WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      329,028
COMMITMENTS
  76,830   74,763   44,923  181,767  158,671  303,520  278,357   25,508   50,671

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -2,398)
  -3,609   -2,676    2,142   -3,355   -5,326   -4,822   -5,860    2,424    3,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     22.7     13.7     55.2     48.2     92.2     84.6      7.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      99      102       94       65      107      222      262
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,227,875
COMMITMENTS
 354,708   96,015  184,961  573,648  718,572  1113317  999,548  114,558  228,327

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -68,529)
  -7,950  -20,575  -11,467  -42,643  -36,340  -62,060  -68,382   -6,469     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      7.8     15.1     46.7     58.5     90.7     81.4      9.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     192      135      176      188      351      471      608
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,596
COMMITMENTS
   2,866      494      485    9,794   13,252   13,145   14,231    2,451    1,365

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -592)
    -351       40       98       94     -846     -159     -708     -433      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      3.2      3.1     62.8     85.0     84.3     91.2     15.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        4        7       16       16       38       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      398,492
COMMITMENTS
 123,526   36,827   52,170  175,295  234,958  350,991  323,955   47,501   74,537

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -32,699)
 -18,272     -809   -7,374   -8,731  -23,453  -34,377  -31,636    1,678   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      9.2     13.1     44.0     59.0     88.1     81.3     11.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      475)
     139      107      115      105      190      308      372
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,925
COMMITMENTS
  18,164    3,249    1,163        2    3,141   19,329    7,553    2,596   14,372

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          4)
     -95       -3      295        0      -30      200      262     -196     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.8     14.8      5.3      0.0     14.3     88.2     34.4     11.8     65.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13       10       10        1        9       16       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      251,699
COMMITMENTS
  38,647   22,592   54,651  133,623  156,424  226,921  233,667   24,778   18,032

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -8,622)
  -5,250    1,021    1,383   -4,204  -11,015   -8,071   -8,611     -551      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      9.0     21.7     53.1     62.1     90.2     92.8      9.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      50       34       66       65       58      159      143
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      848,661
COMMITMENTS
 120,324  188,747    2,543  615,296  494,654  738,163  685,944  110,498  162,717

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -34,586)
 -30,048   -4,851     -885    6,753  -11,757  -24,180  -17,493  -10,406  -17,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     22.2      0.3     72.5     58.3     87.0     80.8     13.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      26       53       15       63       77       96      138
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      182,993
COMMITMENTS
  47,866    6,213   28,176   74,466  130,629  150,508  165,018   32,485   17,975

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -19,102)
  -6,596   -5,586   -7,052   -2,406   -5,193  -16,054  -17,831   -3,048   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      3.4     15.4     40.7     71.4     82.2     90.2     17.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      61       16       47       64       65      155      117
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,964
COMMITMENTS
   2,403    1,173      345    8,015   10,142   10,763   11,660    2,201    1,304

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        -46)
    -124      278      -32      216     -332       60      -86     -106       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      9.0      2.7     61.8     78.2     83.0     89.9     17.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16        8        5       23       19       41       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      878,069
COMMITMENTS
 147,747  205,813    6,683  612,657  577,477  767,087  789,973  110,982   88,096

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     12,563)
  -7,032    3,683      576   15,048    6,485    8,592   10,744    3,971    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     23.4      0.8     69.8     65.8     87.4     90.0     12.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      36       43       19       80       99      126      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,766,445
COMMITMENTS
 231,008  358,960   38,649  1225063  1006756  1494720  1404365  271,725  362,080

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -13,290)
 -32,752  -13,816    1,940   55,699    5,613   24,887   -6,263  -38,177   -7,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     20.3      2.2     69.4     57.0     84.6     79.5     15.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      44       66       38      107      107      168      194
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,515,217
COMMITMENTS
 342,425  205,206   35,326  920,308  1058036  1298059  1298568  217,158  216,649

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -61,924)
 -16,102  -25,462    4,617  -53,100  -18,623  -64,585  -39,468    2,661  -22,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     13.5      2.3     60.7     69.8     85.7     85.7     14.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      35       40       18       85       81      125      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      642,141
COMMITMENTS
 299,544   37,019   22,398  270,223  549,022  592,165  608,439   49,976   33,702

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      5,095)
   2,674   -1,172    1,614   -3,431    3,056      857    3,498    4,238    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      5.8      3.5     42.1     85.5     92.2     94.8      7.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      44       12       24       50       48       99       80
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,931
COMMITMENTS
  14,961   14,259    1,010   11,805    8,229   27,776   23,498    4,155    8,433

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        112)
     572     -128      -32      -20      180      520       20     -408       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     44.7      3.2     37.0     25.8     87.0     73.6     13.0     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20       16        7       11        7       36       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,139
COMMITMENTS
  50,688   39,695    2,570   38,308   56,129   91,566   98,394   20,573   13,745

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        312)
   2,359     -664       39   -2,675    4,083     -277    3,458      589   -3,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     35.4      2.3     34.2     50.1     81.7     87.7     18.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      48       43       13       24       23       77       74
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       59,161
COMMITMENTS
  15,171    8,145      543   43,221   50,282   58,935   58,970      226      191

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,243)
    -313      560     -103    1,652      783    1,236    1,240        7        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     13.8      0.9     73.1     85.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       14        2       13       11       24       26
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 07/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       59,488
COMMITMENTS
  17,265    1,157        0   42,223   58,090   59,488   59,247        0      241

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -1,227)
  -1,477      597      -68      334   -1,749   -1,211   -1,220      -16       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      1.9      0.0     71.0     97.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        9        0        9       11       14       20
 

Updated August 1, 2008