:
Old  :       182:        29         49         22         67         85        112        140:
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  :                 24.5       15.8       36.9       24.0       16.8       11.5       26.1       18.1
Old  :                 24.5       15.8       36.9       24.0       16.8       11.5       26.1       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 2, 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  :   169,385:    41,570      6,048     21,415     77,388    127,081    140,373    154,544:    29,012     14,841
Old  :   161,687:    42,241      6,254     18,624     72,675    122,042    133,540    146,920:    28,147     14,767
Other:     7,698:     1,220      1,685        900      4,713      5,039      6,833      7,624:       865         74
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -1,541:       412        347      1,441     -2,368     -3,315       -515     -1,527:    -1,026        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        3.6       12.6       45.7       75.0       82.9       91.2:      17.1        8.8
Old  :     100.0:      26.1        3.9       11.5       44.9       75.5       82.6       90.9:      17.4        9.1
Other:     100.0:      15.8       21.9       11.7       61.2       65.5       88.8       99.0:      11.2        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        50         15         41         62         61        136        110:
Old  :       164:        51         19         41         61         61        135        110:
Other:        46:        12          9          7         17          9         33         23:
     :----------------------------------------------------------------------------------------------------
     :             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       42.1       22.7       53.0       10.7       34.1       18.5       41.3
Old  :                 14.0       42.2       23.2       52.4       10.9       33.9       18.8       41.5
Other:                 39.5       61.9       58.4       83.4       39.5       58.6       58.3       78.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 2, 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  :    11,173:     2,496      1,109        789      6,192      8,171      9,477     10,069:     1,696      1,104
Old  :    11,159:     2,503      1,109        782      6,192      8,171      9,477     10,062:     1,682      1,097
Other:        14:         0          7          0          0          0          0          7:        14          7
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -489:       -13        208         89       -587       -709       -511       -412:        22        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        9.9        7.1       55.4       73.1       84.8       90.1:      15.2        9.9
Old  :     100.0:      22.4        9.9        7.0       55.5       73.2       84.9       90.2:      15.1        9.8
Other:     100.0:       0.0       50.0        0.0        0.0        0.0        0.0       50.0:     100.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        17         10          9         21         20         44         34:
Old  :        61:        17         10          9         21         20         44         34:
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  :                 28.9       50.5       49.0       64.3       28.2       41.3       43.9       52.4
Old  :                 29.0       50.6       49.0       64.4       28.2       41.4       43.9       52.5
Other:                  0.0       50.0        0.0       50.0        0.0       50.0        0.0       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 2, 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  :   950,574:   190,239    173,860     18,909    617,737    646,993    826,885    839,762:   123,689    110,812
Old  :   950,574:   190,239    173,860     18,909    617,737    646,993    826,885    839,762:   123,689    110,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -14,009:     3,274    -16,406     -3,447     -5,391     21,037     -5,564      1,184:    -8,445    -15,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       18.3        2.0       65.0       68.1       87.0       88.3:      13.0       11.7
Old  :     100.0:      20.0       18.3        2.0       65.0       68.1       87.0       88.3:      13.0       11.7
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  :       208:        39         43         27         87        102        135        163:
Old  :       208:        39         43         27         87        102        135        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       30.1       32.2       42.3       20.3       23.6       29.1       34.2
Old  :                 21.7       30.1       32.2       42.3       20.3       23.6       29.1       34.2
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, September 2, 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  : 1,798,937:   287,367    263,385     77,161  1,118,855  1,083,518  1,483,383  1,424,064:   315,554    374,873
Old  : 1,798,937:   287,367    263,385     77,161  1,118,855  1,083,518  1,483,383  1,424,064:   315,554    374,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    18,935:    18,787    -10,468        992       -983     -7,918     18,796    -17,394:       139     36,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       14.6        4.3       62.2       60.2       82.5       79.2:      17.5       20.8
Old  :     100.0:      16.0       14.6        4.3       62.2       60.2       82.5       79.2:      17.5       20.8
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  :       262:        52         66         38        101        113        172        198:
Old  :       262:        52         66         38        101        113        172        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       22.3       37.8       29.7       26.2       20.6       34.8       26.3
Old  :                 27.9       22.3       37.8       29.7       26.2       20.6       34.8       26.3
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, September 2, 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  : 1,582,208:   452,447    202,137     18,360    869,044  1,125,901  1,339,851  1,346,398:   242,357    235,810
Old  : 1,582,208:   452,447    202,137     18,360    869,044  1,125,901  1,339,851  1,346,398:   242,357    235,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :  -145,299:    -7,445      8,870    -16,789    -94,155   -121,049   -118,389   -128,968:   -26,910    -16,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       12.8        1.2       54.9       71.2       84.7       85.1:      15.3       14.9
Old  :     100.0:      28.6       12.8        1.2       54.9       71.2       84.7       85.1:      15.3       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        46         40         17         91         91        147        138:
Old  :       203:        46         40         17         91         91        147        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  :                 21.9       27.3       31.4       40.5       12.7       19.4       20.1       26.2
Old  :                 21.9       27.3       31.4       40.5       12.7       19.4       20.1       26.2
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, September 2, 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  :   598,845:   244,822     36,022     43,435    274,194    492,977    562,451    572,434:    36,394     26,411
Old  :   598,845:   244,822     36,022     43,435    274,194    492,977    562,451    572,434:    36,394     26,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -1,808:     1,881      1,820      5,074     -4,357     -2,236      2,598      4,658:    -4,406     -6,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        6.0        7.3       45.8       82.3       93.9       95.6:       6.1        4.4
Old  :     100.0:      40.9        6.0        7.3       45.8       82.3       93.9       95.6:       6.1        4.4
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  :       124:        42         16         22         57         50        105         83:
Old  :       124:        42         16         22         57         50        105         83:
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  :                 25.0       48.1       37.3       66.3       23.3       45.0       34.2       59.7
Old  :                 25.0       48.1       37.3       66.3       23.3       45.0       34.2       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 2, 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  :    36,197:    16,763     14,028      1,705     16,182     13,772     34,650     29,505:     1,547      6,692
Old  :    36,197:    16,763     14,028      1,705     16,182     13,772     34,650     29,505:     1,547      6,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -376:       233       -620         31      2,237      2,585      2,501      1,996:    -2,877     -2,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       38.8        4.7       44.7       38.0       95.7       81.5:       4.3       18.5
Old  :     100.0:      46.3       38.8        4.7       44.7       38.0       95.7       81.5:       4.3       18.5
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  :        56:        17         19         10         16         11         40         33:
Old  :        56:        17         19         10         16         11         40         33:
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  :                 35.6       39.4       56.6       56.0       35.6       33.1       53.2       45.0
Old  :                 35.6       39.4       56.6       56.0       35.6       33.1       53.2       45.0
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, September 2, 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  :   113,103:    49,109     50,943      1,678     47,971     48,410     98,758    101,031:    14,345     12,072
Old  :   113,103:    49,109     50,943      1,678     47,971     48,410     98,758    101,031:    14,345     12,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -1,119:     1,376       -743        -41     -1,211      2,823        124      2,039:    -1,243     -3,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4       45.0        1.5       42.4       42.8       87.3       89.3:      12.7       10.7
Old  :     100.0:      43.4       45.0        1.5       42.4       42.8       87.3       89.3:      12.7       10.7
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  :       134:        46         44         15         25         26         76         80:
Old  :       134:        46         44         15         25         26         76         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  :                 33.6       31.6       48.0       45.8       30.7       31.6       45.2       45.7
Old  :                 33.6       31.6       48.0       45.8       30.7       31.6       45.2       45.7
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, September 2, 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  :    60,617:    13,872      9,119      2,277     44,415     49,112     60,564     60,508:        53        109
Old  :    60,617:    13,872      9,119      2,277     44,415     49,112     60,564     60,508:        53        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :     8,550:      -303         47      1,529      7,334      6,977      8,560      8,553:       -10         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.0        3.8       73.3       81.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      22.9       15.0        3.8       73.3       81.0       99.9       99.8:       0.1        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  :        41:        10         11          3         15         12         26         25:
Old  :        41:        10         11          3         15         12         26         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  :                 71.8       76.4       84.7       92.2       44.9       37.9       51.7       50.9
Old  :                 71.8       76.4       84.7       92.2       44.9       37.9       51.7       50.9
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, September 2, 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  :    58,948:    21,718      2,612        187     36,991     55,893     58,896     58,692:        52        256
Old  :    58,948:    21,718      2,612        187     36,991     55,893     58,896     58,692:        52        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :     3,666:     1,107       -515          0      2,579      4,233      3,686      3,718:       -20        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        4.4        0.3       62.8       94.8       99.9       99.6:       0.1        0.4
Old  :     100.0:      36.8        4.4        0.3       62.8       94.8       99.9       99.6:       0.1        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:         6          9          1         12         10         18         20:
Old  :        33:         6          9          1         12         10         18         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  :                 82.4       95.0       93.8       98.3       79.7       94.8       91.1       95.8
Old  :                 82.4       95.0       93.8       98.3       79.7       94.8       91.1       95.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 5, 2008