WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   403,994:    67,463     64,291    115,775    192,224    171,002    375,462    351,068:    28,532     52,926
Old  :   336,496:    56,181     65,434     93,202    162,540    136,642    311,923    295,278:    24,573     41,218
Other:    67,498:    28,016     15,591      5,839     29,684     34,360     63,539     55,790:     3,959     11,708
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -14,194:     1,196      7,433     -4,387    -10,254    -17,953    -13,445    -14,907:      -748        714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       15.9       28.7       47.6       42.3       92.9       86.9:       7.1       13.1
Old  :     100.0:      16.7       19.4       27.7       48.3       40.6       92.7       87.8:       7.3       12.2
Other:     100.0:      41.5       23.1        8.7       44.0       50.9       94.1       82.7:       5.9       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:        95        126        138         82        116        263        309:
Old  :       349:       101        123        119         81        111        252        288:
Other:       170:        32         49         26         33         81         81        142:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       16.6       33.8       24.3       19.9       15.1       31.1       19.1
Old  :                 23.9       17.3       35.1       26.0       23.0       15.9       32.9       20.5
Other:                 46.3       20.2       59.9       29.6       44.6       17.8       54.2       25.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  : 1,700,368:   191,485     74,211    596,455    775,447    791,863  1,563,387  1,462,528:   136,982    237,840
Old  : 1,494,745:   174,206     85,945    530,911    666,832    674,468  1,371,950  1,291,323:   122,795    203,422
Other:   205,623:    41,432     12,419     41,390    108,615    117,396    191,437    171,205:    14,186     34,418
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -65,013:    -7,709     -3,013    -30,952    -16,205    -29,026    -54,866    -62,991:   -10,148     -2,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        4.4       35.1       45.6       46.6       91.9       86.0:       8.1       14.0
Old  :     100.0:      11.7        5.7       35.5       44.6       45.1       91.8       86.4:       8.2       13.6
Other:     100.0:      20.1        6.0       20.1       52.8       57.1       93.1       83.3:       6.9       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       177        164        275        271        367        600        691:
Old  :       775:       172        176        264        266        365        589        681:
Other:       435:        60         69         58         83        265        172        366:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       14.2       23.1       20.9        9.1        6.4       14.8        9.5
Old  :                 14.2       14.0       22.1       20.9        9.6        5.5       15.8        9.1
Other:                 32.1       24.6       47.6       34.9       22.4       13.2       33.2       17.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :    16,516:     2,320      1,212      1,661     10,314     11,553     14,295     14,426:     2,221      2,090
Old  :    15,785:     2,389      1,212      1,592      9,657     11,058     13,638     13,862:     2,147      1,923
Other:       731:         0         69          0        657        495        657        564:        74        167
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :       166:      -117        -19        285        302        -78        470        188:      -304        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        7.3       10.1       62.4       69.9       86.6       87.3:      13.4       12.7
Old  :     100.0:      15.1        7.7       10.1       61.2       70.1       86.4       87.8:      13.6       12.2
Other:     100.0:       0.0        9.4        0.0       89.9       67.7       89.9       77.2:      10.1       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        19          9          8         17         14         38         29:
Old  :        51:        19          9          8         17         14         38         29:
Other:         8:         0          1          0          4          5          4          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       54.6       53.7       68.3       35.3       49.0       50.6       57.3
Old  :                 34.1       54.6       53.4       68.4       34.1       49.4       50.1       58.4
Other:                 89.9       74.0       89.9       77.2       76.3       62.8       76.3       63.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   534,851:    92,991     29,166    183,197    207,346    241,112    483,534    453,474:    51,317     81,376
Old  :   482,415:    87,363     32,042    159,368    187,831    217,659    434,562    409,069:    47,853     73,346
Other:    52,435:    15,901      7,397     13,555     19,515     23,453     48,972     44,405:     3,464      8,030
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -9,465:    -2,927     -3,607     -2,161     -2,332     -4,092     -7,420     -9,860:    -2,045        395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        5.5       34.3       38.8       45.1       90.4       84.8:       9.6       15.2
Old  :     100.0:      18.1        6.6       33.0       38.9       45.1       90.1       84.8:       9.9       15.2
Other:     100.0:      30.3       14.1       25.9       37.2       44.7       93.4       84.7:       6.6       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       497:       163        121        188        105        188        353        428:
Old  :       496:       158        127        183        105        187        349        425:
Other:       239:        39         55         27         36        130         92        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       19.9       28.1       28.1       12.2       11.2       18.2       15.1
Old  :                 19.2       19.6       27.2       28.0       12.6       11.8       19.1       15.6
Other:                 46.3       29.3       60.4       43.2       26.4       15.0       34.5       22.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,951:    17,526      3,746        751          3      3,384     18,280      7,881:     2,671     13,070
Old  :    18,376:    15,523      3,883        574          3      2,732     16,100      7,189:     2,276     11,187
Other:     2,575:     2,180         40          0          0        652      2,180        692:       395      1,883
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -658:       138        -81       -508          0         19       -370       -570:      -288        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.7       17.9        3.6        0.0       16.2       87.3       37.6:      12.7       62.4
Old  :     100.0:      84.5       21.1        3.1        0.0       14.9       87.6       39.1:      12.4       60.9
Other:     100.0:      84.7        1.6        0.0        0.0       25.3       84.7       26.9:      15.3       73.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        11         11          6          1         10         14         25:
Old  :        32:        11         11          5          1         10         13         25:
Other:        22:         9          4          0          0          9          9         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  :                 65.8       15.2       83.0       22.6       65.7       14.7       80.9       21.4
Old  :                 65.8       15.5       83.8       23.3       65.8       14.8       81.3       22.1
Other:                 68.1       21.4       83.7       25.0       68.1       21.4       83.7       25.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   311,483:    22,654     29,443     84,897    181,799    176,084    289,350    290,425:    22,132     21,058
Old  :   292,717:    23,798     33,304     71,840    175,925    166,776    271,563    271,921:    21,153     20,796
Other:    18,766:     5,169      2,452      6,744      5,874      9,308     17,787     18,504:       979        262
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -3,266:       812      2,088       -372     -2,378     -6,057     -1,938     -4,341:    -1,328      1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        9.5       27.3       58.4       56.5       92.9       93.2:       7.1        6.8
Old  :     100.0:       8.1       11.4       24.5       60.1       57.0       92.8       92.9:       7.2        7.1
Other:     100.0:      27.5       13.1       35.9       31.3       49.6       94.8       98.6:       5.2        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        44         48         67         67         67        156        158:
Old  :       198:        46         49         65         66         67        153        158:
Other:        41:        10          7          9         15         11         31         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       29.5       34.0       40.2       15.3       21.1       21.8       28.0
Old  :                 20.8       26.9       32.6       38.1       16.2       21.9       23.2       29.3
Other:                 76.9       81.8       85.3       91.9       48.9       48.8       52.8       57.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  : 1,011,970:   123,914    174,676     69,947    663,913    574,558    857,774    819,181:   154,195    192,789
Old  : 1,011,970:   123,914    174,676     69,947    663,913    574,558    857,774    819,181:   154,195    192,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    14,517:    18,444     13,452      2,000      1,509      8,879     21,953     24,331:    -7,436     -9,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       17.3        6.9       65.6       56.8       84.8       80.9:      15.2       19.1
Old  :     100.0:      12.2       17.3        6.9       65.6       56.8       84.8       80.9:      15.2       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        39         48         48         83         93        150        161:
Old  :       198:        39         48         48         83         93        150        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       14.7       33.9       22.3       15.2       10.6       23.8       16.7
Old  :                 22.5       14.7       33.9       22.3       15.2       10.6       23.8       16.7
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, September 2, 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  :   193,722:    37,256      2,925     41,220     83,932    133,612    162,408    177,757:    31,314     15,965
Old  :   185,695:    37,679      3,147     38,356     79,211    128,301    155,246    169,804:    30,449     15,891
Other:     8,027:     1,233      1,434      1,208      4,720      5,311      7,162      7,953:       865         74
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -874:       371        276      2,043     -2,197     -3,146        217       -828:    -1,092        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        1.5       21.3       43.3       69.0       83.8       91.8:      16.2        8.2
Old  :     100.0:      20.3        1.7       20.7       42.7       69.1       83.6       91.4:      16.4        8.6
Other:     100.0:      15.4       17.9       15.1       58.8       66.2       89.2       99.1:      10.8        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        58         12         54         66         67        148        125:
Old  :       170:        58         17         54         66         67        148        125:
Other:        46:        15          6         13         17         10         38         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       38.7       21.9       48.9        9.3       29.9       15.9       36.4
Old  :                 14.3       38.6       22.3       48.3        9.4       29.6       16.0       36.2
Other:                 37.9       59.4       56.0       80.1       34.5       55.8       52.5       74.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :    11,648:     2,526      1,054      1,045      6,305      8,358      9,876     10,457:     1,771      1,191
Old  :    11,634:     2,533      1,054      1,038      6,305      8,358      9,876     10,450:     1,757      1,184
Other:        14:         0          7          0          0          0          0          7:        14          7
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -494:       -14        187        127       -574       -727       -461       -413:       -33        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.0        9.0       54.1       71.8       84.8       89.8:      15.2       10.2
Old  :     100.0:      21.8        9.1        8.9       54.2       71.8       84.9       89.8:      15.1       10.2
Other:     100.0:       0.0       50.0        0.0        0.0        0.0        0.0       50.0:     100.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        19         10         10         22         20         47         35:
Old  :        63:        19         10         10         22         20         47         35:
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  :                 28.2       48.5       47.5       61.7       27.4       39.5       42.4       50.0
Old  :                 28.2       48.5       47.5       61.8       27.4       39.5       42.5       50.1
Other:                  0.0       50.0        0.0       50.0        0.0       50.0        0.0       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   979,685:   190,540    166,281     37,491    626,654    663,177    854,686    866,950:   124,999    112,735
Old  :   979,685:   190,540    166,281     37,491    626,654    663,177    854,686    866,950:   124,999    112,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    -6,759:     3,544    -16,530        334     -2,600     23,929      1,278      7,733:    -8,037    -14,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       17.0        3.8       64.0       67.7       87.2       88.5:      12.8       11.5
Old  :     100.0:      19.4       17.0        3.8       64.0       67.7       87.2       88.5:      12.8       11.5
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  :       211:        42         42         35         93        104        149        167:
Old  :       211:        42         42         35         93        104        149        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       30.4       31.3       42.2       19.7       24.1       28.2       34.3
Old  :                 21.1       30.4       31.3       42.2       19.7       24.1       28.2       34.3
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, September 2, 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  : 2,092,883:   287,667    244,242    225,747  1,247,724  1,229,477  1,761,137  1,699,466:   331,746    393,417
Old  : 2,092,883:   287,667    244,242    225,747  1,247,724  1,229,477  1,761,137  1,699,466:   331,746    393,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :    57,579:    24,572    -11,904     15,996     13,087     13,518     53,655     17,610:     3,924     39,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.7       10.8       59.6       58.7       84.1       81.2:      15.9       18.8
Old  :     100.0:      13.7       11.7       10.8       59.6       58.7       84.1       81.2:      15.9       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        51         70         70        117        126        212        222:
Old  :       268:        51         70         70        117        126        212        222:
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  :                 24.8       20.3       33.6       27.2       22.1       18.4       29.4       23.3
Old  :                 24.8       20.3       33.6       27.2       22.1       18.4       29.4       23.3
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, September 2, 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  : 1,657,789:   447,225    198,889     55,839    906,594  1,160,405  1,409,658  1,415,133:   248,131    242,656
Old  : 1,657,789:   447,225    198,889     55,839    906,594  1,160,405  1,409,658  1,415,133:   248,131    242,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :  -132,123:    -8,780      7,104     -7,969    -88,083   -116,562   -104,833   -117,428:   -27,290    -14,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.0        3.4       54.7       70.0       85.0       85.4:      15.0       14.6
Old  :     100.0:      27.0       12.0        3.4       54.7       70.0       85.0       85.4:      15.0       14.6
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  :       207:        48         40         33         98         99        163        155:
Old  :       207:        48         40         33         98         99        163        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       26.2       30.1       39.5       11.6       18.3       18.5       24.8
Old  :                 21.1       26.2       30.1       39.5       11.6       18.3       18.5       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   915,505:   241,247     37,922    252,647    378,150    593,018    872,045    883,587:    43,460     31,918
Old  :   915,505:   241,247     37,922    252,647    378,150    593,018    872,045    883,587:    43,460     31,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :   -15,905:     2,514      1,529     -4,501    -13,268     -8,786    -15,255    -11,759:      -650     -4,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.1       27.6       41.3       64.8       95.3       96.5:       4.7        3.5
Old  :     100.0:      26.4        4.1       27.6       41.3       64.8       95.3       96.5:       4.7        3.5
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  :       138:        52         16         41         64         60        124        110:
Old  :       138:        52         16         41         64         60        124        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       31.8       41.6       51.8       18.9       29.3       25.8       38.7
Old  :                 28.8       31.8       41.6       51.8       18.9       29.3       25.8       38.7
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, September 2, 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  :    36,909:    16,763     14,066      1,813     16,407     14,002     34,983     29,881:     1,926      7,028
Old  :    36,909:    16,763     14,066      1,813     16,407     14,002     34,983     29,881:     1,926      7,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -386:       233       -650         42      2,245      2,580      2,520      1,973:    -2,906     -2,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       38.1        4.9       44.5       37.9       94.8       81.0:       5.2       19.0
Old  :     100.0:      45.4       38.1        4.9       44.5       37.9       94.8       81.0:       5.2       19.0
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  :        56:        17         19         11         16         12         41         34:
Old  :        56:        17         19         11         16         12         41         34:
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  :                 34.9       38.7       55.6       54.9       34.9       32.4       52.2       44.1
Old  :                 34.9       38.7       55.6       54.9       34.9       32.4       52.2       44.1
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, September 2, 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  :   125,909:    49,205     51,274      3,390     58,675     58,780    111,270    113,444:    14,639     12,465
Old  :   125,909:    49,205     51,274      3,390     58,675     58,780    111,270    113,444:    14,639     12,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :      -837:     1,387       -645         28     -1,006      2,866        409      2,249:    -1,246     -3,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       40.7        2.7       46.6       46.7       88.4       90.1:      11.6        9.9
Old  :     100.0:      39.1       40.7        2.7       46.6       46.7       88.4       90.1:      11.6        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  :       137:        48         45         22         27         28         83         87:
Old  :       137:        48         45         22         27         28         83         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       28.5       46.6       46.8       27.6       28.4       40.6       42.5
Old  :                 32.0       28.5       46.6       46.8       27.6       28.4       40.6       42.5
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, September 2, 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  :    60,617:    13,872      9,119      2,277     44,415     49,112     60,564     60,508:        53        109
Old  :    60,617:    13,872      9,119      2,277     44,415     49,112     60,564     60,508:        53        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :     8,550:      -303         47      1,529      7,334      6,977      8,560      8,553:       -10         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.0        3.8       73.3       81.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      22.9       15.0        3.8       73.3       81.0       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         11          3         15         12         26         25:
Old  :        41:        10         11          3         15         12         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       76.4       84.7       92.2       44.9       37.9       51.7       50.9
Old  :                 71.8       76.4       84.7       92.2       44.9       37.9       51.7       50.9
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, September 2, 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  :    58,948:    21,718      2,612        187     36,991     55,893     58,896     58,692:        52        256
Old  :    58,948:    21,718      2,612        187     36,991     55,893     58,896     58,692:        52        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2008                      :
     :     3,666:     1,107       -515          0      2,579      4,233      3,686      3,718:       -20        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        4.4        0.3       62.8       94.8       99.9       99.6:       0.1        0.4
Old  :     100.0:      36.8        4.4        0.3       62.8       94.8       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  :        33:         6          9          1         12         10         18         20:
Old  :        33:         6          9          1         12         10         18         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  :                 82.4       95.0       93.8       98.3       79.7       94.8       91.1       95.8
Old  :                 82.4       95.0       93.8       98.3       79.7       94.8       91.1       95.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 5, 2008