WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   402,722:    57,494     66,054    131,577    188,260    152,825    377,331    350,456:    25,392     52,266
Old  :   332,523:    47,702     66,780    105,728    157,285    119,443    310,715    291,951:    21,808     40,571
Other:    70,200:    28,555     18,037      7,086     30,974     33,382     66,616     58,505:     3,584     11,695
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -2,184:      -865        -62        860     -1,676     -4,802     -1,682     -4,005:      -502      1,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       16.4       32.7       46.7       37.9       93.7       87.0:       6.3       13.0
Old  :     100.0:      14.3       20.1       31.8       47.3       35.9       93.4       87.8:       6.6       12.2
Other:     100.0:      40.7       25.7       10.1       44.1       47.6       94.9       83.3:       5.1       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        83        114        126         84        108        244        283:
Old  :       314:        91        103        112         82        104        234        266:
Other:       159:        30         41         28         36         79         81        136:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       13.1       32.2       20.6       18.0       10.4       28.3       14.5
Old  :                 21.4       13.9       34.0       22.0       20.1       10.7       30.1       15.8
Other:                 45.6       18.6       59.9       28.6       44.1       15.0       54.0       22.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  : 1,685,800:   172,444     74,200    626,937    738,735    729,303  1,538,116  1,430,440:   147,683    255,360
Old  : 1,457,758:   155,405     94,122    546,307    626,084    601,155  1,327,796  1,241,584:   129,962    216,174
Other:   228,042:    51,254     14,292     46,415    112,651    128,149    210,320    188,856:    17,722     39,186
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     1,317:   -10,533     10,713     12,127      1,237    -38,306      2,831    -15,467:    -1,513     16,784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        4.4       37.2       43.8       43.3       91.2       84.9:       8.8       15.1
Old  :     100.0:      10.7        6.5       37.5       42.9       41.2       91.1       85.2:       8.9       14.8
Other:     100.0:      22.5        6.3       20.4       49.4       56.2       92.2       82.8:       7.8       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       732:       180        147        245        274        348        572        644:
Old  :       727:       179        154        232        265        344        557        629:
Other:       428:        62         75         58         95        252        180        362:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       14.8       21.6       21.7        7.2        6.5       12.8        9.7
Old  :                 12.9       14.1       20.5       21.1        7.8        5.5       13.7        9.0
Other:                 28.5       26.4       41.5       35.3       19.5       16.0       29.6       19.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    17,456:     1,205      1,606      2,162     12,078     10,689     15,445     14,456:     2,011      2,999
Old  :    15,663:     1,397      1,604      1,938     10,363      9,334     13,697     12,876:     1,966      2,787
Other:     1,792:         0        193         32      1,715      1,355      1,747      1,580:        45        212
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :       516:       -56        106        276        474       -287        695         95:      -178        421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.2       12.4       69.2       61.2       88.5       82.8:      11.5       17.2
Old  :     100.0:       8.9       10.2       12.4       66.2       59.6       87.4       82.2:      12.6       17.8
Other:     100.0:       0.0       10.8        1.8       95.7       75.6       97.5       88.2:       2.5       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        14         14          7         18         14         34         33:
Old  :        50:        14         14          7         18         14         34         33:
Other:        15:         0          3          2          7          8          9         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.4       51.6       59.9       63.3       37.8       41.9       52.0       48.5
Old  :                 35.6       50.2       57.6       61.3       33.8       41.3       49.5       48.5
Other:                 87.7       69.7       97.3       86.7       74.1       57.4       74.1       64.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   555,265:    63,347     28,806    216,538    223,753    223,819    503,638    469,162:    51,628     86,103
Old  :   495,479:    56,936     35,041    190,625    201,207    193,465    448,768    419,130:    46,711     76,349
Other:    59,786:    17,063      4,417     15,260     22,546     30,354     54,869     50,032:     4,916      9,754
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    16,875:    -9,071        249     16,991      7,770     -4,804     15,690     12,436:     1,185      4,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        5.2       39.0       40.3       40.3       90.7       84.5:       9.3       15.5
Old  :     100.0:      11.5        7.1       38.5       40.6       39.0       90.6       84.6:       9.4       15.4
Other:     100.0:      28.5        7.4       25.5       37.7       50.8       91.8       83.7:       8.2       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       151        103        199        113        164        359        402:
Old  :       454:       144        112        193        112        162        350        400:
Other:       207:        46         35         31         42        110        100        165:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       18.9       28.1       27.6        9.7        8.6       15.9       12.0
Old  :                 19.0       18.3       27.8       26.8       10.5        8.4       17.8       12.5
Other:                 39.3       36.9       52.8       49.3       21.9       23.0       31.0       30.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,244:    15,616      3,611        633          2      2,988     16,251      7,232:     2,993     12,012
Old  :    16,659:    13,639      3,738        466          2      2,336     14,107      6,540:     2,552     10,119
Other:     2,585:     2,144         40          0          0        652      2,144        692:       441      1,893
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -269:      -348         21          0          0        -48       -348        -27:        79       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       18.8        3.3        0.0       15.5       84.4       37.6:      15.6       62.4
Old  :     100.0:      81.9       22.4        2.8        0.0       14.0       84.7       39.3:      15.3       60.7
Other:     100.0:      82.9        1.5        0.0        0.0       25.2       82.9       26.8:      17.1       73.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        11         10          5          1          8         13         22:
Old  :        29:        11         10          5          1          8         13         22:
Other:        19:         7          4          0          0          8          7         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.7       16.6       79.7       24.7       65.6       15.3       77.8       23.3
Old  :                 65.8       17.1       80.2       25.8       65.7       16.5       78.0       24.8
Other:                 67.7       21.8       82.9       25.4       67.7       21.8       82.9       25.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   319,854:    22,341     29,469     91,502    184,698    174,790    298,541    295,761:    21,313     24,093
Old  :   298,190:    23,346     33,324     78,091    176,295    162,965    277,732    274,380:    20,458     23,810
Other:    21,664:     5,126      2,275      7,280      8,403     11,825     20,809     21,381:       855        283
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -3,566:     1,490     -1,622      2,727     -7,876     -6,691     -3,659     -5,586:        92      2,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        9.2       28.6       57.7       54.6       93.3       92.5:       6.7        7.5
Old  :     100.0:       7.8       11.2       26.2       59.1       54.7       93.1       92.0:       6.9        8.0
Other:     100.0:      23.7       10.5       33.6       38.8       54.6       96.1       98.7:       3.9        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        41         59         77         65         63        161        165:
Old  :       201:        42         64         74         64         62        158        163:
Other:        48:        14          7         14         18         11         40         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       26.4       31.3       38.4       12.7       18.4       20.1       25.7
Old  :                 20.6       26.8       31.1       37.6       13.6       19.6       21.4       27.0
Other:                 68.4       79.8       82.6       92.9       45.2       52.1       55.3       61.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   943,953:    64,169    161,878     80,274    666,621    531,393    811,064    773,545:   132,889    170,408
Old  :   943,953:    64,169    161,878     80,274    666,621    531,393    811,064    773,545:   132,889    170,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :   -55,392:   -16,524    -13,302    -27,100     -8,225    -17,675    -51,849    -58,077:    -3,543      2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       17.1        8.5       70.6       56.3       85.9       81.9:      14.1       18.1
Old  :     100.0:       6.8       17.1        8.5       70.6       56.3       85.9       81.9:      14.1       18.1
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  :       181:        31         45         47         79         92        137        157:
Old  :       181:        31         45         47         79         92        137        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  :                 23.6       15.0       35.3       23.0       15.4       10.5       23.4       16.5
Old  :                 23.6       15.0       35.3       23.0       15.4       10.5       23.4       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   181,634:    27,921     11,656     41,828     81,195    106,301    150,944    159,786:    30,689     21,848
Old  :   172,444:    27,489     12,060     39,304     76,368     99,633    143,161    150,997:    29,283     21,447
Other:     9,190:     1,222        387      1,734      4,827      6,668      7,784      8,789:     1,406        401
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -4,206:    -2,042      4,575      2,521     -4,556    -14,601     -4,078     -7,506:      -129      3,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        6.4       23.0       44.7       58.5       83.1       88.0:      16.9       12.0
Old  :     100.0:      15.9        7.0       22.8       44.3       57.8       83.0       87.6:      17.0       12.4
Other:     100.0:      13.3        4.2       18.9       52.5       72.6       84.7       95.6:      15.3        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        44         22         52         71         67        145        131:
Old  :       169:        43         26         52         71         67        145        131:
Other:        46:        17          3         14         16         15         36         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       28.3       25.7       42.7       14.9       22.4       20.9       31.8
Old  :                 17.4       27.9       26.5       42.6       15.3       22.0       21.3       30.9
Other:                 33.7       57.9       50.8       72.1       27.4       54.5       44.5       65.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :     9,509:     2,265      1,113        690      4,310      6,092      7,266      7,895:     2,243      1,614
Old  :     9,481:     2,265      1,106        689      4,310      6,092      7,265      7,887:     2,216      1,594
Other:        28:         1          8          0          0          0          1          8:        27         20
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -635:      -507         52         18       -139       -907       -628       -837:        -7        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       11.7        7.3       45.3       64.1       76.4       83.0:      23.6       17.0
Old  :     100.0:      23.9       11.7        7.3       45.5       64.3       76.6       83.2:      23.4       16.8
Other:     100.0:       3.6       28.6        0.0        0.0        0.0        3.6       28.6:      96.4       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        11         11          6         18         22         35         34:
Old  :        55:        11         11          6         18         22         35         34:
Other:         2:         1          1          0          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       43.4       48.1       59.0       34.4       43.3       47.4       56.9
Old  :                 34.5       43.5       48.2       59.1       34.5       43.4       47.6       57.1
Other:                  3.6       28.6        3.6       28.6        3.6       28.6        3.6       28.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   761,693:   126,416    157,308     38,430    485,819    482,475    650,666    678,213:   111,027     83,480
Old  :   761,693:   126,416    157,308     38,430    485,819    482,475    650,666    678,213:   111,027     83,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    14,349:     4,739     37,222     -1,653     18,457     -6,558     21,543     29,011:    -7,194    -14,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       20.7        5.0       63.8       63.3       85.4       89.0:      14.6       11.0
Old  :     100.0:      16.6       20.7        5.0       63.8       63.3       85.4       89.0:      14.6       11.0
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  :       191:        33         44         27         78         89        127        144:
Old  :       191:        33         44         27         78         89        127        144:
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  :                 19.9       29.7       31.7       42.0       14.3       27.5       24.1       35.1
Old  :                 19.9       29.7       31.7       42.0       14.3       27.5       24.1       35.1
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 30, 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  : 2,008,337:   193,007    231,375    262,374  1,247,523  1,180,240  1,702,904  1,673,989:   305,433    334,348
Old  : 2,008,337:   193,007    231,375    262,374  1,247,523  1,180,240  1,702,904  1,673,989:   305,433    334,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :  -163,702:   -27,473      8,422    -68,163    -68,128    -72,182   -163,764   -131,923:        61    -31,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       11.5       13.1       62.1       58.8       84.8       83.4:      15.2       16.6
Old  :     100.0:       9.6       11.5       13.1       62.1       58.8       84.8       83.4:      15.2       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  :       244:        47         56         68        110        121        191        211:
Old  :       244:        47         56         68        110        121        191        211:
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  :                 22.3       20.0       30.5       25.8       19.5       16.3       25.8       20.9
Old  :                 22.3       20.0       30.5       25.8       19.5       16.3       25.8       20.9
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 30, 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  : 1,604,090:   427,081    145,903     83,587    883,155  1,128,375  1,393,823  1,357,865:   210,267    246,226
Old  : 1,604,090:   427,081    145,903     83,587    883,155  1,128,375  1,393,823  1,357,865:   210,267    246,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    42,566:      -739     -9,813    -15,462     57,021     49,110     40,819     23,834:     1,747     18,732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        9.1        5.2       55.1       70.3       86.9       84.7:      13.1       15.3
Old  :     100.0:      26.6        9.1        5.2       55.1       70.3       86.9       84.7:      13.1       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        41         26         38         84         82        138        133:
Old  :       168:        41         26         38         84         82        138        133:
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  :                 23.7       31.0       34.1       42.6       14.3       22.8       23.3       32.1
Old  :                 23.7       31.0       34.1       42.6       14.3       22.8       23.3       32.1
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 30, 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  : 1,231,237:   169,882     38,328    463,387    541,298    686,316  1,174,567  1,188,031:    56,670     43,206
Old  : 1,231,237:   169,882     38,328    463,387    541,298    686,316  1,174,567  1,188,031:    56,670     43,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    94,243:    -5,520     -3,860     41,898     54,679     52,056     91,057     90,095:     3,186      4,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        3.1       37.6       44.0       55.7       95.4       96.5:       4.6        3.5
Old  :     100.0:      13.8        3.1       37.6       44.0       55.7       95.4       96.5:       4.6        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  :       132:        43         21         49         59         62        120        117:
Old  :       132:        43         21         49         59         62        120        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       26.2       43.8       42.3       10.6       15.1       14.3       23.0
Old  :                 30.8       26.2       43.8       42.3       10.6       15.1       14.3       23.0
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 30, 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  :    26,258:     9,883      3,006        155     11,143     13,165     21,181     16,326:     5,077      9,932
Old  :    26,258:     9,883      3,006        155     11,143     13,165     21,181     16,326:     5,077      9,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     1,774:       701       -544         73        -54      1,505        720      1,035:     1,054        739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       11.4        0.6       42.4       50.1       80.7       62.2:      19.3       37.8
Old  :     100.0:      37.6       11.4        0.6       42.4       50.1       80.7       62.2:      19.3       37.8
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  :        39:        14          7          2         12         11         27         19:
Old  :        39:        14          7          2         12         11         27         19:
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  :                 40.5       36.8       59.2       51.3       38.3       36.3       57.0       49.8
Old  :                 40.5       36.8       59.2       51.3       38.3       36.3       57.0       49.8
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, September 30, 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  :   107,752:    18,736     23,675      1,814     73,556     67,146     94,106     92,634:    13,646     15,117
Old  :   107,752:    18,736     23,675      1,814     73,556     67,146     94,106     92,634:    13,646     15,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     5,751:       318     -8,234     -1,626      9,234     13,960      7,925      4,100:    -2,175      1,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       22.0        1.7       68.3       62.3       87.3       86.0:      12.7       14.0
Old  :     100.0:      17.4       22.0        1.7       68.3       62.3       87.3       86.0:      12.7       14.0
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  :       102:        24         33         12         32         25         61         65:
Old  :       102:        24         33         12         32         25         61         65:
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  :                 34.7       39.0       52.6       54.8       28.7       30.1       42.3       40.8
Old  :                 34.7       39.0       52.6       54.8       28.7       30.1       42.3       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    37,141:    15,060      8,574        402     21,490     28,049     36,952     37,025:       189        116
Old  :    37,141:    15,060      8,574        402     21,490     28,049     36,952     37,025:       189        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     2,202:     1,932        353       -111        412      1,908      2,233      2,150:       -31         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       23.1        1.1       57.9       75.5       99.5       99.7:       0.5        0.3
Old  :     100.0:      40.5       23.1        1.1       57.9       75.5       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         9         14          3         13         12         24         27:
Old  :        42:         9         14          3         13         12         24         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  :                 68.7       84.0       86.5       92.5       58.5       60.1       67.4       67.2
Old  :                 68.7       84.0       86.5       92.5       58.5       60.1       67.4       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    55,562:    24,888      9,284        490     29,879     45,616     55,257     55,390:       305        172
Old  :    55,562:    24,888      9,284        490     29,879     45,616     55,257     55,390:       305        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     2,681:     2,031       -956         60        701      3,421      2,792      2,525:      -111        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       16.7        0.9       53.8       82.1       99.5       99.7:       0.5        0.3
Old  :     100.0:      44.8       16.7        0.9       53.8       82.1       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10          8          2         10          7         20         17:
Old  :        33:        10          8          2         10          7         20         17:
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  :                 80.1       93.8       91.7       98.0       68.5       81.9       78.3       83.9
Old  :                 80.1       93.8       91.7       98.0       68.5       81.9       78.3       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 3, 2008