WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      349,615
COMMITMENTS
  80,453   76,863   47,664  191,393  172,749  319,510  297,276   30,105   52,339

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -12,511)
  -2,783   -8,780   -6,304   -2,807    1,856  -11,894  -13,228     -617      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     22.0     13.6     54.7     49.4     91.4     85.0      8.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      87       96      108       61       99      230      257
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,366,107
COMMITMENTS
 443,320  103,591  185,552  606,088  833,551  1234960  1122694  131,147  243,413

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -59,522)
 -13,022  -22,536   -2,633  -25,050  -33,061  -40,705  -58,230  -18,817   -1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      7.6     13.6     44.4     61.0     90.4     82.2      9.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      847)
     228      133      209      219      366      582      643
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,193
COMMITMENTS
   4,060      344      543    9,086   14,992   13,689   15,879    3,504    1,314

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:        169)
     130      -30      180     -285       62       25      212      144      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      2.0      3.2     52.8     87.2     79.6     92.4     20.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22        3        7       17       17       41       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      476,188
COMMITMENTS
 149,602   29,564   66,299  206,919  297,749  422,820  393,612   53,368   82,576

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -26,991)
 -20,507  -12,839   -7,819    3,346   -5,232  -24,980  -25,890   -2,011   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      6.2     13.9     43.5     62.5     88.8     82.7     11.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      469)
     144       94      121      114      193      327      361
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       21,508
COMMITMENTS
  17,248    2,076      845        2    3,678   18,095    6,599    3,413   14,909

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     -1,467)
  -1,193     -639     -373        0      -17   -1,566   -1,029       99     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.2      9.7      3.9      0.0     17.1     84.1     30.7     15.9     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        8        8        1       10       10       26
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      260,825
COMMITMENTS
  48,824   19,611   53,588  127,915  171,874  230,327  245,073   30,498   15,752

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     -7,516)
     162   -4,680   -6,456     -896    3,750   -7,190   -7,386     -326     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      7.5     20.5     49.0     65.9     88.3     94.0     11.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      53       24       47       60       55      146      111
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      889,210
COMMITMENTS
 109,556  192,410   10,239  671,962  525,591  791,757  728,240   97,453  160,970

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     16,973)
   5,690   11,705   -4,455   15,411   28,211   16,646   35,461      327  -18,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     21.6      1.2     75.6     59.1     89.0     81.9     11.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      25       52       15       66       77      100      135
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      221,465
COMMITMENTS
  70,578    5,861   33,668   82,093  166,351  186,339  205,880   35,126   15,585

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     -1,445)
   6,457     -835   -2,083   -3,660    2,925      714        7   -2,159   -1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      2.6     15.2     37.1     75.1     84.1     93.0     15.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      80       18       52       69       64      172      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,470
COMMITMENTS
   3,924      803      790    7,970   13,164   12,684   14,757    3,786    1,713

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     -1,407)
    -593      -61      -50     -990   -1,514   -1,633   -1,625      226      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      4.9      4.8     48.4     79.9     77.0     89.6     23.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23        7       11       28       23       53       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,011,360
COMMITMENTS
 194,191  203,375    5,279  706,386  704,427  905,856  913,081  105,504   98,279

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     93,539)
  25,435   58,684      153   67,951   64,088   93,539  122,925        0  -29,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     20.1      0.5     69.8     69.7     89.6     90.3     10.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      38       36       10       91       86      133      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,901,679
COMMITMENTS
 284,955  281,898   54,375  1308391  1181673  1647721  1517946  253,958  383,733

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -63,340)
 -17,655  -26,740    7,316  -40,247   -8,175  -50,586  -27,599  -12,754  -35,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     14.8      2.9     68.8     62.1     86.6     79.8     13.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      55       50       34       95      108      166      177
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,569,390
COMMITMENTS
 465,559  155,556   11,735  884,129  1133969  1361423  1301260  207,967  268,130

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:   -139,867)
   4,340      -69  -23,436 -111,359  -95,056 -130,455 -118,561   -9,412  -21,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      9.9      0.7     56.3     72.3     86.7     82.9     13.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      31       37       13       79       74      118      116
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      772,484
COMMITMENTS
 374,802   42,482   26,610  310,465  656,902  711,877  725,994   60,607   46,490

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     26,073)
  40,010    8,544  -10,192     -532   28,693   29,286   27,045   -3,213     -972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5      5.5      3.4     40.2     85.0     92.2     94.0      7.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      55       14       25       62       54      124       87
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       25,180
COMMITMENTS
   9,655   11,323      980   11,254    8,009   21,889   20,312    3,291    4,868

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -25,260)
  -7,809   -3,236   -3,622   -6,564  -12,186  -17,995  -19,044   -7,265   -6,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     45.0      3.9     44.7     31.8     86.9     80.7     13.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       10        2        9        8       21       18
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,129
COMMITMENTS
  42,369   29,579      911   30,313   49,116   73,593   79,606   20,536   14,523

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -44,427)
   2,935  -21,611  -14,357  -36,361   -6,614  -47,783  -42,582    3,356   -1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     31.4      1.0     32.2     52.2     78.2     84.6     21.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       28        5       22       18       57       48
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       52,927
COMMITMENTS
  13,630    6,490      846   38,069   45,213   52,545   52,549      382      378

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:      1,083)
     394      526      -11      694      543    1,077    1,058        6       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     12.3      1.6     71.9     85.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       13        3       16       11       26       26
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 06/24/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       57,420
COMMITMENTS
  16,665    2,653       55   40,693   54,432   57,413   57,140        7      280

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     -2,095)
    -431     -238       55   -1,720   -1,942   -2,096   -2,125        1       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      4.6      0.1     70.9     94.8    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1       12        9       18       18
 

Updated June 27, 2008