WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :   442,906:    69,633     65,240    138,192    204,853    182,644    412,677    386,075:    30,229     56,831
Old  :   380,043:    56,797     65,377    120,187    176,010    147,915    352,994    333,479:    27,049     46,564
Other:    62,863:    25,769     12,796      5,071     28,843     34,729     59,683     52,597:     3,180     10,266
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -6,996:    -1,289     -2,707      1,761     -7,207     -5,374     -6,736     -6,320:      -261       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       14.7       31.2       46.3       41.2       93.2       87.2:       6.8       12.8
Old  :     100.0:      14.9       17.2       31.6       46.3       38.9       92.9       87.7:       7.1       12.3
Other:     100.0:      41.0       20.4        8.1       45.9       55.2       94.9       83.7:       5.1       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        98        127        166         83        105        295        318:
Old  :       367:       108        124        153         81        101        286        306:
Other:       158:        24         57         20         27         73         67        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       15.3       32.8       23.2       19.0       13.9       29.9       18.3
Old  :                 22.9       15.6       33.9       23.3       21.3       13.2       31.1       17.7
Other:                 49.6       23.5       62.0       32.2       47.0       20.6       55.5       27.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  : 1,958,525:   211,236     88,818    725,027    859,202    872,338  1,795,464  1,686,183:   163,060    272,341
Old  :   342,451:    48,840     44,785    133,436    129,063    127,783    311,339    306,005:    31,112     36,446
Other: 1,616,074:   216,989     98,625    536,998    730,138    744,555  1,484,125  1,380,179:   131,948    235,895
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -2,116:    -9,601      8,151     18,683     -9,751    -16,263       -670     10,570:    -1,446    -12,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        4.5       37.0       43.9       44.5       91.7       86.1:       8.3       13.9
Old  :     100.0:      14.3       13.1       39.0       37.7       37.3       90.9       89.4:       9.1       10.6
Other:     100.0:      13.4        6.1       33.2       45.2       46.1       91.8       85.4:       8.2       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       831:       182        174        294        303        395        657        739:
Old  :       621:       126        129        117        193        280        396        450:
Other:       820:       197        190        246        262        385        580        713:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       14.3       21.2       21.6        7.8        5.7       12.9        8.7
Old  :                 17.4       16.2       28.2       25.6       11.6        6.7       15.1       11.5
Other:                 13.4       14.5       22.0       21.1        8.3        6.2       13.9        9.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :    17,408:     2,217      1,121      1,681     10,193     11,719     14,090     14,521:     3,318      2,887
Old  :    16,986:     2,228      1,121      1,670      9,831     11,418     13,728     14,209:     3,258      2,777
Other:       422:         0         11          0        362        301        362        312:        60        110
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :       777:        63        351         87       -407       -747       -256       -309:     1,033      1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        6.4        9.7       58.6       67.3       80.9       83.4:      19.1       16.6
Old  :     100.0:      13.1        6.6        9.8       57.9       67.2       80.8       83.7:      19.2       16.3
Other:     100.0:       0.0        2.6        0.0       85.8       71.3       85.8       73.9:      14.2       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        15         12          9         18         17         41         32:
Old  :        52:        16         12          9         18         17         41         32:
Other:         6:         0          1          0          4          3          4          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.2       48.7       48.0       64.6       31.8       42.3       45.2       53.1
Old  :                 32.1       48.3       48.1       64.6       31.7       42.5       45.4       54.1
Other:                 85.8       73.9       85.8       73.9       72.7       60.9       72.7       60.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :   561,309:    95,737     33,377    190,394    226,656    255,396    512,787    479,167:    48,522     82,142
Old  :   508,634:    83,580     37,715    172,225    207,475    224,164    463,279    434,103:    45,354     74,530
Other:    52,676:    19,739      3,243     10,588     19,181     31,233     49,508     45,064:     3,168      7,612
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    13,538:    -8,478      4,495     18,785      4,144     -8,147     14,450     15,133:      -912     -1,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        5.9       33.9       40.4       45.5       91.4       85.4:       8.6       14.6
Old  :     100.0:      16.4        7.4       33.9       40.8       44.1       91.1       85.3:       8.9       14.7
Other:     100.0:      37.5        6.2       20.1       36.4       59.3       94.0       85.6:       6.0       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       503:       149        129        191        113        199        359        442:
Old  :       502:       144        137        187        113        199        354        442:
Other:       245:        46         49         28         33        132         91        201:
     :----------------------------------------------------------------------------------------------------
     :             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       20.1       29.0       28.6       11.5        9.9       17.5       13.3
Old  :                 18.8       20.4       28.5       28.1       11.6        9.6       18.9       13.2
Other:                 43.5       39.9       58.1       52.8       28.5       29.7       39.1       37.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    22,028:    17,840      3,990      1,234          2      3,306     19,076      8,530:     2,952     13,498
Old  :    19,478:    15,859      4,124      1,060          2      2,660     16,921      7,844:     2,557     11,634
Other:     2,550:     2,155         40          0          0        646      2,155        686:       395      1,864
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -481:      -610        123         27          0         33       -583        183:       102       -664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.0       18.1        5.6        0.0       15.0       86.6       38.7:      13.4       61.3
Old  :     100.0:      81.4       21.2        5.4        0.0       13.7       86.9       40.3:      13.1       59.7
Other:     100.0:      84.5        1.6        0.0        0.0       25.3       84.5       26.9:      15.5       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11         11         10          1         10         15         28:
Old  :        32:        11         11          8          1         10         13         28:
Other:        23:        10          4          0          0          9         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 64.1       16.0       82.8       23.7       63.9       13.7       78.6       20.2
Old  :                 63.9       17.3       83.5       24.4       63.7       14.5       78.7       21.1
Other:                 68.1       21.5       83.3       25.0       68.1       21.5       83.3       25.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :   320,641:    21,464     28,076     86,568    188,638    184,973    296,669    299,617:    23,972     21,024
Old  :    45,999:     9,563      4,452      6,425     25,981     31,470     41,968     42,346:     4,031      3,653
Other:   274,642:    23,561     35,283     68,484    162,656    153,504    254,701    257,271:    19,941     17,371
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    20,668:    -6,953      1,680     12,781     16,901      8,737     22,729     23,198:    -2,060     -2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        8.8       27.0       58.8       57.7       92.5       93.4:       7.5        6.6
Old  :     100.0:      20.8        9.7       14.0       56.5       68.4       91.2       92.1:       8.8        7.9
Other:     100.0:       8.6       12.8       24.9       59.2       55.9       92.7       93.7:       7.3        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        37         45         67         69         69        152        158:
Old  :       113:        28         19         14         38         44         72         71:
Other:       187:        41         52         61         65         67        143        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       29.9       32.9       41.9       13.7       20.8       20.8       28.2
Old  :                 36.1       31.1       51.4       44.9       27.8       28.7       38.6       39.8
Other:                 22.2       32.0       34.2       44.7       15.5       22.6       22.9       29.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :   965,644:   110,313    159,391     67,786    658,563    558,188    836,662    785,366:   128,982    180,278
Old  :   965,644:   110,313    159,391     67,786    658,563    558,188    836,662    785,366:   128,982    180,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -4,127:   -26,398    -15,448         95     19,319     12,799     -6,983     -2,553:     2,856     -1,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       16.5        7.0       68.2       57.8       86.6       81.3:      13.4       18.7
Old  :     100.0:      11.4       16.5        7.0       68.2       57.8       86.6       81.3:      13.4       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  :       197:        32         54         49         77         95        142        165:
Old  :       197:        32         54         49         77         95        142        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  :                 23.5       17.1       34.9       25.0       16.3       10.5       24.1       16.8
Old  :                 23.5       17.1       34.9       25.0       16.3       10.5       24.1       16.8
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, August 12, 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  :   210,028:    36,429      4,016     44,274     96,812    144,372    177,515    192,662:    32,512     17,365
Old  :    44,547:     8,294      1,664      3,883     24,536     32,420     36,714     37,967:     7,833      6,580
Other:   165,481:    32,724      6,940     35,803     72,275    111,952    140,802    154,695:    24,679     10,786
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    -2,891:    -5,057       -804     -4,163      7,781      2,848     -1,440     -2,119:    -1,451       -772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        1.9       21.1       46.1       68.7       84.5       91.7:      15.5        8.3
Old  :     100.0:      18.6        3.7        8.7       55.1       72.8       82.4       85.2:      17.6       14.8
Other:     100.0:      19.8        4.2       21.6       43.7       67.7       85.1       93.5:      14.9        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        51         19         53         71         73        147        131:
Old  :       121:        32         16         21         38         56         82         81:
Other:       159:        48         25         48         65         54        136        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       37.6       24.7       48.8       10.8       29.5       17.2       36.4
Old  :                 33.7       32.0       46.9       48.2       33.1       28.5       43.7       43.8
Other:                 13.9       42.7       23.5       55.0       12.9       37.3       20.4       46.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :    13,476:     2,030      1,510      1,169      8,415      9,219     11,614     11,898:     1,863      1,578
Old  :    13,462:     2,030      1,504      1,169      8,415      9,219     11,614     11,892:     1,849      1,570
Other:        14:         0          6          0          0          0          0          6:        14          8
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -272:       -21        297         52       -114       -570        -83       -221:      -189        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       11.2        8.7       62.4       68.4       86.2       88.3:      13.8       11.7
Old  :     100.0:      15.1       11.2        8.7       62.5       68.5       86.3       88.3:      13.7       11.7
Other:     100.0:       0.0       42.9        0.0        0.0        0.0        0.0       42.9:     100.0       57.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        14         13          8         23         22         42         39:
Old  :        61:        14         13          8         23         22         42         39:
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  :                 33.2       53.1       49.3       65.0       24.4       32.8       36.3       41.5
Old  :                 33.2       53.1       49.4       65.0       24.4       32.9       36.4       41.5
Other:                  0.0       42.9        0.0       42.9        0.0       42.9        0.0       42.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :   944,011:   154,959    223,318     33,502    632,340    596,105    820,801    852,925:   123,211     91,087
Old  :   944,011:   154,959    223,318     33,502    632,340    596,105    820,801    852,925:   123,211     91,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    15,124:    18,499     24,180      4,711    -16,089    -12,605      7,120     16,286:     8,004     -1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       23.7        3.5       67.0       63.1       86.9       90.4:      13.1        9.6
Old  :     100.0:      16.4       23.7        3.5       67.0       63.1       86.9       90.4:      13.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        43         40         33         95         96        153        154:
Old  :       212:        43         40         33         95         96        153        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       33.4       34.6       47.6       23.1       29.6       31.4       42.3
Old  :                 24.5       33.4       34.6       47.6       23.1       29.6       31.4       42.3
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, August 12, 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  : 2,388,232:   245,415    267,828    340,170  1,456,556  1,382,684  2,042,141  1,990,683:   346,091    397,549
Old  : 2,388,232:   245,415    267,828    340,170  1,456,556  1,382,684  2,042,141  1,990,683:   346,091    397,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :   102,157:    15,341    -15,508     51,300     -4,451     33,181     62,191     68,973:    39,966     33,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.2       14.2       61.0       57.9       85.5       83.4:      14.5       16.6
Old  :     100.0:      10.3       11.2       14.2       61.0       57.9       85.5       83.4:      14.5       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        46         77         76        125        138        224        239:
Old  :       283:        46         77         76        125        138        224        239:
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       19.7       34.0       27.0       17.8       13.6       24.6       18.2
Old  :                 25.8       19.7       34.0       27.0       17.8       13.6       24.6       18.2
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, August 12, 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  : 1,718,051:   429,244    193,379     82,599    940,306  1,200,094  1,452,150  1,476,072:   265,901    241,979
Old  : 1,718,051:   429,244    193,379     82,599    940,306  1,200,094  1,452,150  1,476,072:   265,901    241,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    44,548:    52,987     15,669     -9,583    -34,230     34,096      9,174     40,182:    35,374      4,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       11.3        4.8       54.7       69.9       84.5       85.9:      15.5       14.1
Old  :     100.0:      25.0       11.3        4.8       54.7       69.9       84.5       85.9:      15.5       14.1
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  :       205:        41         40         33        100        103        160        157:
Old  :       205:        41         40         33        100        103        160        157:
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  :                 23.3       27.3       32.6       39.6       14.1       17.1       20.3       24.2
Old  :                 23.3       27.3       32.6       39.6       14.1       17.1       20.3       24.2
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, August 12, 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  :   866,394:   245,686     38,704    206,950    368,073    582,022    820,709    827,677:    45,685     38,717
Old  :   866,394:   245,686     38,704    206,950    368,073    582,022    820,709    827,677:    45,685     38,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :    40,193:   -18,002      1,568     29,094     27,633      4,169     38,724     34,830:     1,469      5,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        4.5       23.9       42.5       67.2       94.7       95.5:       5.3        4.5
Old  :     100.0:      28.4        4.5       23.9       42.5       67.2       94.7       95.5:       5.3        4.5
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  :       126:        52         15         36         56         51        116         96:
Old  :       126:        52         15         36         56         51        116         96:
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  :                 27.8       34.2       41.1       52.3       19.9       31.3       26.8       40.7
Old  :                 27.8       34.2       41.1       52.3       19.9       31.3       26.8       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :    35,833:    15,590     14,053      1,609     14,551     11,396     31,751     27,058:     4,082      8,775
Old  :    35,833:    15,590     14,053      1,609     14,551     11,396     31,751     27,058:     4,082      8,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     2,581:       -88        -93        356      2,533      2,971      2,801      3,233:      -220       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       39.2        4.5       40.6       31.8       88.6       75.5:      11.4       24.5
Old  :     100.0:      43.5       39.2        4.5       40.6       31.8       88.6       75.5:      11.4       24.5
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  :        56:        22         16         11         14         10         43         30:
Old  :        56:        22         16         11         14         10         43         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       35.1       56.3       52.6       38.0       35.0       55.6       48.8
Old  :                 38.3       35.1       56.3       52.6       38.0       35.0       55.6       48.8
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, August 12, 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  :   128,014:    47,923     37,497      5,196     57,187     69,989    110,306    112,682:    17,708     15,332
Old  :   128,014:    47,923     37,497      5,196     57,187     69,989    110,306    112,682:    17,708     15,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     1,685:    -4,742     -1,177       -253      7,676      2,698      2,680      1,269:      -996        416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       29.3        4.1       44.7       54.7       86.2       88.0:      13.8       12.0
Old  :     100.0:      37.4       29.3        4.1       44.7       54.7       86.2       88.0:      13.8       12.0
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  :       129:        47         38         27         27         26         88         77:
Old  :       129:        47         38         27         27         26         88         77:
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  :                 30.3       32.9       45.5       55.0       28.2       31.5       41.4       47.2
Old  :                 30.3       32.9       45.5       55.0       28.2       31.5       41.4       47.2
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, August 12, 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  :    55,477:    14,801      9,457        793     39,846     45,029     55,440     55,279:        37        198
Old  :    55,477:    14,801      9,457        793     39,846     45,029     55,440     55,279:        37        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :      -371:      -164        -22       -227         49       -120       -342       -369:       -29         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       17.0        1.4       71.8       81.2       99.9       99.6:       0.1        0.4
Old  :     100.0:      26.7       17.0        1.4       71.8       81.2       99.9       99.6:       0.1        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  :        42:         9         14          3         15         11         25         27:
Old  :        42:         9         14          3         15         11         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       77.2       88.5       93.4       51.6       41.2       56.9       55.7
Old  :                 75.0       77.2       88.5       93.4       51.6       41.2       56.9       55.7
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, August 12, 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  :    59,001:    18,529      1,649        187     40,274     56,903     58,990     58,739:        11        262
Old  :    59,001:    18,529      1,649        187     40,274     56,903     58,990     58,739:        11        262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2008                       :
     :     1,004:       186       -176        187        627        929      1,000        940:         4         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        2.8        0.3       68.3       96.4      100.0       99.6:       0.0        0.4
Old  :     100.0:      31.4        2.8        0.3       68.3       96.4      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  :        32:         6          9          1         10         11         16         21:
Old  :        32:         6          9          1         10         11         16         21:
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  :                 87.2       95.3       97.3       97.5       85.8       95.3       95.9       96.7
Old  :                 87.2       95.3       97.3       97.5       85.8       95.3       95.9       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 15, 2008