WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   563,305:    90,181     60,466    189,038    248,710    256,941    527,929    506,446:    35,376     56,859
Old  :   203,285:    34,430     65,497     45,206    109,267     75,475    188,902    186,177:    14,383     17,107
Other:   360,021:    92,415     31,633    107,168    139,444    181,467    339,027    320,268:    20,993     39,752
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :     4,881:    -2,264     -1,874      9,004      2,093      2,857      8,833      9,987:    -3,953     -5,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       10.7       33.6       44.2       45.6       93.7       89.9:       6.3       10.1
Old  :     100.0:      16.9       32.2       22.2       53.8       37.1       92.9       91.6:       7.1        8.4
Other:     100.0:      25.7        8.8       29.8       38.7       50.4       94.2       89.0:       5.8       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       109        130        162         88        130        306        325:
Old  :       311:        85        116         78         36         95        164        246:
Other:       337:       111         86        120         87        121        261        272:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       15.1       31.2       24.0       18.1       13.1       26.1       18.1
Old  :                 31.3       19.3       44.7       28.1       30.7       18.5       44.0       26.7
Other:                 21.4       16.3       32.1       25.9       19.1       13.2       25.2       18.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  : 2,116,132:   333,483     84,123    630,578    956,332  1,127,232  1,920,394  1,841,933:   195,738    274,198
Old  : 1,221,754:   170,184    127,563    353,420    585,380    604,276  1,108,984  1,085,259:   112,770    136,495
Other:   894,378:   237,867     31,128    202,590    370,952    522,957    811,409    756,674:    82,968    137,703
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :      -796:   -37,586      4,751     38,221     31,049    -15,732     31,683     27,239:   -32,479    -28,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        4.0       29.8       45.2       53.3       90.8       87.0:       9.2       13.0
Old  :     100.0:      13.9       10.4       28.9       47.9       49.5       90.8       88.8:       9.2       11.2
Other:     100.0:      26.6        3.5       22.7       41.5       58.5       90.7       84.6:       9.3       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       816:       246        129        258        295        378        649        678:
Old  :       772:       180        174        211        261        346        564        618:
Other:       658:       174         92        139        194        349        418        533:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       17.9       22.4       23.5       10.7       10.8       16.4       14.2
Old  :                 15.0       16.4       23.9       23.1       14.0       11.3       20.8       14.9
Other:                 16.5       20.4       27.4       26.8       11.4       13.4       18.0       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    15,727:     2,501      1,893      1,493      8,617     11,723     12,611     15,109:     3,116        618
Old  :     9,786:     1,956      1,936        578      5,286      7,196      7,820      9,710:     1,966         76
Other:     5,941:       834        246        626      3,331      4,526      4,791      5,399:     1,150        542
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :        90:      -994        -86        239      1,048        472        293        625:      -203       -536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       12.0        9.5       54.8       74.5       80.2       96.1:      19.8        3.9
Old  :     100.0:      20.0       19.8        5.9       54.0       73.5       79.9       99.2:      20.1        0.8
Other:     100.0:      14.0        4.1       10.5       56.1       76.2       80.6       90.9:      19.4        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        21          3          8         16         13         40         22:
Old  :        44:        18          5          4         11         12         30         20:
Other:        27:         9          3          6         10         13         22         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       52.6       45.5       73.9       22.4       42.1       32.3       56.2
Old  :                 31.3       62.2       50.8       82.3       31.3       60.8       47.7       78.1
Other:                 54.2       48.9       67.2       70.2       43.9       43.0       49.7       57.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   806,666:   139,614     37,562    275,009    344,118    415,408    758,741    727,979:    47,926     78,688
Old  :   517,185:    84,531     36,239    178,593    223,749    266,067    486,873    480,899:    30,312     36,286
Other:   289,481:    73,751     19,992     77,747    120,369    149,341    271,868    247,080:    17,613     42,401
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    14,975:     1,281      3,339     44,913     22,833     19,722     69,027     67,974:   -54,052    -52,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        4.7       34.1       42.7       51.5       94.1       90.2:       5.9        9.8
Old  :     100.0:      16.3        7.0       34.5       43.3       51.4       94.1       93.0:       5.9        7.0
Other:     100.0:      25.5        6.9       26.9       41.6       51.6       93.9       85.4:       6.1       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       185        108        182        141        217        395        457:
Old  :       510:       166        113        145        126        207        349        415:
Other:       382:       107         71         78         95        182        233        302:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       24.7       30.9       33.6       11.4       15.0       16.7       18.3
Old  :                 21.7       26.9       32.8       36.3       14.6       16.7       20.2       21.2
Other:                 25.2       22.9       36.8       33.1       15.0       14.4       23.2       18.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    23,918:    19,237      2,483      1,135          3      3,863     20,375      7,481:     3,543     16,437
Old  :     8,038:     5,116      1,793        643          3      1,157      5,762      3,593:     2,276      4,445
Other:    15,880:    14,497      1,066        116          0      2,706     14,613      3,888:     1,267     11,992
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :      -338:      -520       -412         -6          0        287       -526       -131:       188       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4       10.4        4.7        0.0       16.2       85.2       31.3:      14.8       68.7
Old  :     100.0:      63.6       22.3        8.0        0.0       14.4       71.7       44.7:      28.3       55.3
Other:     100.0:      91.3        6.7        0.7        0.0       17.0       92.0       24.5:       8.0       75.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14         10         11          1         11         18         29:
Old  :        35:        13         11          8          1         11         16         28:
Other:        30:        11          8          3          0         11         12         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  :                 61.4        8.4       76.0       15.2       59.6        8.4       73.2       14.8
Old  :                 39.5       17.7       60.4       27.2       37.3       14.7       57.0       23.3
Other:                 76.6        8.0       89.8       13.7       76.6        8.0       89.7       13.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   354,364:    35,958     22,499    102,112    189,060    217,842    327,130    342,453:    27,234     11,911
Old  :   266,843:    36,107     31,775     60,861    146,546    164,364    243,514    257,000:    23,329      9,843
Other:    87,521:    15,911      6,783     25,192     42,513     53,479     83,616     85,454:     3,905      2,068
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -1,259:    -9,511      2,399      6,612      9,140     -4,796      6,240      4,215:    -7,500     -5,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        6.3       28.8       53.4       61.5       92.3       96.6:       7.7        3.4
Old  :     100.0:      13.5       11.9       22.8       54.9       61.6       91.3       96.3:       8.7        3.7
Other:     100.0:      18.2        7.8       28.8       48.6       61.1       95.5       97.6:       4.5        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        57         39         59         68         66        160        140:
Old  :       190:        55         49         52         65         63        149        136:
Other:       114:        35         20         32         45         35         96         72:
     :----------------------------------------------------------------------------------------------------
     :             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       30.9       28.9       44.3       12.5       24.2       19.6       31.1
Old  :                 18.2       35.1       29.5       46.4       16.5       29.4       25.3       37.8
Other:                 33.0       38.5       46.7       60.1       17.3       25.9       27.2       37.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  : 1,169,831:   182,826    183,984    113,875    722,989    676,610  1,019,689    974,470:   150,142    195,362
Old  : 1,169,831:   182,826    183,984    113,875    722,989    676,610  1,019,689    974,470:   150,142    195,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :     8,123:   -16,900     -3,054     12,788        682    -11,325     -3,429     -1,591:    11,552      9,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       15.7        9.7       61.8       57.8       87.2       83.3:      12.8       16.7
Old  :     100.0:      15.6       15.7        9.7       61.8       57.8       87.2       83.3:      12.8       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        35         56         60         89         95        162        173:
Old  :       202:        35         56         60         89         95        162        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       28.6       34.9       35.8       21.3       25.0       28.5       30.0
Old  :                 24.5       28.6       34.9       35.8       21.3       25.0       28.5       30.0
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 18, 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  :   255,117:    40,944     14,293     47,228    135,760    179,471    223,933    240,992:    31,184     14,125
Old  :   167,398:    28,895     16,886     25,955     90,673    113,561    145,523    156,402:    21,875     10,996
Other:    87,720:    16,875      2,233     16,447     45,088     65,911     78,410     84,591:     9,310      3,129
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -2,172:    -3,959      5,123     -1,429     12,103        190      6,716      3,885:    -8,888     -6,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        5.6       18.5       53.2       70.3       87.8       94.5:      12.2        5.5
Old  :     100.0:      17.3       10.1       15.5       54.2       67.8       86.9       93.4:      13.1        6.6
Other:     100.0:      19.2        2.5       18.8       51.4       75.1       89.4       96.4:      10.6        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        48         34         45         71         64        150        120:
Old  :       170:        45         39         41         64         62        137        117:
Other:       111:        28         17         23         57         33        100         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.7       37.9       33.4       52.0       20.4       36.2       27.5       43.4
Old  :                 29.7       34.7       36.7       46.2       28.0       33.0       34.5       42.0
Other:                 24.6       51.7       36.1       66.1       21.6       43.8       30.8       57.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :    21,012:     7,175        365      1,379      8,221     18,337     16,774     20,081:     4,237        930
Old  :    14,193:     5,821        388        808      4,338     12,339     10,967     13,535:     3,226        658
Other:     6,819:     1,599        223        325      3,883      5,998      5,807      6,546:     1,012        273
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :       498:      -396        164        224        440        163        269        552:       230        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        1.7        6.6       39.1       87.3       79.8       95.6:      20.2        4.4
Old  :     100.0:      41.0        2.7        5.7       30.6       86.9       77.3       95.4:      22.7        4.6
Other:     100.0:      23.5        3.3        4.8       56.9       88.0       85.2       96.0:      14.8        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        35          5         15         29         21         66         39:
Old  :        65:        28          6         11         17         19         47         34:
Other:        49:        16          4          7         21         11         39         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       67.7       29.3       79.7       16.8       60.7       27.9       70.3
Old  :                 22.4       66.1       36.9       79.8       21.6       59.3       34.7       72.0
Other:                 34.5       75.5       52.4       87.2       33.5       67.8       49.1       77.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  : 1,147,740:   267,439    202,733     27,333    717,580    806,383  1,012,352  1,036,449:   135,388    111,291
Old  : 1,147,740:   267,439    202,733     27,333    717,580    806,383  1,012,352  1,036,449:   135,388    111,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   -43,632:   -45,432    -34,801     -3,364     -6,562     16,709    -55,357    -21,455:    11,725    -22,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       17.7        2.4       62.5       70.3       88.2       90.3:      11.8        9.7
Old  :     100.0:      23.3       17.7        2.4       62.5       70.3       88.2       90.3:      11.8        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        57         43         34        100        100        168        166:
Old  :       235:        57         43         34        100        100        168        166:
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  :                 23.8       45.2       34.6       53.6       22.0       44.6       31.7       52.6
Old  :                 23.8       45.2       34.6       53.6       22.0       44.6       31.7       52.6
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 18, 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  : 3,145,825:   303,935    272,626    554,434  1,938,475  1,864,713  2,796,844  2,691,773:   348,981    454,052
Old  : 3,145,825:   303,935    272,626    554,434  1,938,475  1,864,713  2,796,844  2,691,773:   348,981    454,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :   164,054:  -125,993    -25,389     88,915    205,805     76,362    168,727    139,888:    -4,673     24,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        8.7       17.6       61.6       59.3       88.9       85.6:      11.1       14.4
Old  :     100.0:       9.7        8.7       17.6       61.6       59.3       88.9       85.6:      11.1       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  :       287:        55         67         77        126        147        217        256:
Old  :       287:        55         67         77        126        147        217        256:
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  :                 31.9       21.9       39.2       29.9       25.8       18.7       31.1       22.5
Old  :                 31.9       21.9       39.2       29.9       25.8       18.7       31.1       22.5
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 18, 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  : 2,198,341:   580,606    283,676    165,377  1,177,215  1,482,464  1,923,199  1,931,517:   275,143    266,825
Old  : 2,198,341:   580,606    283,676    165,377  1,177,215  1,482,464  1,923,199  1,931,517:   275,143    266,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    16,568:    61,157   -110,852      9,887    -36,916    118,915     34,128     17,950:   -17,561     -1,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.9        7.5       53.6       67.4       87.5       87.9:      12.5       12.1
Old  :     100.0:      26.4       12.9        7.5       53.6       67.4       87.5       87.9:      12.5       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  :       213:        55         42         40         94         91        162        161:
Old  :       213:        55         42         40         94         91        162        161:
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  :                 18.3       39.1       28.6       49.0       17.1       33.4       26.3       38.4
Old  :                 18.3       39.1       28.6       49.0       17.1       33.4       26.3       38.4
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 18, 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  :   450,484:   101,488     34,369    109,297    209,245    272,615    420,030    416,281:    30,453     34,203
Old  :   450,484:   101,488     34,369    109,297    209,245    272,615    420,030    416,281:    30,453     34,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    77,749:    14,642    -10,309     31,233     35,848     60,504     81,723     81,428:    -3,974     -3,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        7.6       24.3       46.4       60.5       93.2       92.4:       6.8        7.6
Old  :     100.0:      22.5        7.6       24.3       46.4       60.5       93.2       92.4:       6.8        7.6
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  :       116:        23         25         36         50         56         94        100:
Old  :       116:        23         25         36         50         56         94        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       21.3       40.2       35.9       17.9       12.8       25.5       21.2
Old  :                 28.3       21.3       40.2       35.9       17.9       12.8       25.5       21.2
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 18, 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  :    16,560:     3,486      2,506      1,934      1,512      7,648      6,932     12,088:     9,628      4,472
Old  :    16,560:     3,486      2,506      1,934      1,512      7,648      6,932     12,088:     9,628      4,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :       469:      -424       -756      1,063       -764         59       -126        366:       594        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.1       11.7        9.1       46.2       41.9       73.0:      58.1       27.0
Old  :     100.0:      21.1       15.1       11.7        9.1       46.2       41.9       73.0:      58.1       27.0
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  :        23:         8          8          5          4          6         15         16:
Old  :        23:         8          8          5          4          6         15         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  :                 22.9       50.2       35.4       62.7       18.7       47.9       25.5       55.1
Old  :                 22.9       50.2       35.4       62.7       18.7       47.9       25.5       55.1
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 18, 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  :    47,131:    19,017     14,531      5,766     14,754     15,263     39,536     35,560:     7,595     11,571
Old  :    47,131:    19,017     14,531      5,766     14,754     15,263     39,536     35,560:     7,595     11,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :     8,814:     1,168       -292      2,760      1,217      2,205      5,145      4,674:     3,669      4,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       30.8       12.2       31.3       32.4       83.9       75.4:      16.1       24.6
Old  :     100.0:      40.3       30.8       12.2       31.3       32.4       83.9       75.4:      16.1       24.6
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  :        67:        25         20         20         16         15         53         43:
Old  :        67:        25         20         20         16         15         53         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       24.8       42.8       42.0       26.3       24.8       37.2       41.0
Old  :                 28.2       24.8       42.8       42.0       26.3       24.8       37.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   122,261:    54,274     38,730      7,018     42,807     58,738    104,099    104,485:    18,162     17,776
Old  :   122,261:    54,274     38,730      7,018     42,807     58,738    104,099    104,485:    18,162     17,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    17,790:    -1,638       -989      4,618     12,095      9,017     15,075     12,647:     2,714      5,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4       31.7        5.7       35.0       48.0       85.1       85.5:      14.9       14.5
Old  :     100.0:      44.4       31.7        5.7       35.0       48.0       85.1       85.5:      14.9       14.5
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  :       129:        42         43         33         29         34         86         95:
Old  :       129:        42         43         33         29         34         86         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       23.1       43.0       35.5       24.7       22.8       41.4       34.6
Old  :                 26.4       23.1       43.0       35.5       24.7       22.8       41.4       34.6
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 18, 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  :    51,500:     5,680      4,892      1,269     44,220     45,264     51,169     51,425:       331         75
Old  :    51,500:     5,680      4,892      1,269     44,220     45,264     51,169     51,425:       331         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -6,084:    -1,076      1,166       -740     -3,478     -5,646     -5,294     -5,220:      -790       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.5        2.5       85.9       87.9       99.4       99.9:       0.6        0.1
Old  :     100.0:      11.0        9.5        2.5       85.9       87.9       99.4       99.9:       0.6        0.1
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  :        46:        10         15          3         16         10         27         27:
Old  :        46:        10         15          3         16         10         27         27:
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  :                 80.3       82.4       89.8       91.5       72.7       73.6       79.9       81.5
Old  :                 80.3       82.4       89.8       91.5       72.7       73.6       79.9       81.5
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 18, 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  :    18,234:     2,107      3,969        298     15,745     13,893     18,150     18,160:        84         74
Old  :    18,234:     2,107      3,969        298     15,745     13,893     18,150     18,160:        84         74
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2008                       :
     :    -9,160:      -832     -1,095        138     -8,413     -8,144     -9,107     -9,101:       -53        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       21.8        1.6       86.3       76.2       99.5       99.6:       0.5        0.4
Old  :     100.0:      11.6       21.8        1.6       86.3       76.2       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          9          3         10          8         19         18:
Old  :        32:         7          9          3         10          8         19         18:
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  :                 84.3       82.2       92.3       91.8       80.1       74.9       85.5       84.1
Old  :                 84.3       82.2       92.3       91.8       80.1       74.9       85.5       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 21, 2008