WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :   558,425:    92,445     62,341    180,034    246,617    254,084    519,096    496,459:    39,329     61,966
Old  :   212,128:    34,982     67,678     45,456    115,660     79,610    196,098    192,745:    16,031     19,384
Other:   346,296:    93,194     30,394     98,846    130,958    174,474    322,998    303,714:    23,298     42,582
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :    25,520:      -105     -3,887     13,511     12,088     12,650     25,494     22,274:        26      3,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       11.2       32.2       44.2       45.5       93.0       88.9:       7.0       11.1
Old  :     100.0:      16.5       31.9       21.4       54.5       37.5       92.4       90.9:       7.6        9.1
Other:     100.0:      26.9        8.8       28.5       37.8       50.4       93.3       87.7:       6.7       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       106        125        152         92        129        299        314:
Old  :       313:        79        122         84         41         95        173        248:
Other:       325:       117         73        108         89        121        257        256:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       15.4       31.5       23.9       18.5       13.8       26.6       18.9
Old  :                 32.0       20.0       45.8       29.3       31.4       19.4       45.1       27.9
Other:                 21.4       16.1       31.8       25.9       19.1       13.2       25.2       18.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  : 2,116,928:   371,069     79,372    592,358    925,284  1,142,964  1,888,710  1,814,694:   228,217    302,234
Old  : 1,231,581:   200,628    120,625    328,717    564,351    624,244  1,093,696  1,073,585:   137,886    157,996
Other:   885,347:   242,290     30,597    191,792    360,933    518,720    795,015    741,109:    90,332    144,238
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :    28,687:   -15,507       -596     19,219     25,720      6,218     29,432     24,841:      -746      3,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        3.7       28.0       43.7       54.0       89.2       85.7:      10.8       14.3
Old  :     100.0:      16.3        9.8       26.7       45.8       50.7       88.8       87.2:      11.2       12.8
Other:     100.0:      27.4        3.5       21.7       40.8       58.6       89.8       83.7:      10.2       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       832:       260        119        256        296        385        657        684:
Old  :       791:       200        161        210        261        355        572        627:
Other:       664:       176         91        138        187        352        408        540:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       17.5       21.3       23.4       10.9       11.6       16.1       15.1
Old  :                 14.4       15.9       22.9       22.7       14.3       12.1       20.8       16.0
Other:                 15.6       20.2       26.3       26.6       11.2       13.6       17.7       17.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,637:     3,495      1,979      1,254      7,570     11,250     12,319     14,484:     3,319      1,154
Old  :    10,013:     2,977      1,971        454      4,448      7,008      7,879      9,434:     2,134        579
Other:     5,624:       759        249        559      3,122      4,242      4,440      5,050:     1,185        575
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :      -620:      -890        -35        212        834       -632        156       -455:      -776       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       12.7        8.0       48.4       71.9       78.8       92.6:      21.2        7.4
Old  :     100.0:      29.7       19.7        4.5       44.4       70.0       78.7       94.2:      21.3        5.8
Other:     100.0:      13.5        4.4        9.9       55.5       75.4       78.9       89.8:      21.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        25          4          8         16         12         43         22:
Old  :        47:        21          6          4         11         11         33         20:
Other:        25:         6          5          6         10         12         21         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       52.1       43.4       72.2       22.2       41.7       34.2       57.6
Old  :                 29.6       62.0       47.2       80.9       29.6       60.5       47.2       79.4
Other:                 56.1       48.6       68.7       70.5       45.2       43.2       51.0       57.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :   791,692:   138,333     34,223    230,096    321,285    395,686    689,714    660,005:   101,978    131,687
Old  :   512,099:    89,371     35,130    144,754    209,168    257,586    443,292    437,470:    68,807     74,629
Other:   279,593:    69,434     19,565     64,871    112,117    138,100    246,422    222,536:    33,171     57,057
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :   -20,338:   -11,183      2,637     -9,241      4,256     -9,336    -16,168    -15,940:    -4,170     -4,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        4.3       29.1       40.6       50.0       87.1       83.4:      12.9       16.6
Old  :     100.0:      17.5        6.9       28.3       40.8       50.3       86.6       85.4:      13.4       14.6
Other:     100.0:      24.8        7.0       23.2       40.1       49.4       88.1       79.6:      11.9       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       189        112        184        137        219        397        463:
Old  :       526:       182        112        145        122        209        354        421:
Other:       394:       110         80         80         96        183        243        308:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       21.9       25.1       28.8       12.0       16.3       17.7       19.8
Old  :                 17.6       23.7       26.8       32.0       14.9       19.0       22.1       24.0
Other:                 22.7       19.5       33.2       28.3       16.4       14.1       23.9       18.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    24,256:    19,757      2,895      1,141          3      3,576     20,901      7,612:     3,355     16,644
Old  :     8,001:     5,368      1,926        515          3      1,088      5,886      3,529:     2,115      4,472
Other:    16,255:    14,859      1,439        156          0      2,488     15,015      4,083:     1,240     12,172
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :      -763:      -428         23       -217          3        258       -642         64:      -121       -827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.5       11.9        4.7        0.0       14.7       86.2       31.4:      13.8       68.6
Old  :     100.0:      67.1       24.1        6.4        0.0       13.6       73.6       44.1:      26.4       55.9
Other:     100.0:      91.4        8.9        1.0        0.0       15.3       92.4       25.1:       7.6       74.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        17         11         12          1         10         21         30:
Old  :        37:        14         13          8          1         10         18         28:
Other:        32:        12         10          3          0         10         12         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  :                 60.1        8.6       75.2       15.4       58.4        8.6       73.2       15.3
Old  :                 41.6       17.4       60.6       27.6       41.6       15.2       58.6       23.8
Other:                 74.6        8.0       88.1       13.6       74.6        8.0       88.0       13.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :   355,624:    45,469     20,100     95,501    179,920    222,638    320,890    338,239:    34,734     17,385
Old  :   271,661:    43,286     29,818     55,815    141,645    171,123    240,745    256,755:    30,916     14,905
Other:    83,963:    17,649      5,747     24,220     38,275     51,516     80,145     81,483:     3,818      2,480
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :     4,124:    -8,381     -2,363      9,482     10,797       -724     11,898      6,394:    -7,773     -2,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        5.7       26.9       50.6       62.6       90.2       95.1:       9.8        4.9
Old  :     100.0:      15.9       11.0       20.5       52.1       63.0       88.6       94.5:      11.4        5.5
Other:     100.0:      21.0        6.8       28.8       45.6       61.4       95.5       97.0:       4.5        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        65         37         59         63         63        166        135:
Old  :       194:        64         46         52         60         60        155        131:
Other:       113:        36         20         29         42         34         92         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       32.4       28.7       45.6       12.2       26.1       18.8       34.4
Old  :                 17.6       36.9       27.8       47.8       16.7       32.7       25.7       42.1
Other:                 36.2       36.8       49.2       59.0       21.2       26.8       30.0       40.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  : 1,161,708:   199,725    187,038    101,087    722,307    687,935  1,023,119    976,060:   138,590    185,648
Old  : 1,161,708:   199,725    187,038    101,087    722,307    687,935  1,023,119    976,060:   138,590    185,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :   -78,634:    -1,001    -18,862    -11,381    -54,330    -24,847    -66,712    -55,091:   -11,922    -23,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       16.1        8.7       62.2       59.2       88.1       84.0:      11.9       16.0
Old  :     100.0:      17.2       16.1        8.7       62.2       59.2       88.1       84.0:      11.9       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        36         57         59         91         94        165        172:
Old  :       204:        36         57         59         91         94        165        172:
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  :                 24.9       28.9       36.1       36.2       21.1       25.1       29.9       29.9
Old  :                 24.9       28.9       36.1       36.2       21.1       25.1       29.9       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :   257,290:    44,903      9,169     48,657    123,657    179,281    217,217    237,107:    40,073     20,182
Old  :   169,498:    34,635     10,817     25,224     80,499    116,195    140,358    152,236:    29,140     17,262
Other:    87,791:    16,266      4,350     17,434     43,158     63,086     76,859     84,871:    10,932      2,921
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :   -12,196:   -16,085       -467     -1,164     11,590     -9,333     -5,659    -10,964:    -6,537     -1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        3.6       18.9       48.1       69.7       84.4       92.2:      15.6        7.8
Old  :     100.0:      20.4        6.4       14.9       47.5       68.6       82.8       89.8:      17.2       10.2
Other:     100.0:      18.5        5.0       19.9       49.2       71.9       87.5       96.7:      12.5        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        52         29         46         70         65        154        117:
Old  :       170:        53         28         42         63         62        141        112:
Other:       112:        29         17         23         58         33         98         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       38.9       30.9       52.1       17.1       37.3       24.3       44.5
Old  :                 27.4       37.3       34.7       47.0       25.2       36.0       31.2       44.9
Other:                 22.7       49.6       35.2       65.4       21.1       42.8       29.7       56.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,513:     7,570        201      1,155      7,781     18,174     16,506     19,529:     4,008        984
Old  :    14,174:     6,268        156        726      4,292     12,564     11,287     13,446:     2,887        728
Other:     6,340:     1,520        263        211      3,488      5,610      5,219      6,083:     1,120        256
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :       -54:      -230         40        155        644       -150        569         45:      -623        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        1.0        5.6       37.9       88.6       80.5       95.2:      19.5        4.8
Old  :     100.0:      44.2        1.1        5.1       30.3       88.6       79.6       94.9:      20.4        5.1
Other:     100.0:      24.0        4.1        3.3       55.0       88.5       82.3       96.0:      17.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        33          6         13         28         21         64         37:
Old  :        67:        27          7         10         19         19         50         32:
Other:        45:        14          5          6         19         11         35         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       69.1       29.6       81.0       17.2       62.3       28.5       72.1
Old  :                 22.3       67.6       36.8       81.1       21.6       61.4       35.0       74.2
Other:                 36.3       77.0       53.7       87.5       34.6       68.7       50.0       78.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,191,372:   312,871    237,534     30,697    724,142    789,673  1,067,709  1,057,904:   123,663    133,468
Old  : 1,191,372:   312,871    237,534     30,697    724,142    789,673  1,067,709  1,057,904:   123,663    133,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :  -140,735:   -16,017    -89,958     -8,387   -108,809    -59,545   -133,213   -157,891:    -7,522     17,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       19.9        2.6       60.8       66.3       89.6       88.8:      10.4       11.2
Old  :     100.0:      26.3       19.9        2.6       60.8       66.3       89.6       88.8:      10.4       11.2
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  :       236:        59         41         35        106        103        180        165:
Old  :       236:        59         41         35        106        103        180        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       46.1       32.9       54.3       20.4       45.2       30.0       53.1
Old  :                 22.1       46.1       32.9       54.3       20.4       45.2       30.0       53.1
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 with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,981,772:   429,928    298,015    465,520  1,732,670  1,788,351  2,628,117  2,551,885:   353,655    429,886
Old  : 2,981,772:   429,928    298,015    465,520  1,732,670  1,788,351  2,628,117  2,551,885:   353,655    429,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :  -115,848:  -150,104    -34,386     37,086    -10,971   -144,942   -123,988   -142,242:     8,140     26,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       10.0       15.6       58.1       60.0       88.1       85.6:      11.9       14.4
Old  :     100.0:      14.4       10.0       15.6       58.1       60.0       88.1       85.6:      11.9       14.4
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  :       290:        56         68         76        128        150        218        260:
Old  :       290:        56         68         76        128        150        218        260:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       22.2       37.3       30.2       24.2       19.7       30.0       24.5
Old  :                 29.8       22.2       37.3       30.2       24.2       19.7       30.0       24.5
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 with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,181,774:   519,449    394,528    155,490  1,214,131  1,363,548  1,889,070  1,913,566:   292,703    268,207
Old  : 2,181,774:   519,449    394,528    155,490  1,214,131  1,363,548  1,889,070  1,913,566:   292,703    268,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :  -100,765:    11,355    -90,638     -7,052   -137,201     -6,773   -132,898   -104,463:    32,134      3,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       18.1        7.1       55.6       62.5       86.6       87.7:      13.4       12.3
Old  :     100.0:      23.8       18.1        7.1       55.6       62.5       86.6       87.7:      13.4       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        48         43         41         92         91        158        158:
Old  :       207:        48         43         41         92         91        158        158:
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  :                 18.7       40.0       30.2       50.2       16.9       34.8       26.0       40.0
Old  :                 18.7       40.0       30.2       50.2       16.9       34.8       26.0       40.0
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 with Delta-adjusted Options and Futures Combined, March 11, 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  :   372,734:    86,846     44,678     78,064    173,397    212,111    338,308    334,853:    34,427     37,881
Old  :   372,734:    86,846     44,678     78,064    173,397    212,111    338,308    334,853:    34,427     37,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :    46,813:    11,011     14,588      6,959     23,567     19,950     41,537     41,498:     5,275      5,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       12.0       20.9       46.5       56.9       90.8       89.8:       9.2       10.2
Old  :     100.0:      23.3       12.0       20.9       46.5       56.9       90.8       89.8:       9.2       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        24         28         34         44         42         87         86:
Old  :       105:        24         28         34         44         42         87         86:
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  :                 25.6       16.7       36.9       30.5       18.7       12.4       27.4       21.9
Old  :                 25.6       16.7       36.9       30.5       18.7       12.4       27.4       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    16,092:     3,910      3,262        871      2,276      7,589      7,058     11,722:     9,034      4,370
Old  :    16,092:     3,910      3,262        871      2,276      7,589      7,058     11,722:     9,034      4,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :       230:       521        -85        277        126        567        924        759:      -694       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       20.3        5.4       14.1       47.2       43.9       72.8:      56.1       27.2
Old  :     100.0:      24.3       20.3        5.4       14.1       47.2       43.9       72.8:      56.1       27.2
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  :        25:        10          8          5          4          6         16         17:
Old  :        25:        10          8          5          4          6         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       50.4       33.3       63.6       19.2       49.0       27.2       59.7
Old  :                 22.8       50.4       33.3       63.6       19.2       49.0       27.2       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 with Delta-adjusted Options and Futures Combined, March 11, 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  :    38,317:    17,849     14,823      3,006     13,537     13,058     34,391     30,887:     3,926      7,430
Old  :    38,317:    17,849     14,823      3,006     13,537     13,058     34,391     30,887:     3,926      7,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :     1,065:       546        238        549        349        633      1,444      1,420:      -379       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       38.7        7.8       35.3       34.1       89.8       80.6:      10.2       19.4
Old  :     100.0:      46.6       38.7        7.8       35.3       34.1       89.8       80.6:      10.2       19.4
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  :        60:        23         17         18         15         10         49         34:
Old  :        60:        23         17         18         15         10         49         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       29.3       46.8       49.0       32.1       29.2       45.2       48.9
Old  :                 32.1       29.3       46.8       49.0       32.1       29.2       45.2       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :   104,472:    55,912     39,718      2,400     30,712     49,720     89,024     91,839:    15,448     12,633
Old  :   104,472:    55,912     39,718      2,400     30,712     49,720     89,024     91,839:    15,448     12,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :    -8,045:     6,743     -3,647        727     -4,978      4,303      2,493      1,384:   -10,537     -9,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       38.0        2.3       29.4       47.6       85.2       87.9:      14.8       12.1
Old  :     100.0:      53.5       38.0        2.3       29.4       47.6       85.2       87.9:      14.8       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        48         41         24         20         28         79         82:
Old  :       128:        48         41         24         20         28         79         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       27.4       46.2       39.2       28.6       27.4       45.7       39.0
Old  :                 29.1       27.4       46.2       39.2       28.6       27.4       45.7       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :    57,584:     6,756      3,726      2,009     47,698     50,910     56,463     56,645:     1,121        939
Old  :    57,584:     6,756      3,726      2,009     47,698     50,910     56,463     56,645:     1,121        939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :     6,609:       469        -76        164      5,093      5,773      5,726      5,861:       883        748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        6.5        3.5       82.8       88.4       98.1       98.4:       1.9        1.6
Old  :     100.0:      11.7        6.5        3.5       82.8       88.4       98.1       98.4:       1.9        1.6
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  :        53:        11         17          5         20         12         32         33:
Old  :        53:        11         17          5         20         12         32         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  :                 73.7       82.4       86.4       88.5       64.1       65.1       69.1       70.2
Old  :                 73.7       82.4       86.4       88.5       64.1       65.1       69.1       70.2
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 with Delta-adjusted Options and Futures Combined, March 11, 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  :    27,394:     2,939      5,064        160     24,158     22,037     27,257     27,261:       137        133
Old  :    27,394:     2,939      5,064        160     24,158     22,037     27,257     27,261:       137        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2008                        :
     :     4,764:       914      1,814       -210      3,991      3,154      4,695      4,758:        69          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       18.5        0.6       88.2       80.4       99.5       99.5:       0.5        0.5
Old  :     100.0:      10.7       18.5        0.6       88.2       80.4       99.5       99.5:       0.5        0.5
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  :        31:         7          7          2         12          8         20         16:
Old  :        31:         7          7          2         12          8         20         16:
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  :                 81.7       90.5       92.3       96.6       71.8       76.7       78.4       81.8
Old  :                 81.7       90.5       92.3       96.6       71.8       76.7       78.4       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 14, 2008