WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   501,180:    86,920     76,429    147,526    235,428    224,591    469,874    448,547:    31,305     52,633
Old  :   465,239:    80,560     82,488    134,396    221,472    201,430    436,428    418,314:    28,811     46,926
Other:    35,940:    16,610      4,191      2,880     13,956     23,161     33,446     30,233:     2,494      5,707
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,673:    -3,252      4,968      5,440      1,086     -7,334      3,273      3,073:    -1,600     -1,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.2       29.4       47.0       44.8       93.8       89.5:       6.2       10.5
Old  :     100.0:      17.3       17.7       28.9       47.6       43.3       93.8       89.9:       6.2       10.1
Other:     100.0:      46.2       11.7        8.0       38.8       64.4       93.1       84.1:       6.9       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:        89        137        145         89        126        283        317:
Old  :       372:        86        141        136         88        125        274        314:
Other:       158:        33         38         16         23         79         64        125:
     :----------------------------------------------------------------------------------------------------
     :             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       14.7       33.1       23.8       19.6       13.0       28.9       19.2
Old  :                 23.3       14.2       34.7       23.3       20.7       12.2       30.5       18.5
Other:                 41.1       27.7       53.9       39.0       40.7       27.2       51.6       36.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  : 2,138,015:   329,192     82,208    678,793    938,318  1,083,034  1,946,302  1,844,034:   191,713    293,981
Old  :   990,291:   174,988    136,750    277,469    448,915    459,800    901,372    874,020:    88,919    116,271
Other: 1,147,724:   246,477     37,731    309,050    489,403    623,234  1,044,930    970,014:   102,794    177,710
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    31,448:   -10,393    -17,478     21,024     15,750     18,965     26,381     22,511:     5,067      8,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        3.8       31.7       43.9       50.7       91.0       86.2:       9.0       13.8
Old  :     100.0:      17.7       13.8       28.0       45.3       46.4       91.0       88.3:       9.0       11.7
Other:     100.0:      21.5        3.3       26.9       42.6       54.3       91.0       84.5:       9.0       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       869:       234        163        280        297        410        665        745:
Old  :       805:       191        187        201        238        361        537        645:
Other:       760:       195        129        191        220        389        489        642:
     :----------------------------------------------------------------------------------------------------
     :             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       14.7       22.2       20.8       10.2        6.8       15.6       10.6
Old  :                 14.8       15.1       23.4       21.7       14.1        9.5       21.8       13.4
Other:                 16.8       16.4       27.0       23.8       11.0        9.6       16.5       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :    17,119:     4,197        605        723      8,660     14,669     13,579     15,996:     3,539      1,122
Old  :    17,119:     4,197        605        723      8,660     14,669     13,579     15,996:     3,539      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       622:       242          0         50        287        697        579        747:        43       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        3.5        4.2       50.6       85.7       79.3       93.4:      20.7        6.6
Old  :     100.0:      24.5        3.5        4.2       50.6       85.7       79.3       93.4:      20.7        6.6
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  :        50:        21          7          9         15         15         41         26:
Old  :        50:        21          7          9         15         15         41         26:
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       55.9       47.3       75.1       30.0       49.0       43.6       65.6
Old  :                 32.1       55.9       47.3       75.1       30.0       49.0       43.6       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   649,502:   129,862     23,733    201,417    256,385    330,597    587,665    555,748:    61,837     93,754
Old  :   314,033:    71,158     28,965     81,920    129,825    168,864    282,903    279,749:    31,130     34,284
Other:   335,469:    84,944     21,009     93,257    126,561    161,733    304,762    275,999:    30,707     59,470
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     6,698:       324     -4,699      4,102     -2,171      6,330      2,255      5,732:     4,443        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        3.7       31.0       39.5       50.9       90.5       85.6:       9.5       14.4
Old  :     100.0:      22.7        9.2       26.1       41.3       53.8       90.1       89.1:       9.9       10.9
Other:     100.0:      25.3        6.3       27.8       37.7       48.2       90.8       82.3:       9.2       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       499:       158        105        178        127        213        364        431:
Old  :       458:       137        106        114        102        186        291        356:
Other:       407:       111         84        113        101        189        266        339:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       23.4       29.3       30.9       12.9       13.9       19.3       18.3
Old  :                 23.7       26.7       35.5       36.2       19.5       20.6       28.1       27.6
Other:                 19.7       22.4       30.8       31.6       10.9       12.2       18.3       16.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,332:    18,706      2,458        976          2      3,679     19,684      7,113:     2,648     15,219
Old  :     5,594:     4,226      1,518          9          0      1,083      4,235      2,610:     1,359      2,984
Other:    16,738:    15,420      1,880         27          2      2,596     15,449      4,503:     1,289     12,235
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       343:       881        598       -673          0        267        208        192:       135        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.8       11.0        4.4        0.0       16.5       88.1       31.9:      11.9       68.1
Old  :     100.0:      75.5       27.1        0.2        0.0       19.4       75.7       46.7:      24.3       53.3
Other:     100.0:      92.1       11.2        0.2        0.0       15.5       92.3       26.9:       7.7       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        15          9         10          1         10         18         27:
Old  :        34:        14         10          1          0         10         14         21:
Other:        27:        10          8          5          1          9         11         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  :                 65.0        8.9       79.2       15.8       64.9        8.9       76.6       15.5
Old  :                 42.4       27.4       63.4       38.9       42.4       27.4       63.4       38.9
Other:                 77.0        9.3       91.3       15.8       76.9        9.3       91.2       15.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   310,743:    41,441     16,776     79,793    158,606    198,946    279,840    295,515:    30,903     15,228
Old  :   194,769:    35,870     26,113     30,360    104,174    126,065    170,404    182,537:    24,366     12,232
Other:   115,974:    23,288      8,380     31,716     54,432     72,882    109,437    112,978:     6,537      2,996
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     4,934:     7,778       -183     -2,184     -3,923      8,895      1,672      6,528:     3,263     -1,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        5.4       25.7       51.0       64.0       90.1       95.1:       9.9        4.9
Old  :     100.0:      18.4       13.4       15.6       53.5       64.7       87.5       93.7:      12.5        6.3
Other:     100.0:      20.1        7.2       27.3       46.9       62.8       94.4       97.4:       5.6        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        64         29         53         68         65        159        131:
Old  :       182:        61         39         36         62         56        139        115:
Other:       133:        36         25         30         51         46        102         86:
     :----------------------------------------------------------------------------------------------------
     :             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       34.0       29.5       47.9       13.7       28.5       21.2       36.2
Old  :                 18.1       41.5       29.7       53.4       17.5       39.5       28.9       48.3
Other:                 27.6       38.5       39.4       56.8       12.7       28.3       21.3       35.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  : 1,085,478:   161,935    155,851     83,771    713,385    646,734    959,091    886,355:   126,387    199,123
Old  : 1,085,478:   161,935    155,851     83,771    713,385    646,734    959,091    886,355:   126,387    199,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    21,889:    41,222      5,702       -495     -8,929     21,109     31,799     26,316:    -9,910     -4,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       14.4        7.7       65.7       59.6       88.4       81.7:      11.6       18.3
Old  :     100.0:      14.9       14.4        7.7       65.7       59.6       88.4       81.7:      11.6       18.3
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  :       197:        39         51         58         83         93        154        170:
Old  :       197:        39         51         58         83         93        154        170:
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  :                 28.5       29.4       40.4       36.1       21.8       22.5       31.0       27.2
Old  :                 28.5       29.4       40.4       36.1       21.8       22.5       31.0       27.2
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, May 13, 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  :   224,080:    44,699      9,732     38,397    105,419    158,520    188,515    206,650:    35,564     17,429
Old  :   118,763:    32,423     10,415     13,852     50,758     81,255     97,033    105,522:    21,730     13,241
Other:   105,317:    18,231      5,272     18,591     54,661     77,266     91,482    101,129:    13,835      4,188
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    -2,961:     2,334       -674       -737     -7,190     -1,317     -5,594     -2,729:     2,633       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.3       17.1       47.0       70.7       84.1       92.2:      15.9        7.8
Old  :     100.0:      27.3        8.8       11.7       42.7       68.4       81.7       88.9:      18.3       11.1
Other:     100.0:      17.3        5.0       17.7       51.9       73.4       86.9       96.0:      13.1        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        58         31         54         73         66        158        130:
Old  :       166:        62         26         38         62         59        134        113:
Other:       127:        33         24         37         56         39        111         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       42.6       26.4       52.4       12.2       38.8       18.9       43.7
Old  :                 19.7       40.3       27.0       49.3       19.3       38.8       26.2       47.2
Other:                 20.0       48.3       31.4       62.8       18.3       42.8       28.7       55.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :    20,525:     4,802        937      1,831      9,912     15,917     16,545     18,685:     3,981      1,841
Old  :     9,160:     3,453      1,078        385      3,465      6,405      7,302      7,867:     1,857      1,293
Other:    11,365:     1,997        508        798      6,447      9,512      9,242     10,818:     2,123        548
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       -15:       128        205        -86          8         -2         50        116:       -64       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.6        8.9       48.3       77.5       80.6       91.0:      19.4        9.0
Old  :     100.0:      37.7       11.8        4.2       37.8       69.9       79.7       85.9:      20.3       14.1
Other:     100.0:      17.6        4.5        7.0       56.7       83.7       81.3       95.2:      18.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        26         14         18         40         30         76         54:
Old  :        70:        22         12          9         20         24         46         41:
Other:        66:        19          7          9         32         17         56         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       55.6       30.2       67.0       13.4       45.8       22.1       51.9
Old  :                 25.5       44.9       39.9       62.7       25.5       40.7       39.0       57.0
Other:                 26.0       73.5       42.1       81.8       23.8       60.0       36.0       65.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  : 1,247,834:   268,766    216,900     40,153    823,268    883,237  1,132,187  1,140,290:   115,647    107,544
Old  : 1,247,834:   268,766    216,900     40,153    823,268    883,237  1,132,187  1,140,290:   115,647    107,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    73,431:    36,257     49,761      7,247     39,776     25,128     83,280     82,136:    -9,849     -8,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       17.4        3.2       66.0       70.8       90.7       91.4:       9.3        8.6
Old  :     100.0:      21.5       17.4        3.2       66.0       70.8       90.7       91.4:       9.3        8.6
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  :       247:        54         38         34        119        107        186        166:
Old  :       247:        54         38         34        119        107        186        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  :                 24.2       50.3       35.7       58.4       21.3       50.1       31.6       57.2
Old  :                 24.2       50.3       35.7       58.4       21.3       50.1       31.6       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  : 2,877,597:   271,651    333,751    420,659  1,857,422  1,711,314  2,549,732  2,465,724:   327,865    411,873
Old  : 2,877,597:   271,651    333,751    420,659  1,857,422  1,711,314  2,549,732  2,465,724:   327,865    411,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    58,018:    10,739    -19,689     41,269     -7,701     50,815     44,307     72,395:    13,711    -14,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       11.6       14.6       64.5       59.5       88.6       85.7:      11.4       14.3
Old  :     100.0:       9.4       11.6       14.6       64.5       59.5       88.6       85.7:      11.4       14.3
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  :       289:        52         76         82        131        143        233        252:
Old  :       289:        52         76         82        131        143        233        252:
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  :                 32.4       20.5       38.0       29.5       27.6       16.0       31.5       22.8
Old  :                 32.4       20.5       38.0       29.5       27.6       16.0       31.5       22.8
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, May 13, 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  : 2,106,475:   565,941    216,435    169,358  1,147,327  1,445,825  1,882,626  1,831,618:   223,848    274,857
Old  : 2,106,475:   565,941    216,435    169,358  1,147,327  1,445,825  1,882,626  1,831,618:   223,848    274,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    14,453:      -716     37,161     21,881        822    -32,503     21,986     26,539:    -7,534    -12,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       10.3        8.0       54.5       68.6       89.4       87.0:      10.6       13.0
Old  :     100.0:      26.9       10.3        8.0       54.5       68.6       89.4       87.0:      10.6       13.0
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  :       205:        41         52         42         88         94        150        167:
Old  :       205:        41         52         42         88         94        150        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       34.9       33.5       43.3       16.4       25.4       25.5       30.8
Old  :                 21.5       34.9       33.5       43.3       16.4       25.4       25.5       30.8
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, May 13, 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  :   848,862:   188,720     54,731    227,031    380,504    519,358    796,255    801,120:    52,607     47,742
Old  :   848,862:   188,720     54,731    227,031    380,504    519,358    796,255    801,120:    52,607     47,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    75,113:    12,599      4,445     15,802     45,789     54,155     74,190     74,401:       923        712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        6.4       26.7       44.8       61.2       93.8       94.4:       6.2        5.6
Old  :     100.0:      22.2        6.4       26.7       44.8       61.2       93.8       94.4:       6.2        5.6
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  :       149:        54         22         52         67         53        135        117:
Old  :       149:        54         22         52         67         53        135        117:
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  :                 29.0       24.1       40.8       37.5       16.3       17.2       20.0       24.2
Old  :                 29.0       24.1       40.8       37.5       16.3       17.2       20.0       24.2
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, May 13, 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  :    13,051:     3,001      2,080      1,291      2,597      6,865      6,890     10,236:     6,161      2,815
Old  :    13,051:     3,001      2,080      1,291      2,597      6,865      6,890     10,236:     6,161      2,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,313:       431        222        816        126        -21      1,373      1,016:       -60        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       15.9        9.9       19.9       52.6       52.8       78.4:      47.2       21.6
Old  :     100.0:      23.0       15.9        9.9       19.9       52.6       52.8       78.4:      47.2       21.6
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  :        26:        10          7          5          5          6         18         15:
Old  :        26:        10          7          5          5          6         18         15:
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  :                 25.3       52.6       38.2       67.2       22.9       52.6       33.6       63.8
Old  :                 25.3       52.6       38.2       67.2       22.9       52.6       33.6       63.8
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, May 13, 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  :    33,123:    17,170     13,000        738      9,510     13,254     27,418     26,992:     5,705      6,131
Old  :    33,123:    17,170     13,000        738      9,510     13,254     27,418     26,992:     5,705      6,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,643:       363        581         37         52        279        452        897:     1,192        747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       39.2        2.2       28.7       40.0       82.8       81.5:      17.2       18.5
Old  :     100.0:      51.8       39.2        2.2       28.7       40.0       82.8       81.5:      17.2       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        16         21         11         11          7         36         30:
Old  :        54:        16         21         11         11          7         36         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       39.4       52.9       59.6       35.9       38.7       52.9       58.6
Old  :                 35.9       39.4       52.9       59.6       35.9       38.7       52.9       58.6
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, May 13, 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  :   108,149:    45,035     34,083      2,778     46,300     58,607     94,113     95,468:    14,036     12,681
Old  :   108,149:    45,035     34,083      2,778     46,300     58,607     94,113     95,468:    14,036     12,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,703:     2,592      5,698     -1,761        610        620      1,441      4,558:       262     -2,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       31.5        2.6       42.8       54.2       87.0       88.3:      13.0       11.7
Old  :     100.0:      41.6       31.5        2.6       42.8       54.2       87.0       88.3:      13.0       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        46         36         18         18         23         71         70:
Old  :       113:        46         36         18         18         23         71         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       39.4       47.9       51.2       33.3       38.4       47.4       49.6
Old  :                 33.8       39.4       47.9       51.2       33.3       38.4       47.4       49.6
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, May 13, 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  :    59,781:    18,756      4,469      1,438     39,353     53,788     59,547     59,695:       234         86
Old  :    59,781:    18,756      4,469      1,438     39,353     53,788     59,547     59,695:       234         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    10,700:     7,551      1,784       -321      3,470      9,222     10,700     10,685:         0         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        7.5        2.4       65.8       90.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      31.4        7.5        2.4       65.8       90.0       99.6       99.9:       0.4        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  :        44:        10         12          3         18         11         29         25:
Old  :        44:        10         12          3         18         11         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       81.9       79.8       94.4       45.1       61.5       60.5       68.5
Old  :                 57.2       81.9       79.8       94.4       45.1       61.5       60.5       68.5
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, May 13, 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  :    24,162:     2,832      1,184         20     21,304     22,803     24,156     24,007:         6        155
Old  :    24,162:     2,832      1,184         20     21,304     22,803     24,156     24,007:         6        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       159:    -1,340        511          0      1,502       -385        162        126:        -3         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        4.9        0.1       88.2       94.4      100.0       99.4:       0.0        0.6
Old  :     100.0:      11.7        4.9        0.1       88.2       94.4      100.0       99.4:       0.0        0.6
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  :        29:         6          7          1         12          9         19         16:
Old  :        29:         6          7          1         12          9         19         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  :                 79.8       89.3       92.1       95.3       76.1       83.0       86.9       88.3
Old  :                 79.8       89.3       92.1       95.3       76.1       83.0       86.9       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 16, 2008