WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  :   506,539:    81,496     77,475    157,244    231,094    211,809    469,834    446,528:    36,705     60,011
Old  :   452,945:    67,743     76,408    144,149    206,475    180,132    418,367    400,690:    34,577     52,255
Other:    53,594:    23,271     10,585      3,577     24,619     31,677     51,467     45,839:     2,128      7,755
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :     3,191:    -2,653     -6,186        736        364      6,879     -1,554      1,428:     4,745      1,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       15.3       31.0       45.6       41.8       92.8       88.2:       7.2       11.8
Old  :     100.0:      15.0       16.9       31.8       45.6       39.8       92.4       88.5:       7.6       11.5
Other:     100.0:      43.4       19.8        6.7       45.9       59.1       96.0       85.5:       4.0       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       108        116        155         81        116        295        311:
Old  :       373:       115        111        149         80        114        291        304:
Other:       150:        21         47         17         25         72         58        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       13.3       31.7       22.3       17.2       11.9       27.1       17.3
Old  :                 21.5       13.8       32.6       22.3       18.7       11.9       28.0       16.8
Other:                 56.0       25.3       70.1       36.6       53.5       18.5       64.6       27.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  : 2,337,654:   333,874     69,216    854,561    941,515  1,116,529  2,129,949  2,040,306:   207,705    297,347
Old  :   907,942:   144,081     81,115    317,838    365,160    415,586    827,079    814,540:    80,862     93,402
Other: 1,429,712:   260,788     59,097    465,727    576,355    700,943  1,302,870  1,225,767:   126,842    203,945
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :   110,426:   -16,876      3,976     86,762     38,808     22,840    108,694    113,578:     1,732     -3,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        3.0       36.6       40.3       47.8       91.1       87.3:       8.9       12.7
Old  :     100.0:      15.9        8.9       35.0       40.2       45.8       91.1       89.7:       8.9       10.3
Other:     100.0:      18.2        4.1       32.6       40.3       49.0       91.1       85.7:       8.9       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       885:       248        155        316        293        409        690        773:
Old  :       778:       197        145        225        223        364        529        648:
Other:       804:       211        157        222        227        389        535        681:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       15.2       21.4       21.6        8.8        6.5       13.8        9.7
Old  :                 13.9       15.8       22.4       23.1       12.5        9.4       19.1       12.5
Other:                 15.2       14.8       23.8       21.8        9.0        7.3       13.8        9.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  :    17,901:     3,623        375      1,001      9,642     15,096     14,266     16,472:     3,635      1,429
Old  :    17,901:     3,623        375      1,001      9,642     15,096     14,266     16,472:     3,635      1,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :       919:       647        -56         30       -310        840        367        814:       552        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        2.1        5.6       53.9       84.3       79.7       92.0:      20.3        8.0
Old  :     100.0:      20.2        2.1        5.6       53.9       84.3       79.7       92.0:      20.3        8.0
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  :        53:        22          7          9         20         17         47         28:
Old  :        53:        22          7          9         20         17         47         28:
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  :                 33.6       57.0       47.5       74.8       33.6       52.1       45.6       66.1
Old  :                 33.6       57.0       47.5       74.8       33.6       52.1       45.6       66.1
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, June 17, 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  :   733,117:   146,547     26,919    258,397    260,673    351,480    665,616    636,795:    67,500     96,322
Old  :   262,450:    70,651     16,125    105,026     59,768    113,600    235,446    234,751:    27,004     27,699
Other:   470,666:   105,886     40,784    123,380    200,905    237,880    430,171    402,044:    40,496     68,622
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :    33,924:       -29      1,030     22,749      9,084      7,301     31,804     31,080:     2,120      2,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        3.7       35.2       35.6       47.9       90.8       86.9:       9.2       13.1
Old  :     100.0:      26.9        6.1       40.0       22.8       43.3       89.7       89.4:      10.3       10.6
Other:     100.0:      22.5        8.7       26.2       42.7       50.5       91.4       85.4:       8.6       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       549:       178        137        205        134        209        417        465:
Old  :       461:       152        105        136        103        182        312        369:
Other:       472:       135        126        145        101        192        315        390:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       22.0       27.1       30.5       11.6       13.4       17.4       17.5
Old  :                 18.2       23.3       26.2       31.5        7.6       14.3       11.3       19.0
Other:                 24.0       23.1       33.3       31.8       16.4       14.1       24.3       19.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,975:    18,441      2,715      1,218          2      3,695     19,661      7,628:     3,314     15,347
Old  :     4,537:     3,114      1,689        204          0        593      3,318      2,486:     1,219      2,051
Other:    18,438:    15,969      1,668        372          2      3,102     16,343      5,142:     2,095     13,296
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :    -1,199:    -1,100         21          1          0        -92     -1,099        -70:      -100     -1,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3       11.8        5.3        0.0       16.1       85.6       33.2:      14.4       66.8
Old  :     100.0:      68.6       37.2        4.5        0.0       13.1       73.1       54.8:      26.9       45.2
Other:     100.0:      86.6        9.0        2.0        0.0       16.8       88.6       27.9:      11.4       72.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11         10         11          1         10         14         30:
Old  :        32:        11         11          4          0         10         12         24:
Other:        28:        10          8          7          1         10         12         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.4       10.3       78.9       17.0       65.3        8.7       77.1       15.1
Old  :                 48.5       31.2       67.0       44.9       48.3       27.3       66.1       41.0
Other:                 73.8        9.1       88.1       15.5       73.7        9.1       86.2       15.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  :   325,169:    44,727     18,360     98,581    146,140    188,971    289,448    305,912:    35,722     19,258
Old  :   151,484:    38,790     18,027     34,624     57,649     87,320    131,063    139,971:    20,421     11,513
Other:   173,685:    28,847     23,244     41,046     88,491    101,651    158,384    165,941:    15,301      7,744
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :     7,917:     4,080     -4,005      9,216     -4,666      3,142      8,630      8,353:      -712       -436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        5.6       30.3       44.9       58.1       89.0       94.1:      11.0        5.9
Old  :     100.0:      25.6       11.9       22.9       38.1       57.6       86.5       92.4:      13.5        7.6
Other:     100.0:      16.6       13.4       23.6       50.9       58.5       91.2       95.5:       8.8        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        68         28         63         64         65        165        136:
Old  :       170:        62         31         45         58         58        137        117:
Other:       148:        41         36         42         47         49        113        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       26.2       25.2       40.4       12.2       21.4       19.1       31.2
Old  :                 16.3       25.5       26.8       39.4       12.7       23.1       19.9       33.7
Other:                 24.1       36.5       34.9       52.4       20.7       31.9       30.0       40.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  : 1,014,876:   106,331    174,335     90,658    702,480    555,728    899,469    820,720:   115,407    194,156
Old  : 1,014,876:   106,331    174,335     90,658    702,480    555,728    899,469    820,720:   115,407    194,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :     1,280:    -1,651     12,633     -2,814     12,353      1,728      7,888     11,547:    -6,608    -10,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       17.2        8.9       69.2       54.8       88.6       80.9:      11.4       19.1
Old  :     100.0:      10.5       17.2        8.9       69.2       54.8       88.6       80.9:      11.4       19.1
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  :       196:        37         51         57         81         88        151        164:
Old  :       196:        37         51         57         81         88        151        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       20.3       37.6       28.6       17.9       12.2       24.9       17.6
Old  :                 25.6       20.3       37.6       28.6       17.9       12.2       24.9       17.6
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, June 17, 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  :   258,011:    63,250      4,592     58,502     94,786    175,935    216,539    239,029:    41,473     18,982
Old  :   132,819:    42,899      6,924     21,569     45,892     93,034    110,360    121,526:    22,459     11,293
Other:   125,193:    32,081      9,398     25,204     48,894     82,901    106,179    117,503:    19,014      7,690
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :    20,807:    11,572     -1,658      9,815     -2,075     12,862     19,312     21,018:     1,495       -211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        1.8       22.7       36.7       68.2       83.9       92.6:      16.1        7.4
Old  :     100.0:      32.3        5.2       16.2       34.6       70.0       83.1       91.5:      16.9        8.5
Other:     100.0:      25.6        7.5       20.1       39.1       66.2       84.8       93.9:      15.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        78         27         64         71         74        180        145:
Old  :       184:        63         32         49         65         66        156        123:
Other:       165:        60         22         47         60         52        140        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       34.3       18.5       45.4        7.5       31.0       12.1       36.2
Old  :                 15.1       32.2       23.3       42.8       13.9       28.0       21.1       37.5
Other:                 14.1       40.0       23.0       52.7       11.2       35.6       18.6       46.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  :    19,595:     3,930        844      2,032      9,965     15,103     15,927     17,979:     3,668      1,615
Old  :     6,750:     2,238        729        748      2,395      4,499      5,381      5,976:     1,368        773
Other:    12,845:     2,148        570        828      7,570     10,605     10,546     12,003:     2,299        842
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :      -290:        93         58        -22       -503       -289       -431       -253:       141        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.3       10.4       50.9       77.1       81.3       91.8:      18.7        8.2
Old  :     100.0:      33.2       10.8       11.1       35.5       66.6       79.7       88.5:      20.3       11.5
Other:     100.0:      16.7        4.4        6.4       58.9       82.6       82.1       93.4:      17.9        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        24         14         16         35         27         66         51:
Old  :        50:        14          9          7         14         16         31         29:
Other:        63:        20          7         10         30         17         53         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       54.5       35.2       66.6       14.7       40.0       25.0       47.0
Old  :                 34.7       48.3       54.4       65.8       29.1       35.9       44.4       47.8
Other:                 27.4       69.5       44.5       78.2       22.3       56.8       37.4       63.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  :   947,964:   167,653    142,251     22,969    649,297    652,702    839,919    817,922:   108,045    130,042
Old  :   947,964:   167,653    142,251     22,969    649,297    652,702    839,919    817,922:   108,045    130,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :   -38,548:   -11,881    -47,397     -3,134    -27,693     -4,457    -42,707    -54,988:     4,159     16,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       15.0        2.4       68.5       68.9       88.6       86.3:      11.4       13.7
Old  :     100.0:      17.7       15.0        2.4       68.5       68.9       88.6       86.3:      11.4       13.7
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  :       203:        37         38         27         96         90        147        141:
Old  :       203:        37         38         27         96         90        147        141:
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  :                 21.9       42.6       33.4       52.0       19.8       41.5       30.4       48.4
Old  :                 21.9       42.6       33.4       52.0       19.8       41.5       30.4       48.4
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, June 17, 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  : 2,643,285:   254,665    276,399    417,796  1,674,830  1,495,716  2,347,291  2,189,911:   295,994    453,374
Old  : 2,643,285:   254,665    276,399    417,796  1,674,830  1,495,716  2,347,291  2,189,911:   295,994    453,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :   -63,493:   -33,677      6,893      3,346    -19,440    -95,358    -49,771    -85,119:   -13,722     21,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       10.5       15.8       63.4       56.6       88.8       82.8:      11.2       17.2
Old  :     100.0:       9.6       10.5       15.8       63.4       56.6       88.8       82.8:      11.2       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        36         69         74        122        139        208        234:
Old  :       269:        36         69         74        122        139        208        234:
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  :                 30.5       19.6       36.7       27.9       27.4       16.4       32.2       21.8
Old  :                 30.5       19.6       36.7       27.9       27.4       16.4       32.2       21.8
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, June 17, 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  : 1,874,382:   455,386    147,646    117,729  1,075,967  1,313,210  1,649,083  1,578,585:   225,299    295,796
Old  : 1,874,382:   455,386    147,646    117,729  1,075,967  1,313,210  1,649,083  1,578,585:   225,299    295,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :    57,188:    -6,620    -31,651     13,366     39,346     61,960     46,092     43,675:    11,095     13,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        7.9        6.3       57.4       70.1       88.0       84.2:      12.0       15.8
Old  :     100.0:      24.3        7.9        6.3       57.4       70.1       88.0       84.2:      12.0       15.8
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  :       177:        38         31         34         90         85        140        138:
Old  :       177:        38         31         34         90         85        140        138:
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       34.1       33.5       44.9       15.1       26.1       25.2       32.2
Old  :                 22.9       34.1       33.5       44.9       15.1       26.1       25.2       32.2
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, June 17, 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  :   872,490:   334,169     35,577    119,436    351,648    666,405    805,253    821,417:    67,237     51,073
Old  :   872,490:   334,169     35,577    119,436    351,648    666,405    805,253    821,417:    67,237     51,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :   139,541:    99,028     13,908      2,708     25,973    112,227    127,709    128,843:    11,831     10,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        4.1       13.7       40.3       76.4       92.3       94.1:       7.7        5.9
Old  :     100.0:      38.3        4.1       13.7       40.3       76.4       92.3       94.1:       7.7        5.9
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:        56         18         43         69         56        138        106:
Old  :       149:        56         18         43         69         56        138        106:
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  :                 29.3       37.9       40.4       52.1       27.5       35.5       33.8       47.1
Old  :                 29.3       37.9       40.4       52.1       27.5       35.5       33.8       47.1
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, June 17, 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  :    51,717:    17,464     14,646      4,960     17,980     20,361     40,404     39,967:    11,313     11,750
Old  :    51,717:    17,464     14,646      4,960     17,980     20,361     40,404     39,967:    11,313     11,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :    17,317:     1,201      1,086      4,182      6,675      6,400     12,058     11,668:     5,260      5,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       28.3        9.6       34.8       39.4       78.1       77.3:      21.9       22.7
Old  :     100.0:      33.8       28.3        9.6       34.8       39.4       78.1       77.3:      21.9       22.7
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  :        60:        16         24         18         14         14         45         41:
Old  :        60:        16         24         18         14         14         45         41:
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  :                 25.1       26.3       43.7       44.6       24.7       21.3       36.3       32.7
Old  :                 25.1       26.3       43.7       44.6       24.7       21.3       36.3       32.7
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, June 17, 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  :   147,604:    38,881     50,820     18,182     72,819     61,985    129,882    130,987:    17,722     16,617
Old  :   147,604:    38,881     50,820     18,182     72,819     61,985    129,882    130,987:    17,722     16,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :    30,285:       133      4,458     14,009     13,107      9,999     27,249     28,466:     3,036      1,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       34.4       12.3       49.3       42.0       88.0       88.7:      12.0       11.3
Old  :     100.0:      26.3       34.4       12.3       49.3       42.0       88.0       88.7:      12.0       11.3
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  :       128:        47         43         36         31         28         90         95:
Old  :       128:        47         43         36         31         28         90         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  :                 30.0       33.2       43.5       45.9       23.9       28.9       33.5       38.3
Old  :                 30.0       33.2       43.5       45.9       23.9       28.9       33.5       38.3
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, June 17, 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  :    51,844:    13,236      5,964        857     37,375     44,670     51,468     51,491:       376        353
Old  :    51,844:    13,236      5,964        857     37,375     44,670     51,468     51,491:       376        353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :   -10,870:    -1,475      2,500       -367     -8,955    -12,767    -10,797    -10,634:       -73       -236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       11.5        1.7       72.1       86.2       99.3       99.3:       0.7        0.7
Old  :     100.0:      25.5       11.5        1.7       72.1       86.2       99.3       99.3:       0.7        0.7
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  :        41:         9         12          3         16         11         26         25:
Old  :        41:         9         12          3         16         11         26         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  :                 68.3       79.7       84.3       93.2       52.6       57.3       61.7       66.1
Old  :                 68.3       79.7       84.3       93.2       52.6       57.3       61.7       66.1
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, June 17, 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  :    59,515:    17,096      2,891          0     42,413     56,374     59,509     59,265:         6        250
Old  :    59,515:    17,096      2,891          0     42,413     56,374     59,509     59,265:         6        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2008                        :
     :   -11,114:     1,320        305     -2,121     -7,664     -4,251     -8,465     -6,067:    -2,649     -5,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        4.9        0.0       71.3       94.7      100.0       99.6:       0.0        0.4
Old  :     100.0:      28.7        4.9        0.0       71.3       94.7      100.0       99.6:       0.0        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  :        27:         5          6          0         11          9         16         15:
Old  :        27:         5          6          0         11          9         16         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  :                 86.6       97.0       97.1       98.6       86.4       96.8       97.0       98.4
Old  :                 86.6       97.0       97.1       98.6       86.4       96.8       97.0       98.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 20, 2008