WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   437,858:    68,159     57,785    138,032    200,422    186,364    406,613    382,181:    31,244     55,676
Old  :   370,681:    57,228     61,084    114,010    171,227    150,853    342,464    325,946:    28,217     44,734
Other:    67,177:    28,771     14,540      6,183     29,195     35,512     64,149     56,235:     3,028     10,942
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    -5,049:    -1,474     -7,455       -159     -4,431      3,720     -6,064     -3,894:     1,015     -1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       13.2       31.5       45.8       42.6       92.9       87.3:       7.1       12.7
Old  :     100.0:      15.4       16.5       30.8       46.2       40.7       92.4       87.9:       7.6       12.1
Other:     100.0:      42.8       21.6        9.2       43.5       52.9       95.5       83.7:       4.5       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       106        122        172         79        108        299        323:
Old  :       370:       114        121        155         78        103        289        304:
Other:       169:        28         56         26         28         77         76        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  :                 21.6       17.1       33.2       25.0       19.8       15.3       30.5       19.2
Old  :                 23.5       17.2       34.5       25.9       22.5       15.3       32.3       19.6
Other:                 47.0       22.3       60.0       30.7       44.5       19.8       54.0       26.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  : 1,933,672:   213,180     85,858    732,705    838,498    868,329  1,784,383  1,686,892:   149,288    246,780
Old  :   273,367:    48,973     22,776    117,459     80,151    109,009    246,584    249,244:    26,783     24,123
Other: 1,660,305:   215,592    114,467    563,860    758,347    759,320  1,537,800  1,437,648:   122,505    222,657
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :   -24,853:     1,945     -2,960      7,678    -20,703     -4,009    -11,081        708:   -13,772    -25,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        4.4       37.9       43.4       44.9       92.3       87.2:       7.7       12.8
Old  :     100.0:      17.9        8.3       43.0       29.3       39.9       90.2       91.2:       9.8        8.8
Other:     100.0:      13.0        6.9       34.0       45.7       45.7       92.6       86.6:       7.4       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       183        191        313        311        392        682        758:
Old  :       610:       159         96        127        191        265        402        436:
Other:       838:       176        232        265        267        383        596        740:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       14.2       21.8       21.7        8.0        6.1       13.0        8.7
Old  :                 15.5       18.3       26.9       28.7        9.0        8.1       12.4       12.2
Other:                 14.4       14.1       23.0       21.0        8.7        6.2       14.4        9.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    16,626:     2,816      1,317      1,324      9,833     11,873     13,973     14,514:     2,652      2,111
Old  :    16,152:     2,816      1,317      1,324      9,424     11,511     13,564     14,152:     2,587      1,999
Other:       474:         0          0          0        409        362        409        362:        65        112
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :      -782:       599        196       -357       -359        154       -117         -7:      -665       -776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        7.9        8.0       59.1       71.4       84.0       87.3:      16.0       12.7
Old  :     100.0:      17.4        8.2        8.2       58.3       71.3       84.0       87.6:      16.0       12.4
Other:     100.0:       0.0        0.0        0.0       86.3       76.4       86.3       76.4:      13.7       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        16         13          8         18         16         41         31:
Old  :        53:        16         13          8         18         16         41         31:
Other:         7:         0          0          0          4          5          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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       52.0       50.4       67.4       34.4       47.4       49.5       58.7
Old  :                 34.5       52.0       50.7       67.5       34.2       47.9       49.7       59.9
Other:                 86.3       75.1       86.3       76.4       72.2       62.2       72.2       62.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   566,097:    93,527     34,203    197,204    225,833    255,686    516,564    487,092:    49,533     79,005
Old  :   514,370:    83,546     36,447    177,909    206,328    228,080    467,782    442,436:    46,588     71,935
Other:    51,727:    17,786      5,560     11,491     19,505     27,605     48,782     44,657:     2,945      7,070
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :     4,788:    -2,210        825      6,810       -822        290      3,777      7,925:     1,011     -3,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        6.0       34.8       39.9       45.2       91.3       86.0:       8.7       14.0
Old  :     100.0:      16.2        7.1       34.6       40.1       44.3       90.9       86.0:       9.1       14.0
Other:     100.0:      34.4       10.7       22.2       37.7       53.4       94.3       86.3:       5.7       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       508:       162        124        199        113        195        369        444:
Old  :       506:       154        130        196        113        195        365        443:
Other:       238:        43         49         25         34        133         87        198:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       20.7       28.8       28.9       11.6        9.5       17.4       13.3
Old  :                 19.0       20.7       28.2       28.9       11.6        9.6       18.4       13.7
Other:                 45.3       34.7       59.2       48.3       29.7       23.7       38.8       32.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    21,924:    17,893      3,896      1,179          3      3,332     19,075      8,407:     2,849     13,517
Old  :    19,377:    15,915      3,994      1,041          3      2,681     16,959      7,716:     2,418     11,661
Other:     2,547:     2,116         40          0          0        651      2,116        691:       431      1,856
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :      -104:        53        -94        -55          1         26         -1       -123:      -103         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.6       17.8        5.4        0.0       15.2       87.0       38.3:      13.0       61.7
Old  :     100.0:      82.1       20.6        5.4        0.0       13.8       87.5       39.8:      12.5       60.2
Other:     100.0:      83.1        1.6        0.0        0.0       25.6       83.1       27.1:      16.9       72.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        11          9          8          1         10         13         26:
Old  :        30:        11          9          8          1         10         13         26:
Other:        21:         8          4          0          0          9          8         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  :                 63.5       17.4       82.7       24.9       63.4       15.1       78.6       21.4
Old  :                 63.3       19.0       83.4       25.8       63.2       15.9       78.7       22.4
Other:                 68.0       21.6       83.1       25.2       68.0       21.6       83.1       25.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   316,241:    21,653     26,764     88,422    184,454    182,045    294,529    297,232:    21,712     19,009
Old  :    35,621:     8,526      3,011      5,489     18,649     25,858     32,664     34,357:     2,957      1,264
Other:   280,620:    22,291     32,918     73,769    165,804    156,187    261,865    262,875:    18,755     17,745
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    -4,400:       190     -1,311      1,855     -4,184     -2,928     -2,140     -2,385:    -2,260     -2,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        8.5       28.0       58.3       57.6       93.1       94.0:       6.9        6.0
Old  :     100.0:      23.9        8.5       15.4       52.4       72.6       91.7       96.5:       8.3        3.5
Other:     100.0:       7.9       11.7       26.3       59.1       55.7       93.3       93.7:       6.7        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        46         44         69         71         71        159        165:
Old  :       107:        26         20         15         33         42         65         71:
Other:       200:        49         50         62         67         69        150        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       28.5       32.6       40.5       14.9       20.5       21.3       27.6
Old  :                 36.0       33.9       51.2       49.4       29.4       33.0       37.9       46.3
Other:                 22.5       29.7       34.0       42.1       16.8       21.2       23.7       29.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   999,427:    99,811    164,016     76,640    686,843    567,514    863,294    808,170:   136,133    191,256
Old  :   999,427:    99,811    164,016     76,640    686,843    567,514    863,294    808,170:   136,133    191,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    33,782:   -10,502      4,625      8,854     28,280      9,326     26,632     22,805:     7,151     10,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       16.4        7.7       68.7       56.8       86.4       80.9:      13.6       19.1
Old  :     100.0:      10.0       16.4        7.7       68.7       56.8       86.4       80.9:      13.6       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  :       200:        34         54         56         79         94        148        169:
Old  :       200:        34         54         56         79         94        148        169:
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       15.8       35.1       23.4       16.2       10.0       24.9       16.6
Old  :                 23.7       15.8       35.1       23.4       16.2       10.0       24.9       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   201,944:    35,726      3,573     41,612     94,142    140,817    171,480    186,002:    30,465     15,942
Old  :    38,771:     6,489      1,467      3,349     23,327     28,771     33,166     33,588:     5,605      5,183
Other:   163,173:    32,575      5,444     34,925     70,814    112,046    138,314    152,414:    24,859     10,759
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    -8,083:      -703       -443     -2,663     -2,670     -3,555     -6,036     -6,660:    -2,048     -1,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        1.8       20.6       46.6       69.7       84.9       92.1:      15.1        7.9
Old  :     100.0:      16.7        3.8        8.6       60.2       74.2       85.5       86.6:      14.5       13.4
Other:     100.0:      20.0        3.3       21.4       43.4       68.7       84.8       93.4:      15.2        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        51         19         50         73         71        147        127:
Old  :       109:        27         13         18         39         48         74         71:
Other:       161:        48         23         44         67         57        135        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       36.5       22.8       48.0        8.6       27.7       14.9       33.9
Old  :                 37.0       34.9       51.9       48.7       36.5       31.1       49.0       44.8
Other:                 12.0       40.8       21.4       53.9       10.3       34.5       17.9       43.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    12,829:     2,236      1,315      1,219      7,440      8,702     10,896     11,237:     1,933      1,593
Old  :    12,815:     2,243      1,315      1,212      7,440      8,702     10,896     11,230:     1,919      1,586
Other:        14:         0          7          0          0          0          0          7:        14          7
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :      -647:       207       -195         50       -974       -517       -718       -661:        71         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       10.3        9.5       58.0       67.8       84.9       87.6:      15.1       12.4
Old  :     100.0:      17.5       10.3        9.5       58.1       67.9       85.0       87.6:      15.0       12.4
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  :        60:        15         12          8         23         19         42         36:
Old  :        60:        15         12          8         23         19         42         36:
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  :                 30.8       51.6       48.1       64.8       24.9       35.4       37.5       45.4
Old  :                 30.8       51.6       48.1       64.9       25.0       35.4       37.6       45.4
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, August 19, 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  :   977,196:   175,520    198,776     45,671    629,805    628,319    850,996    872,765:   126,200    104,431
Old  :   977,196:   175,520    198,776     45,671    629,805    628,319    850,996    872,765:   126,200    104,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    33,185:    20,561    -24,543     12,169     -2,535     32,214     30,196     19,841:     2,989     13,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       20.3        4.7       64.5       64.3       87.1       89.3:      12.9       10.7
Old  :     100.0:      18.0       20.3        4.7       64.5       64.3       87.1       89.3:      12.9       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        44         44         34         90        103        150        165:
Old  :       215:        44         44         34         90        103        150        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       30.0       32.5       43.0       22.3       25.4       30.5       37.2
Old  :                 23.1       30.0       32.5       43.0       22.3       25.4       30.5       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  : 2,475,948:   243,977    259,725    376,940  1,479,584  1,414,376  2,100,501  2,051,041:   375,446    424,906
Old  : 2,475,948:   243,977    259,725    376,940  1,479,584  1,414,376  2,100,501  2,051,041:   375,446    424,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    87,715:    -1,439     -8,104     36,770     23,029     31,692     58,360     60,358:    29,355     27,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.5       15.2       59.8       57.1       84.8       82.8:      15.2       17.2
Old  :     100.0:       9.9       10.5       15.2       59.8       57.1       84.8       82.8:      15.2       17.2
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  :       279:        45         77         80        129        136        227        241:
Old  :       279:        45         77         80        129        136        227        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       19.7       32.5       27.1       16.8       13.6       23.1       17.9
Old  :                 24.9       19.7       32.5       27.1       16.8       13.6       23.1       17.9
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, August 19, 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  : 1,763,129:   434,547    200,480     98,904    963,534  1,223,467  1,496,985  1,522,851:   266,144    240,278
Old  : 1,763,129:   434,547    200,480     98,904    963,534  1,223,467  1,496,985  1,522,851:   266,144    240,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    45,078:     5,303      7,102     16,304     23,228     23,372     44,835     46,778:       242     -1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       11.4        5.6       54.6       69.4       84.9       86.4:      15.1       13.6
Old  :     100.0:      24.6       11.4        5.6       54.6       69.4       84.9       86.4:      15.1       13.6
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  :       209:        47         41         36         97        101        163        159:
Old  :       209:        47         41         36         97        101        163        159:
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  :                 20.9       25.1       29.5       37.7       12.3       17.1       19.0       23.8
Old  :                 20.9       25.1       29.5       37.7       12.3       17.1       19.0       23.8
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, August 19, 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  :   922,013:   237,478     33,415    246,841    391,183    598,892    875,501    879,148:    46,511     42,865
Old  :   922,013:   237,478     33,415    246,841    391,183    598,892    875,501    879,148:    46,511     42,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    55,619:    -8,209     -5,289     39,890     23,110     16,870     54,792     51,471:       827      4,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        3.6       26.8       42.4       65.0       95.0       95.4:       5.0        4.6
Old  :     100.0:      25.8        3.6       26.8       42.4       65.0       95.0       95.4:       5.0        4.6
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  :       132:        49         16         41         62         58        123        106:
Old  :       132:        49         16         41         62         58        123        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       32.1       41.0       51.2       18.4       29.2       25.5       37.7
Old  :                 27.3       32.1       41.0       51.2       18.4       29.2       25.5       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    36,045:    15,358     15,153      1,285     14,897     10,824     31,540     27,262:     4,505      8,783
Old  :    36,045:    15,358     15,153      1,285     14,897     10,824     31,540     27,262:     4,505      8,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :       212:      -232      1,100       -324        345       -572       -212        204:       424          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       42.0        3.6       41.3       30.0       87.5       75.6:      12.5       24.4
Old  :     100.0:      42.6       42.0        3.6       41.3       30.0       87.5       75.6:      12.5       24.4
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  :        54:        18         18         10         15         10         40         31:
Old  :        54:        18         18         10         15         10         40         31:
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       34.7       54.0       50.7       34.7       34.7       53.7       46.1
Old  :                 34.7       34.7       54.0       50.7       34.7       34.7       53.7       46.1
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, August 19, 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  :   130,520:    49,446     52,150      3,175     58,411     59,999    111,032    115,324:    19,488     15,196
Old  :   130,520:    49,446     52,150      3,175     58,411     59,999    111,032    115,324:    19,488     15,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :     2,506:     1,523     14,653     -2,021      1,224     -9,990        726      2,642:     1,780       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       40.0        2.4       44.8       46.0       85.1       88.4:      14.9       11.6
Old  :     100.0:      37.9       40.0        2.4       44.8       46.0       85.1       88.4:      14.9       11.6
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  :       140:        47         49         24         28         26         85         89:
Old  :       140:        47         49         24         28         26         85         89:
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  :                 29.6       28.4       44.2       48.7       27.7       28.2       40.0       43.6
Old  :                 29.6       28.4       44.2       48.7       27.7       28.2       40.0       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    53,493:    13,043      9,085        998     39,395     42,559     53,436     52,642:        57        851
Old  :    53,493:    13,043      9,085        998     39,395     42,559     53,436     52,642:        57        851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :    -1,984:    -1,758       -372        205       -451     -2,470     -2,004     -2,637:        20        653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       17.0        1.9       73.6       79.6       99.9       98.4:       0.1        1.6
Old  :     100.0:      24.4       17.0        1.9       73.6       79.6       99.9       98.4:       0.1        1.6
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  :        42:         8         14          3         15         12         25         27:
Old  :        42:         8         14          3         15         12         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       75.3       86.5       92.1       48.6       40.7       55.1       53.2
Old  :                 73.6       75.3       86.5       92.1       48.6       40.7       55.1       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    62,276:    20,318      2,993        187     41,648     58,760     62,153     61,940:       123        336
Old  :    62,276:    20,318      2,993        187     41,648     58,760     62,153     61,940:       123        336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2008                      :
     :     3,275:     1,789      1,344          0      1,374      1,857      3,163      3,201:       112         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        4.8        0.3       66.9       94.4       99.8       99.5:       0.2        0.5
Old  :     100.0:      32.6        4.8        0.3       66.9       94.4       99.8       99.5:       0.2        0.5
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  :        31:         5          9          1         10         10         15         20:
Old  :        31:         5          9          1         10         10         15         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  :                 86.6       94.4       96.1       98.2       83.5       94.4       93.0       95.5
Old  :                 86.6       94.4       96.1       98.2       83.5       94.4       93.0       95.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 22, 2008