WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      369,030
COMMITMENTS
  91,522   85,292   48,456  203,305  188,975  343,283  322,723   25,747   46,307

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      6,764)
   3,059    2,912    1,061    3,905    2,601    8,025    6,574   -1,261      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     23.1     13.1     55.1     51.2     93.0     87.5      7.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      97      115       98       78      111      246      268
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,401,669
COMMITMENTS
 462,493  102,372  176,856  630,308  887,610  1269657  1166838  132,012  234,831

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -12,787)
  -4,571  -14,031    7,275   -9,805   -6,053   -7,101  -12,809   -5,686       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      7.3     12.6     45.0     63.3     90.6     83.2      9.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      808)
     243      122      162      210      363      533      593
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,847
COMMITMENTS
   3,622      464      220    8,633   14,388   12,475   15,072    3,372      775

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -434)
    -861     -150       71      238     -176     -552     -255      118     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      2.9      1.4     54.5     90.8     78.7     95.1     21.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      21        5        3       12       15       35       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      455,553
COMMITMENTS
 148,977   32,216   53,801  205,893  288,592  408,671  374,609   46,882   80,944

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -870)
   4,320     -254    4,673   -5,882   -4,159    3,111      260   -3,981   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      7.1     11.8     45.2     63.3     89.7     82.2     10.3     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     152       78      106       95      192      296      349
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       22,410
COMMITMENTS
  18,104    2,011    1,322        2    3,589   19,428    6,922    2,982   15,488

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:         78)
    -602     -447      346        0      -90     -256     -191      334      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.8      9.0      5.9      0.0     16.0     86.7     30.9     13.3     69.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14        9       10        1       10       17       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      247,427
COMMITMENTS
  43,946   22,740   40,855  132,780  166,816  217,581  230,411   29,846   17,016

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -13,018)
  -3,359   -1,467      230  -10,912  -15,057  -14,041  -16,294    1,023    3,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      9.2     16.5     53.7     67.4     87.9     93.1     12.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      56       27       47       59       52      144      111
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      942,969
COMMITMENTS
 166,969  162,881   13,565  640,746  587,031  821,280  763,477  121,689  179,492

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,790)
   4,805    7,331    1,594  -15,104   -6,126   -8,705    2,799   10,495   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     17.3      1.4     67.9     62.3     87.1     81.0     12.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      34       42       27       67       84      114      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      198,969
COMMITMENTS
  46,301    6,729   23,521   98,330  153,011  168,152  183,261   30,817   15,708

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      4,048)
  -3,792   -2,297    5,236    4,357    1,260    5,801    4,199   -1,753     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      3.4     11.8     49.4     76.9     84.5     92.1     15.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      58       18       47       68       56      148      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,691
COMMITMENTS
   5,041      821      918    9,077   15,357   15,036   17,096    3,655    1,595

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -524)
      79      -88     -124     -216     -233     -261     -445     -263      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      4.4      4.9     48.6     82.2     80.4     91.5     19.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25        5       13       39       29       66       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,165,376
COMMITMENTS
 268,379  232,501   35,432  754,369  797,514  1058180  1065447  107,196   99,929

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -55,507)
  -2,840   15,967    8,224  -54,780  -74,287  -49,396  -50,096   -6,111   -5,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     20.0      3.0     64.7     68.4     90.8     91.4      9.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      46       38       23      108       98      163      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,170,111
COMMITMENTS
 355,874  325,567   70,566  1450052  1373887  1876492  1770020  293,619  400,091

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     53,866)
  52,618  -15,495   11,855   -1,823   38,195   62,650   34,555   -8,784   19,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     15.0      3.3     66.8     63.3     86.5     81.6     13.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      65       64       48      108      122      199      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,827,223
COMMITMENTS
 581,049  195,855   69,928  955,365  1302952  1606342  1568735  220,881  258,488

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -91,531)
  -5,617  -18,914    7,578  -96,925  -71,390  -94,964  -82,726    3,433   -8,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     10.7      3.8     52.3     71.3     87.9     85.9     12.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      43       42       26       82       86      137      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      717,725
COMMITMENTS
 181,818   37,674  122,844  357,286  510,934  661,948  671,452   55,777   46,273

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     22,446)
   5,590  -11,372      296   11,233   32,970   17,119   21,894    5,327      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      5.2     17.1     49.8     71.2     92.2     93.6      7.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      53       19       42       65       51      131      103
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       32,072
COMMITMENTS
  16,812   13,205      372    9,905   12,984   27,089   26,561    4,983    5,511

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -177)
    -292      166       -2      524     -179      230      -15     -407     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4     41.2      1.2     30.9     40.5     84.5     82.8     15.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       21        7       11        7       35       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,456
COMMITMENTS
  42,039   41,285    1,627   49,198   51,143   92,864   94,055   14,592   13,401

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      5,011)
  -3,050    6,426      552    6,744   -3,453    4,246    3,525      765    1,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     38.4      1.5     45.8     47.6     86.4     87.5     13.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      41       39       11       18       21       63       67
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       60,934
COMMITMENTS
  18,828    4,546    1,473   40,405   54,764   60,706   60,783      228      151

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,153)
      72       77       35    1,052      976    1,159    1,088       -6       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      7.5      2.4     66.3     89.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       13        3       18       12       29       27
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 05/20/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,167
COMMITMENTS
   9,579    1,568       10   31,572   39,454   41,161   41,032        6      135

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     17,005)
   6,747      384      -10   10,268   16,651   17,005   17,025        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      3.8      0.0     76.7     95.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        8        1       13        9       21       17
 

Updated May 23, 2008