WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   436,309:    70,897     71,584    125,499    210,450    183,960    406,846    381,044:    29,463     55,265
Old  :   374,700:    57,424     69,702    109,093    181,760    149,871    348,276    328,665:    26,424     46,034
Other:    61,610:    24,897     13,307      4,983     28,690     34,089     58,570     52,379:     3,039      9,231
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -1,925:    -1,684     -1,313        598     -3,132     -4,440     -4,218     -5,155:     2,293      3,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       16.4       28.8       48.2       42.2       93.2       87.3:       6.8       12.7
Old  :     100.0:      15.3       18.6       29.1       48.5       40.0       92.9       87.7:       7.1       12.3
Other:     100.0:      40.4       21.6        8.1       46.6       55.3       95.1       85.0:       4.9       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       104        120        139         79        111        272        297:
Old  :       351:       109        113        131         75        107        264        282:
Other:       159:        23         51         21         28         80         63        141:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       14.2       34.5       23.3       19.3       13.1       30.5       18.3
Old  :                 24.1       14.8       36.1       23.2       21.8       13.0       32.5       18.1
Other:                 50.4       22.7       63.3       31.5       48.8       18.1       57.7       25.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  : 1,939,753:   239,837     72,509    689,074    857,218    911,165  1,786,129  1,672,748:   153,624    267,004
Old  :   444,527:    62,114     91,244    119,028    231,390    186,917    412,533    397,189:    31,995     47,338
Other: 1,495,225:   251,651     55,193    496,118    625,827    724,249  1,373,596  1,275,559:   121,629    219,666
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :  -118,973:    -8,672    -21,225    -48,591    -58,219    -37,812   -115,481   -107,628:    -3,492    -11,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        3.7       35.5       44.2       47.0       92.1       86.2:       7.9       13.8
Old  :     100.0:      14.0       20.5       26.8       52.1       42.0       92.8       89.4:       7.2       10.6
Other:     100.0:      16.8        3.7       33.2       41.9       48.4       91.9       85.3:       8.1       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       824:       200        156        279        276        397        618        725:
Old  :       631:       112        142        119        172        303        349        499:
Other:       789:       219        138        243        242        383        558        679:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       14.6       21.7       21.6        8.4        5.8       14.0        9.2
Old  :                 22.2       14.5       35.3       23.3       22.2        9.9       32.5       14.7
Other:                 14.2       15.0       22.3       21.8        7.3        6.0       12.6        9.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :    16,939:     2,485        548      1,317     10,493     13,500     14,296     15,365:     2,643      1,574
Old  :    16,748:     2,485        548      1,317     10,308     13,339     14,111     15,204:     2,637      1,544
Other:       191:         0          0          0        185        161        185        161:         6         30
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :      -529:      -437       -123        259         75       -791       -103       -655:      -426        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        3.2        7.8       61.9       79.7       84.4       90.7:      15.6        9.3
Old  :     100.0:      14.8        3.3        7.9       61.5       79.6       84.3       90.8:      15.7        9.2
Other:     100.0:       0.0        0.0        0.0       96.9       84.3       96.9       84.3:       3.1       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        17          7          9         17         16         40         27:
Old  :        48:        17          7          9         17         16         40         27:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.9       57.2       53.2       73.5       36.9       47.8       49.5       61.9
Old  :                 38.3       56.8       53.6       73.4       37.3       48.5       50.1       62.8
Other:                 96.9       84.3       96.9       84.3       96.9       84.3       96.9       84.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   552,608:   106,686     28,043    170,453    220,991    271,680    498,130    470,176:    54,478     82,433
Old  :    17,226:     5,090        925         10      8,546     12,995     13,646     13,930:     3,580      3,296
Other:   535,382:   105,556     31,078    166,483    212,445    258,685    484,484    456,246:    50,898     79,137
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -54,442:   -12,467     -4,193    -23,495    -20,070    -25,427    -56,032    -53,114:     1,590     -1,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        5.1       30.8       40.0       49.2       90.1       85.1:       9.9       14.9
Old  :     100.0:      29.5        5.4        0.1       49.6       75.4       79.2       80.9:      20.8       19.1
Other:     100.0:      19.7        5.8       31.1       39.7       48.3       90.5       85.2:       9.5       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       504:       154        115        182        127        205        369        436:
Old  :       139:        41         17          1         34         50         75         68:
Other:       503:       146        131        177        110        203        347        433:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       20.5       28.6       28.8       12.9       12.6       19.3       16.7
Old  :                 35.3       34.1       46.3       45.5       34.5       30.6       44.4       41.6
Other:                 20.6       20.4       29.5       28.8       13.3       12.0       19.9       16.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,925:    18,164      3,249      1,163          2      3,141     19,329      7,553:     2,596     14,372
Old  :       321:       199          1          0          0         52        199         53:       122        268
Other:    21,604:    17,968      3,251      1,160          2      3,089     19,130      7,500:     2,474     14,104
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :         4:       -95         -3        295          0        -30        200        262:      -196       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       14.8        5.3        0.0       14.3       88.2       34.4:      11.8       65.6
Old  :     100.0:      62.0        0.3        0.0        0.0       16.2       62.0       16.5:      38.0       83.5
Other:     100.0:      83.2       15.0        5.4        0.0       14.3       88.5       34.7:      11.5       65.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        13         10         10          1          9         16         27:
Old  :        11:         6          1          0          0          4          6          5:
Other:        32:        13         10          9          1          9         16         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.3       15.1       81.9       21.5       65.2       13.2       78.8       19.1
Old  :                 60.7       16.2       62.0       16.5       60.7       16.2       62.0       16.5
Other:                 65.7       15.1       82.2       21.6       65.7       13.1       79.0       19.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   296,292:    35,871     23,320     84,034    149,225    168,779    269,131    276,133:    27,161     20,159
Old  :    64,344:    18,808      8,361     11,664     27,144     38,520     57,615     58,544:     6,729      5,800
Other:   231,947:    33,023     30,919     56,411    122,081    130,259    211,515    217,588:    20,432     14,359
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -14,179:      -431        899     -4,770     -7,653     -9,890    -12,853    -13,761:    -1,326       -418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        7.9       28.4       50.4       57.0       90.8       93.2:       9.2        6.8
Old  :     100.0:      29.2       13.0       18.1       42.2       59.9       89.5       91.0:      10.5        9.0
Other:     100.0:      14.2       13.3       24.3       52.6       56.2       91.2       93.8:       8.8        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        48         39         72         68         67        164        159:
Old  :       138:        42         18         35         45         49        103         97:
Other:       181:        45         54         51         60         60        136        138:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       27.7       27.6       42.5       13.3       22.0       20.3       30.5
Old  :                 24.4       25.2       35.4       37.9       19.9       23.7       28.7       34.2
Other:                 20.8       33.0       31.7       48.0       16.5       25.7       23.4       35.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   956,409:   118,521    176,728     62,042    655,056    538,576    835,619    777,346:   120,790    179,062
Old  :   956,409:   118,521    176,728     62,042    655,056    538,576    835,619    777,346:   120,790    179,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -81,930:   -33,242     -1,194    -20,881     -7,243    -36,690    -61,366    -58,765:   -20,565    -23,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       18.5        6.5       68.5       56.3       87.4       81.3:      12.6       18.7
Old  :     100.0:      12.4       18.5        6.5       68.5       56.3       87.4       81.3:      12.6       18.7
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  :       191:        28         56         48         76         92        135        165:
Old  :       191:        28         56         48         76         92        135        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       17.7       38.5       26.4       16.9       10.5       26.2       16.5
Old  :                 24.9       17.7       38.5       26.4       16.9       10.5       26.2       16.5
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, July 29, 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  :   209,604:    42,314      3,881     49,536     82,458    136,865    174,308    190,282:    35,295     19,322
Old  :    53,833:    13,908      1,827      5,800     22,474     37,618     42,182     45,245:    11,650      8,587
Other:   155,771:    37,427     11,074     34,715     59,985     99,247    132,126    145,036:    23,645     10,735
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :   -22,144:    -7,069     -6,283     -8,291     -3,268     -5,909    -18,628    -20,482:    -3,516     -1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        1.9       23.6       39.3       65.3       83.2       90.8:      16.8        9.2
Old  :     100.0:      25.8        3.4       10.8       41.7       69.9       78.4       84.0:      21.6       16.0
Other:     100.0:      24.0        7.1       22.3       38.5       63.7       84.8       93.1:      15.2        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        65         17         58         66         68        162        129:
Old  :       132:        41         15         30         49         56        101         92:
Other:       167:        57         29         43         60         53        141        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  :                 10.1       32.9       17.9       44.8        8.9       29.8       15.1       36.7
Old  :                 19.3       24.3       29.8       38.5       19.0       22.9       29.0       36.9
Other:                 11.6       38.4       20.6       52.1       11.0       35.2       17.9       44.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :    13,743:     2,267      1,228        800      8,402     10,211     11,470     12,239:     2,273      1,504
Old  :    13,732:     2,267      1,225        800      8,402     10,211     11,470     12,236:     2,262      1,496
Other:        11:         0          3          0          0          0          0          3:        11          8
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :        54:      -178        262         41        265       -324        127        -21:       -73         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        8.9        5.8       61.1       74.3       83.5       89.1:      16.5       10.9
Old  :     100.0:      16.5        8.9        5.8       61.2       74.4       83.5       89.1:      16.5       10.9
Other:     100.0:       0.0       27.3        0.0        0.0        0.0        0.0       27.3:     100.0       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        15         13          8         23         20         43         37:
Old  :        61:        15         13          8         23         20         43         37:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.3       61.0       47.5       70.2       20.9       38.3       33.4       45.6
Old  :                 32.3       61.1       47.5       70.2       20.9       38.3       33.4       45.6
Other:                  0.0       27.3        0.0       27.3        0.0       27.3        0.0       27.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   912,067:   147,025    198,767     26,180    624,830    596,570    798,035    821,517:   114,032     90,550
Old  :   912,067:   147,025    198,767     26,180    624,830    596,570    798,035    821,517:   114,032     90,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     3,289:    -5,598      1,627     -6,213     10,530      5,460     -1,282        874:     4,571      2,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       21.8        2.9       68.5       65.4       87.5       90.1:      12.5        9.9
Old  :     100.0:      16.1       21.8        2.9       68.5       65.4       87.5       90.1:      12.5        9.9
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  :       210:        41         40         30         87        101        143        156:
Old  :       210:        41         40         30         87        101        143        156:
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  :                 25.8       29.3       34.9       45.0       23.8       26.2       31.3       37.9
Old  :                 25.8       29.3       34.9       45.0       23.8       26.2       31.3       37.9
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, July 29, 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  : 2,216,785:   221,713    320,780    257,401  1,450,359  1,251,234  1,929,473  1,829,415:   287,311    387,370
Old  : 2,216,785:   221,713    320,780    257,401  1,450,359  1,251,234  1,929,473  1,829,415:   287,311    387,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :  -200,120:   -24,495    -20,852   -108,027    -16,803    -53,450   -149,324   -182,329:   -50,796    -17,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       14.5       11.6       65.4       56.4       87.0       82.5:      13.0       17.5
Old  :     100.0:      10.0       14.5       11.6       65.4       56.4       87.0       82.5:      13.0       17.5
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  :       272:        49         63         69        122        133        206        230:
Old  :       272:        49         63         69        122        133        206        230:
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  :                 27.2       17.8       34.8       25.0       22.6       13.9       28.7       19.7
Old  :                 27.2       17.8       34.8       25.0       22.6       13.9       28.7       19.7
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, July 29, 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  : 1,624,240:   333,133    187,148     94,735    973,058  1,119,057  1,400,926  1,400,940:   223,314    223,301
Old  : 1,624,240:   333,133    187,148     94,735    973,058  1,119,057  1,400,926  1,400,940:   223,314    223,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :  -130,030:   -21,149    -15,792    -28,139    -84,323    -64,434   -133,611   -108,365:     3,581    -21,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       11.5        5.8       59.9       68.9       86.3       86.3:      13.7       13.7
Old  :     100.0:      20.5       11.5        5.8       59.9       68.9       86.3       86.3:      13.7       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  :       194:        38         39         32         93         91        144        149:
Old  :       194:        38         39         32         93         91        144        149:
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       27.6       33.3       39.7       15.2       17.9       22.1       25.4
Old  :                 22.9       27.6       33.3       39.7       15.2       17.9       22.1       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   888,998:   303,740     39,659    181,359    349,555    630,097    834,655    851,115:    54,343     37,883
Old  :   888,998:   303,740     39,659    181,359    349,555    630,097    834,655    851,115:    54,343     37,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    20,046:     3,856       -612      7,773      3,235     10,761     14,864     17,922:     5,182      2,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        4.5       20.4       39.3       70.9       93.9       95.7:       6.1        4.3
Old  :     100.0:      34.2        4.5       20.4       39.3       70.9       93.9       95.7:       6.1        4.3
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  :       127:        48         17         39         58         54        116        101:
Old  :       127:        48         17         39         58         54        116        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       36.5       43.1       53.2       25.7       35.0       31.6       44.9
Old  :                 31.0       36.5       43.1       53.2       25.7       35.0       31.6       44.9
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, July 29, 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  :    32,739:    14,957     14,350      1,216     12,032      8,509     28,205     24,076:     4,534      8,663
Old  :    32,739:    14,957     14,350      1,216     12,032      8,509     28,205     24,076:     4,534      8,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :       325:       570       -116         32        107        339        709        255:      -384         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       43.8        3.7       36.8       26.0       86.2       73.5:      13.8       26.5
Old  :     100.0:      45.7       43.8        3.7       36.8       26.0       86.2       73.5:      13.8       26.5
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  :        52:        20         17          9         12          9         39         28:
Old  :        52:        20         17          9         12          9         39         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  :                 34.6       35.1       52.9       53.6       34.0       35.1       52.1       49.6
Old  :                 34.6       35.1       52.9       53.6       34.0       35.1       52.1       49.6
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, July 29, 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  :   124,149:    50,420     39,331      4,635     47,868     65,998    102,923    109,964:    21,225     14,185
Old  :   124,149:    50,420     39,331      4,635     47,868     65,998    102,923    109,964:    21,225     14,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     2,322:     2,813       -853         -1     -1,520      6,142      1,292      5,288:     1,030     -2,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       31.7        3.7       38.6       53.2       82.9       88.6:      17.1       11.4
Old  :     100.0:      40.6       31.7        3.7       38.6       53.2       82.9       88.6:      17.1       11.4
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  :       134:        50         42         21         25         26         83         81:
Old  :       134:        50         42         21         25         26         83         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       33.6       40.7       53.4       22.1       32.2       36.8       46.7
Old  :                 23.8       33.6       40.7       53.4       22.1       32.2       36.8       46.7
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, July 29, 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  :    59,161:    15,171      8,145        543     43,221     50,282     58,935     58,970:       226        191
Old  :    59,161:    15,171      8,145        543     43,221     50,282     58,935     58,970:       226        191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :     1,243:      -313        560       -103      1,652        783      1,236      1,240:         7          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       13.8        0.9       73.1       85.0       99.6       99.7:       0.4        0.3
Old  :     100.0:      25.6       13.8        0.9       73.1       85.0       99.6       99.7:       0.4        0.3
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  :        41:        10         14          2         13         11         24         26:
Old  :        41:        10         14          2         13         11         24         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  :                 72.6       81.0       87.2       93.5       45.7       40.3       51.8       51.3
Old  :                 72.6       81.0       87.2       93.5       45.7       40.3       51.8       51.3
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, July 29, 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  :    59,488:    17,265      1,157          0     42,223     58,090     59,488     59,247:         0        241
Old  :    59,488:    17,265      1,157          0     42,223     58,090     59,488     59,247:         0        241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2008                        :
     :    -1,227:    -1,477        597        -68        334     -1,749     -1,211     -1,220:       -16         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        1.9        0.0       71.0       97.6      100.0       99.6:       0.0        0.4
Old  :     100.0:      29.0        1.9        0.0       71.0       97.6      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  :        31:         5          9          0          9         11         14         20:
Old  :        31:         5          9          0          9         11         14         20:
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  :                 89.3       96.8       97.8       98.1       89.2       96.7       97.7       97.9
Old  :                 89.3       96.8       97.8       98.1       89.2       96.7       97.7       97.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 1, 2008