WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      440,593
COMMITMENTS
  78,427   71,649  114,264  213,377  196,821  406,068  382,735   34,525   57,859

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -65,946)
  -3,068   -5,826  -42,980  -17,717  -14,988  -63,766  -63,794   -2,180   -2,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     16.3     25.9     48.4     44.7     92.2     86.9      7.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      94      103      137       70      105      262      281
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,067,462
COMMITMENTS
 325,462   73,018  686,905  879,516  1034373  1891883  1794296  175,579  273,165

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:   -270,192)
  -8,412    3,802 -167,656  -61,999  -82,156 -238,066 -246,010  -32,125  -24,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      3.5     33.2     42.5     50.0     91.5     86.8      8.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      893)
     234      153      312      281      408      680      775
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       17,842
COMMITMENTS
   3,749      361      994    9,325   15,064   14,068   16,419    3,774    1,423

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:        -59)
     125      -14       -7     -317      -32     -198      -53      139       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      2.0      5.6     52.3     84.4     78.8     92.0     21.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        5        8       19       17       44       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      631,526
COMMITMENTS
 138,786   26,742  174,722  255,424  337,214  568,932  538,678   62,595   92,849

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:   -101,590)
  -7,761     -177  -83,675   -5,249  -14,266  -96,685  -98,117   -4,905   -3,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      4.2     27.7     40.4     53.4     90.1     85.3      9.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     158      102      163      133      205      374      408
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      299,269
COMMITMENTS
  44,877   17,114   80,617  139,234  182,534  264,728  280,265   34,541   19,004

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -25,900)
     150   -1,246  -17,964   -6,906   -6,436  -24,720  -25,647   -1,180     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      5.7     26.9     46.5     61.0     88.5     93.6     11.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      55       24       56       62       63      152      126
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      998,861
COMMITMENTS
 107,237  183,094   76,165  707,512  566,479  890,914  825,738  107,947  173,123

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -16,015)
     906    8,760  -14,493    5,032   10,751   -8,555    5,018   -7,459  -21,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     18.3      7.6     70.8     56.7     89.2     82.7     10.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      27       58       53       78       87      144      160
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      245,244
COMMITMENTS
  66,531    5,521   50,707   89,782  171,853  207,020  228,081   38,224   17,163

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -12,767)
   3,281      930   -7,795   -5,004   -4,082   -9,518  -10,948   -3,249   -1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      2.3     20.7     36.6     70.1     84.4     93.0     15.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      79       19       58       70       68      173      136
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       17,064
COMMITMENTS
   3,933      844    1,101    8,182   13,282   13,215   15,227    3,849    1,837

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     -2,531)
       3        0     -931   -1,783   -1,822   -2,712   -2,753      181      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      4.9      6.5     47.9     77.8     77.4     89.2     22.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       11       12       29       24       56       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,039,918
COMMITMENTS
 192,550  200,927   22,241  717,272  716,437  932,063  939,605  107,855  100,313

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     91,954)
  24,897   58,676     -727   67,975   63,735   92,144  121,683     -190  -29,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     19.3      2.1     69.0     68.9     89.6     90.4     10.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      35       42       24       93       94      142      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,416,950
COMMITMENTS
 258,428  273,512  316,602  1567351  1421741  2142381  2011855  274,568  405,094

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:   -226,335)
   3,763   -2,887 -101,194 -107,479  -73,975 -204,910 -178,056  -21,425  -48,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     11.3     13.1     64.8     58.8     88.6     83.2     11.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      48       61       72      115      130      202      224
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,701,922
COMMITMENTS
 457,325  148,333   74,383  957,471  1205529  1489179  1428244  212,743  273,678

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:   -172,460)
   1,939      687  -43,347 -118,496 -107,682 -159,903 -150,341  -12,556  -22,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      8.7      4.4     56.3     70.8     87.5     83.9     12.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      31       38       32       87       86      136      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      915,286
COMMITMENTS
 377,154   43,497  119,242  354,434  702,038  850,830  864,778   64,456   50,509

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:     42,796)
  42,985    7,921     -193    2,786   35,634   45,577   43,361   -2,781     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      4.8     13.0     38.7     76.7     93.0     94.5      7.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      58       18       41       70       59      139      108
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       25,756
COMMITMENTS
   9,655   11,394    1,040   11,351    8,125   22,046   20,559    3,711    5,197

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -25,960)
  -7,809   -3,252   -3,920   -6,629  -12,236  -18,358  -19,407   -7,602   -6,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     44.2      4.0     44.1     31.5     85.6     79.8     14.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       11        3        9        8       22       19
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      100,643
COMMITMENTS
  42,104   29,502    2,400   35,094   53,914   79,598   85,817   21,046   14,827

CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST:    -46,961)
   3,223  -21,318  -15,782  -37,725   -8,070  -50,284  -45,170    3,324   -1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8     29.3      2.4     34.9     53.6     79.1     85.3     20.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       28       12       24       19       64       54
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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